Fast algorithms for discrete polynomial transforms

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The authors consider the Vandermonde-like matrix \(P:=(P_k (\cos {j\pi \over N}))^N_{j, k=0}\), where the polynomials \(P_k\) satisfy a three-term recurrence relation. If \(P_k\) are the Chebyshev polynomials, then \(P\) coincides with \(C:= (\cos {jk\pi \over N})^N_{j,k =0}\). This paper presents a new fast algorithm for the computation of the matrix-vector product \(Pa\) in \(O(N \log^2N)\) arithmetical operations. The algorithm divides into a fast transform, which replaces \(Pa\) with \(C\widetilde a\), and a subsequent fast cosine transform. The first part of this algorithm is realized by a straightforward cascade summation based on properties of associated polynomials with respect to \(P_k\) and by fast polynomial multiplications. Numerical tests demonstrate that this fast polynomial transform realizes \(Pa\) with almost the same precision as the Clenshaw algorithm, but is much faster for \(N\geq 128\). This algorithm can be considered as a modified Driscoll-Healy algorithm [see \textit{J. R. Driscoll} and \textit{D. M. Healy}, Adv. Appl. Math. 15, 202-250 (1994; Zbl 0801.65141)].




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