Fast polynomial transforms based on Toeplitz and Hankel matrices
From MaRDI portal
Publication:4637582
Abstract: Many standard conversion matrices between coefficients in classical orthogonal polynomial expansions can be decomposed using diagonally-scaled Hadamard products involving Toeplitz and Hankel matrices. This allows us to derive algorithms, based on the fast Fourier transform, for converting coefficients of a degree polynomial in one polynomial basis to coefficients in another. Numerical results show that this approach is competitive with state-of-the-art techniques, requires no precomputational cost, can be implemented in a handful of lines of code, and is easily adapted to extended precision arithmetic.
Recommendations
Cites work
- scientific article; zbMATH DE number 3146146 (Why is no real title available?)
- scientific article; zbMATH DE number 4007552 (Why is no real title available?)
- scientific article; zbMATH DE number 3465460 (Why is no real title available?)
- scientific article; zbMATH DE number 3467565 (Why is no real title available?)
- scientific article; zbMATH DE number 1862742 (Why is no real title available?)
- scientific article; zbMATH DE number 1875877 (Why is no real title available?)
- scientific article; zbMATH DE number 2118874 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- scientific article; zbMATH DE number 4189084 (Why is no real title available?)
- A Fast Algorithm for the Evaluation of Legendre Expansions
- A fast FFT-based discrete Legendre transform
- A fast and simple algorithm for the computation of Legendre coefficients
- A fast and well-conditioned spectral method
- A fast symmetric SVD algorithm for square Hankel matrices
- A fast, simple, and stable Chebyshev-Legendre transform using an asymptotic formula
- An algorithm for the convolution of Legendre series
- Approximation theory and approximation practice
- Computing with expansions in Gegenbauer polynomials
- Connection coefficients between orthogonal polynomials and the canonical sequence: An approach based on symbolic computation
- Continuous analogues of matrix factorizations
- Efficient Spectral-Galerkin Method I. Direct Solvers of Second- and Fourth-Order Equations Using Legendre Polynomials
- Fast algorithms for discrete polynomial transforms
- Fast evaluation of real and complex exponential sums
- How to choose modified moments?
- Implementing Clenshaw-Curtis quadrature, I methodology and experience
- Julia: a fresh approach to numerical computing
- NIST handbook of mathematical functions
- On rapid computation of expansions in ultraspherical polynomials
- On the low-rank approximation by the pivoted Cholesky decomposition
- On the singular values of matrices with displacement structure
- On the use of Hahn's asymptotic formula and stabilized recurrence for a fast, simple and stable Chebyshev-Jacobi transform
- Rapid Computation of the Discrete Fourier Transform
- Some connection and linearization problems for polynomials in and beyond the Askey scheme
- Strong rank revealing Cholesky factorization
- The Chebyshev–Legendre Method: Implementing Legendre Methods on Chebyshev Points
- The condition number of real Vandermonde, Krylov and positive definite Hankel matrices
Cited in
(32)- Bounds on the singular values of matrices with displacement structure
- Optimal error estimates of spectral Galerkin method for mixed diffusion equations
- Fast spectral Petrov-Galerkin method for fractional elliptic equations
- Sobolev‐orthogonal systems with tridiagonal skew‐Hermitian differentiation matrices
- How much faster does the best polynomial approximation converge than Legendre projection?
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series
- Fast algorithms using orthogonal polynomials
- Sharp error estimates of a spectral Galerkin method for a diffusion-reaction equation with integral fractional Laplacian on a disk
- Computationally Efficient Reduced Polynomial Based Algorithms for Hermitian Toeplitz Matrices
- A faster multipole Legendre-Chebyshev transform
- Fast structured Jacobi-Jacobi transforms
- Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations
- Correlators of polynomial processes
- Non-homogeneous wave equation on a cone
- Computing equilibrium measures with power law kernels
- Piecewise nonlinear approximation for non-smooth functions
- Weakly regular Sturm-Liouville problems: a corrected spectral matrix method
- Computing with functions in the ball
- A nonuniform fast Fourier transform based on low rank approximation
- Fast discrete transforms by means of eigenpolynomials
- A fast and spectrally convergent algorithm for rational-order fractional integral and differential equations
- Optimal regularity and error estimates of a spectral Galerkin method for fractional advection-diffusion-reaction equations
- Fast transforms of Toeplitz matrices
- On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation
- On the singular values of matrices with displacement structure
- Fast algorithms for the multi-dimensional Jacobi polynomial transform
- An iterative domain decomposition, spectral finite element method on non-conforming meshes suitable for high frequency Helmholtz problems
- Orthogonal polynomials in and on a quadratic surface of revolution
- Fast associated classical orthogonal polynomial transforms
- A new Legendre polynomial-based approach for non-autonomous linear ODEs
- Using FFT-based techniques in polynomial and matrix computations: recent advances and applicatons
- A spectral Galerkin approximation of optimal control problem governed by fractional advection-diffusion-reaction equations
Describes a project that uses
Uses Software
This page was built for publication: Fast polynomial transforms based on Toeplitz and Hankel matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4637582)
