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Fast Chebyshev Differentiation

version 1.0.0.0 (1.69 KB) by Greg von Winckel
Computes the numerical derivative on the Chebyshev grid.

3.4K Downloads

Updated 15 Sep 2005

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This script numerically differentiates a function on the Chebyshev-Gauss-Lobatto grid in O(N*log(N)) time. Equivalent to computing D*x where D is the Chebyshev collocation matrix, but much faster for large vectors x.

Cite As

Greg von Winckel (2021). Fast Chebyshev Differentiation (https://www.mathworks.com/matlabcentral/fileexchange/8481-fast-chebyshev-differentiation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: ORTHPOLYFIT, ORTHPOLYVAL

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