The Mathematical Institute, University of Oxford, Eprints Archive

Chebfun and numerical quadrature

Hale, Nicholas and Trefethen, Lloyd N. (2012) Chebfun and numerical quadrature. Technical Report. Science in China A. (Submitted)

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Abstract

Chebfun is a Matlab-based software system that overloads Matlab’s discrete operations for vectors and matrices to analogous continuous operations for functions and operators. We begin by describing Chebfun’s fast capabilities for Clenshaw–Curtis and also Gauss–Legendre, –Jacobi, –Hermite, and –Laguerre quadrature, based on algorithms of Waldvogel and Glaser, Liu, and Rokhlin. Then we consider how such methods can be applied to quadrature problems including 2D integrals over rectangles, fractional derivatives and integrals, functions defined on unbounded intervals, and the fast computation of weights for barycentric interpolation.

Item Type:Technical Report (Technical Report)
Subjects:A - C > Approximations and expansions
H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1500
Deposited By:Lotti Ekert
Deposited On:27 Mar 2012 07:50
Last Modified:27 Mar 2012 07:50

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