The Mathematical Institute, University of Oxford, Eprints Archive

Fast algorithms for spectral differentiation matrices

Aurentz, Jared L (2015) Fast algorithms for spectral differentiation matrices. Technical Report. Unspecified. (Submitted)



Recently Olver and Townsend presented a fast spectral method that relies on bases of ultraspherical polynomials to give differentiation matrices that are almost banded. The almost-banded structure allowed them to develop efficient algorithms for solving ceratin discretized systems in linear time. We show that one can also design fast algorithms for standard spectral methods because the underlying matrices, though dense, have the same rank structure as those of Olver and Townsend.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1882
Deposited By: Helen Taylor
Deposited On:08 May 2015 07:58
Last Modified:11 Dec 2015 15:18

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