Fast polynomial transforms based on Toeplitz and Hankel matrices
Numerical Analysis
2016-04-28 v2
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.
Cite
@article{arxiv.1604.07486,
title = {Fast polynomial transforms based on Toeplitz and Hankel matrices},
author = {Alex Townsend and Marcus Webb and Sheehan Olver},
journal= {arXiv preprint arXiv:1604.07486},
year = {2016}
}
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20 pages