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Fast algorithms for discrete polynomial transforms on arbitrary grids
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文摘
Consider the Vandermonde-like matrix P:=(Pk(xM,l))l,k=0M,N, where the polynomials Pk satisfy a three-term recurrence relation and xM,l[−1,1] are arbitrary nodes. If Pk are the Chebyshev polynomials Tk, then P coincides with A:=(Tk(xM,l))l=0,k=0M,N. This paper presents a fast algorithm for the computation of the matrix–vector product Pa in O(Nlog2N) arithmetical operations. The algorithm divides into a fast transform which replaces Pa with Aã and a fast cosine transform on arbitrary nodes (NDCT). Since the first part of the algorithm was considered in [Math. Comp. 67 (1998) 1577], we focus on approximative algorithms for the NDCT. Our considerations are completed by numerical tests.

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