Mercurial > matrix-functions
view toolbox/chebspec.m @ 2:c124219d7bfa draft
Re-add the 1995 toolbox after noticing the statement in the ~higham/mctoolbox/ webpage.
author | Antonio Pino Robles <data.script93@gmail.com> |
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date | Thu, 07 May 2015 18:36:24 +0200 |
parents | 8f23314345f4 |
children |
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function C = chebspec(n, k) %CHEBSPEC Chebyshev spectral differentiation matrix. % C = CHEBSPEC(N, K) is a Chebyshev spectral differentiation % matrix of order N. K = 0 (the default) or 1. % For K = 0 (`no boundary conditions'), C is nilpotent, with % C^N = 0 and it has the null vector ONES(N,1). % C is similar to a Jordan block of size N with eigenvalue zero. % For K = 1, C is nonsingular and well-conditioned, and its eigenvalues % have negative real parts. % For both K, the computed eigenvector matrix X from EIG is % ill-conditioned (MESH(REAL(X)) is interesting). % References: % C. Canuto, M.Y. Hussaini, A. Quarteroni and T.A. Zang, Spectral % Methods in Fluid Dynamics, Springer-Verlag, Berlin, 1988; p. 69. % L.N. Trefethen and M.R. Trummer, An instability phenomenon in % spectral methods, SIAM J. Numer. Anal., 24 (1987), pp. 1008-1023. % D. Funaro, Computing the inverse of the Chebyshev collocation % derivative, SIAM J. Sci. Stat. Comput., 9 (1988), pp. 1050-1057. if nargin == 1, k = 0; end % k = 1 case obtained from k = 0 case with one bigger n. if k == 1, n = n + 1; end n = n-1; C = zeros(n+1); one = ones(n+1,1); x = cos( (0:n)' * (pi/n) ); d = ones(n+1,1); d(1) = 2; d(n+1) = 2; % eye(size(C)) on next line avoids div by zero. C = (d * (one./d)') ./ (x*one'-one*x' + eye(size(C))); % Now fix diagonal and signs. C(1,1) = (2*n^2+1)/6; for i=2:n+1 if rem(i,2) == 0 C(:,i) = -C(:,i); C(i,:) = -C(i,:); end if i < n+1 C(i,i) = -x(i)/(2*(1-x(i)^2)); else C(n+1,n+1) = -C(1,1); end end if k == 1 C = C(2:n+1,2:n+1); end