A Fast, Simple, and Stable Chebyshev--Legendre Transform Using an Asymptotic Formula
KAUST Grant NumberKUK-C1-013-04
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AbstractA fast, simple, and numerically stable transform for converting between Legendre and Chebyshev coefficients of a degree N polynomial in O(N(log N)2/ log log N) operations is derived. The fundamental idea of the algorithm is to rewrite a well-known asymptotic formula for Legendre polynomials of large degree as a weighted linear combination of Chebyshev polynomials, which can then be evaluated by using the discrete cosine transform. Numerical results are provided to demonstrate the efficiency and numerical stability. Since the algorithm evaluates a Legendre expansion at an N +1 Chebyshev grid as an intermediate step, it also provides a fast transform between Legendre coefficients and values on a Chebyshev grid. © 2014 Society for Industrial and Applied Mathematics.
CitationHale N, Townsend A (2014) A Fast, Simple, and Stable Chebyshev--Legendre Transform Using an Asymptotic Formula. SIAM Journal on Scientific Computing 36: A148–A167. Available: http://dx.doi.org/10.1137/130932223.
SponsorsThe first author's work was supported by The MathWorks, Inc., and King Abdullah University of Science and Technology (KAUST), award KUK-C1-013-04. The second author's work was supported by EPSRC grant EP/P505666/1 and by the European Research Council under the European Union's Seventh Framework Programme (FP7/2007-2013)/ERC grant agreement 291068.