Generation of Pseudospectral Differentiation Matrices I
Bruno D. Welfert · SIAM Journal on Numerical Analysis · 1997
We present a simple method for computing $n \times n$ pseudospectral differentiation matrices of order p in ${\cal O}(pn^2)$ operations for the case of quasi-polynomial approximation. The algorithm is based on Fornberg's finite difference algorithm and is numerically stable. A Fortran implementation is included. A necessary and sufficient condition for $D_p = D^p_1$ is also given.