Fast Chebyshev Differentiation

Version 1.0.0.0 (1.69 KB) by Greg von Winckel
Computes the numerical derivative on the Chebyshev grid.
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Updated 15 Sep 2005

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This script numerically differentiates a function on the Chebyshev-Gauss-Lobatto grid in O(N*log(N)) time. Equivalent to computing D*x where D is the Chebyshev collocation matrix, but much faster for large vectors x.

Cite As

Greg von Winckel (2025). Fast Chebyshev Differentiation (https://ch.mathworks.com/matlabcentral/fileexchange/8481-fast-chebyshev-differentiation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Acknowledgements

Inspired: ORTHPOLYFIT, ORTHPOLYVAL

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Version Published Release Notes
1.0.0.0