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arxiv: 1604.07486 · v2 · pith:SGQ36Z7Tnew · submitted 2016-04-26 · 🧮 math.NA

Fast polynomial transforms based on Toeplitz and Hankel matrices

classification 🧮 math.NA
keywords polynomialcoefficientsmatricesfasthankeltoeplitzadaptedalgorithms
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Many standard conversion matrices between coefficients in classical orthogonal polynomial expansions can be decomposed using diagonally-scaled Hadamard products involving Toeplitz and Hankel matrices. This allows us to derive $\smash{\mathcal{O}(N(\log N)^2)}$ algorithms, based on the fast Fourier transform, for converting coefficients of a degree $N$ polynomial in one polynomial basis to coefficients in another. Numerical results show that this approach is competitive with state-of-the-art techniques, requires no precomputational cost, can be implemented in a handful of lines of code, and is easily adapted to extended precision arithmetic.

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