NAG CL Interface
d02udc (bvp_​ps_​lin_​cgl_​deriv)

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1 Purpose

d02udc differentiates a function discretized on Chebyshev Gauss–Lobatto points. The grid points on which the function values are to be provided are normally returned by a previous call to d02ucc.

2 Specification

#include <nag.h>
void  d02udc (Integer n, const double f[], double fd[], NagError *fail)
The function may be called by the names: d02udc or nag_ode_bvp_ps_lin_cgl_deriv.

3 Description

d02udc differentiates a function discretized on Chebyshev Gauss–Lobatto points on [−1,1]. The polynomial interpolation on Chebyshev points is equivalent to trigonometric interpolation on equally spaced points. Hence the differentiation on the Chebyshev points can be implemented by the Fast Fourier transform (FFT).
Given the function values f(xi) on Chebyshev Gauss–Lobatto points xi = - cos((i-1)π/n) , for i=1,2,,n+1, f is differentiated with respect to x by means of forward and backward FFTs on the function values f(xi). d02udc returns the computed derivative values f(xi), for i=1,2,,n+1. The derivatives are computed with respect to the standard Chebyshev Gauss–Lobatto points on [−1,1]; for derivatives of a function on [a,b] the returned values have to be scaled by a factor 2/(b-a).

4 References

Canuto C, Hussaini M Y, Quarteroni A and Zang T A (2006) Spectral Methods: Fundamentals in Single Domains Springer
Greengard L (1991) Spectral integration and two-point boundary value problems SIAM J. Numer. Anal. 28(4) 1071–80
Trefethen L N (2000) Spectral Methods in MATLAB SIAM

5 Arguments

1: n Integer Input
On entry: n, where the number of grid points is n+1.
Constraint: n>0 and n is even.
2: f[n+1] const double Input
On entry: the function values f(xi), for i=1,2,,n+1
3: fd[n+1] double Output
On exit: the approximations to the derivatives of the function evaluated at the Chebyshev Gauss–Lobatto points. For functions defined on [a,b], the returned derivative values (corresponding to the domain [−1,1]) must be multiplied by the factor 2/(b-a) to obtain the correct values on [a,b].
4: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
On entry, n=value.
Constraint: n>0.
On entry, n=value.
Constraint: n is even.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

7 Accuracy

The accuracy is close to machine precision for small numbers of grid points, typically less than 100. For larger numbers of grid points, the error in differentiation grows with the number of grid points. See Greengard (1991) for more details.

8 Parallelism and Performance

d02udc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
d02udc makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The number of operations is of the order n log(n) and the memory requirements are O(n); thus the computation remains efficient and practical for very fine discretizations (very large values of n).

10 Example

The function 2x+exp(-x), defined on [0,1.5], is supplied and then differentiated on a grid.

10.1 Program Text

Program Text (d02udce.c)

10.2 Program Data

Program Data (d02udce.d)

10.3 Program Results

Program Results (d02udce.r)