d02ubf evaluates a function, or one of its lower order derivatives, from its Chebyshev series representation at Chebyshev Gauss–Lobatto points on . The coefficients of the Chebyshev series representation required are usually derived from those returned by d02uaford02uef.
The routine may be called by the names d02ubf or nagf_ode_bvp_ps_lin_cgl_vals.
d02ubf evaluates the Chebyshev series
or its derivative (up to fourth order) at the Chebyshev Gauss–Lobatto points on . Here denotes the Chebyshev polynomial of the first kind of degree with argument defined on . In terms of your original variable, say, the input values at which the function values are to be provided are
where and are respectively the upper and lower ends of the range of over which the function is required.
The calculation is implemented by a forward one-dimensional discrete Fast Fourier Transform (DFT).
Canuto C (1988) Spectral Methods in Fluid Dynamics 502 Springer
Canuto C, Hussaini M Y, Quarteroni A and Zang T A (2006) Spectral Methods: Fundamentals in Single Domains Springer
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1: – IntegerInput
On entry: , where the number of grid points is . This is also the largest order of Chebyshev polynomial in the Chebyshev series to be computed.
On entry: the order, , of the derivative to evaluate.
5: – Real (Kind=nag_wp) arrayInput
On entry: the Chebyshev coefficients,
, for .
6: – Real (Kind=nag_wp) arrayOutput
On exit: the derivatives
, for , of the Chebyshev series, .
7: – IntegerInput/Output
On entry: ifail must be set to , or to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of means that an error message is printed while a value of means that it is not.
If halting is not appropriate, the value or is recommended. If message printing is undesirable, then the value is recommended. Otherwise, the value is recommended. When the value or is used it is essential to test the value of ifail on exit.
On exit: unless the routine detects an error or a warning has been flagged (see Section 6).
6Error Indicators and Warnings
If on entry or , explanatory error messages are output on the current error message unit (as defined by x04aaf).
An unexpected error has been triggered by this routine. Please
See Section 7 in the Introduction to the NAG Library FL 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 FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
Evaluations of DFT to obtain function or derivative values should be an order multiple of machine precision assuming full accuracy to machine precision in the given Chebyshev series representation.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
d02ubf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
d02ubf 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 routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
The number of operations is of the order and the memory requirements are ; thus the computation remains efficient and practical for very fine discretizations (very large values of ).