I have a function that will compute the derivative matrix operator that transforms coefficients of a Chebyshev interpolant on interval [a, b] of degree n (so n+1 total Chebyshev basis functions T_0, T_1, … T_n) into the coefficients of a degree n-1 chebyshev interpolant on [a, b] that is the exact derivative of the first interpolant. Maybe it could help you:
# derivative matrix function der_matrix(deg::Int, a::Real=-1, b::Real=1) N = deg D = zeros(Float64, N, N+1) for i=1:N, j=1:N+1 if i == 1 if iseven(i + j) continue end D[i, j] = 2*(j-1)/(b-a) else if j < i || iseven(i+j) continue end D[i, j] = 4*(j-1)/(b-a) end end D end On Thursday, April 2, 2015 at 10:38:48 AM UTC-4, Tamas Papp wrote: Hi, > > Can someone point me to some Julia code that calculates a matrix for the > derivatives of the Chebyshev polynomials T_j, at given values, ie > > d^k T_i(x_j) / dx^k for i=1,..n, j for some and vector x. > > The Chebyshev polynomials themselves are very easy to calculate using > the recurrence relation, but derivatives are not. Alternatively, maybe > this can be extracted from ApproxFun but I have not found a way. > > Best, > > Tamas >