chebdifft.m

matlab6矩阵微分工具 matlab6矩阵微分工具

function Dmf = chebdifft(f,M)

% The function Dmf = chebdifft(f,M) computes the M'th
% approximate Chebyshev derivatives of the data vector y.
% A Fast Fourier Transform is used compute the Chebyshev cofficients
% of the data vector. A recursion formula is used to compute the
% Chebyshev coefficients for each derivative. A FFT is then used again
% to compute the derivatives in physical space.
% 
%  Input:
%  f:        Vector containing function values at the Chebyshev points
%  M:        Derivative required (positive integer)
%
%  Output:
%  ym:       Vector containing approximate m'th derivative
%            
%  J.A.C. Weideman, S.C. Reddy 2000.


f=f(:);                                      % Make sure f is a vector     
N=length(f);      
a0=fft([f; flipud(f(2:N-1))]);               % Extend and compute fft
a0=a0(1:N).*[0.5; ones(N-2,1); 0.5]/(N-1);   % a0 contains Chebyshev 
                                             % coefficients of f

a=[a0 zeros(N,M)];                           % Recursion formula
for ell=1:M                                  % for computing coefficients
  a(N-ell,ell+1)=2*(N-ell)*a(N-ell+1,ell);   % of ell'th derivative 
  for k=N-ell-2:-1:1
    a(k+1,ell+1)=a(k+3,ell+1)+2*(k+1)*a(k+2,ell);
  end;
  a(1,ell+1)=a(2,ell)+a(3,ell+1)/2;
end;

back=[2*a(1,M+1); a(2:N-1,M+1); 2*a(N,M+1); flipud(a(2:N-1,M+1))];
Dmf=0.5*fft(back);                            % Transform back to
Dmf=Dmf(1:N);                                 % physical space

if max(abs(imag(f))) == 0; Dmf = real(Dmf); end    % Real data in,
                                                    %real derivative out