herdif.m

matlab6矩阵微分工具 matlab6矩阵微分工具

function [x, DM] = herdif(N, M, b);

%  The function [x, DM] = herdif(N, M, b) computes the
%  differentiation matrices D1, D2, ..., DM on Hermite points.
%
%  Input:
%  N:    Number of points, i.e., order of differentiation matrices (integer).
%  M:    Number of derivatives required (integer).
%  b:    Scaling parameter (real, positive).
%
%  Note:  0 < M < N-1.
%
%  Output:
%  x:    Vector of nodes (zeros of Hermite polynomial of degree N,
%        scaled by the parameter b.)
%  DM:   DM(1:N,1:N,l) contains l-th derivative matrix, l=1..M.

%  J.A.C Weideman, S.C. Reddy 1998.

x = herroots(N);                      % Compute Hermite roots.

alpha = exp(-x.^2/2);                 % Compute weights.

beta(1,:) = ones(size(x'));           % Set up beta matrix s.t. beta(l,j) =
beta(2,:) = -x';                      % (l-th derivative of alpha(x))/alpha(x),
                                      % evaluated at x = x(j).
for ell = 3:M+1                         
 beta(ell,:) = -x'.*beta(ell-1,:)-(ell-2)*beta(ell-2,:);
end

beta(1,:) = [];                       % Remove initializing row from beta

DM = poldif(x, alpha, beta);          % Compute differentiation matrix (b=1).

x = x/b;                              % Scale nodes by the factor b.

for ell = 1:M                         % Adjust for b not equal to 1.
 DM(:,:,ell) = (b^ell)*DM(:,:,ell);
end