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  • Home > Scripts > Scientific/Engineering > Mathematics

    Fast Clenshaw-Curtis Quadrature

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    Greg von Winckel | More scripts
    www.mathworks.com
    Freeware 

    Windows / Linux / Mac OS / BSD / Solaris
    N/A
    Matlab
    August 28th, 2007, 09:04 GMT
    C: \ Scientific/Engineering \ Mathematics

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    Fast Clenshaw-Curtis Quadrature description

    Fast Clenshaw-Curtis Quadrature computes Clenshaw Curtis weights and nodes using the FFT.

    This extremely fast and efficient algorithm uses MATLAB's ifft routine to compute the Clenshaw-Curtis nodes and weights in linear time. The routine appears optimal for 2^N 1 points.

    Running on an average laptop, this routine computed N=2^20 1 (1048577 points) in about 4.5 seconds. Great for integrating highly oscillatory functions.

    Requirements:

    · MATLAB Release: R14



    TAGS:

    Fast Clenshaw | Curtis Quadrature | matlab mathematics | Fast | Clenshaw | Curtis



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