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Home / Scripts / Scientific/Engineering / Mathematics

Fast Clenshaw-Curtis Quadrature

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Greg von Winckel | More scripts
Freeware 
Windows / Linux / Mac OS / BSD / Solaris
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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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