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Generation of pseudospectral differentiation matrices. I. (English) Zbl 0889.65013
A simple method for computing $$n\times n$$ pseudospectral differentiation matrices of order $$p$$ in $$O(p n^2)$$ operations is presented. The algorithm is based on B. Fornberg’s finite difference scheme [Math. Comput. 51, No. 184, 699-706 (1988; Zbl 0701.65014)]. The method is stable. A Fortran implementation is given.

##### MSC:
 65D25 Numerical differentiation 65N35 Spectral, collocation and related methods for boundary value problems involving PDEs
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