nag_ode_bvp_ps_lin_cgl_grid (d02ucc) (PDF version)
d02 Chapter Contents
d02 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_ode_bvp_ps_lin_cgl_grid (d02ucc)

 Contents

    1  Purpose
    7  Accuracy
    10  Example

1  Purpose

nag_ode_bvp_ps_lin_cgl_grid (d02ucc) returns the Chebyshev Gauss–Lobatto grid points on a,b.

2  Specification

#include <nag.h>
#include <nagd02.h>
void  nag_ode_bvp_ps_lin_cgl_grid (Integer n, double a, double b, double x[], NagError *fail)

3  Description

nag_ode_bvp_ps_lin_cgl_grid (d02ucc) returns the Chebyshev Gauss–Lobatto grid points on a,b. The Chebyshev Gauss–Lobatto points on -1,1 are computed as ti = - cos i-1π n , for i=1,2,,n+1. The Chebyshev Gauss–Lobatto points on an arbitrary domain a,b  are:
xi = b-a 2 ti + a+b 2 ,   i=1,2,,n+1 .  

4  References

Trefethen L N (2000) Spectral Methods in MATLAB SIAM

5  Arguments

1:     n IntegerInput
On entry: n, where the number of grid points is n+1. This is also the largest order of Chebyshev polynomial in the Chebyshev series to be computed.
Constraint: n>0 and n is even.
2:     a doubleInput
On entry: a, the lower bound of domain a,b.
Constraint: a<b.
3:     b doubleInput
On entry: b, the upper bound of domain a,b.
Constraint: b>a.
4:     x[n+1] doubleOutput
On exit: the Chebyshev Gauss–Lobatto grid points, xi, for i=1,2,,n+1, on a,b.
5:     fail NagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.2.1.2 in the Essential Introduction for further information.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, n=value.
Constraint: n>0.
On entry, n=value.
Constraint: n is even.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
An unexpected error has been triggered by this function. Please contact NAG.
See Section 3.6.6 in the Essential Introduction for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 3.6.5 in the Essential Introduction for further information.
NE_REAL_2
On entry, a=value and b=value.
Constraint: a<b.

7  Accuracy

The Chebyshev Gauss–Lobatto grid points computed should be accurate to within a small multiple of machine precision.

8  Parallelism and Performance

Not applicable.

9  Further Comments

The number of operations is of the order n logn  and there are no internal memory requirements; thus the computation remains efficient and practical for very fine discretizations (very large values of n).

10  Example

See Section 10 in nag_ode_bvp_ps_lin_solve (d02uec).

nag_ode_bvp_ps_lin_cgl_grid (d02ucc) (PDF version)
d02 Chapter Contents
d02 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2015