A fast and simple algorithm for the computation of Legendre coefficients

7 October 2010
Prof. Arieh Iserles
We present an O(N logN) algorithm for the calculation of the first N coefficients in an expansion of an analytic function in Legendre polynomials. In essence, the algorithm consists of an integration of a suitably weighted function along an ellipse, a task which can be accomplished with Fast Fourier Transform, followed by some post-processing.
  • Computational Mathematics and Applications Seminar