Date
Thu, 07 Oct 2010
Time
14:00 - 15:00
Location
Gibson Grd floor SR
Speaker
Prof. Arieh Iserles
Organisation
University of Cambridge

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.

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