CHEBYSHEV_POLYNOMIAL
Chebyshev Polynomials
CHEBYSHEV_POLYNOMIAL
is a FORTRAN77 library which
considers the Chebyshev polynomials T(i,x), U(i,x), V(i,x) and W(i,x).
Functions are provided to evaluate the polynomials, determine their zeros,
produce their polynomial coefficients, produce related quadrature rules,
project other functions onto these polynomial bases, and integrate
double and triple products of the polynomials.
The Chebyshev polynomial T(n,x), or Chebyshev polynomial of the first kind,
may be defined, for 0 <= n, and 1 <= x <= +1 by:
cos ( t ) = x
T(n,x) = cos ( n * t )
For any value of x, T(n,x) may be evaluated by a three
term recurrence:
T(0,x) = 1
T(1,x) = x
T(n+1,x) = 2x T(n,x)  T(n1,x)
The Chebyshev polynomial U(n,x), or Chebyshev polynomial of the second kind,
may be defined, for 0 <= n, and 1 <= x <= +1 by:
cos ( t ) = x
U(n,x) = sin ( ( n + 1 ) t ) / sin ( t )
For any value of x, U(n,x) may be evaluated by a three
term recurrence:
U(0,x) = 1
U(1,x) = 2x
U(n+1,x) = 2x U(n,x)  U(n1,x)
The Chebyshev polynomial V(n,x), or Chebyshev polynomial of the third kind,
may be defined, for 0 <= n, and 1 <= x <= +1 by:
cos ( t ) = x
V(n,x) = cos ( (2n+1)*t/2) / cos ( t/2)
For any value of x, V(n,x) may be evaluated by a three
term recurrence:
V(0,x) = 1
V(1,x) = 2x1
V(n+1,x) = 2x V(n,x)  V(n1,x)
The Chebyshev polynomial W(n,x), or Chebyshev polynomial of the fourth kind,
may be defined, for 0 <= n, and 1 <= x <= +1 by:
cos ( t ) = x
W(n,x) = sin((2*n+1)*t/2)/sin(t/2)
For any value of x, W(n,x) may be evaluated by a three
term recurrence:
W(0,x) = 1
W(1,x) = 2x+1
W(n+1,x) = 2x W(n,x)  W(n1,x)
Licensing:
The computer code and data files described and made available on this
web page are distributed under
the GNU LGPL license.
Languages:
CHEBYSHEV_POLYNOMIAL is available in
a C version and
a C++ version and
a FORTRAN77 version and
a FORTRAN90 version and
a MATLAB version and
a Python version.
Related Data and Programs:
BERNSTEIN_POLYNOMIAL,
a FORTRAN77 library which
evaluates the Bernstein polynomials,
useful for uniform approximation of functions;
CHEBYSHEV,
a FORTRAN90 library which
computes the Chebyshev interpolant/approximant to a given function
over an interval.
CHEBYSHEV_SERIES,
a FORTRAN77 library which
can evaluate a Chebyshev series approximating a function f(x),
while efficiently computing one, two or three derivatives of the
series, which approximate f'(x), f''(x), and f'''(x),
by Manfred Zimmer.
CHEBYSHEV1_RULE,
a FORTRAN90 program which
computes and prints a GaussChebyshev type 1 quadrature rule.
CHEBYSHEV2_RULE,
a FORTRAN90 program which
compute and print a GaussChebyshev type 2 quadrature rule.
HERMITE_POLYNOMIAL,
a FORTRAN77 library which
evaluates the physicist's Hermite polynomial,
the probabilist's Hermite polynomial,
the Hermite function, and related functions.
INT_EXACTNESS_CHEBYSHEV1,
a FORTRAN90 program which
tests the polynomial exactness of GaussChebyshev type 1 quadrature rules.
INT_EXACTNESS_CHEBYSHEV2,
a FORTRAN90 program which
tests the polynomial exactness of GaussChebyshev type 2 quadrature rules.
JACOBI_POLYNOMIAL,
a FORTRAN77 library which
evaluates the Jacobi polynomial and associated functions.
LAGUERRE_POLYNOMIAL,
a FORTRAN77 library which
evaluates the Laguerre polynomial, the generalized Laguerre polynomial,
and the Laguerre function.
LEGENDRE_POLYNOMIAL,
a FORTRAN77 library which
evaluates the Legendre polynomial and associated functions.
POLPAK,
a FORTRAN77 library which
evaluates a variety of mathematical functions.
TEST_VALUES,
a FORTRAN77 library which
supplies test values of various mathematical functions.
Reference:

Theodore Chihara,
An Introduction to Orthogonal Polynomials,
Gordon and Breach, 1978,
ISBN: 0677041500,
LC: QA404.5 C44.

Walter Gautschi,
Orthogonal Polynomials: Computation and Approximation,
Oxford, 2004,
ISBN: 0198506724,
LC: QA404.5 G3555.

John Mason, David Handscomb,
Chebyshev Polynomials,
CRC Press, 2002,
ISBN: 08493035509,
LC: QA404.5.M37.

Frank Olver, Daniel Lozier, Ronald Boisvert, Charles Clark,
NIST Handbook of Mathematical Functions,
Cambridge University Press, 2010,
ISBN: 9780521192255,
LC: QA331.N57.

Gabor Szego,
Orthogonal Polynomials,
American Mathematical Society, 1992,
ISBN: 0821810235,
LC: QA3.A5.v23.
Source Code:
Examples and Tests:
List of Routines:

DAXPY computes constant times a vector plus a vector.

DDOT forms the dot product of two vectors.

DNRM2 returns the euclidean norm of a vector.

DROT applies a plane rotation.

DROTG constructs a Givens plane rotation.

DSCAL scales a vector by a constant.

DSVDC computes the singular value decomposition of a real rectangular matrix.

DSWAP interchanges two vectors.

I4_UNIFORM returns a scaled pseudorandom I4.

IMTQLX diagonalizes a symmetric tridiagonal matrix.

R8_CHOOSE computes the binomial coefficient C(N,K) as an R8.

R8_SIGN returns the sign of an R8.

R8VEC_IN_AB is TRUE if the entries of an R8VEC are in the range [A,B].

R8VEC_LINSPACE creates a vector of linearly spaced values.

R8VEC_PRINT prints an R8VEC.

R8VEC_UNIFORM_01 returns a unit pseudorandom R8VEC.

R8VEC2_PRINT prints an R8VEC2.

SVD_SOLVE solves a linear system in the least squares sense.

T_DOUBLE_PRODUCT_INTEGRAL: integral (1<=x<=1) T(i,x)*T(j,x)/sqrt(1x^2) dx

T_INTEGRAL: integral ( 1 <= x <= +1 ) x^e dx / sqrt ( 1  x^2 ).

T_POLYNOMIAL evaluates Chebyshev polynomials T(n,x).

T_POLYNOMIAL_AB: evaluates Chebyshev polynomials T(n,x) in [A,B].

T_POLYNOMIAL_COEFFICIENTS: coefficients of the Chebyshev polynomial T(n,x).

T_POLYNOMIAL_VALUE: returns the single value T(n,x).

T_POLYNOMIAL_VALUES returns values of Chebyshev polynomials T(n,x).

T_POLYNOMIAL_ZEROS returns zeroes of the Chebyshev polynomial T(n,x).

T_PROJECT_COEFFICIENTS: function projected onto Chebyshev polynomials T(n,x).

T_PROJECT_COEFFICIENTS_AB: function projected onto T(n,x) over [a,b].

T_PROJECT_COEFFICIENTS_DATA: project data onto Chebyshev polynomials T(n,x).

T_PROJECT_VALUE evaluates an expansion in Chebyshev polynomials T(n,x).

T_PROJECT_VALUE_AB evaluates an expansion in Chebyshev polynomials T(n,x).

T_QUADRATURE_RULE: quadrature rule for T(n,x).

T_TRIPLE_PRODUCT_INTEGRAL: integral (1<=x<=1) T(i,x)*T(j,x)*T(k,x)/sqrt(1x^2) dx

TIMESTAMP prints the current YMDHMS date as a time stamp.

U_DOUBLE_PRODUCT_INTEGRAL: integral (1<=x<=1) U(i,x)*U(j,x)*sqrt(1x^2) dx

U_INTEGRAL: integral ( 1 <= x <= +1 ) x^e sqrt ( 1  x^2 ) dx.

U_POLYNOMIAL evaluates Chebyshev polynomials U(n,x).

U_POLYNOMIAL_AB: evaluates Chebyshev polynomials U(n,x) in [A,B].

U_POLYNOMIAL_COEFFICIENTS: coefficients of Chebyshev polynomials U(n,x).

U_POLYNOMIAL_VALUES returns values of Chebyshev polynomials U(n,x).

U_POLYNOMIAL_ZEROS returns zeroes of Chebyshev polynomials U(n,x).

U_QUADRATURE_RULE: quadrature rule for U(n,x).

V_DOUBLE_PRODUCT_INTEGRAL: integral (1<=x<=1) V(i,x)*V(j,x)*sqrt(1+x)/sqrt(1x) dx

V_POLYNOMIAL evaluates Chebyshev polynomials V(n,x).

V_POLYNOMIAL_VALUES returns values of Chebyshev polynomials V(n,x).

V_POLYNOMIAL_ZEROS returns zeroes of Chebyshev polynomials V(n,x).

W_DOUBLE_PRODUCT_INTEGRAL: integral (1<=x<=1) W(i,x)*W(j,x)*sqrt(1x)/sqrt(1+x) dx

W_POLYNOMIAL evaluates Chebyshev polynomials W(n,x).

W_POLYNOMIAL_VALUES returns values of Chebyshev polynomials W(n,x).

W_POLYNOMIAL_ZEROS returns zeroes of Chebyshev polynomials W(n,x).
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the FORTRAN77 source codes.
Last revised on 08 August 2013.