An extra-components method for evaluating fast matrix-vector multiplication with special functions (2004.11610v6)

Abstract: In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently available fast algorithms are several orders of magnitude less efficient than the fast Fourier transform. To achieve higher efficiency, a convenient general approach for calculating matrix-vector products for some class of problems is proposed. A series of fast simple-structure algorithms developed under this approach can be efficiently implemented with software based on modern microprocessors. The method has a pre-computation complexity of $O(N^2 \log N)$ and an execution complexity of $O(N \log N)$. The results of computational experiments with the algorithms show that these procedures can decrease the calculation time by several orders of magnitude compared with a conventional direct method of matrix-vector multiplication.