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On the use of Hahn's asymptotic formula and stabilized recurrence for a fast, simple, and stable Chebyshev--Jacobi transform

Published 8 Feb 2016 in math.NA | (1602.02618v1)

Abstract: We describe a fast, simple, and stable transform of Chebyshev expansion coefficients to Jacobi expansion coefficients and its inverse based on the numerical evaluation of Jacobi expansions at the Chebyshev--Lobatto points. This is achieved via a decomposition of Hahn's interior asymptotic formula into a small sum of diagonally scaled discrete sine and cosine transforms and the use of stable recurrence relations. It is known that the Clenshaw--Smith algorithm is not uniformly stable on the entire interval of orthogonality. Therefore, Reinsch's modification is extended for Jacobi polynomials and employed near the endpoints to improve numerical stability.

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