Fast algorithms for discrete polynomial transforms

Abstract:

Consider the Vandermonde-like matrix ${\mathbf {P}}:=(P_k(\cos \frac {j\pi }{N}))_{j,k=0}^N$, where the polynomials $P_k$ satisfy a three-term recurrence relation. If $P_k$ are the Chebyshev polynomials $T_k$, then ${\mathbf {P}}$ coincides with ${\mathbf {C}}_{N+1}:= (\cos \frac {jk\pi }{N})_{j,k=0}^N$. This paper presents a new fast algorithm for the computation of the matrix-vector product ${\mathbf {Pa}}$ in $O(N \log ^2N)$ arithmetical operations. The algorithm divides into a fast transform which replaces ${\mathbf {Pa}}$ with ${\mathbf {C}}_{N+1} {\mathbf {\tilde a}}$ and a subsequent fast cosine transform. The first and central part of the algorithm is realized by a straightforward cascade summation based on properties of associated polynomials and by fast polynomial multiplications. Numerical tests demonstrate that our fast polynomial transform realizes ${\mathbf {Pa}}$ with almost the same precision as the Clenshaw algorithm, but is much faster for $N\ge 128$.