NANAFeb 8, 2016

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

arXiv:1602.0261822 citationsh-index: 12

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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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