A Fast and Well-Conditioned Spectral Method
A Fast and Well-Conditioned Spectral Method
A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients and general boundary conditions. The method leads to matrices that are almost banded, and a numerical solver is presented that takes ${\cal O}(m^2n)$ operations, where $m$ is the number of Chebyshev points needed …