chebdif.m

function [x, DM] = chebdif(N, M)

%  The function [x, DM] =  chebdif(N,M) computes the differentiation 
%  matrices D1, D2, ..., DM on Chebyshev nodes. 
% 
%  Input:
%  N:        Size of differentiation matrix.        
%  M:        Number of derivatives required (integer).
%  Note:     0 < M <= N-1.
%
%  Output:
%  DM:       DM(1:N,1:N,ell) contains ell-th derivative matrix, ell=1..M.
%
%  The code implements two strategies for enhanced 
%  accuracy suggested by W. Don and S. Solomonoff in 
%  SIAM J. Sci. Comp. Vol. 6, pp. 1253--1268 (1994).
%  The two strategies are (a) the use of trigonometric 
%  identities to avoid the computation of differences 
%  x(k)-x(j) and (b) the use of the "flipping trick"
%  which is necessary since sin t can be computed to high
%  relative precision when t is small whereas sin (pi-t) cannot.
%  Note added May 2003:  It may, in fact, be slightly better not to
%  implement the strategies (a) and (b).   Please consult the following
%  paper for details:   "Spectral Differencing with a Twist", by
%  R. Baltensperger and M.R. Trummer, to appear in SIAM J. Sci. Comp. 

%  J.A.C. Weideman, S.C. Reddy 1998.  Help notes modified by 
%  JACW, May 2003.

     I = eye(N);                          % Identity matrix.     
     L = logical(I);                      % Logical identity matrix.

    n1 = floor(N/2); n2  = ceil(N/2);     % Indices used for flipping trick.

     k = [0:N-1]';                        % Compute theta vector.
    th = k*pi/(N-1);

     x = sin(pi*[N-1:-2:1-N]'/(2*(N-1))); % Compute Chebyshev points.

     T = repmat(th/2,1,N);                
    DX = 2*sin(T'+T).*sin(T'-T);          % Trigonometric identity. 
    DX = [DX(1:n1,:); -flipud(fliplr(DX(1:n2,:)))];   % Flipping trick. 
 DX(L) = ones(N,1);                       % Put 1's on the main diagonal of DX.

     C = toeplitz((-1).^k);               % C is the matrix with 
C(1,:) = C(1,:)*2; C(N,:) = C(N,:)*2;     % entries c(k)/c(j)
C(:,1) = C(:,1)/2; C(:,N) = C(:,N)/2;

     Z = 1./DX;                           % Z contains entries 1/(x(k)-x(j))  
  Z(L) = zeros(N,1);                      % with zeros on the diagonal.

     D = eye(N);                          % D contains diff. matrices.
                                          
for ell = 1:M
          D = ell*Z.*(C.*repmat(diag(D),1,N) - D); % Off-diagonals
       D(L) = -sum(D');                            % Correct main diagonal of D
DM(:,:,ell) = D;                                   % Store current D in DM
end