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Fast Clenshaw-Curtis Quadrature

Version 1.0.0.0 (1.44 KB) by Greg von Winckel
Computes Clenshaw Curtis weights and nodes using the FFT.
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4.3K Downloads

Updated 16 Feb 2005

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This extremely fast and efficient algorithm uses MATLAB's ifft routine to compute the Clenshaw-Curtis nodes and weights in linear time. The routine appears optimal for 2^N+1 points. Running on an average laptop, this routine computed N=2^20+1 (1048577 points) in about 4.5 seconds. Great for integrating highly oscillatory functions.

Cite As

Greg von Winckel (2023). Fast Clenshaw-Curtis Quadrature (https://www.mathworks.com/matlabcentral/fileexchange/6911-fast-clenshaw-curtis-quadrature), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0