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Published February 15, 2015 | Submitted
Journal Article Open

Short note on the mass matrix for Gauss–Lobatto grid points

Abstract

The mass matrix for Gauss–Lobatto grid points is usually approximated by Gauss–Lobatto quadrature because this leads to a diagonal matrix that is easy to invert. The exact mass matrix and its inverse are full. We show that the exact mass matrix and its inverse differ from the approximate diagonal ones by a simple rank-1 update (outer product). They can thus be applied to an arbitrary vector in O(N) operations instead of O(N^2).

Additional Information

© 2014 Elsevier Inc. Received 16 September 2014, Revised 20 November 2014, Accepted 6 December 2014, Available online 12 December 2014. I thank Jan Hesthaven for several helpful comments, including pointing out that interpolation from a coarse grid to a finer one introduces no aliasing. This work was supported in part by NSF Grants PHY-1306125 and AST-1333129 at Cornell University, and by a grant from the Sherman Fairchild Foundation.

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