slides

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 \emph{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)O(N) operations instead of O(N2)O(N^2)

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