The eigenvalues of Hermite and rational spectral differentiation matrices
- Cite this article as:
- Weideman, J.A.C. Numer. Math. (1992) 61: 409. doi:10.1007/BF01385518
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We derive expressions for the eigenvalues of spectral differentiation matrices for unbounded domains. In particular, we consider Galerkin and collocation methods based on Hermite functions as well as rational functions (a Fourier series combined with a cotangent mapping). We show that (i) first derivative matrices have purely imaginary eigenvalues and second derivative matrices have real and negative eigenvalues, (ii) for the Hermite method the eigenvalues are determined by the roots of the Hermite polynomials and for the rational method they are determined by the Laguerre polynomials, and (iii) the Hermite method has attractive stability properties in the sense of small condition numbers and spectral radii.