Abstract
In this paper, we present formulas betwixt Legender and Chebyshev expansion coefficients for a piecewise smooth (or Dini–Lipschitz) function, analyze the error bounds for the Piessens’ algorithm and present a new algorithm with O ( N log N ) operations for computation of the first N + 1 coefficients of the Legendre expansion. Finally, we show the identity to the formulas given by Iserles [5] for analytic functions in a neighborhood of [ − 1 , 1 ] .
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