pychebfun - Python Chebyshev Functions. The Chebfun system is designed to perform fast and accurate functional computations. The system incorporates the use of Chebyshev polynomial expansions, Lagrange interpolation with the barycentric formula, and Clenshaw–Curtis quadrature to perform fast functional evaluation, integration, root-finding, and other operations.
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References in zbMATH (referenced in 1 article )
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- Chan, Tat Lung (Ron); Hale, Nicholas: Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (2020)