The SpectralToolbox is a collection of tools useful for spectral approximation methods in one or more dimensions. It include the construction of traditional orthogonal polynomials. Additionally one can construct orthogonal polynomials with respect to a selected measure.
Description

Implementation of Spectral Methods in N dimension.

Available polynomials:

        Jacobi
        Hermite Physicist
        Hermite Function
        Hermite Probabilistic
        Laguerre Polynomial
        Laguerre Function
        ORTHPOL package (generation of recursion coefficients using [1])

Available quadrature rules (related to selected polynomials):

        Gauss
        Gauss-Lobatto
        Gauss-Radau

Available quadrature rules (without polynomial selection):

        Kronrod-Patterson on the real line
        Kronrod-Patterson uniform
        Clenshaw-Curtis
        Fejer's