Trefethen L.N. Spectral Methods in MatLAB

SIAM, 2001. — 186 p.This textbook presents some of the fundamental ideas and techniques of spectral methods. It is aimed at anyone who has finished a numerical analysis course and is familiar with the basics of applied ordinary and partial differential equations. You will see that a remarkable range of problems can be solved to high precision by a few lines of MatLAB in a few seconds of computer time. The exercises at the end of each chapter will help get you started.