Fast Polynomial Transforms Based on Toeplitz and Hankel Matrices

Many standard conversion matrices between coefficients in classical orthogonal polynomial expansions can be decomposed using diagonally-scaled Hadamard products involving Toeplitz and Hankel matrices. This allows us to derive O(N(logN)) algorithms, based on the fast Fourier transform, for converting coefficients of a degree N polynomial in one polynomial basis to coefficients in another. Numerical results show that this approach is competitive with state-of-the-art techniques, requires no precomputational cost, can be implemented in a handful of lines of code, and is easily adapted to extended precision arithmetic.