Introduction - If you have any usage issues, please Google them yourself
Description
The n-th order derivative or integral of a function defined in a given
range [a,b] is calculated through Fourier series expansion, where n is
any real number and not necessarily integer. The necessary integrations
are performed with the Gauss-Legendre quadrature rule. Selection for the
number of desired Fourier coefficient pairs is made as well as for the
number of the Gauss-Legendre integration points.
Unlike many publicly available functions, the Gauss integration points k
can be calculated for k>=46. The algorithm does not rely on the build-in
Matlab routine roots to determine the roots of the Legendre polynomial,
but finds the roots by looking for the eigenvalues of an alternative
version of the companion matrix of the k th degree Legendre polynomial.
The companion matrix is constructed as a symmetrical matrix, guaranteeing
that all the eigenvalues (roots) will be real. On the contrary, the
roots function us