Short note on the mass matrix for Gauss-Lobatto grid points
arXiv:1412.2276 · doi:10.1016/j.jcp.2014.12.012
Abstract
The mass matrix for Gauss-Lobatto grid points is usually approximated by Gauss-Lobatto quadrature because this leads to a diagonal matrix that is easy to invert. The exact mass matrix and its inverse are full. We show that the exact mass matrix \emph{and} its inverse differ from the approximate diagonal ones by a simple rank-1 update (outer product). They can thus be applied to an arbitrary vector in operations instead of .
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