Legendre.jl
Introducing Legendre.jl
The Legendre.jl package accumulates the features shown throughout this series (and more) into a package expressly designed for calculating numerically accurate Legendre polynomials in a performant manner. In this article I formally introduce the package and demonstrate how it can be used to quickly prototype a couple of useful computations that I have encountered in CMB analysis.
Maintaining numerical accuracy in the Legendre recurrences
An algorithm for calculating special functions is no use if it has poor numerical accuracy and returns inaccurate or invalid answers. In this article I discuss the importance of using fused multiply-add (FMA) and a form of loop-unrolling to maintain numerical accuracy in calculating the associated Legendre polynomials to degrees and orders of order 1000 and greater.
Pre-normalizing Legendre Polynomials
In the previous part we computed Legendre polynomials via a few recurrence relations, but the polynomial values grow rapidly with degree and quickly overflow the range of standard finite floating point numbers. In this posting we explore baking in a normalization factor into the recurrence relation — such as used when the Legendre polynomials are used to calculate the spherical harmonics — that eliminates the overflow.
Calculating Legendre Polynomials
The Associated Legendre Polynomials are implicitly defined as the solution to a second-order differential equation, but most practical uses require an efficient means of explicitly evaluating the functions for any degree, order, and argument. In this article I introduce the implementation used in Legendre.jl which is based on evaluating a series of recurrence relations.
Introduction to Associated Legendre Polynomials
The Associated Legendre Polynomials are an important set of functions in cosmic microwave background (CMB) research. In this first part of an upcoming series, I motivate the need for a new high-performance Julia package — Legendre.jl — which I am writing to recreate a key algorithm in my thesis research.