Fast construction of the discrete Green operator for a second order ordinary differential equation

We consider linear second order differential equation y’'= f with zero Dirichlet boundary conditions. At the continuous level this problem is solvable using the Green function, and this technique has a counterpart on the discrete level. The discrete solution is represented via an application of a matrix – the Green matrix – to the discretised right-hand side, and we propose an algorithm for fast construction of the Green matrix. In particular, we discretise the original problem using the spectral collocation method based on the Chebyshev–Gauss–Lobatto points, and using the discrete cosine transformation we show that the corresponding Green matrix is fast to construct even for large number of collocation points/high polynomial degree. Furthermore, we show that the action of the discrete solution operator (Green matrix) to the corresponding right-hand side can be implemented in a matrix-free fashion.