The weighting subspaces of the Tau Method and orthogonal collocation

In this paper we characterise the weighting subspaces associated with two approximation techniques for solving ordinary differential equations: the Tau Method [E.L. Ortiz, The Tau Method, SIAM J. Numer. Anal. 6 (1969) 480–92] and the orthogonal collocation method. We show that approximations constructed by means of these two methods are always expressible in terms of a prescribed orthogonal polynomials basis, by projection on a suitably chosen finite dimensional weighting subspace. We show, in particular, that collocation is a special Tau Method with a twisted basis. © 2006 Elsevier Inc. All rights reserved.