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Kohn–Sham density functional theory calculations using conventional diagonalization based methods become increasingly expensive as temperature increases due to the need to compute increasing numbers of partially occupied states. We present a density matrix based method for Kohn–Sham calculations at high temperatures that eliminates the need for diagonalization entirely, thus reducing the cost of such calculations significantly. Specifically, we develop real-space expressions for the electron density, electronic free energy, Hellmann–Feynman forces, and Hellmann–Feynman stress tensor in terms of an orthonormal auxiliary orbital basis and its density kernel transform, the density kernel being the matrix representation of the density operator in the auxiliary basis. Using Chebyshev filtering to generate the auxiliary basis, we next develop an approach akin to Clenshaw–Curtis spectral quadrature to calculate the individual columns of the density kernel based on the Fermi operator expansion in Chebyshev polynomials and employ a similar approach to evaluate band structure and entropic energy components. We implement the proposed formulation in the SPARC electronic structure code, using which we show systematic convergence of the aforementioned quantities to exact diagonalization results, and obtain significant speedups relative to conventional diagonalization based methods. Finally, we employ the new method to compute the self-diffusion coefficient and viscosity of aluminum at 116 045 K from Kohn–Sham quantum molecular dynamics, where we find agreement with previous more approximate orbital-free density functional methods. [ABSTRACT FROM AUTHOR]