Orthogonal polynomials (in Matlab)

Authors:
Walter Gautschi
Affiliations:
Department of Computer Sciences, Purdue University, West Lafayette, IN
Venue:
Journal of Computational and Applied Mathematics - Special issue: Proceedings of the seventh international symposium on Orthogonal polynomials, special functions and applications
Year:
2005

Citing 4
Cited 4

How to generate unknown orthogonal polynomials out of known orthogonal polynomials

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Algorithm 726: ORTHPOL–a package of routines for generating orthogonal polynomials and Gauss-type quadrature rules

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Sensitivity analysis for computing orthogonal polynomials of Sobolev type

Proceedings of the conference on Approximation and computation : a fetschrift in honor of Walter Gautschi: a fetschrift in honor of Walter Gautschi
Computing orthogonal polynomials in Sobolev spaces

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Algorithm 880: A testing infrastructure for symmetric tridiagonal eigensolvers

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Abstract

A suite of Matlab programs has been developed as part of the book "Orthogonal Polynomials: Computation and Approximation" Oxford University Press, Oxford, 2004, by Gautschi. The package contains routines for generating orthogonal polynomials as well as routines dealing with applications. In this paper, a brief review of the first part of the package is given, dealing with procedures for generating the three-term recurrence relation for orthogonal polynomials and more general recurrence relations for Sobolev orthogonal polynomials. Moment-based methods and discretization methods, and their implementation in Matlab, are among the principal topics discussed.