Computing polynomials orthogonal with respect to densely oscillating and exponentially decaying weight functions and related integrals

  • Authors:
  • Walter Gautschi

  • Affiliations:
  • Department of Computer Sciences, Purdue University, West Lafayette, IN

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2005

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Abstract

Software (in Matlab) is developed for computing variable-precision recurrence coefficients for orthogonal polynomials with respect to the weight functions 1 + sin(1/t), 1 + cos(1/t), e-1/t on [0, 1], as well as e-1/t-ton [0, ∞] and e-1/t2-t2 on [-∞, ∞]. Numerical examples are given involving Gauss quadrature relative to these weight functions.