A matrix approach to the computation of quadrature formulas on the unit circle (Q2479423): Difference between revisions

The authors consider a general sequence of orthogonal Laurent polynomials on the unit circle \({\mathbb T}\). First they present certain recurrences for orthogonal Laurent polynomials on \({\mathbb T}\), which are equivalent to the recurrences for Szegő polynomials. The multiplication operator in \({\mathbb C}[z,z^{-1}]\) plays on \({\mathbb T}\) a fundamental role in a five-diagonal matrix representation analogous to the Jacobi matrix on \({\mathbb R}\). Further, a matrix approach to Szegő quadrature formulas in the framework of orthogonal Laurent polynomials on \({\mathbb T}\) is analyzed. Finally, numerical examples are given.