Shohat-Favard and Chebyshev's methods in \(d\)-orthogonality (Q1805938): Difference between revisions

The author studies orthogonal polynomials with respect to \(d\) linear forms simultaneously, the so-called \(d\)-orthogonal polynomials that satisfy a \(d+1\)-term recurrence relation [cf. \textit{J. Van Iseghem}, J. Comput. Appl. Math. 19, 141-150 (1987; Zbl 0626.65013)]. After giving the theoretical background, the author discusses recurrence schemes for the explicit calculation from a.o. given moments. These algorithms are then tested against examples for which the exact solution is known. All algorithms (written as \textit{Mathematica}-packages) and results can be downloaded from \url{http://netlib.bell-labs.com/} in the \textit{numeralgo} library of \textit{netlib}. Apart from an improvement on the number of exact digits found, the method also takes care of a clever memory management.