Spectral properties of Hankel matrices and numerical solutions of finite moment problems (Q1917936): Difference between revisions
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Revision as of 20:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral properties of Hankel matrices and numerical solutions of finite moment problems |
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Spectral properties of Hankel matrices and numerical solutions of finite moment problems (English)
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11 February 1997
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The author proves that any Hankel matrix generated by moments of positive functions is conditioned essentially the same as the Hilbert matrix of the same size. Applications of this result to classical orthogonal polynomial sequences and to modified moment problems are given. An efficient algorithm for the computation of the function \(f(x) = w(x) \exp (p(x))\), where \(w(x)\) is positive and \(p(x)\) is a polynomial of degree \(n - 1\), is also presented.
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Hankel matrix
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Hilbert matrix
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orthogonal polynomial sequences
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moment problems
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algorithm
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