Quadrature and orthogonal rational functions (Q5929293)

Quadrature formulas have been extensively studied in the past, starting with the classical Gaussian quadrature (exact on sets of polynomials), later on Szegő quadrature was used as an analogue for integration over the unit circle (exact on sets of Laurent polynomials -- polynomials containing both negative and positive powers of the variable). The authors stood at the cradle of a subsequent generalization, where the polynomials are replaced by rational functions having prescribed poles (intimately connected with multipoint rational Padé approximation of transforms of measures). The paper under review gives an excellent survey of what has been achieved up to 2000, bringing together results scattered throughout the literature. After introducing rational variants of two-point Padé or Padé-type approximants (based on orthogonal polynomials) and error estimates for these rational approximants and for the quadratures, the authors touch upon the subjects of convergence, complex measures, the case where the prescribed poles belong to the support of the measure etc. The paper concludes with some open problems for further research and for details and proofs the reader is referred to the list of 45 references.