Alpert multiwavelets and Legendre-Angelesco multiple orthogonal polynomials
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Abstract: We show that the multiwavelets, introduced by Alpert in 1993, are related to type I Legendre-Angelesco multiple orthogonal polynomials. We give explicit formulas for these Legendre-Angelesco polynomials and for the Alpert multiwavelets. The multiresolution analysis can be done entirely using Legendre polynomials, and we give an algorithm, using Cholesky factorization, to compute the multiwavelets and a method, using the Jacobi matrix for Legendre polynomials, to compute the matrices in the scaling relation for any size of the multiplicity of the multiwavelets.
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Cited in
(9)- Smooth multiwavelet duals of Alpert bases by moment-interpolating refinement
- Construction of the optimal set of quadrature rules in the sense of Borges
- Time localization of Alpert multiwavelets
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