Fast associated classical orthogonal polynomial transforms

DOI10.1016/J.CAM.2021.113831MaRDI QIDQ2667114zbMATH OpenOpenAlexFDO

Authors Brock Klippenstein, Richard M. Slevinsky

Publication date 24 November 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.08227

zbMATH Keywords

associated classical orthogonal polynomialsdivide-and-conquer algorithmsquadratic eigenvalue problems

Mathematics Subject Classification ID

Other special orthogonal polynomials and functions (33C47) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Abstract: We discuss a fast approximate solution to the associated classical -- classical orthogonal polynomial connection problem. We first show that associated classical orthogonal polynomials are solutions to a fourth-order quadratic eigenvalue problem with polynomial coefficients such that the differential operator is degree-preserving. Upon linearization, the discretization of this quadratic eigenvalue problem is block upper-triangular and banded. After a perfect shuffle, we extend a divide-and-conquer approach to the upper-triangular and banded generalized eigenvalue problem to the blocked case, which may be accelerated by one of a few different algorithms. Associated orthogonal polynomials arise from iterated Stieltjes transforms of orthogonal polynomials; hence, fast approximate conversion to classical cases combined with fast discrete sine and cosine transforms provides a modular mechanism for synthesis of singular integral transforms of classical orthogonal polynomial expansions.

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Cited in

(7)

• Fast conversion algorithms for orthogonal polynomials
• Closed-Form Orthogonal Number Theoretic Transform Eigenvectors and the Fast Fractional NTT
• Fast polynomial transforms based on Toeplitz and Hankel matrices
• Fast computation of orthogonal systems with a skew-symmetric differentiation matrix
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Uses Software

• GitHub
• DLMF

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