Orthogonal polynomials for modified weight functions (Q1195396)

In calculating \(I_ \Phi(f)\) numerically with a Gaussian quadrature formula, \[ I_ \Phi(f) \sim \sum^ n_{\nu=1}\lambda^{(\Phi)}_{\nu,n}f(x^{(\Phi)}_{\nu,n}), \] one needs the zeros \(x^{(\Phi)}_{\nu,n}\) of a polynomial \(P_ n(\Phi)\) which is orthogonal on \(I\) with respect to \(\Phi\) to all polynomials of degree less than \(n\). In this connection the author considers the problem of generating orthogonal polynomials. Let \(d\omega\) be an integrable measure which is nonnegative on \(I\subseteq \mathbb{R}\) and whose moments \(\mu_ x=f_ Ix^ rd \omega(x)\) exist for \(r=0,1,\dots\) with \(\mu_ 0>0\), and \(\{P_ n\}_{n \in \mathbb{N}_ 0}\) a given sequence of (algebraic) polynomials, \(\deg P_ n=n\), so that \(P_ n\) is orthogonal on \(I\) with respect to \(d \omega\) on the space \(\Pi_{n-1}\) of (algebraic) polynomials with highest degree \(n-1\). The object is to get a sequence \(\{P_ n^{(\Phi)}\}_{n \in \mathbb{N}_ 0}\) of polynomials, \(\deg P_ n^{(\Phi)}=n\), orthogonal on \(I\) with respect to \(\Phi d \omega\) on \(\Pi_{n-1}\), with the assumption that \(\Phi d \omega\) is so constituted that the unknown polynomials \(P_ n^{(\Phi)}\) exist. In order to solve the above problem, most of the procedures use the property that the orthogonal polynomials satisfy a three-term recurrence relation, but these methods become inefficient for large \(n\) and therefore a nonrecurrence representation of \(P_ n^{(\Phi)}\) is used. Multiplication and division of the weight by a polynomial are discussed and these are used for calculating \(\{P_ n^{[m,l]}\}_{n \in \mathbb{N}_ 0}\) assuming \(\Phi\) as a rational function and then generalizing the method for nonrational functions. The algorithms developed for rational and nonrational functions are implemented and tested for some known polynomials on a computer. The numerical results illustrate the stability and efficiency of these algorithms.