Accurate recovery of recursion coefficients from Gaussian quadrature formulas (Q1964084)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate recovery of recursion coefficients from Gaussian quadrature formulas |
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Accurate recovery of recursion coefficients from Gaussian quadrature formulas (English)
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21 August 2000
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The converse problem of Gaussian quadrature refers to the recovery of the Jacobi matrix from the quadrature formula. In other words, to solve the converse problem of Gaussian quadrature means to calculate the moments \(\int x^nd\mu(x)\) from the formula \(Q_n(f)= \sum^n_{k=1} \lambda_{n, k}f(x_{n,k})\). This paper presents a new algorithm based on the quotient-difference (qd) algorithm, which uses the relationship between the qd algorithm and continued fractions, namely the \((n-1,n)\) Padé approximants, associated to the Cauchy transform \(\widehat\mu(z)= f(z- x)^{-1} d\mu(x)\). The process of calculations of the present algorithm is faster than the Gragg-Harrod algorithm and is forward stable. A numerical example is given.
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recovery of recursion coefficients
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quotient-difference algorithm
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converse problem
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Gaussian quadrature
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Jacobi matrix
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algorithm
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qd algorithm
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continued fractions
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Padé approximants
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Cauchy transform
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numerical example
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