Gaussian quadrature formulas and Laguerre-Perron's equation (Q2386809)

As it is well known, given a general weight function \(w(t)\) on the interval \([a,b]\) of the real line, the construction of a sequence of orthogonal polynomials for \(w(t)\) is based upon the three-term recurrence relation satisfied by this sequence. The effective numerical computation of the coefficients in the three-term recurrence relation has been extensively considered in the last decades and a wide range of algorithms have appeared in the recent literature. In this survey, an algorithm valid for weight functions giving rise to the so-called ``semiclassical orthogonal polynomials'' is presented. As an application, some numerical examples involving the approximate calculation of weighted integrals by means of the corresponding Gauss-Christoffel quadrature formulas when taking as a weight function \(w(t)= \exp(-t^2)\) on \([0,1]\), are given.