A generalized eigenvalue problem for quasi-orthogonal rational functions (Q629908)

Orthogonal rational functions (ORF) are generalizations of orthogonal polynomials and possess similar properties [see \textit{A.~Bultheel, P.~González-Vera, E.~Hendriksen} and \textit{O.~Njåstad}, Orthogonal rational functions, Cambridge: Cambridge University Press (1999; Zbl 0923.42017)]. Under some mild conditions, the zeros of ORF are eigenvalues of a generalized eigenvalue problem obtained by the corresponding three-term recurrence relation of ORF. But the zeros of ORF are not all real so that they are not suitable to construct a rational Gaussian quadrature rule. Therefore, quasi-orthogonal rational functions (qORF) and para-orthogonal rational functions (pORF) are introduced in this paper. The zeros of a qORF or pORF depend on one parameter, which can always be chosen in such way that all zeros of these functions are real and simple. Further, the authors present a generalized eigenvalue problem to compute the zeros of a qORF or pORF and the corresponding weights in the rational Gaussian quadrature rule. Some numerical examples are given, where the orthogonality is with respect to the Chebyshev weight \((1-x)^a\, (1+x)^b\) on the interval \([0,\,1]\) with \(a,\, b \in \{\pm \frac{1}{2}\}\).