Jacobi matrices for sums of weight functions (Q688743)

Orthogonal polynomials are conveniently represented by the tridiagonal Jacobi matrix of coefficients of the recurrence relation which they satisfy. Let \(J_ 1\) and \(J_ 2\) be finite Jacobi matrices for the weight functions \(w_ 1\) and \(w_ 2\), resp. Is it possible to determine a Jacobi matrix \(\widetilde{J}\), corresponding to the weight function \(\widetilde{w}=w_ 1+w_ 2\) using only \(J_ 1\) and if so, what can be said about its dimension? Thus, it is important to clarify the connection between a finite Jacobi matrix and its corresponding weight function(s). This leads to the need for stable numerical processes that evaluate such matrices. Three methods are derived that merge Jacobi matrices directly. The first uses an update by Gauss quadrature. The second method, based on Jacobi rotations is the most stable. The third method is related to the Lanczos method and is the most economical of the three, but suffers from instability. The concepts and the methods are illustrated by small numerical examples.