On generating discrete orthogonal bivariate polynomials (Q698575)

This paper is concerned with an algorithm for recursively generating discrete orthogonal bivariate polynomials on a finite set \(S\left \{ (x_j,y_j) \right \} _{j=1}^n \in \mathbb R ^2 \) with respect to a weight vector \(m=(m_1,\dots ,m_n)\) having unit mass. Two commuting symmetric matrices \(H\) and \(K\), such that the spectrum of \(H+iK\) equal \(S\), are associated with \(S\). Since \(H\) and \(K\) commute, bivariate orthogonal polynomials can be generated by using an iterative method. The resulting algorithm relies on a recurrence having slowly growing length. The method can be extended to general multivariate orthogonal polynomials. Applications of the proposed algorithm are illustrated with numerical examples,