On computing modified moments for half-range Hermite weights
This interesting paper studies the computation of modified moments for the half-range Hermite weight. Integrals defined with the Hermite weight on the real semiaxis appear in many applications for example lattice Bolzman models, harmonically oscillation rarefied gas flows and many others. These integrals are typically computed using modified moments via product rules. It is known, however that there is a loss of accuracy in computing such modified moments, having only three correct decimal digits for the size of the problem equal to 6, and Gautschi has described a way to overcome this problem by computing the modified moments with extended precision arithmetic. In the paper under review, the authors study the problem of computing the modified moments for the system of orthonormal Laguerre polynomials on the real semiaxis with the Hermite weight, also called half-range Hermite weights. The orthonomal Laguerre polynomials are orthonormal polynomials on the interval \([0,\infty)\) satisfying the three term recurrence relation: \[ \left\{ \begin{array}{ll} p_{0}=1, \\ \beta_{1}p_1(x)=(x-\alpha_{1})p_{0}(x) \\ \beta_{l}p_{l}(x)=(x-\alpha_{l})p_{l-1}(x)-\beta_{l-1} p_{l-2}(x),\, l\geq 2 \end{array} \right. \] with \(\beta_l=-l\) and \(\alpha_{l}=2l-1, l=0.1,...\) They are orthonormal with respect to the weight function \(\exp(-x)\), i.e. \[ \int_{0}^{\infty}p_{i}(x)p_{j}(x)\exp(-x)dx=\delta_{i,j}. \] The authors propose a new method to compute these modified moments, based on the construction of the null-space of a rectangular matrix derived from the three-term recurrence relation of the system of orthonormal Laguerre polynomials. They show that that their algorithm computes the modified moments with high relative accuracy in floating point arithmetic, thereby avoiding the use of extended precision arithmetic. Numerical examples show the effectiveness of the proposed approach. The paper is well written with a good set of references.
- Half-Range Generalized Hermite Polynomials and the Related Gaussian Quadratures
- Modified Moments and Orthogonal Rational Functions
- Computing the Hilbert transform of the generalized Laguerre and Hermite weight functions
- scientific article; zbMATH DE number 3938507
- Computing the coefficients of a recurrence formula for numerical integration by moments and modified moments
- Accuracy and Stability of Numerical Algorithms
- Accurate Computations with Totally Nonnegative Matrices
- Algorithm 957: Evaluation of the repeated integral of the coerror function by half-range Gauss-Hermite quadrature
- Backward stability of Clenshaw's algorithm
- Calculation of Gauss Quadrature Rules
- Computing Gaussian quadrature rules with high relative accuracy
- Fast Solution of Vandermonde-Like Systems Involving Orthogonal Polynomials
- scientific article; zbMATH DE number 3854294 (Why is no real title available?)
- scientific article; zbMATH DE number 3477793 (Why is no real title available?)
- scientific article; zbMATH DE number 2107939 (Why is no real title available?)
- scientific article; zbMATH DE number 884971 (Why is no real title available?)
- scientific article; zbMATH DE number 3110365 (Why is no real title available?)
- Lattice Boltzmann models based on half-range Gauss-Hermite quadratures
- Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices
- Numerical Methods for Special Functions
- On the Construction of Gaussian Quadrature Rules from Modified Moments
- On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
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