On generating Sobolev orthogonal polynomials
From MaRDI portal
Abstract: Sobolev orthogonal polynomials are polynomials orthogonal with respect to a Sobolev inner product, an inner product in which derivatives of the polynomials appear. They satisfy a long recurrence relation that can be represented by a Hessenberg matrix. The problem of generating a finite sequence of Sobolev orthogonal polynomials can be reformulated as a matrix problem. That is, a Hessenberg inverse eigenvalue problem, where the Hessenberg matrix of recurrences is generated from certain known spectral information. Via the connection to Krylov subspaces we show that the required spectral information is the Jordan matrix containing the eigenvalues of the Hessenberg matrix and the normalized first entries of its eigenvectors. Using a suitable quadrature rule the Sobolev inner product is discretized and the resulting quadrature nodes form the Jordan matrix and associated quadrature weights are the first entries of the eigenvectors. We propose two new numerical procedures to compute Sobolev orthonormal polynomials based on solving the equivalent Hessenberg inverse eigenvalue problem.
Recommendations
- Generation and evaluation of orthogonal polynomials in discrete Sobolev spaces. I: Algorithms
- Computing orthogonal polynomials in Sobolev spaces
- General Sobolev orthogonal polynomials
- Generation and evaluation of orthogonal polynomials in discrete Sobolev spaces. II: numerical stability
- scientific article; zbMATH DE number 1083140
Cites work
- Accurate recovery of recursion coefficients from Gaussian quadrature formulas
- Analytic aspects of Sobolev orthogonal polynomials revisited
- Balancing a matrix for calculation of eigenvalues and eigenvectors
- Calculation of Gauss Quadrature Rules
- Computing orthogonal polynomials in Sobolev spaces
- Computing the Roots of Complex Orthogonal and Kernel Polynomials
- Confluent Vandermonde with Arnoldi
- Convergence Analysis of Krylov Subspace Iterations with Methods from Potential Theory
- Discrete Least Squares Approximation by Trigonometric Polynomials
- Eine Erweiterung des Orthogonalitätsbegriffes bei Polynomen und deren Anwendung auf die beste Approximation.
- Fast algorithms using orthogonal polynomials
- Fast QR Decomposition of Vandermonde-Like Mmatrices and Polynomial Least Squares Approximation
- Functions of Matrices
- Generation and Use of Orthogonal Polynomials for Data-Fitting with a Digital Computer
- Generation of orthogonal rational functions by procedures for structured matrices
- Higher-order recurrence relations, Sobolev-type inner products and matrix factorizations
- scientific article; zbMATH DE number 3125991 (Why is no real title available?)
- scientific article; zbMATH DE number 17441 (Why is no real title available?)
- scientific article; zbMATH DE number 19414 (Why is no real title available?)
- scientific article; zbMATH DE number 3477793 (Why is no real title available?)
- scientific article; zbMATH DE number 1350351 (Why is no real title available?)
- scientific article; zbMATH DE number 749875 (Why is no real title available?)
- scientific article; zbMATH DE number 2107939 (Why is no real title available?)
- scientific article; zbMATH DE number 279750 (Why is no real title available?)
- scientific article; zbMATH DE number 3300027 (Why is no real title available?)
- Jacobi-Sobolev orthogonal polynomials and spectral methods for elliptic boundary value problems
- Krylov subspace methods. Principles and analysis.
- Laguerre-Sobolev orthogonal polynomials
- Multiple Recursion Conjugate Gradient Algorithms Part I: Sufficient Conditions
- Necessary and Sufficient Conditions for the Existence of a Conjugate Gradient Method
- Numerical methods for general and structured eigenvalue problems.
- On computing modified moments for half-range Hermite weights
- On Fourier series of a discrete Jacobi--Sobolev inner product
- On Recurrence Relations for Sobolev Orthogonal Polynomials
- On Sobolev orthogonal polynomials
- On the stability of computing polynomial roots via confederate linearizations
- Orthogonal matrix polynomials and higher-order recurrence relations
- Polynomial interpolation results in Sobolev spaces
- Pseudozeros of polynomials and pseudospectra of companion matrices
- Roots of Polynomials Expressed in Terms of Orthogonal Polynomials
- Sensitivity of the Lanczos recurrence to Gaussian quadrature data: how malignant can small weights be?
- Sobolev orthogonal polynomials in the complex plane
- Structured inverse eigenvalue problems
- The characterization of the quasi-typical extension of an inner product
- The Lanczos algorithm and complex Gauss quadrature
- The Lanczos and Conjugate Gradient Algorithms
- The numerically stable reconstruction of a Jacobi matrix from spectral data
- The numerically stable reconstruction of Jacobi matrices from spectral data
- The principle of minimized iterations in the solution of the matrix eigenvalue problem
- Vandermonde with Arnoldi
- Zero location and \(n\)th root asymptotics of Sobolev orthogonal polynomials
- Zeros of Sobolev orthogonal polynomials following from coherent pairs
Cited in
(8)- Sobolev‐orthogonal systems with tridiagonal skew‐Hermitian differentiation matrices
- Sobolev orthogonal polynomials and spectral methods in boundary value problems
- Fast and reliable algorithms for computing the zeros of Althammer polynomials
- Constructing Sobolev orthonormal rational functions via an updating procedure
- On computing the zeros of a class of Sobolev orthogonal polynomials
- On computing the zeros of Laguerre-Sobolev polynomials
- Krylov and core transformation algorithms for an inverse eigenvalue problem to compute recurrences of multiple orthogonal polynomials
- Recurrence relations and zeros of Gegenbauer-Sobolev orthogonal polynomials
This page was built for publication: On generating Sobolev orthogonal polynomials
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6193844)
