On the extreme eigenvalues of certain matrices of non-standard inner products of Hermite polynomials

DOI10.1016/j.laa.2018.02.003zbMath1390.15017OpenAlexW2789318242MaRDI QIDQ1743131

Martin Plešinger, Ivana Pultarová

Publication date: 12 April 2018

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2018.02.003

zbMATH Keywords

Hermite polynomialsGram matrixstochastic Galerkin methodshifted Hermite polynomialsreciprocal spectra

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Conditioning of matrices (15A12)

Uses Software

• mctoolbox
• OPQ

Cites Work

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• The combinatorics of associated Hermite polynomials
• Orthogonal polynomials and special functions. Computation and applications. Lecture notes of the 5th European summer school, Madrid, Laganés, Spain, July 8--18, 2004
• Condition numbers and equilibration of matrices
• Efficient Iterative Solvers for Stochastic Galerkin Discretizations of Log-Transformed Random Diffusion Problems
• Field Theory
• Accuracy and Stability of Numerical Algorithms
• BLOCK AND MULTILEVEL PRECONDITIONING FOR STOCHASTIC GALERKIN PROBLEMS WITH LOGNORMALLY DISTRIBUTED PARAMETERS AND TENSOR PRODUCT POLYNOMIALS
• STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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