Accurate recovery of recursion coefficients from Gaussian quadrature formulas

DOI10.1016/S0377-0427(99)00228-9zbMath0942.65022WikidataQ56084160 ScholiaQ56084160MaRDI QIDQ1964084

Dirk P. Laurie

Publication date: 21 August 2000

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithmnumerical exampleCauchy transformPadé approximantsGaussian quadraturecontinued fractionsJacobi matrixquotient-difference algorithmqd algorithmconverse problemrecovery of recursion coefficients

Mathematics Subject Classification ID

Padé approximation (41A21) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Continued fractions; complex-analytic aspects (30B70)

Related Items (13)

On sensitivity of Gauss-Christoffel quadrature ⋮ When does the Lanczos algorithm compute exactly? ⋮ An application of the discrete-time Toda lattice to the progressive algorithm by Lanczos and related problems ⋮ Application of discontinuous Galerkin method in supersonic and hypersonic gas flows ⋮ On generating Sobolev orthogonal polynomials ⋮ Direct and inverse computation of Jacobi matrices of infinite iterated function systems ⋮ Structured eigenvalue problems for rational Gauss quadrature ⋮ Calculation of Radau-Kronrod and Lobatto-Kronrod quadrature formulas ⋮ Orthogonal polynomials of equilibrium measures supported on Cantor sets ⋮ A note on generalized averaged Gaussian formulas ⋮ Fast QR factorization of Cauchy-like matrices ⋮ Computation of Gauss-type quadrature formulas ⋮ Sensitivity of the Lanczos recurrence to Gaussian quadrature data: how malignant can small weights be?

Cites Work

• The numerically stable reconstruction of Jacobi matrices from spectral data
• How and how not to check Gaussian quadrature formulae
• The numerically stable reconstruction of a Jacobi matrix from spectral data
• Accurate singular values and differential qd algorithms
• Notes on TQR algorithms
• A survey of matrix inverse eigenvalue problems
• Calculation of Gauss Quadrature Rules
• Construction of Gauss-Christoffel Quadrature Formulas
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