A matrix approach to the computation of quadrature formulas on the unit circle
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Publication:2479423
Abstract: In this paper we consider a general sequence of orthogonal Laurent polynomials on the unit circle and we first study the equivalences between recurrences for such families and Szego's recursion and the structure of the matrix representation for the multiplication operator when a general sequence of orthogonal Laurent polynomials on the unit circle is considered. Secondly, we analyze the computation of the nodes of the Szego quadrature formulas by using Hessenberg and five-diagonal matrices. Numerical examples concerning the family of Rogers-Szego q-polynomials are also analyzed.
The authors consider a general sequence of orthogonal Laurent polynomials on the unit circle \({\mathbb T}\). First they present certain recurrences for orthogonal Laurent polynomials on \({\mathbb T}\), which are equivalent to the recurrences for Szegő polynomials. The multiplication operator in \({\mathbb C}[z,z^{-1}]\) plays on \({\mathbb T}\) a fundamental role in a five-diagonal matrix representation analogous to the Jacobi matrix on \({\mathbb R}\). Further, a matrix approach to Szegő quadrature formulas in the framework of orthogonal Laurent polynomials on \({\mathbb T}\) is analyzed. Finally, numerical examples are given.
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Cited in
(25)- Quadrature formulas associated with Rogers-Szegő polynomials
- An application of Szegő polynomials to the computation of certain weighted integrals on the real line
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- Green's matrices
- Szegő polynomials and quadrature formulas on the unit circle
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