On classical orthogonal polynomials and the Cholesky factorization of a class of Hankel matrices

DOI10.1142/S1664360723500066arXiv2302.12035MaRDI QIDQ6427411FDOQ6427411

Marta Latorre, Guillermo Vera de Salas, Rubén Muñoz Alcázar, Misael E. Marriaga

Publication date: 23 February 2023

Abstract: Classical moment functionals (Hermite, Laguerre, Jacobi, Bessel) can be characterized as those linear functionals whose moments satisfy a second order linear recurrence relation. In this work, we use this characterization to link the theory of classical orthogonal polynomials and the study of Hankel matrices whose entries satisfy a second order linear recurrence relation. Using the recurrent character of the entries of such Hankel matrices, we give several characterizations of the triangular and diagonal matrices involved in their Cholesky factorization and connect them with a corresponding characterization of classical orthogonal polynomials.

Mathematics Subject Classification ID

Factorization of matrices (15A23) Quadratic and bilinear forms, inner products (15A63) Toeplitz, Cauchy, and related matrices (15B05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Other functions coming from differential, difference and integral equations (33E30) Moment problems (44A60)

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