Orthogonal rational functions and quadrature on the unit circle
Szegö's theory for polynomials orthogonal on the unit circle \({\mathbf T}\) generalizes in many ways to rational functions orthogonal on \({\mathbf T}\). Starting with a given sequence \(\{\alpha_ n\}_{n=1}^ \infty\) of numbers from the open unit disk \({\mathbf D}\), the sequence of partial Blaschke products \[ B_ 0(z)=1,\quad B_ n(z)= \zeta_ n(z) B_{n-1} (z),\quad\zeta_ n(z)=\frac{\overline{\alpha_ n}}{|\alpha_ n|} \frac {\alpha_ n-z}{1-\overline{\alpha_ n}z}, \] constitutes the basis for the rational functions in question. For a given probability measure \(\mu\) supported on \({\mathbf T}\), orthonormalization of \(\{B_ n(z)\}\) gives the sequence \(\{\phi_ n(z)\}\) of orthonormal rational functions. In the present paper the authors use this sequence \(\{\phi_ n(z)\}\) to derive a quadrature formula \[ \int_{-\pi}^ \pi f(e^{i\theta})d\mu(\theta)\approx\sum_{j=1}^ n A_ j^{(n)} f(x_ j^{(n)})\tag{1} \] with nodes \(x_ j^{(n)}\in{\mathbf T}\) and positive weights \(A_ j^{(n)}\). The orthonormal functions \(\phi_ n(z)\) have all their zeros in \({\mathbf D}\), and their superstar conjugates \(\phi_ n^*(z)= B_ n(z)\overline{\phi_ n(1/\bar z)}\) have all their zeros in \({\mathbf E}=\{z\in\mathbb{C}: | z|>1\}\). However, the paraorthonormal rational functions \(f_ n(z; w)=\phi_ n(z)+ w_ n\phi_ n^*(z)\), where \(w_ n\in{\mathbf T}\), have \(n\) simple zeros \(x_ j^{(n)}\in {\mathbf T}\), \(j=1,2,\dots,n\). Under these as nodes in (1), the positive weights \(A_ j^{(n)}=\int L_{j,n}(z)d\mu(z)\), where \(L_{j,n}(z)=\sum_{k=0}^{n-1} c_ k B_ k(z)\) is such that \(L_{j,n}(x_ i^{(n)})=\delta_{ij}\), ensures that (1) is exact for all rational functions spanned by \(\{B_{n-1}^{-1},B_{n-2}^{- 1},\dots,B_ 1^{-1},1,B_ 1,\dots,B_{n-1}\}\).
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