On generating discrete orthogonal bivariate polynomials

DOI10.1023/A:1021907210628MaRDI QIDQ698575zbMATH OpenFDO

Authors Marko Huhtanen, Rasmus Munk Larsen

Publication date 17 June 2003

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1021907210628

zbMATH Keywords

bivariate orthogonal polynomialscurve fittingLanczos algorithmleast square approximation .numerical examples

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Computation of special functions and constants, construction of tables (65D20)

Review text

This paper is concerned with an algorithm for recursively generating discrete orthogonal bivariate polynomials on a finite set \(S\left \{ (x_j,y_j) \right \} _{j=1}^n \in \mathbb R ^2 \) with respect to a weight vector \(m=(m_1,\dots ,m_n)\) having unit mass. Two commuting symmetric matrices \(H\) and \(K\), such that the spectrum of \(H+iK\) equal \(S\), are associated with \(S\). Since \(H\) and \(K\) commute, bivariate orthogonal polynomials can be generated by using an iterative method. The resulting algorithm relies on a recurrence having slowly growing length. The method can be extended to general multivariate orthogonal polynomials. Applications of the proposed algorithm are illustrated with numerical examples,

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• Compression of Multivariate Discrete Measures and Applications
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