Recurrence relation for biorthogonal polynomials

DOI10.1016/S0764-4442(97)83585-9MaRDI QIDQ4350938zbMATH OpenOpenAlexWikidataFDO

Authors Glaysar Castro, Abdellatif Seghier

Publication date 4 September 1997

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0764-4442(97)83585-9

zbMATH Keywords

algorithmbiorthogonal polynomialsrecurrence relationtriangular factorizations

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Review text

A nonsingular complex matrix \(M\) is considered. Recursive UDL and LDU factorizations for \(M^{-1}\) are obtained (\(U\) and \(L\) are unit upper and lower, respectively, triangular matrices, \(D\) is a diagonal or block-diagonal matrix). An algorithm is proposed for finding the triangular factorizations based on a general recurrence relation for orthogonal polynomials which is a generalization of the recurrence relation for orthogonal polynomials given by the authors previously [C. R. Acad. Sci., Paris, Sér. I 322, No. 12, 1129-1134 (1996; Zbl 0888.42014)]. For the case of the occurrence of singular or ill-conditioned leading principal submatrices in \(M\) a breakdown or near-breakdown in the recurrence relations a look-ahead procedure is presented. The classical orthogonal Szegő polynomials are obtained as particular cases.

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