Modified Moments and Matrix Orthogonal Polynomials |
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| Authors: | E. Bourreau |
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| Affiliation: | (1) Lab. ANO, Université de Lille I, Bât M3, U.F.R. d"IEEA, 59655 Villeneuve d"Ascq Cedex, France. e-mail |
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| Abstract: | ![]()
In the scalar case, computation of recurrence coefficients of polynomials orthogonal with respect to a nonnegative measure is done via the modified Chebyshev algorithm. Using the concept of matrix biorthogonality, we extend this algorithm to the vector case. |
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| Keywords: | orthogonal polynomials modified moments modified Chebyshev algorithm |
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