Riemann–Hilbert Problems,Matrix Orthogonal Polynomials and Discrete Matrix Equations with Singularity Confinement

In this paper, matrix orthogonal polynomials in the real line are described in terms of a Riemann–Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The discrete equation is explicitly derived in the matrix Freud case, associated with matrix quartic potentials. It is shown that, when the initial condition and the measure are simultaneously triangularizable, this matrix discrete equation possesses the singularity confinement property, independently if the solution under consideration is given by the recursion coefficients to quartic Freud matrix orthogonal polynomials or not.     

Matrix orthogonal Laurent polynomials on the unit circle and Toda type integrable systems

Matrix orthogonal Laurent polynomials in the unit circle and the theory of Toda-like integrable systems are connected using the Gauss–Borel factorization of two, left and a right, Cantero–Morales–Velázquez block moment matrices, which are constructed using a quasi-definite matrix measure. A block Gauss–Borel factorization problem of these moment matrices leads to two sets of biorthogonal matrix orthogonal Laurent polynomials and matrix Szeg? polynomials, which can be expressed in terms of Schur complements of bordered truncations of the block moment matrix. The corresponding block extension of the Christoffel–Darboux theory is derived. Deformations of the quasi-definite matrix measure leading to integrable systems of Toda type are studied. The integrable theory is given in this matrix scenario; wave and adjoint wave functions, Lax and Zakharov–Shabat equations, bilinear equations and discrete flows — connected with Darboux transformations. We generalize the integrable flows of the Cafasso's matrix extension of the Toeplitz lattice for the Verblunsky coefficients of Szeg? polynomials. An analysis of the Miwa shifts allows for the finding of interesting connections between Christoffel–Darboux kernels and Miwa shifts of the matrix orthogonal Laurent polynomials.     

Dynamics and interpretation of some integrable systems via matrix orthogonal polynomials

In this work we characterize a high-order Toda lattice in terms of a family of matrix polynomials orthogonal with respect to a complex matrix measure. In order to study the solution of this dynamical system, we give explicit expressions for the Weyl function, generalized Markov function, and we also obtain, under some conditions, a representation of the vector of linear functionals associated with this system. We show that the orthogonality is embedded in these structure and governs the high-order Toda lattice. We also present a Lax-type theorem for the point spectrum of the Jacobi operator associated with a Toda-type lattice.     

Vector Interpretation of the Matrix Orthogonality on the Real Line

In this paper we study sequences of vector orthogonal polynomials. The vector orthogonality presented here provides a reinterpretation of what is known in the literature as matrix orthogonality. These systems of orthogonal polynomials satisfy three-term recurrence relations with matrix coefficients that do not obey to any type of symmetry. In this sense the vectorial reinterpretation allows us to study a non-symmetric case of the matrix orthogonality. We also prove that our systems of polynomials are indeed orthonormal with respect to a complex measure of orthogonality. Approximation problems of Hermite-Padé type are also discussed. Finally, a Markov’s type theorem is presented.     

Rakhmanov's theorem for orthogonal matrix polynomials on the unit circle

Rakhmanov's theorem for orthogonal polynomials on the unit circle gives a sufficient condition on the orthogonality measure for orthogonal polynomials on the unit circle, in order that the reflection coefficients (the recurrence coefficients in the Szegő recurrence relation) converge to zero. In this paper we give the analog for orthogonal matrix polynomials on the unit circle.     

Biorthogonal Laurent Polynomials,Toplitz Determinants,Minimal Toda Orbits and Isomonodromic Tau Functions

We consider the class of biorthogonal polynomials that are used to solve the inverse spectral problem associated to elementary co-adjoint orbits of the Borel group of upper triangular matrices; these orbits are the phase space of generalized integrable lattices of Toda type. Such polynomials naturally interpolate between the theory of orthogonal polynomials on the line and orthogonal polynomials on the unit circle and tie together the theory of Toda, relativistic Toda, Ablowitz-Ladik and Volterra lattices. We establish corresponding Christoffel-Darboux formulae. For all these classes of polynomials a 2 × 2 system of Differential-Difference-Deformation equations is analyzed in the most general setting of pseudo-measures with arbitrary rational logarithmic derivative. They provide particular classes of isomonodromic deformations of rational connections on the Riemann sphere. The corresponding isomonodromic tau function is explicitly related to the shifted Toplitz determinants of the moments of the pseudo-measure. In particular, the results imply that any (shifted) Toplitz (Hankel) determinant of a symbol (measure) with arbitrary rational logarithmic derivative is an isomonodromic tau function.     

Spectral methods for orthogonal rational functions

We present an operator theoretic approach to orthogonal rational functions based on the identification of a suitable matrix representation of the multiplication operator associated with the corresponding orthogonality measure. Two alternatives are discussed, leading to representations which are linear fractional transformations with matrix coefficients acting on infinite Hessenberg or five-diagonal unitary matrices. This approach permits us to recover the orthogonality measure throughout the spectral analysis of an infinite matrix depending uniquely on the poles and the parameters of the recurrence relation for the orthogonal rational functions. Besides, the zeros of the orthogonal and para-orthogonal rational functions are identified as the eigenvalues of matrix linear fractional transformations of finite Hessenberg or five-diagonal matrices. As an application we use operator perturbation theory results to obtain new relations between the support of the orthogonality measure and the location of the poles and parameters of the recurrence relation for the orthogonal rational functions.     

Elliptic solutions of the Toda chain and a generalization of the Stieltjes–Carlitz polynomials

We construct new elliptic solutions of the restricted Toda chain. These solutions give rise to a new explicit class of orthogonal polynomials, which can be considered as a generalization of the Stieltjes–Carlitz elliptic polynomials. Relations between characteristic (i.e., positive definite) functions, Toda chain, and orthogonal polynomials are developed in order to derive the main properties of these polynomials. Explicit expressions are found for the recurrence coefficients and the weight function for these polynomials. In the degenerate cases of the elliptic functions, the modified Meixner polynomials and the Krall–Laguerre polynomials appear.     

Indefinite integrals of special functions from inhomogeneous differential equations

A method is presented for deriving integrals of special functions which obey inhomogeneous second-order linear differential equations. Inhomogeneous equations are readily derived for functions satisfying second-order homogeneous equations. Sample results are derived for Bessel functions, parabolic cylinder functions, Gauss hypergeometric functions and the six classical orthogonal polynomials. For the orthogonal polynomials the method gives indefinite integrals which reduce to the usual orthogonality conditions on the usual orthogonality intervals. These indefinite integrals for the orthogonal polynomials appear to be new. All results have been checked with Mathematica.     

Absolutely continuous measures for systems of orthogonal polynomials with unbounded recurrence coefficients

This paper considers systems of orthogonal polynomials which satisfy a three-term recurrence relation in which the recursion coefficients are unbounded. Conditions are imposed on the coefficient sequences to establish that the corresponding measure of orthogonality is absolutely continuous.     

A special class of polynomials orthogonal on the unit circle including the associated polynomials

Let (P _ν) be a sequence of monic polynomials orthogonal on the unit circle with respect to a nonnegative weight function, let (Ω_υ) the monic associated polynomials of (P _v), and letA andB be self-reciprocal polynomials. We show that the sequence of polynomials (AP_υλ+BΩ_υλ)/A^λ, λ stuitably determined, is a sequence of orthogonal polynomials having, up to a multiplicative complex constant, the same recurrence coefficients as theP _ν's from a certain index value onward, and determine the orthogonality measure explicity. Conversely, it is also shown that every sequence of orthogonal polynomials on the unit circle having the same recurrence coefficients from a certain index value onward is of the above form. With the help of these results an explicit representation of the associated polynomials of arbitrary order ofP _ν and of the corresponding orthogonality measure and Szegö function is obtained. The asymptotic behavior of the associated polynomials is also studied. Finally necessary and suficient conditions are given such that the measure to which the above introduced polynomials are orthogonal is positive.     

Recurrence Formula for Polynomials of Two Variables, Orthogonal with Respect to Rotation Invariant Measures

We give the recurrence formula satisfied by polynomials of two variables, orthogonal with respect to a rotation invariant measure. Moreover, we show that for polynomials satisfying such a recurrence formula, there exists an orthogonality measure which is rotation invariant. We also compute explicitly the recurrence coefficients for the disk polynomials. January 4, 1997. Date revised: October 15, 1997. Date accepted: October 21, 1997.     

On linear spectral transformations and the Laguerre–Hahn class

We study the Christoffel and Geronimus transformations for Laguerre–Hahn orthogonal polynomials on the real line. It is analysed the modification on the corresponding difference-differential equations that characterize the systems of orthogonal polynomials and the consequences for the three-term recurrence relation coefficients.     

Orthogonal Polynomials of Discrete Variable and Boundedness of Dirichlet Kernel

For orthogonal polynomials defined by compact Jacobi matrix with exponential decay of the coefficients, precise properties of orthogonality measure is determined. This allows showing uniform boundedness of partial sums of orthogonal expansions with respect to L^∞ norm, which generalize analogous results obtained, for little q-Legendre, little q-Jacobi, and little q-Laguerre polynomials, by the authors.     

The stable computation of formal orthogonal polynomials

For many applications — such as the look-ahead variants of the Lanczos algorithm — a sequence of formal (block-)orthogonal polynomials is required. Usually, one generates such a sequence by taking suitable polynomial combinations of a pair of basis polynomials. These basis polynomials are determined by a look-ahead generalization of the classical three term recurrence, where the polynomial coefficients are obtained by solving a small system of linear equations. In finite precision arithmetic, the numerical orthogonality of the polynomials depends on a good choice of the size of the small systems; this size is usually controlled by a heuristic argument such as the condition number of the small matrix of coefficients. However, quite often it happens that orthogonality gets lost.We present a new variant of the Cabay-Meleshko algorithm for numerically computing pairs of basis polynomials, where the numerical orthogonality is explicitly monitored with the help of stability parameters. A corresponding error analysis is given. Our stability parameter is shown to reflect the condition number of the underlying Hankel matrix of moments. This enables us to prove the weak and strong stability of our method, provided that the corresponding Hankel matrix is well-conditioned.This work was partially supported by the HCM project ROLLS, under contract CHRX-CT93-0416.     

Some Indeterminate Moment Problems and Freud-Like Weights

We study two indeterminate Hamburger moment problems and the corresponding orthogonal polynomials. The coefficients in their recurrence relations are of exponential growth or are polynomials of degree 2. The entire functions in the Nevanlinna parametrization are found. The orthogonal polynomials with polynomial recurrence coefficients resemble the Freud polynomials with a = 1/2 . Inequalities are given for the largest zero and the asymptotic behavior of the largest zero is established. April 24, 1996. Date revised: March 3, 1997.     

Extended Relativistic Toda Lattice,L-Orthogonal Polynomials and Associated Lax Pair

When a measure \(\varPsi(x)\) on the real line is subjected to the modification \(d\varPsi^{(t)}(x) = e^{-tx} d \varPsi(x)\), then the coefficients of the recurrence relation of the orthogonal polynomials in \(x\) with respect to the measure \(\varPsi^{(t)}(x)\) are known to satisfy the so-called Toda lattice formulas as functions of \(t\). In this paper we consider a modification of the form \(e^{-t(\mathfrak{p}x+ \mathfrak{q}/x)}\) of measures or, more generally, of moment functionals, associated with orthogonal L-polynomials and show that the coefficients of the recurrence relation of these L-orthogonal polynomials satisfy what we call an extended relativistic Toda lattice. Most importantly, we also establish the so called Lax pair representation associated with this extended relativistic Toda lattice. These results also cover the (ordinary) relativistic Toda lattice formulations considered in the literature by assuming either \(\mathfrak{p}=0\) or \(\mathfrak{q}=0\). However, as far as Lax pair representation is concern, no complete Lax pair representations were established before for the respective relativistic Toda lattice formulations. Some explicit examples of extended relativistic Toda lattice and Langmuir lattice are also presented. As further results, the lattice formulas that follow from the three term recurrence relations associated with kernel polynomials on the unit circle are also established.

     

Repeated modifications of orthogonal polynomials by linear divisors

Algorithms are developed for computing the coefficients in the three-term recurrence relation of repeatedly modified orthogonal polynomials, the modifications involving division of the orthogonality measure by a linear function with real or complex coefficient. The respective Gaussian quadrature rules can be used to account for simple or multiple poles that may be present in the integrand. Several examples are given to illustrate this.     

Matrix Chebyshev polynomials and continued fractions

In the first part we expose the notion of continued fractions in the matrix case. In this paper we are interested in their connection with matrix orthogonal polynomials.

In the second part matrix continued fractions are used to develop the notion of matrix Chebyshev polynomials. In the case of hermitian coefficients in the recurrence formula, we give the explicit formula for the Stieltjes transform, the support of the orthogonality measure and its density. As a corollary we get the extension of the matrix version of the Blumenthal theorem proved in [J. Approx. Theory 84 (1) (1996) 96].

The third part contains examples of matrix orthogonal polynomials.