A few remarks on orthogonal polynomials
Paweł J. Szabłowski
Applied Mathematics and Computation, 2015, vol. 252, issue C, 215-228
Abstract:
Knowing a sequence of moments of a given, infinitely supported, distribution we obtain quickly: coefficients of the power series expansion of monic polynomials pnn⩾0 that are orthogonal with respect to this distribution, coefficients of expansion of xn in the series of pj,j⩽n, two sequences of coefficients of the 3-term recurrence of the family of pnn⩾0, the so called “linearization coefficients” i.e. coefficients of expansion of pnpm in the series of pj,j⩽m+n.
Keywords: Moment problem; Moment matrix; Cholesky decomposition; Hankel matrices; Connection coefficients; Linearization coefficients (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:252:y:2015:i:c:p:215-228
DOI: 10.1016/j.amc.2014.11.112
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