Abstract
Multiple orthogonal polynomials generalize standard orthogonal polynomials by requiring orthogonality with respect to several inner products. This paper discusses an application to the approximation of matrix functions and presents quadrature rules that generalize the anti-Gauss rules proposed by Laurie.
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Acknowledgements
The authors would like to thank Ulises Fidalgo and Qiang Ye for valuable discussions, and the referees for comments. The research was supported in part by NSF grants DMS-1720259 and DMS-1729509.
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Communicated by Marko Huhtanen.
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Alqahtani, H., Reichel, L. Multiple orthogonal polynomials applied to matrix function evaluation. Bit Numer Math 58, 835–849 (2018). https://doi.org/10.1007/s10543-018-0709-x
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DOI: https://doi.org/10.1007/s10543-018-0709-x