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BIT Numerical Mathematics

, Volume 52, Issue 2, pp 457–483 | Cite as

Computation of connection coefficients and measure modifications for orthogonal polynomials

  • Akil NarayanEmail author
  • Jan S. Hesthaven
Article

Abstract

We observe that polynomial measure modifications for families of univariate orthogonal polynomials imply sparse connection coefficient relations. We therefore propose connecting L 2 expansion coefficients between a polynomial family and a modified family by a sparse transformation. Accuracy and conditioning of the connection and its inverse are explored. The connection and recurrence coefficients can simultaneously be obtained as the Cholesky decomposition of a matrix polynomial involving the Jacobi matrix; this property extends to continuous, non-polynomial measure modifications on finite intervals. We conclude with an example of a useful application to families of Jacobi polynomials with parameters (γ,δ) where the fast Fourier transform may be applied in order to obtain expansion coefficients whenever 2γ and 2δ are odd integers.

Keywords

Orthogonal polynomials Measure modifications Connection coefficients Jacobi polynomials Fast Fourier transform 

Mathematics Subject Classification (2000)

42C05 65D15 65T50 65F35 

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Copyright information

© Springer Science + Business Media B.V. 2011

Authors and Affiliations

  1. 1.Department of MathematicsPurdue UniversityWest LafayetteUSA
  2. 2.Division of Applied MathematicsBrown UniversityProvidenceUSA

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