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Modified Moments and Matrix Orthogonal Polynomials

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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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Authors and Affiliations

  1. Lab. ANO, Université de Lille I, Bât M3, U.F.R. d"IEEA, 59655, Villeneuve d"Ascq Cedex, France. e-mail

    E. Bourreau

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  1. E. Bourreau
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Bourreau, E. Modified Moments and Matrix Orthogonal Polynomials. Acta Applicandae Mathematicae 61, 53–64 (2000). https://doi.org/10.1023/A:1006419830281

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