Orthogonal polynomials (in Matlab)

Orthogonal Polynomials

The theory of orthogonal polynomials plays an important role in many branches of mathematics, such as approximation theory (best approximation, interpolation, quadrature), special functions, continued fractions, differential and integral equations. The notion of orthogonality originated from the theory of continued fractions, but later became an independent (and possibly more important) discipl...

Orthogonal Polynomials

Orthogonal Polynomials

In this survey, different aspects of the theory of orthogonal polynomials of one (real or complex) variable are reviewed. Orthogonal polynomials on the unit circle are not discussed.

Orthogonal Polynomials with Orthogonal Derivatives

Orthogonal Polynomials, Quadrature, and Approximation: Computational Methods and Software (in Matlab)

Orthogonal polynomials, unless they are classical, require special techniques for their computation. One of the central problems is to generate the coefficients in the basic three-term recurrence relation they are known to satisfy. There are two general approaches for doing this: methods based on moment information, and discretization methods. In the former, one develops algorithms that take as...