Least squares approximants on Gauss-Lobatto points: orthogonal polynomials and Moore-Penrose pseudo-inverse
نویسندگان
چکیده
Abstract: In this paper we resume some results concerned our work about least-squares approximation on GaussLobatto points. We present explicit formulas for discrete orthogonal polynomials and give the three-term recurrence relation to construct such polynomials. We also show that the normal matrix on this set of nodes can be factorized as the sum of two symmetric matrices: a full rank matrix which admits a Cholesky factorization and a 2-rank matrix. Finally we discuss the numerical properties of the proposed formulas.
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