Pozza S., Pranic M. S., Strakos Z.
Lanczos algorithm Gauss quadrature Quasi-definite linear functionals Matching moments Formal orthogonal polynomials Analysis Complex Jacobi matrices
Gauss quadrature can be naturally generalized in order to approximate quasi-definite linear functionals, where the interconnections with (formal) orthogonal polynomials, (complex) Jacobi matrices, and the Lanczos algorithm are analogous to those in the positive definite case. In this survey we review these relationships with giving references to the literature that presents them in several related contexts. In particular, the existence of the n-weight (complex) Gauss quadrature corresponds to successfully performing the first n steps of the Lanczos algorithm for generating biorthogonal bases of the two associated Krylov subspaces. The Jordan decomposition of the (complex) Jacobi matrix can be explicitly expressed in terms of the Gauss quadrature nodes and weights and the associated orthogonal polynomials. Since the output of the Lanczos algorithm can be made real whenever the input is real, the value of the Gauss quadrature is a real number whenever all relevant moments of the quasi-definite linear functional are real.
Source: Electronic transactions on numerical analysis 50 (2018): 1–19. doi:10.1553/etna_vol50s1
Publisher: Kent State University,, Kent, OH , Stati Uniti d'America
@article{oai:it.cnr:prodotti:424337, title = {The lanczos algorithm and complex gauss quadrature}, author = {Pozza S. and Pranic M. S. and Strakos Z.}, publisher = {Kent State University,, Kent, OH , Stati Uniti d'America}, doi = {10.1553/etna_vol50s1}, journal = {Electronic transactions on numerical analysis}, volume = {50}, pages = {1–19}, year = {2018} }
Electronic Transactions on Numerical Analysis
etna.math.kent.edu