A generalized eigenvalue problem for quasi-orthogonal rational functions

A generalized eigenvalue problem for quasi-orthogonal rational functions


Karl Deckers       Adhemar Bultheel       Joris Van Deun

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Rational Chebyshev example; $n \gt 1$ odd.
weights: $w_1 = (1 - x^2)^{-1/2}$, $w_2 = (1 - x)^{1/2}(1 + x)^{-1/2}$, $w_3 = (1 - x^2)^{1/2}$
Parameter $\beta$ (qORF) relates to parameter $\tau$ (pORF).
RGQ nodes real and simple if $\tau\in \mathbb{T}\setminus\{-1\}$.
For $\beta\in [-1,1]$, the qORF nodes are in $[-1,1]$.
$\rho^{[i\pm]}$ refers to RQF with pORF node in $\pm1$ for weight $w_i$.
$\beta^{[i\pm]}$ refers to RQF with qORF node in $\pm1$ for weight $w_i$.


Abstract:

In general, the zeros of an orthogonal rational function (ORF) on a subset of the real line, with poles among $\{\alpha_1\ldots,\alpha_n\}\subset(\mathbb{C}_0\cup\{\infty\}$), are not all real (unless $\alpha_n$ is real), and hence, they are not suitable to construct a rational Gaussian quadrature rule (RGQ). For this reason, the zeros of a so-called quasi-ORF (qORF) or a so-called para-ORF (pORF) are used instead. These zeros depend on one single parameter $\tau\in(\mathbb{C}\cup\{\infty\})$, which can always be chosen in such a way that the zeros are all real and simple. In this paper we provide a generalized eigenvalue problem to compute the zeros of a quasi-ORF and the corresponding weights in the RGQ. First, we study the connection between qORFs, pORFs and ORFs. Next, a condition is given for the parameter $\tau$ so that the zeros are all real and simple. Finally, some illustrative and numerical examples are given.

Status:
Accepted

BiBTeX entry:

   @article{ArtDBVD10,
      author = "K. Deckers and A. Bultheel and Van Deun, J.",
      title = "A generalized eigenvalue problem for quasi-orthogonal rational functions",
      year = "2010",
      volume = "117",
      number = "3",
      pages = "463-506",
      journal = "Numerische Mathematik",
      url = "http://nalag.cs.kuleuven.be/papers/ade/GEP/index.html",
      DOI = "10.1007/s00211-010-0356-x",
      ZBL = "1213.65044",
      MR = "2772416",
      LIMO = "606941",
   }
File(s): preprint.pdf (352K)
See also Report TW 562