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Masterproef T898 : Orthogonale veeltermen en lineaire algebra

Begeleiding:
Informatie: Marc Van Barel
Promotor: Marc Van Barel, Francisco Marcellán (Carlos III, Madrid)
Begeleider: Marc Van Barel
Onderzoeksgroep:
Numerieke Approximatie en Lineaire Algebra Groep
Herkomst:
Joint proposal (NALAG-Carlos III) made up for a student on Erasmus.
Context:
Orthogonal polynomials on the unit circle with respect to a positive measure can be transformed into Orthogonal polynomials orthogonal with respect to a modified measure. Three classical spectral transformations can be considered: Christoffel (multiply with |z-α|^2); Geronimus (divide by |z-α|^2 and add a weight at two points) and Uvarov (add a weight at two points). For the transformation it suffices to compute the Verblunsky coefficients for the modified measure (that are the recurrence coefficients of the orthogonal polynomials). These modified coefficients can be computed by QR or RQ factorizations of a quasi-unitary GGT matrix (that is the matrix capturing the recursion). In view of the special structure of this matrix these operations can be performed in O(n) elementary orthogonal Givens transforms.
Doel:
In this thesis, first the existing literature has to be assimilated. The result of the thesis should be an efficient implementation of the computation of the Verblunsky coefficients for these spectral transformation, and if time alows to do numerical experiments to investigate the numerical stability.
Uitwerking:
For the theoretical background, the know-how of the Spanish promotor can be applied, while on Erasmus during the first semester. For the aspect of structured matrices and the numerical analysis, the knowledge of the NALAG research team is available.
Relevante Literatuur:
Will be made available.
Profiel:

De student moet redelijk onafhankelijk kunnen werken.

Deze masterproef is voor 1 student.

Deze masterproef kan gekozen worden door

  • alle studenten van de Master Toegepaste Informatica
  • alle studenten van de Master in de Ingenieurswetenschappen: Computerwetenschappen

Clusters waarin dit onderwerp voorkomt:
  • Wiskundige ingenieurstechnieken
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