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Polynomial and rational measure modifications of orthogonal polynomials via infinite-dimensional banded matrix factorizations (2302.08448v2)
Published 16 Feb 2023 in math.NA and cs.NA
Abstract: We describe fast algorithms for approximating the connection coefficients between a family of orthogonal polynomials and another family with a polynomially or rationally modified measure. The connection coefficients are computed via infinite-dimensional banded matrix factorizations and may be used to compute the modified Jacobi matrices all in linear complexity with respect to the truncation degree. A family of orthogonal polynomials with modified classical weights is constructed that support banded differentiation matrices, enabling sparse spectral methods with modified classical orthogonal polynomials.