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Multiple orthogonal polynomials applied to matrix function evaluation
Journal article   Peer reviewed

Multiple orthogonal polynomials applied to matrix function evaluation

Hessah Alqahtani and Lothar Reichel
BIT NUMERICAL MATHEMATICS, Vol.58(4), pp.835-849
01/12/2018
DOI: https://doi.org/10.1007/s10543-018-0709-x

Abstract

Computer Science Computer Science, Software Engineering Mathematics Mathematics, Applied Physical Sciences Science & Technology Technology
Multiple orthogonal polynomials generalize standard orthogonal polynomials by requiring orthogonality with respect to several inner products. This paper discusses an application to the approximation of matrix functions and presents quadrature rules that generalize the anti-Gauss rules proposed by Laurie.

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