Computing the Roots of Complex Orthogonal and Kernel Polynomials
Document Type
Article
Publication Date
1-1988
Publisher
Society for Industrial and Applied Mathematics
Abstract
A method is presented to compute the roots of complex orthogonal and kernel polynomials. An important application of complex kernel polynomials is the acceleration of iterative methods for the solution of nonsymmetric linear equations.
In the real case, the roots of orthogonal polynomials coincide with the eigenvalues of the Jacobi matrix, a symmetric tridiagonal matrix obtained from the defining three-term recurrence relationship for the orthogonal polynomials. In the real case kernel polynomials are orthogonal. The Stieltjes procedure is an algorithm to compute the roots of orthogonal and kernel polynomials based on these facts.
In the complex case, the Jacobi matrix generalizes to a Hessenberg matrix, the eigenvalues of which are roots of either orthogonal or kernel polynomials. The resulting algorithm generalizes the Stieltjes procedure. It may not be defined in the case of kernel polynomials, a consequence of the fact that they are orthogonal with respect to a nonpositive bilinear form. (Another consequence is that kernel polynomials need not be of exact degree.) A second algorithm that is always defined is presented for kernel polynomials. Numerical examples are described.
Recommended Citation
Saylor, P. E., & Smolarski, S. J., Dennis C. (1988). Computing the Roots of Complex Orthogonal and Kernel Polynomials. SIAM Journal on Scientific and Statistical Computing, 9(1), 1–13. https://doi.org/10.1137/0909001