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TW Reports

Publication date: 2001-03-01
Publisher: Department of Computer Science, K.U.Leuven; Leuven, Belgium

Author:

Van Deun, Joris
Bultheel, Adhemar

Abstract:

Rational functions with real poles and poles in the complex lower half plane, orthogonal on the real line, are well known. Quadrature formulas similar to the Gauss formulas for orthogonal polynomials have been studied. We generalize to the case of arbitrary complex poles (with complex conjugate poles as a special case) and study orthogonality on a finite interval. The zeros of the orthogonal rational functions are shown to satisfy a quadratic eigenvalue problem. In the case of real poles, these zeros are used as nodes in the quadrature formulas.