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Title: A method to compute recurrence relation coefficients for bivariate orthogonal polynomials by unitary matrix transformations
Authors: Van Barel, Marc
Chesnokov, Andrey
Issue Date: Dec-2009
Publisher: Department of Computer Science, K.U.Leuven
Series Title: TW Reports vol:TW554
Abstract: We present an algorithm computing recurrence relation coefficients for bivariate polynomials, orthonormal with respect to a discrete inner product. These polynomials make it possible to give the solution of a discrete least squares approximation problem. To compute these polynomials, we pose the inverse eigenvalue problem and solve it efficiently and in a stable way, using a sequence of Givens rotations. We also show how to generalize the algorithm for the case of polynomials in more variables. Several numerical experiments show the validity of the approach.
URI: 
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Numerical Analysis and Applied Mathematics Section

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