The connection between Gauss quadrature rules and the algebraic eigenvalue problem for a Jacobi matrix was first exploited in the now classical paper by Golub and Welsch (Math. Comput. 23(106), 221–230, 1969). From then on many computational problems arising in the construction of (polynomial) Gauss quadrature formulas have been reduced to solving direct and inverse eigenvalue problems for symmetric tridiagonals. Over the last few years (rational) generalizations of the classical Gauss quadrature formulas have been studied, i.e., formulas integrating exactly in spaces of rational functions. This paper wants to illustrate that stable and efficient procedures based on structured numerical linear algebra techniques can also be devised for the solution of the eigenvalue problems arising in the field of rational Gauss quadrature.

Structured eigenvalue problems for rational Gauss quadrature

FASINO, Dario;
2007-01-01

Abstract

The connection between Gauss quadrature rules and the algebraic eigenvalue problem for a Jacobi matrix was first exploited in the now classical paper by Golub and Welsch (Math. Comput. 23(106), 221–230, 1969). From then on many computational problems arising in the construction of (polynomial) Gauss quadrature formulas have been reduced to solving direct and inverse eigenvalue problems for symmetric tridiagonals. Over the last few years (rational) generalizations of the classical Gauss quadrature formulas have been studied, i.e., formulas integrating exactly in spaces of rational functions. This paper wants to illustrate that stable and efficient procedures based on structured numerical linear algebra techniques can also be devised for the solution of the eigenvalue problems arising in the field of rational Gauss quadrature.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11390/877684
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