Session III.1 - Numerical Linear Algebra
Tuesday, June 20, 17:30 ~ 18:00
Construction of Lobatto and Kronrod rules from orthogonal Laurent polynomials
Carl Jagels
Hanover College, United States - This email address is being protected from spambots. You need JavaScript enabled to view it.
The construction of Gaussian rules can be viewed as a spectral decomposition of the tridiagonal Jacobi matrix generated by the Lanczos process. Radau and Lobatto rules follow from a modification of this matrix. Analogous rules exist for Laurent polynomials, polynomials that contain reciprocal powers. The analog of the tridiagonal recursion matrix is a pentadiagonal matrix. This talk discusses augmentations of the pentadiagonal matrix that yield Lobatto and Kronrod rules.