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Orthogonal rational functions and quadrature on the unit circle
Author(s) -
Adhemar Bultheel,
Pablo González-Vera,
Erik Hendriksen,
Olav Njåstad
Publication year - 1992
Publication title -
numerical algorithms
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.981
H-Index - 64
eISSN - 1572-9265
pISSN - 1017-1398
DOI - 10.1007/bf02141920
Subject(s) - mathematics , quadrature (astronomy) , theory of computation , gauss–kronrod quadrature formula , unit circle , gauss–jacobi quadrature , clenshaw–curtis quadrature , tanh sinh quadrature , numerical integration , gauss–laguerre quadrature , mathematical analysis , calculus (dental) , gaussian quadrature , pure mathematics , nyström method , integral equation , algorithm , physics , medicine , dentistry , optics
In this paper we shall be concerned with the problem of approximating the integral I_µ{f} = ∫_{-π}^π f(e^{it})dµ(t), by means of the formula I_n{f} = ∑_{j=1,...,n} A_j^{(n)} f(x_j^{(n)}) where µ is some finite positive measure. We want the approximation to be so that I_n{f} = I_µ{f} for f belonging to certain classes of rational functions with prescribed poles which generalize in a certain sense the space of polynomials. In order to get nodes {x_j^{(n)}} of modulus 1 and positive weights A_j^{(n)}, it will be fundamental to use rational functions orthogonal on the unit circle analogous to Szegö polynomials.status: publishe

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