Redivo-Zaglia，-Breakdowns-in-the-computation-of-orthogonal-polynomials.pdf

BREAKDOWNS IN THE COMPUTATION OF ORTHOGONAL POLYNOMIALS C BREZINSKI Laboratoire dAnalyse Num erique et dOptimisation UFR IEEA M Universite des Sciences et Technologies de Lil le F Vil leneuve dAscq Cedex France Email brezinskomegaunivlil lefr and M REDIVOZAGLIA Dipartimento di Elettronica e Informatica Universita degli Studi di Padova Via Gradenigo a I Padova Italy Email elenelettdeiunipdit Abstract When computing recursively the memb ers of a family of formal orthogonal p olynomials a division by zero can o ccur thus pro ducing a breakdown in the algorithm which has to b e stopp ed In this pap er such breakdowns are analyzed in detail and classied It is also showed how to avoid them in some particular cases Applications to Pade approximation extrap olation metho ds and Lanczos metho d for solving systems of linear equations are discussed Key words Orthogonal p olynomials Lanczos metho d Pade approximation extrap olation meth o ds Intro duction Let c b e the linear functional on the space of complex p olynomials dened by i c x ci for i where the ci s are given complex numb ers The family of orthogonal p olynomials fP g with resp ect to c is dened by k i c x P x for i k k These p olynomials are given by the determinantal formula c ck P x d