Gaussian quadrature formulae for matrix weights
type: Item
instance of: scholarly article
title: Gaussian quadrature formulae for matrix weights
zbMATH Open document ID: 1026.41022
DOI: 10.1016/S0024-3795(02)00316-6
author: A. J. Durán
author: Beatriz Polo
published in: Linear Algebra and its Applications
publication date: 2003-02-05T00:00:00Z
review text: The authors study Gaussian quadrature formulae for a matrix weight.The first part of the paper provides the construction of Gaussian quadrature formulae such that the sum of the rank of the quadrature matrix coefficients is a given nonegative integer.In this case the nodes are the eigenvalues of certain perturbation of the truncated N-Jacobi matrix.The quadrature coefficients in the partial fraction decomposition of the ratio between the inverse of the orthonormal matrix polynomial and the associated polynomial of second kind.In the second part, the authors prove that any Gaussian quadrature formula for matrix weight must be of the above form.
Mathematics Subject Classification ID: 41A55
zbMATH DE Number: 1864737
zbMATH Keywords: quadrature formulae
zbMATH Keywords: matrix weights
reviewed by: Dan Bărbosu
MaRDI profile type: Publication
cites work: Q3308371
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description: scientific article; zbMATH DE number 1864737