Orthogonal polynomials (in Matlab)

Abstract

A suite of Matlab programs has been developed as part of the book “Orthogonal Polynomials: Computation and Approximation” Oxford University Press, Oxford, 2004, by Gautschi. The package contains routines for generating orthogonal polynomials as well as routines dealing with applications. In this paper, a brief review of the first part of the package is given, dealing with procedures for generating the three-term recurrence relation for orthogonal polynomials and more general recurrence relations for Sobolev orthogonal polynomials. Moment-based methods and discretization methods, and their implementation in Matlab, are among the principal topics discussed.