Abstract
Moment-based methods and related Matlab software are provided for generating orthogonal polynomials and associated Gaussian quadrature rules having as weight function the exponential integral E? of arbitrary positive order ? supported on the positive real line or on a finite interval [0,c], c>0. By using the symbolic capabilities of Matlab, allowing for variable-precision arithmetic, the codes provided can be used to obtain as many of the recurrence coefficients for the orthogonal polynomials as desired, to any given accuracy, by choosing d-digit arithmetic with d large enough to compensate for the underlying ill-conditioning.
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