ILAS2016 — 11–15 July 2016 — KU Leuven, Belgium

20th Conference of the International Linear Algebra Society (ILAS)

20th ILAS Conference

In minisymposium: Total Positivity

Tue 12:00–12:30, Room AV 91.12
Jacobi matrices, total positivity and computation of Gauss quadrature rules
José-Javier Martínez (Universidad de Alcalá)
Joint work with Ana Marco (Universidad de Alcalá)

As W. Gautschi recalled in [1], it was in 1969 when the connection between Gauss quadrature rules and the algebraic eigenvalue problem was, if not discovered, certainly exploited in the now classical and widely cited paper [2]. D. P. Laurie has written that the timeless fact about the Golub-Welsch approach is that any advance in our ability to solve the symmetric tridiagonal eigenproblem implies a corresponding advance in our ability to compute Gaussian formulas. Our aim in this talk is to show how the total positivity of Jacobi matrices of some families of orthogonal polynomials, along with the accurate computation of their bidiagonal decompositions, can help to compute more accurately the nodes and the weights of the corresponding Gauss quadrature rules, by using the algorithms developed by P. Koev [3].

  1. W. Gautschi, The interplay between classical analysis and (numerical) linear algebra – A tribute to Gene H. Golub, Electronic Transactions on Numerical Analysis 13 (2002), pp. 119–147.
  2. G. H. Golub, J. H. Welsch, Calculation of Gauss quadrature rules, Math. Comp. 23 (1969), pp. 221–230.
  3. P. Koev, Accurate eigenvalues and SVDs of totally nonnegative matrices, SIAM J. Matrix Anal. Appl. 27 (2005), pp. 1–23.