Mathematics – Classical Analysis and ODEs
Scientific paper
1993-07-09
Mathematics
Classical Analysis and ODEs
Scientific paper
A collection of subroutines and examples of their uses, as well as the underlying numerical methods, are described for generating orthogonal polynomials relative to arbitrary weight functions. The object of these routines is to produce the coefficients in the three-term recurrence relation satisfied by the orthogonal polynomials. Once these are known, additional data can be generated, such as zeros of orthogonal polynomials and Gauss-type quadrature rules, for which routines are also provided.
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