A number of Matlab functions are provided that allow the computation to full double precision of the three-term recurrence coefficients for orthogonal polynomials relative to a generalized Marchenko–Pastur probability measure. They implement three different approaches, one based on modified moments, one based on a modification algorithm, and another one using discretization. The results produced by them are consistently the same.
Cite this work
Researchers should cite this work as follows:
- Gautschi, W. (2020). Orthogonal polynomials relative to a generalized Marchenko–Pastur measure. Purdue University Research Repository. doi:10.4231/7BZN-GM13
This dataset contains sixteen MATLAB scripts..