Orthogonal polynomials relative to a generalized Marchenko–Pastur measure

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By Walter Gautschi

Purdue University

A set of MATLAB scripts related to orthogonal polynomials relative to a generalized Marchenko–Pastur measure

Version 1.0 - published on 30 Jul 2020 doi:10.4231/7BZN-GM13 - cite this Archived on 30 Aug 2020

Licensed under Attribution 3.0 Unported

Description

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.

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This dataset contains sixteen MATLAB scripts..

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