On computational aspects of discrete Sobolev inner products on the unit circle

In this paper, we show how to compute in O(n² )steps the Fourier coefficients associated with the Gelfand-Levitan approach for discrete Sobolev orthogonal polynomials on the unit circle when the support of the discrete component involving derivatives is located outside the closed unit disk. As a consequence, we deduce the outer relative asymptotics of these polynomials in terms of those associated with the original orthogonality measure. Moreover, we show how to recover the discrete part of our Sobolev inner product.

discrete sobolev inner product; gelfand-levitan approach; computational complexity; cholesky decomposition; outer relative asymptotics

On computational aspects of discrete Sobolev inner products on the unit circle Articles