Speaker
Robbe Vermeiren
(KU Leuven)
Description
Multiple orthogonal polynomials (MOPs) arise in various applications, including approximation theory, random matrix theory, and numerical integration. To define MOPs, one needs multiple inner products. In this talk, we restrict our attention to the case of two inner products. These MOPs satisfy recurrence relations, and we focus specifically on the stepline recurrence relation.
We derive an inverse eigenvalue problem: given some initial spectral data, retrieve the recurrence matrix associated with the stepline recurrence relation. Several techniques for solving this inverse problem are proposed, and numerical illustrations are provided to demonstrate their correctness.
Primary author
Robbe Vermeiren
(KU Leuven)
