@@ -11,7 +11,7 @@ Construct a symmetric positive-definite Gram matrix with data stored in ``W``.
1111Given a family of orthogonal polynomials ``𝐏(x) = {p₀(x), p₁(x),…}``
1212and a continuous inner product ``⟨f, g⟩``, the Gram matrix is defined by:
1313```math
14- Wᵢⱼ = ⟨pᵢ₋₁, pⱼ₋₁⟩.
14+ W[i, j] = ⟨pᵢ₋₁, pⱼ₋₁⟩.
1515```
1616Moreover, given ``X``, the transposed Jacobi matrix that satisfies ``x 𝐏(x) = 𝐏(x) X``,
1717the Gram matrix satisfies the skew-symmetric rank-2 displacement equation (``X = X[1:n, 1:n]``):
@@ -20,7 +20,7 @@ XᵀW - WX = GJGᵀ,
2020```
2121where ``J = [0 1; -1 0]`` and where:
2222```math
23- G[:, 1] = 𝐞_n, G_{ :, 2} = W[n-1, :]X[n-1, n] - Xᵀ W[:, n].
23+ G[:, 1] = 𝐞ₙ, \\ quad G[ :, 2] = W[n-1, :]X[n-1, n] - Xᵀ W[:, n].
2424```
2525Fast (``O(n^2)``) Cholesky factorization of the Gram matrix returns the
2626connection coefficients between ``𝐏(x)`` and the polynomials ``𝐐(x)``
@@ -54,8 +54,8 @@ GramMatrix(W::WT, X::XT) where {T, WT <: AbstractMatrix{T}, XT <: AbstractMatrix
5454 GramMatrix(μ::AbstractVector, X::AbstractMatrix)
5555
5656Construct a GramMatrix from modified orthogonal polynomial moments and the multiplication operator.
57- In the standard (classical) normalization, ``p_0 (x) = 1``, so that the moments
58- ``µ_n = ⟨ p_{n-1} , 1⟩`` are in fact the first column of the Gram matrix.
57+ In the standard (classical) normalization, ``p₀ (x) = 1``, so that the moments
58+ ``µ[n] = ⟨ pₙ₋₁ , 1⟩`` are in fact the first column of the Gram matrix.
5959The recurrence is built from ``XᵀW = WX``.
6060"""
6161GramMatrix (μ:: AbstractVector{T} , X:: XT ) where {T, XT <: AbstractMatrix{T} } = GramMatrix (μ, X, one (T))
@@ -221,12 +221,12 @@ end
221221
222222Construct a Chebyshev--Gram matrix of size `(length(μ)+1)÷2` with entries:
223223```math
224- W_{i,j} = \\ frac{ µ_{|i-j|+1} +µ_{i+j-1}}{2 }.
224+ 2 W[i, j] = µ_{|i-j|+1} + µ_{i+j-1}.
225225```
226226Due to the linearization of a product of two first-kind Chebyshev polynomials,
227227the Chebyshev--Gram matrix can be constructed from modified Chebyshev moments:
228228```math
229- µ_{n} = ⟨ T_{n-1} , 1⟩.
229+ µ[n] = ⟨ Tₙ₋₁ , 1⟩.
230230```
231231Specialized construction and Cholesky factorization is given for this type.
232232
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