@@ -11,7 +11,7 @@ Construct a symmetric positive-definite Gram matrix with data stored in ``W``.
11
11
Given a family of orthogonal polynomials ``𝐏(x) = {p₀(x), p₁(x),…}``
12
12
and a continuous inner product ``⟨f, g⟩``, the Gram matrix is defined by:
13
13
```math
14
- Wᵢⱼ = ⟨pᵢ₋₁, pⱼ₋₁⟩.
14
+ W[i, j] = ⟨pᵢ₋₁, pⱼ₋₁⟩.
15
15
```
16
16
Moreover, given ``X``, the transposed Jacobi matrix that satisfies ``x 𝐏(x) = 𝐏(x) X``,
17
17
the Gram matrix satisfies the skew-symmetric rank-2 displacement equation (``X = X[1:n, 1:n]``):
@@ -20,7 +20,7 @@ XᵀW - WX = GJGᵀ,
20
20
```
21
21
where ``J = [0 1; -1 0]`` and where:
22
22
```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].
24
24
```
25
25
Fast (``O(n^2)``) Cholesky factorization of the Gram matrix returns the
26
26
connection 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
54
54
GramMatrix(μ::AbstractVector, X::AbstractMatrix)
55
55
56
56
Construct 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.
59
59
The recurrence is built from ``XᵀW = WX``.
60
60
"""
61
61
GramMatrix (μ:: AbstractVector{T} , X:: XT ) where {T, XT <: AbstractMatrix{T} } = GramMatrix (μ, X, one (T))
@@ -221,12 +221,12 @@ end
221
221
222
222
Construct a Chebyshev--Gram matrix of size `(length(μ)+1)÷2` with entries:
223
223
```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}.
225
225
```
226
226
Due to the linearization of a product of two first-kind Chebyshev polynomials,
227
227
the Chebyshev--Gram matrix can be constructed from modified Chebyshev moments:
228
228
```math
229
- µ_{n} = ⟨ T_{n-1} , 1⟩.
229
+ µ[n] = ⟨ Tₙ₋₁ , 1⟩.
230
230
```
231
231
Specialized construction and Cholesky factorization is given for this type.
232
232
0 commit comments