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some more doc fixes
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src/GramMatrix.jl

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@@ -11,7 +11,7 @@ Construct a symmetric positive-definite Gram matrix with data stored in ``W``.
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Given a family of orthogonal polynomials ``𝐏(x) = {p₀(x), p₁(x),…}``
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and a continuous inner product ``⟨f, g⟩``, the Gram matrix is defined by:
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```math
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Wᵢⱼ = ⟨pᵢ₋₁, pⱼ₋₁⟩.
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W[i, j] = ⟨pᵢ₋₁, pⱼ₋₁⟩.
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```
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Moreover, given ``X``, the transposed Jacobi matrix that satisfies ``x 𝐏(x) = 𝐏(x) X``,
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the Gram matrix satisfies the skew-symmetric rank-2 displacement equation (``X = X[1:n, 1:n]``):
@@ -20,7 +20,7 @@ XᵀW - WX = GJGᵀ,
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```
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where ``J = [0 1; -1 0]`` and where:
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```math
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G[:, 1] = 𝐞_n, G_{:, 2} = W[n-1, :]X[n-1, n] - Xᵀ W[:, n].
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G[:, 1] = 𝐞ₙ, \\quad G[:, 2] = W[n-1, :]X[n-1, n] - Xᵀ W[:, n].
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```
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Fast (``O(n^2)``) Cholesky factorization of the Gram matrix returns the
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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
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GramMatrix(μ::AbstractVector, X::AbstractMatrix)
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Construct a GramMatrix from modified orthogonal polynomial moments and the multiplication operator.
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In the standard (classical) normalization, ``p_0(x) = 1``, so that the moments
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``µ_n = ⟨ p_{n-1}, 1⟩`` are in fact the first column of the Gram matrix.
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In the standard (classical) normalization, ``p₀(x) = 1``, so that the moments
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``µ[n] = ⟨ pₙ₋₁, 1⟩`` are in fact the first column of the Gram matrix.
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The recurrence is built from ``XᵀW = WX``.
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"""
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GramMatrix::AbstractVector{T}, X::XT) where {T, XT <: AbstractMatrix{T}} = GramMatrix(μ, X, one(T))
@@ -221,12 +221,12 @@ end
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Construct a Chebyshev--Gram matrix of size `(length(μ)+1)÷2` with entries:
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```math
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W_{i,j} = \\frac{µ_{|i-j|+1} +µ_{i+j-1}}{2}.
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2 W[i, j] = µ_{|i-j|+1} + µ_{i+j-1}.
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```
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Due to the linearization of a product of two first-kind Chebyshev polynomials,
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the Chebyshev--Gram matrix can be constructed from modified Chebyshev moments:
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```math
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µ_{n} = ⟨ T_{n-1}, 1⟩.
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µ[n] = ⟨ Tₙ₋₁, 1⟩.
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```
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Specialized construction and Cholesky factorization is given for this type.
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