English

Polynomial interpolation and Gaussian quadrature for matrix valued functions

Classical Analysis and ODEs 2025-10-20 v1 Numerical Analysis Numerical Analysis

Abstract

The techniques for polynomial interpolation and Gaussian quadrature are generalized to matrix-valued functions. It is shown how the zeros and rootvectors of matrix orthonormal polynomials can be used to get a quadrature formula with the highest degree of precision.

Keywords

Cite

@article{arxiv.math/9307215,
  title  = {Polynomial interpolation and Gaussian quadrature for matrix valued functions},
  author = {Walter Van Assche and Ann Sinap},
  journal= {arXiv preprint arXiv:math/9307215},
  year   = {2025}
}