Related papers: An alternative derivation of a new Lanczos-type al…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…
We describe an algorithm that takes as input a complex sequence $(u_n)$ given by a linear recurrence relation with polynomial coefficients along with initial values, and outputs a simple explicit upper bound $(v_n)$ such that $|u_n| \leq…
We construct bivariate orthogonal polynomials (OPs) on algebraic curves of the form $y^m = \phi(x)$ in $\mathbb{R}^2$ where $m = 1, 2$ and $\phi$ is a polynomial of arbitrary degree $d$, in terms of univariate semiclassical OPs. We compute…
We study the monic orthogonal polynomials with respect to a singularly perturbed Airy weight. By using Chen and Ismail's ladder operator approach, we derive a discrete system satisfied by the recurrence coefficients for the orthogonal…
Lanczos-based methods have become standard tools for tasks involving matrix functions. Progress on these algorithms has been driven by several largely disjoint communities, resulting many innovative and important advancements which would…
New bispectral polynomials orthogonal on a quadratic bi-lattice are obtained from a truncation of Wilson polynomials. Recurrence relation and difference equation are provided. The recurrence coefficients can be encoded in a perturbed…
The Lanczos process constructs a sequence of orthonormal vectors v_m spanning a nested sequence of Krylov subspaces generated by a hermitian matrix A and some starting vector b. In this paper we show how to cheaply recover a secondary…
In this manuscript, new algebraic and analytic aspects of the orthogonal polynomials satisfying $R_{II}$ type recurrence relation given by \begin{align*} \mathcal{P}_{n+1}(x) = (x-c_n)\mathcal{P}_n(x)-\lambda_n…
There is increasing interest within the research community in the design and use of recursive probability models. Although there still remains concern about computational complexity costs and the fact that computing exact solutions can be…
Assume that $\{a_{n};\,n\geq0\}$ is a sequence of positive numbers and $\sum a_{n}^{\,-1}<\infty$. Let $\alpha_{n}=ka_{n}$, $\beta_{n}=a_{n}+k^{2}a_{n-1}$ where $k\in(0,1)$ is a parameter, and let $\{P_{n}(x)\}$ be an orthonormal polynomial…
We provide a simple method to recognize classical orthogonal polynomials on lattices defined only by their coefficients of the three term recurrence relation.
We propose to study a new type of Backward stochastic differential equations driven by a family of It\^o's processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.
For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…
This paper delves into classical multiple orthogonal polynomials with an arbitrary number of weights, including Jacobi-Pi\~neiro, Laguerre of both first and second kinds, as well as multiple orthogonal Hermite polynomials. Novel explicit…
This work presents a framework for a-posteriori error-estimating algorithms for differential equations which combines the radii polynomial approach with Haar wavelets. By using Haar wavelets, we obtain recursive structures for the matrix…
We study the problem of finding solutions to the stable matching problem that are robust to errors in the input and we obtain a polynomial time algorithm for a special class of errors. In the process, we also initiate work on a new…
We introduce a family of weight matrices $W$ of the form $T(t)T^*(t)$, $T(t)=e^{\mathscr{A}t}e^{\mathscr{D}t^2}$, where $\mathscr{A}$ is certain nilpotent matrix and $\mathscr{D}$ is a diagonal matrix with negative real entries. The weight…
The Lanczos method is one of the most powerful and fundamental techniques for solving an extremal symmetric eigenvalue problem. Convergence-based error estimates depend heavily on the eigenvalue gap. In practice, this gap is often…
Matrix-valued Cauchy bi-orthogonal polynomials were proposed in this paper, together with its quasideterminant expression. It is shown that the coefficients in four-term recurrence relation for matrix-valued Cauchy bi-orthogonal polynomials…
We propose a simple O([n^5/\log n]L) algorithm for linear programming feasibility, that can be considered as a polynomial-time implementation of the relaxation method. Our work draws from Chubanov's "Divide-and-Conquer" algorithm [4], where…