Geodesic
Gaussian quadrature for matrix valued functions on the unit circle
Electronic transactions on numerical analysis, Tome 3 (1995), pp. 96-115.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: The Gaussian quadrature formulas for matrix valued functions on the unit circle are described. It is shown how the eigenvalues and eigenvectors of a unitary lower block Hessenberg matrix can be used to compute an approximation of a given matrix integral on the unit circle. A parallel algorithm for this purpose has been implemented on a IBM SP1 and some examples are worked out.
Classification : 42C05, 41A55, 47A56, 65D32, 65Y05
Keywords: orthogonal matrix polynomials, block hessenberg matrices, quadrature, parallel algorithm 
@article{ETNA_1995__3__a3,
     author = {Sinap, Ann},
     title = {Gaussian quadrature for matrix valued functions on the unit circle},
     journal = {Electronic transactions on numerical analysis},
     pages = {96--115},
     publisher = {mathdoc},
     volume = {3},
     year = {1995},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_1995__3__a3/}
}
TY  - JOUR
AU  - Sinap, Ann
TI  - Gaussian quadrature for matrix valued functions on the unit circle
JO  - Electronic transactions on numerical analysis
PY  - 1995
SP  - 96
EP  - 115
VL  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ETNA_1995__3__a3/
LA  - en
ID  - ETNA_1995__3__a3
ER  - 
%0 Journal Article
%A Sinap, Ann
%T Gaussian quadrature for matrix valued functions on the unit circle
%J Electronic transactions on numerical analysis
%D 1995
%P 96-115
%V 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ETNA_1995__3__a3/
%G en
%F ETNA_1995__3__a3
Sinap, Ann. Gaussian quadrature for matrix valued functions on the unit circle. Electronic transactions on numerical analysis, Tome 3 (1995), pp. 96-115. http://geodesic.mathdoc.fr/item/ETNA_1995__3__a3/