
handle: 20.500.14243/161688 , 11390/851511 , 11568/96413
Summary: The linear space of all proper rational functions with prescribed poles is considered. Given a set of points z\(_{i}\) in the complex plane and the weights \(w_i\) we define the discrete inner product \[ \langle \phi,\psi \rangle := \sum_{i=0}^n |w_i|^2 \overline{\phi(z_i)} \psi(z_i). \] We derive a method to compute the coefficients of a recurrence relation generating a set of orthonormal rational basis functions with respect to the discrete inner product. We show that these coefficients can be computed by solving an inverse eigenvalue problem for a matrix having a specific structure. In the case where all the points \(z_i\) lie on the real line or on the unit circle, the computational complexity is reduced by an order of magnitude.
inverse eigenvalue problems, recurrence relation, Numerical solutions to inverse eigenvalue problems, orthogonal rational functions, structured matrices, diagonal-plus-semiseparable matrices, Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis
inverse eigenvalue problems, recurrence relation, Numerical solutions to inverse eigenvalue problems, orthogonal rational functions, structured matrices, diagonal-plus-semiseparable matrices, Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis
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