A number of Matlab functions are provided that allow the computation to full double precision of the three-term recurrence coefficients for orthogonal polynomials relative to a generalized Marchenko–Pastur probability measure. They implement three different approaches, one based on modified moments, one based on a modification algorithm, and another one using discretization. The results produced by them are consistently the same.

Researchers should cite this work as follows:

• Gautschi, W. (2020). Orthogonal polynomials relative to a generalized Marchenko–Pastur measure. Purdue University Research Repository. doi:10.4231/7BZN-GM13

  BibTex | EndNote

1. Computer Science
2. Computer Science (Dept)
3. Mathematics
4. Matlab
5. Modification algorithms for orthogonal polynomials
6. Modified Chebyshev algorithm
7. Orthogonal polynomials
8. Walter Gautschi Archives
9. weight functions

This dataset contains sixteen MATLAB scripts..