Published October 31, 2004 | Version v1
Journal article

Extremal polynomials and methods of optimization of numerical algorithms

Creators

  • 1. Institute of Computational Mathematics of the Russian Academy of Sciences, Moscow (Russian Federation)

Description

Chebyshev-Markov-Bernstein-Szegoe polynomials Cn(x) extremal on [-1,1] with weight functions w(x)=(1+x)α(1- x)β/√(Sl(x)) where α,β=0,1/2 and Sl(x)=Πk=1m(1-ckTlk(x))>0 are considered. A universal formula for their representation in trigonometric form is presented. Optimal distributions of the nodes of the weighted interpolation and explicit quadrature formulae of Gauss, Markov, Lobatto, and Rado types are obtained for integrals with weight p(x)=w2(x)(1-x2)-1/2. The parameters of optimal Chebyshev iterative methods reducing the error optimally by comparison with the initial error defined in another norm are determined. For each stage of the Fedorenko-Bakhvalov method iteration parameters are determined which take account of the results of the previous calculations. Chebyshev filters with weight are constructed. Iterative methods of the solution of equations containing compact operators are studied.

Availability note (English)

Available from http://dx.doi.org/10.1070/SM2004v195n10ABEH000852

Additional details

Publishing Information

Journal Title
Sbornik. Mathematics
Journal Volume
195
Journal Issue
10
Journal Page Range
p. 1413-1459
ISSN
1064-5616

INIS

Country of Publication
United States
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
41011299
Subject category
S97: MATHEMATICAL METHODS AND COMPUTING;
Descriptors DEI
ALGORITHMS; EQUATIONS; ERRORS; INTEGRALS; INTERPOLATION; ITERATIVE METHODS; MARKOV PROCESS; OPTIMIZATION; POLYNOMIALS; QUADRATURES; WEIGHTING FUNCTIONS
Descriptors DEC
CALCULATION METHODS; FUNCTIONS; MATHEMATICAL LOGIC; MATHEMATICAL SOLUTIONS; NUMERICAL SOLUTION; STOCHASTIC PROCESSES