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arXiv · 2302.12035

On classical orthogonal polynomials and the Cholesky factorization of a class of Hankel matrices

Misael E. Marriaga·Guillermo Vera de Salas·Marta Latorre·Rubén Muñoz Alcázar
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Abstract

Classical moment functionals (Hermite, Laguerre, Jacobi, Bessel) can be characterized as those linear functionals whose moments satisfy a second order linear recurrence relation. In this work, we use this characterization to link the theory of classical orthogonal polynomials and the study of Hankel matrices whose entries satisfy a second order linear recurrence relation. Using the recurrent character of the entries of such Hankel matrices, we give several characterizations of the triangular and diagonal matrices involved in their Cholesky factorization and connect them with a corresponding characterization of classical orthogonal polynomials.

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Misael E. Marriaga, Guillermo Vera de Salas, Marta Latorre, Rubén Muñoz Alcázar. 2023-02-23. On classical orthogonal polynomials and the Cholesky factorization of a class of Hankel matrices. https://arxiv.org/abs/2302.12035

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