Gaussian quadrature for matrix valued functions on the real line

[摘要] Parallel versions of the block Chebyshev algorithm to generate the recursion coefficients of orthonormal matrix polynomials and the Gaussian quadrature algorithm to approximate matrix integrals on the real line are implemented on an SP1.

[发布日期] 1995-12-29

[效力级别]  Proceedings Paper

[关键词] orthogonal matrix polynomials;block tridiagonal matrices;quadrature;parallel algorithms