On the extreme eigenvalues of certain matrices of non-standard inner products of Hermite polynomials

dc.contributor.authorPlešinger Martincs
dc.contributor.authorPultarová Ivanacs
dc.date.accessioned2018-09-25T12:17:00Z
dc.date.available2018-09-25T12:17:00Z
dc.date.issued2018-01-01cs
dc.description.abstractWe study Hermite orthogonal polynomials and Gram matrices of their non-standard inner products. The weight function of the non-standard inner product is obtained from the Gauss probability density function by its horizontal shift by a real parameter. We are interested in the spectral properties of these matrices and some of their modifications. We show how the largest and smallest eigenvalues of the matrices depend on the parameter.en
dc.format.extent17cs
dc.identifier.doi10.1016/j.laa.2018.02.003
dc.identifier.issn0024-3795cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/31605
dc.identifier.urihttps://www.sciencedirect.com/science/article/pii/S0024379518300582
dc.language.isoengcs
dc.publisherElseviercs
dc.relation.ispartofseries0cs
dc.relation.urihttps://www.sciencedirect.com/science/article/pii/S0024379518300582cs
dc.subjectHermite polynomialscs
dc.subjectshifted Hermite polynomialscs
dc.subjectGram matrixcs
dc.subjectreciprocal spectracs
dc.subjectstochastic Galerkin methodcs
dc.titleOn the extreme eigenvalues of certain matrices of non-standard inner products of Hermite polynomialsen
dc.titleOn the extreme eigenvalues of certain matrices of non-standard inner products of Hermite polynomialscs
local.citation.epage50-66cs
local.citation.spage50-66cs
local.identifier.publikace5069
local.identifier.wok000429396100003en
local.relation.issue1 Junecs
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