TY - JOUR
T1 - A family of orthogonal rational functions and other orthogonal systems with a skew-Hermitian differentiation matrix
AU - Iserles, Arieh
AU - Webb, Marcus
PY - 2020/1/23
Y1 - 2020/1/23
N2 - In this paper we explore orthogonal systems in L2(R) which give rise to a skew-Hermitian, tridiagonal differentiation matrix. Surprisingly, allowing the differentiation matrix to be complex leads to a particular family of rational orthogonal functions with favourable properties: they form an orthonormal basis for L2(R), have a simple explicit formulæ as rational functions, can be manipulated easily and the expansion coefficients are equal to classical Fourier coefficients of a modified function, hence can be calculated rapidly. We show that this family of functions is essentially the only orthonormal basis possessing a differentiation matrix of the above form and whose coefficients are equal to classical Fourier coefficients of a modified function though a monotone, differentiable change of variables. Examples of other orthogonal bases with skew-Hermitian, tridiagonal differentiation matrices are discussed as well.
AB - In this paper we explore orthogonal systems in L2(R) which give rise to a skew-Hermitian, tridiagonal differentiation matrix. Surprisingly, allowing the differentiation matrix to be complex leads to a particular family of rational orthogonal functions with favourable properties: they form an orthonormal basis for L2(R), have a simple explicit formulæ as rational functions, can be manipulated easily and the expansion coefficients are equal to classical Fourier coefficients of a modified function, hence can be calculated rapidly. We show that this family of functions is essentially the only orthonormal basis possessing a differentiation matrix of the above form and whose coefficients are equal to classical Fourier coefficients of a modified function though a monotone, differentiable change of variables. Examples of other orthogonal bases with skew-Hermitian, tridiagonal differentiation matrices are discussed as well.
KW - Orthogonal systems
KW - orthogonal rational functions
KW - spectral methods
KW - Fast Fourier Transform
KW - Malmquist–Takenaka system
U2 - 10.1007/s00041-019-09718-5
DO - 10.1007/s00041-019-09718-5
M3 - Article
SN - 1531-5851
JO - Journal of Fourier Analysis and Applications
JF - Journal of Fourier Analysis and Applications
ER -