期刊论文详细信息
JOURNAL OF APPROXIMATION THEORY | 卷:163 |
Computation of equilibrium measures | |
Article | |
Olver, Sheehan | |
关键词: Equilibrium measure; Orthogonal polynomials; Random matrices; Riemann-Hilbert problems; | |
DOI : 10.1016/j.jat.2011.03.010 | |
来源: Elsevier | |
【 摘 要 】
We present a new way of computing equilibrium measures numerically, based on the Riemann-Hilbert formulation. For equilibrium measures whose support is a single interval, the simple algorithm consists of a Newton-Raphson iteration where each step only involves fast cosine transforms. The approach is then generalized for multiple intervals. (C) 2011 Elsevier Inc. All rights reserved.
【 授权许可】
Free
【 预 览 】
Files | Size | Format | View |
---|---|---|---|
10_1016_j_jat_2011_03_010.pdf | 344KB | download |