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Polynomial interpolation and Gaussian quadrature for matrix valued functions

Walter Van Assche·Ann Sinap
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Abstract

The techniques for polynomial interpolation and Gaussian quadrature are generalized to matrix-valued functions. It is shown how the zeros and rootvectors of matrix orthonormal polynomials can be used to get a quadrature formula with the highest degree of precision.

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Walter Van Assche, Ann Sinap. 1993-07-09. Polynomial interpolation and Gaussian quadrature for matrix valued functions. https://arxiv.org/abs/math/9307215

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