orthogonal matrix polynomials

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1: 18.36 Miscellaneous Polynomials

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§18.36(iv) Orthogonal Matrix Polynomials

►These are matrix-valued polynomials that are orthogonal with respect to a square matrix of measures on the real line. …

2: Bibliography D

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Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory. Comm. Pure Appl. Math. 52 (11), pp. 1335–1425.

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External Links:

ISSN 0010-3640, Document, MathReview (D. S. Lubinsky), ZentralBlatt

Referenced by:

§18.32.

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BibTeX

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A survey on orthogonal matrix polynomials satisfying second order differential equations. J. Comput. Appl. Math. 178 (1-2), pp. 169–190.

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External Links:

ISSN 0377-0427, Document, MathReview, ZentralBlatt

Referenced by:

§18.36(iv).

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BibTeX

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3: 18.38 Mathematical Applications

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Random Matrix Theory

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4: 37.17 Hermite Polynomials on ${ℝ}^d$

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37.17.15 $$P_{𝝂}(𝐱)=H_{𝝂}\left(𝐁𝐱\right),$$ $|𝝂|=n$.

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Defines:

$P_{𝝂}$: orthogonal basis for ${𝒱}_n\left({ℝ}^d\right)$ (locally)

Symbols:

$H_{𝝂}\left(𝐱\right)$: Hermite product polynomial, $ℝ$: real line, ${𝒱}_n\left({ℝ}^d\right)$: vector space of $d$-variable orthogonal polynomials with respect to the Gaussian weight, $n$: nonnegative integer, ${ℝ}^d$: $d$-dimensional Euclidean space, $𝐱$: vector in $d$-dimensional Euclidean space, $|𝐱|$: $l1$ norm, $𝝂$: multi-index of $d$-dimensions and $𝐁$: invertible $d\times d$ matrix

Permalink:

http://dlmf.nist.gov/37.17.E15

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See also:

Annotations for §37.17(vi), §37.17 and Ch.37

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5: Bibliography B

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Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model. Ann. of Math. (2) 150 (1), pp. 185–266.

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External Links:

ISSN 0003-486X, Document, MathReview (Thomas Kriecherbauer), ZentralBlatt

Referenced by:

§18.32.

Encodings:

BibTeX

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6: 35.4 Partitions and Zonal Polynomials

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35.4.3 $$Z_{\kappa }\left(𝐓\right)=Z_{\kappa }\left(𝐈\right){\left|𝐓\right|}^{k_m}\underset{𝐎(m)}{\int }\prod _{j=1}^{m-1}{|{(𝐇𝐓{𝐇}^{-1})}_j|}^{k_j-k_{j+1}}\mathrm{d}𝐇,$$ $𝐓\in 𝓢$.

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Symbols:

$\in$: element of, $\int$: integral, $Z_{\kappa }\left(𝐓\right)$: zonal polynomial, $𝐈$: $m\times m$ identity matrix, $𝓢$: space of real symmetric $m\times m$ matrices, $𝐓$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $|{(𝐗)}_j|$: $j$th principal minor of $𝐗$ , $𝐎(m)$: space of $m\times m$ orthogonal matrices, $𝐇$: orthogonal $m\times m$ matrix, $\mathrm{d}𝐇$: normalized Haar measure on $𝐎(m)$ , $j$: nonnegative integer, $k$: nonnegative integer, $m$: positive integer and $\kappa$: vector of nonnegative integers

Referenced by:

§35.4(i)

Permalink:

http://dlmf.nist.gov/35.4.E3

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See also:

Annotations for §35.4(i), §35.4 and Ch.35

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35.4.5 $$Z_{\kappa }\left(𝐇𝐓{𝐇}^{-1}\right)=Z_{\kappa }\left(𝐓\right),$$ $𝐇\in 𝐎(m)$.

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Symbols:

$\in$: element of, $Z_{\kappa }\left(𝐓\right)$: zonal polynomial, $𝐓$: real symmetric $m\times m$ matrix, $𝐎(m)$: space of $m\times m$ orthogonal matrices, $𝐇$: orthogonal $m\times m$ matrix, $m$: positive integer and $\kappa$: vector of nonnegative integers

Permalink:

http://dlmf.nist.gov/35.4.E5

Encodings:

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See also:

Annotations for §35.4(ii), §35.4(ii), §35.4 and Ch.35

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35.4.7 $${\int }_{𝐎(m)}{Z}_{\kappa }\left(𝐒𝐇𝐓{𝐇}^{-1}\right)\mathrm{d}𝐇=\frac{Z_{\kappa }\left(𝐒\right)Z_{\kappa }\left(𝐓\right)}{Z_{\kappa }\left(𝐈\right)}.$$

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Symbols:

$\int$: integral, $Z_{\kappa }\left(𝐓\right)$: zonal polynomial, $𝐈$: $m\times m$ identity matrix, $𝐒$: real symmetric $m\times m$ matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐎(m)$: space of $m\times m$ orthogonal matrices, $𝐇$: orthogonal $m\times m$ matrix, $\mathrm{d}𝐇$: normalized Haar measure on $𝐎(m)$ , $m$: positive integer and $\kappa$: vector of nonnegative integers

Referenced by:

§35.9

Permalink:

http://dlmf.nist.gov/35.4.E7

Encodings:

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See also:

Annotations for §35.4(ii), §35.4(ii), §35.4 and Ch.35

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7: 18.2 General Orthogonal Polynomials

§18.2 General Orthogonal Polynomials

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8: 35.1 Special Notation

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$a,b$	complex variables.
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$𝟎$	zero matrix.
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$𝐇$	orthogonal matrix.
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►The main functions treated in this chapter are the multivariate gamma and beta functions, respectively ${\mathrm{\Gamma }}_m\left(a\right)$ and ${\mathrm{B}}_m(a,b)$, and the special functions of matrix argument: Bessel (of the first kind) $A_{\nu }\left(𝐓\right)$ and (of the second kind) $B_{\nu }\left(𝐓\right)$; confluent hypergeometric (of the first kind) ${}_1{}^{}F_1^{}(a;b;𝐓)$ or ${}_1{}^{}F_1^{}({\displaystyle \genfrac{}{}{0pt}{}{a}{b}};𝐓)$ and (of the second kind) $\mathrm{\Psi }(a;b;𝐓)$; Gaussian hypergeometric ${}_2{}^{}F_1^{}(a_1,a_2;b;𝐓)$ or ${}_2{}^{}F_1^{}({\displaystyle \genfrac{}{}{0pt}{}{a_1,a_2}{b}};𝐓)$; generalized hypergeometric ${}_p{}^{}F_q^{}(a_1,\mathrm{\dots },a_p;b_1,\mathrm{\dots },b_q;𝐓)$ or ${}_p{}^{}F_q^{}({\displaystyle \genfrac{}{}{0pt}{}{a_1,\mathrm{\dots },a_p}{b_1,\mathrm{\dots },b_q}};𝐓)$. … ►Related notations for the Bessel functions are ${𝒥}_{\nu +\frac{1}{2}(m+1)}(𝐓)=A_{\nu }\left(𝐓\right)/A_{\nu }\left(𝟎\right)$ (Faraut and Korányi (1994, pp. 320–329)), $K_m(0,\mathrm{\dots },0,\nu |𝐒,𝐓)={\left|𝐓\right|}^{\nu }{B}_{\nu }\left(𝐒𝐓\right)$ (Terras (1988, pp. 49–64)), and ${𝒦}_{\nu }(𝐓)={\left|𝐓\right|}^{\nu }{B}_{\nu }\left(𝐒𝐓\right)$ (Faraut and Korányi (1994, pp. 357–358)).

9: 37.2 General Orthogonal Polynomials of Two Variables

§37.2 General Orthogonal Polynomials of Two Variables

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§37.2(i) Bases of ${𝒱}_n$

… ►the polynomials $P_{k,n}(x,y)$ form an orthogonal system: … ►such that for some (not necessarily nonnegative) weight function the corresponding spaces ${𝒱}_n$ of orthogonal polynomials are eigenspaces of $L$: … ►, having discrete orthogonal polynomials of two variables of degree $n$ as eigenspaces. …

10: 28.34 Methods of Computation

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Solution of the matrix eigenvalue problem for each of the five infinite matrices that correspond to the linear algebraic equations (28.4.5)–(28.4.8) and (28.14.4). See Zhang and Jin (1996, pp. 479–482) and §3.2(iv).

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Asymptotic approximations by zeros of orthogonal polynomials of increasing degree. See Volkmer (2008). This method also applies to eigenvalues of the Whittaker–Hill equation (§28.31(i)) and eigenvalues of Lamé functions (§29.3(i)).

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