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Computing the Weights

To secure a numerically stable computation of the matrix G, the Gegenbauer polynomials are evaluated with the aid of their recurrence relation (12).

For each of the N (N+1)/2 matrix entries which have to be computed we need 3 arithmetic operations for the scalar products of the vectors tex2html_wrap_inline3529 and tex2html_wrap_inline3531 and tex2html_wrap_inline3533 arithmetic operations for the evaluation of the Gegenbauer-polynomials using the recurrence relation (12). Thus, the computation of G requires tex2html_wrap_inline3537 arithmetic operations. Because of the symmetry of G we used Cholesky-decomposition to solve the system of equations (13). This requires tex2html_wrap_inline3541 operations. The calculation of the weights therefore needs tex2html_wrap_inline3543 arithmetic operations.


next up previous
Next: Computational Results Up: Implementation Details Previous: Phase II

Joerg Fliege
Thu Dec 23 19:39:35 CET 1999