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The 1947 paper by John von Neumann and Herman Goldstine, "Numerical
Inverting of Matrices of High Order" (Bulletin of the AMS, Nov.
1947), is considered as the birth certificate of numerical
analysis. Since its publication, the evolution of this domain has
been enormous. This book is a unique collection of contributions by
researchers who have lived through this evolution, testifying about
their personal experiences and sketching the evolution of their
respective subdomains since the early years.
This volume generalizes the classical theory of orthogonal
polynomials on the complex unit circle or on the real line to
orthogonal rational functions whose poles are among a prescribed
set of complex numbers. The first part treats the case where these
poles are all outside the unit disk or in the lower half plane.
Classical topics such as recurrence relations, numerical
quadrature, interpolation properties, Favard theorems, convergence,
asymptotics, and moment problems are generalized and treated in
detail. The same topics are discussed for a different situation
where the poles are located on the unit circle or on the extended
real line. In the last chapter, several applications are mentioned
including linear prediction, Pisarenko modeling, lossless inverse
scattering, and network synthesis. This theory has many
applications both in theoretical real and complex analysis,
approximation theory, numerical analysis, system theory, and
electrical engineering.
This volume generalizes the classical theory of orthogonal
polynomials on the complex unit circle or on the real line to
orthogonal rational functions whose poles are among a prescribed
set of complex numbers. The first part treats the case where these
poles are all outside the unit disk or in the lower half plane.
Classical topics such as recurrence relations, numerical
quadrature, interpolation properties, Favard theorems, convergence,
asymptotics, and moment problems are generalized and treated in
detail. The same topics are discussed for a different situation
where the poles are located on the unit circle or on the extended
real line. In the last chapter, several applications are mentioned
including linear prediction, Pisarenko modeling, lossless inverse
scattering, and network synthesis. This theory has many
applications both in theoretical real and complex analysis,
approximation theory, numerical analysis, system theory, and
electrical engineering.
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