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TW 390
Steven Delvaux and Marc Van Barel
Orthonormal rational function vectors
Abstract
In this paper, we develop a matrix framework to solve the problem of finding orthonormal rational function vectors with prescribed poles yk,l∈ C, with respect to a certain discrete inner product that is defined by a set of data points zi,j∈ C and corresponding weight vectors wi,j. Our algorithm for solving the problem is recursive, and it is of complexity O(n3). If all data points are real or lie on the unit circle, then the complexity is reduced by an order of magnitude.
report.pdf (255K) / mailto: S. Delvaux