Three terms recurrence¶
Recurrence algorithms¶
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Given the first 2N raw statistical moments, this method uses the modified Chebyshev algorithm for computing the associated recurrence coefficients. |
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Discretized Lanczos' method. |
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Stieltjes' method. |
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Discretized Stieltjes' method. |
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Analytical Stieltjes' method |
Utility functions¶
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Construct Gaussian quadrature abscissas and weights from three terms recurrence coefficients. |