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Claude Brezinski

Pade-Type Approximation
and General Orthogonal Polynomials

ISNM 50:
International Series of Numerical Mathematics
Internationale Schriftenreihe zur N umerischen Mathematik
Serie internationale d' Analyse numerique

Vol. 50

Claude Brezinski

Pade-Type Approximation
and General
Orthogonal
Polynomials

1980

lJ

Springer Basel AG

Library of Congress Cataloging


in Publication Data
Brezinski, Claude, 1941Pade-type approximation and general
orthogonal polynomials.
(International series of numerical
mathematics; 50
Bibliography: p.250
Includes index.
I. Orthogonal polynomials.
2. Pade approximant.
I. Title. II. Series.
QA404.4B73 515'.55 79-21387

CIP-Kurztitelaufnahme
der Deutschen Bibliothek
Brezinski, Claude:
Pade-type approximation and general
orthogonal polynomials / by Claude
Brezinski. - Basel, Boston, Stuttgart:
Birkhiiuser,1980.
(International series of numerical
mathematics; Vol. 50)

All rights reserved. No part of this


publication may be reproduzed, stored
in a retrieval system, or transmitted in
any form or by any means, electronic,
mechanical, photocopying, recording or
otherwise, without the prior permission
of the copyright owner.

Springer Basel AG 1980


Originally published by Birkhauser Verlag Basel in 1980.
Softcover reprint of the hardcover 1st edition 1980
ISBN 978-3-0348-6559-3
ISBN 978-3-0348-6558-6 (eBook)
DOI 10.1007/978-3-0348-6558-6

Contents

Introduction. . . . . . . . . .
Chapter 1: Pade-type approximants. .
1.1
Definition of the approximants.
1.2
Basic properties. . . . .
1.3
Convergence theorems
1.4
Some applications . . . .
1.5
Higher order approximants .

7
9
9
14
.24
28
.32

Chapter 2: General orthogonal polynomials .


2.1
Definition....
2.2
Recurrence relation . . . .
2.3
Algebraic properties . . . .
2.3.1 Christoffel-Darboux relation.
2.3.2 Reproducing kernels. . . .
2.3.3 Associated polynomials. . .
2.4
Properties of the zeros
2.5
Interpolatory quadrature methods.
2.6
Matrix formalism
2.6.1 Jacobi matrices . . . . . .
2.6.2 Matrix interpretation . . . .
2.7
Orthogonal polynomials and projection methods
2.7.1 The moment method
2.7.2 Lanczos method . . . . . . . . . .
2.7.3 Conjugate gradient method
.....
2.8
Adjacent systems of orthogonal polynomials.
2.9
Reciprocal orthogonal polynomials . . .
2.10
Positive functionals. . . . . . . . .

.40
.40
.43
50
50
51
53
57
61

67
67

.69
.. 75
75
.79
84
91
105
115

Chapter 3: Pade approximants and related matters


3.1
Pade approximants. . . . . . . . .
3.1.1 Determinantal expression and matrix formalism
3.1.2 The cross rule. . . . . . . . . . . .
3.1.3 Recursive computation of Pade approximants .
3.1.4 Normality
3.2
Continued fractions. .
3.3
The scalar B-algorithm
3.3.1 The algorithm
.
3.3.2 Connection with orthogonal polynomials.
3.3.3 Connection with the moment method

126
126
126
133
135
147
152
159
159

Chapter 4: Generalizations
The topological B-algorithm.
4.1

178
. . . .

171
176
178

Contents

4.1.1 The algorithm. . . . . .


4.1.2 Solution of equations. . . .
Double power series . . . .
4.2
4.2.1 Definition of the approximants
4.2.2 Basic properties . . . .
4.2.3 Higher order approximants
4.3
Series of functions

184
190
191
195
208
220

Appendix .

227

Bibliography

240
249

Index

178

Introduction

In the last few years Pade approximants became more and more widely used
in various fields of physics, chemistry and mathematics. They provide
rational approximations to functions which are formally defined by a power
series expansion. Pade approximants are also closely related to some
methods which are used in numerical analysis to accelerate the convergence
of sequences and iterative processes.
Many books recently appeared on this subject dealing with algebraic
properties, study of the convergence, applications and so on. Chapters on
Pade approximants can also be found in older books on continued fractions
because these two subjects have a strong connection. The scope of this book
is quite different. A Parle approximant is defined so that its power series
expansion matches the power series to be approximated as far as possible.
This property completely defines the denominator as well as the numerator
of the Pade approximant under consideration. The trouble arising with Pade
approximants is the location of the poles, that is the location of the zeros of
the denominator. One has no control on these poles and it is impossible to
force them to be in some region of the complex plane.
This was the reason for the definition and study of the so-called
Pade-type approximants. In such approximants it is possible to choose some
of the poles and then to define the denominator and the numerator so that the
expansion of the approximant matches the series to be approximated as far
as possible. On one hand it is possible to choose all the poles and, on the
other hand, it is possible to choose no pole - which is nothing but the
definition of a Pade approximant. Such an approach to the problem directly
leads to the introduction of general orthogonal polynomials into the theory
of Pade approximants. This connection, known for a long time, had not been
fully exploited. Thus the aim of this book is twofold: first to introduce
Pade-type approximants and secondly to study Pade approximants on the
basis of general orthogonal polynomials. The complete algebraic theory of
Pade approximants is unified on this basis; old and new results can be easily
obtained such as recurrence schemes for computing Pade approximants,
error formulas, matrix interpretation and so on. Properties of some convergence acceleration methods for sequences of numbers or for sequences of
vectors can be also derived from the theory. Pade-type approximants are
also very useful in applications since they can provide better results than
Pade approximants.
The material contained in this book leads to many research problems,
especially in the new field of Pade-type approximants. Many results appear
for the first time.
The contents are as follows. Chapter 1 deals with the definition
and general properties of Pade-type approximants. General orthogonal

Introduction

polynomials are studied in Chapter 2. Chapter 3 contains the theory of Pade


approximants and related matters as derived from orthogonal polynomials.
Chapter 4 is devoted to the study of some generalizations of Pade-type
approximants.
As far as possible this book has been written as to be self contained.
This book was partly written during a stay at the Tata Institute of Fundamental Research, Bangalore, India. It is a pleasure to thank Professor K. G.
Ramanathan for his kind invitation to Bangalore and for providing me all
the facilities. I also acknowledge the T.I.F.R. for its financial support. I wish
to thank Professor J. Todd who accepted the book for publication in this
series and encouraged me for a long time. He also greatly improved my
insecure English. I am grateful to Professor A. Ruttan who checked
some parts of the manuscript. Sincere thanks are also due to many friends
and colleagues for their comments and especially to Professor R. S. Varga.
Finally I thank Mr. C. Einsele and his staff of Birkhauser Verlag, Basel, for
assistance during the editing.

Chapter 1
Pade-type approximants

1.1.
Let

Definition of the approximants

f be a formal power series in one variable


=

f(t)

= L c/,
i=O

This is a formal equality in the sense that if the series on the right-hand side
converges for some t then f(t) is equal to its sum; if the series diverges f
represents its analytic continuation (assumed to exist). In the sequel we shall
only be dealing with formal power series and formal equalities which means
that the series developments of both sides of an equality are the same.
Our purpose is to construct a rational fraction whose denominator has
degree k and whose numerator has degree k - 1 so that its expansion in
ascending powers of t coincides with the expansion of f up to the degree
k-l.
There are several reasons for looking for such rational approximations
to series. The first is to obtain an approximation to a function which can, for
example, be used in computations. The second is that the series may
converge too slowly to be of any use and that we want to accelerate its
convergence. The third reason is that only few coefficients of the series may
be known and that a good approximation to the series is needed to obtain
properties of the function that it represents.
Let us now begin our investigation by defining a linear functional acting
on the space of real polynomials by
C(Xi) = Ci ,

The number

Ci

for

i = 0, 1, ....

is called the moment of order i of the functional c.

Lemma 1.1.
f(t)

= cl- xt)-l).

Proof. Let us formally expand (1- Xt)-l in a power series, then


cl- xt)-l) = c(l + xt + x 2 t 2 + ... )

= c(1)+c(x)t+c(x 2 )f+ . ..
= co+C 1t+C 2 t 2 + ... = f(t).
Let v be an arbitrary polynomial of degree k,
v(x) = b o + b1x + ... + bkxk,

10

Chapter 1

and define w by
w(t) = c(v(x) - V(t)
x-t

where c acts on the variable x and where t is a parameter.


Lemma 1.2. w is a polynomial of degree k - 1 which can be written as
with
k-i-I

ai =

cibi + i+ 1

for

= 0, ... , k-1

j=O

Proof.
v(x)-v(t)
x-t

since
(Xi - ti)/(x - t) =

Xi - I

+ Xi- 2 t + ... + xt i- 2 + t i- I

Applying c to the both sides of the preceding equality the result immediately follows
Two polynomials v differing only by the constant term give rise to the
same polynomial w.
Let us now define v and w by
v(t) = tkV(t- I),
w(t) = tk-IW(t- I ).
That is to say, we reverse the enumeration of the coefficients in v and w so
that
v(t) = bot k + b i t k - I + ... + bb
w(t) = aot k- I + a I t k- 2 + ... + ak-I'
w (or w) is said to be associated to v (or v) with respect to the functional c.
The main result is
Theorem 1.1.
w(t)/v(t) - f(t) = (J(tk),

t~ O.

Proof. Let us consider the series


w(t) - v(t)f(t).
It can be easily seen by using Lemma 1.2 that this series begins with a term in
tk. Dividing by v(t) also provides the same result.

Such a rational approximant to

will be denoted by

(k -l/k),(t)

and will be called a Pade-type approximant to f. They were first studied in


[29] and particular cases are treated in [65, 126].

11

Pade-type approximants

Let us now show how to construct rational approximations to f with


various degrees in the numerator and in the denominator. The series f can
be written as
f(t)

= Co + Cl t +

... + cnt n + tn+1fn (t)

with

fn (t) =

Cn + l

+ Cn +2 t + ....

Consider the rational fraction


CO+c1t+ . .. +cnt n + tn+1(k -llk)f" (t)

where (k -l/kk (t) is a Pade-type approximant to fn defined above. That is


(k -l/k)f" (t) = w(t)Ii5(t)

with
w(t) = c(n+l)(V(X) - V(t))
x-t

where the functional

c(n+l)

is defined by

c(m\x i ) = c(xm+i) = cm + i .

The reason for this shift is due to the fact that the first coefficient of fn is
cn + 1
The preceding rational fraction has a denominator with degree k and a
numerator with degree n + k. We shall denote such a fraction by
(n + k/kMt).

Theorem 1.2.
(n

+ k/kMt) - f(t) = O(t n+k+l ).

Proof. From Theorem 1.1 we get

(k -l/kk (t) - fn (t) = O(tk)

and the result follows immediately from the definition of (n + k/kMt).

The series f can also be written as


f(t)

cI- xt)-l) =
=

+ CI t + ... + cnt n + tn+lc(xn+I(I- xt)-l)


Co + CIt + ... + cnt n + t n+l c(n+I)I_ xt)-l)
Co

which shows that the functional


above. We also get

may be replaced by c(n+l) as described

(1- xt)-l = x- n+1t- n+I(I_ xt)-l- (Xt)-l_ ... - (xt)-n+l.

Applying the functional c to this identity and using the convention that
c(Xi)=Ci =0 for i<O, we get
f(t)

= t- n+l c(x- n+I(I- Xt)-l)


=

t-n+l(cot n - l

+ C I t n + ... ).

12

Chapter 1

Let
Tn(t)=o+o t+ ... +0 tn-2+cotn-l+Cltn+ ....

We can construct a Pade-type approximant to Tn with denominator of


degree n + k and numerator of degree n + k -1 as above. Let
(n

+ k -lin + khn (t) =

w(t)Ii3(t).

Since the first n - 1 coefficients of T are equal to zero it is easy to see, from
Lemma 1.2, that w reduces to a polynomial of degree k and that whas only
terms from the degree n - 1 up to the degree n + k - 1. Thus the rational
fraction
t-n+1(n + k -lin + k)'n (t)

has a denominator with degree n + k and a numerator with degree k. Let us


denote this fraction by
(kin

+ kMt).

Theorem 1.3.
(kin + kMt)- t(t) = (J(t k+1).
Proof. From Theorem 1.1 we get
(n + k -lin + k)'n (t) -Tn (t) = (J(tn+k)

and the result follows immediately.

Remark. Another way of defining the numerator

wof (n + k -lin + k)'n

is

to set
wet) = c(-n+ll(v(x) - vet))
x-t

and
wet) =

tn+k-1W(t- 1).

We have constructed rational approximants with arbitrary degrees in


the numerator and in the denominator. All these approximants are denoted
by
(plqMt)

where p is the degree of the numerator and q is the degree of the


denominator. They can be written as
p-q

(plq)f(t) =

L c/ + tp-q+1w(t)lV(t)

i=O

where v is an arbitrary polynomial of degree q and


i3(t) = tqv(t- 1 ),
wet) = C(P-q+ll(V (x) - vet)),
x-t

13

Pade-type approximants

and with the convention that the sum is equal to zero if p - q < O. We will
call v the generating polynomial of the approximant. We have
(plqMt) - f(t)

= O'(t

+1).

We shall say that such an approximant is of order p. It must be noticed that


the computation of (plq) needs the knowledge of Co, ... , cp and that all the
approximants to f are constructed from the (q -l/q)-approximant to some
other series. If we denote by X; the zeros of the polynomial v, then (plq) has
poles in xiI for i = 1, ... ,q. This is a very interesting feature of these
approximants. If some information about the poles of f is known then it is
possible to choose the X; so that the poles of (plq) reflect that knowledge. At
the present time this idea has not been fully exploited and it can lead to
many research problems.
Pade-type approximants can be arranged in an array as follows
(0/0)

(OIl)

(0/2) .. .

(1/0)

(Ill)

(1/2) .. .

(2/0)

(2/1)

(2/2) .. .

with
(pIO)f(t) = co+ ... +cptp.

This array will be called the Pade-type table. The (klk) approximants are
called diagonal approximants. Recurrence relations hold between the elements of this table if the generating polynomials of the various approximants
belong to a family of orthogonal polynomials. Such a case has been studied
in [65] and it will be described in much more details in the following
chapters. Recurrence relations can also hold in other cases.
There is, in general, no connection between the upper half of the table
and the lower half. The only connection, without any additional assumptions
on the denominators of the approximants occurs when p = q, that is for
diagonal approximants.
Let g be the reciprocal series of f, which is formally defined by
f(t)g(t) = l.
If we write g as
g(t)=d o+d 1 t+d 2 f+ ...

and if Co is assumed to be different from zero, then the coefficients of g are


given by
cod o = 1,
cido+Ci-ldl+",+Cld;-I+Cod;=O, for

i=1,2, ....

Let v be an arbitrary polynomial with degree k. Then


w(1)(t)
(k/kMt)=co+t 6(t)

14

Chapter 1

where
w(1)(t) = c(1)(V (x) - vet)).
x-t

Also, consider the approximant (k/k\(t) with cov(t) + tw(O(t) as denominator. Then we can establish

Property 1.1.
(k/kMt)(k/k)g(t) = 1.

Proof. The numerator of (k/k)g is defined as follows.


Let
Vet) = cov(t)+ tw(1)(t)

Vet) = tkV(t-l).

and

Then
Let
Wet) = d(1)(V(x) - vet))
x -t

where d(1)(Xi) = di+1 Then the numerator of (k/k)g is given by


do Vet) + tW(1l(t)

and it is easy to see that this polynomial is identical with vet).


A more intuitive proof of Property 1.1 has been obtained by A. Ruttan.
k

(k/k)f

p/q =

c/ +O(tk+l).

i=O
k

(k/k)g

q/p =

d;t i +O(tk+l).

i=O

Thus
(k/kMk/k)g

q/q = 1 +O(t k+1 )

by the relations between {cn} and


q=q+O(t k+1 ).

{~}.

Hence

Since q and q have the same degree k, q = q and the property follows.
This property is called "reciprocal covariance". The study of some
other properties is the aim of the next section.

1.2.

Basic properties

The properties which will be studied in this section can be divided into three
classes: the first one deals with general algebraic properties of Parle-type
approximants; the second is devoted to the study of the error while the third

15

Pade-type approximants

explains the connection with polynomial interpolation and summation


methods. The first property to be discussed is the unicity property.

Property 1.2. Let W be a polynomial

of degree

p and V a polynomial

of

degree q such that


W(t)/V(t) - f(t) =

O(tp+l).

Then
W(t)/V(t) = (P/q)f(t)
where the denominator

of (p/q)

is taken as

v.

Proof. Let p ~ q. Then W(t)/V(t) can be written as


W(t)/V(t) = R(t)+ t p - q +1Q(t)/V(t)

where R has degree p - q and Q has degree at mostq -1. It follows from
the assumption that
p-q

R(t)=

L c/

i=O

and that Q(t)/V(t) = c;,-q+l + c;,-q+zt + ... + c;,tq- 1 + O(tq). Then the coefficients of the polynomials Q and V must be linked by relationships similar to
those of Lemma 1.2; that is to say that Q is associated to V with respect to
the functional c(p-q+l) and then W(t)/V(t) = (P/q)f(t) as defined in section 1.1.
The case with p < q can be treated in the same way.
Let us now turn to the property of linearity whose proof is obvious from
Property 1.2.

Property 1.3. Let K(t) = af(t) + Rdt) where a is a constant and Rk a


polynomial of degree k,;;;; p - q. Then
(p/q)dt)

= a (p/qMt) + Rdt)

if the two approximants have the same generating polynomial.


Proof.
(plq)dt) = at(t) + Rdt)+ O(t P +1 ).
a(plq)f(t) + Rdt) = at(t) + Rdt) + O(t P +1 ).

If q + k ,;;;; p then a (pI q)f + Rk is the ratio of a polynomial of degree p to a

polynomial of degree q. Then, by Property 1.2, the result follows.


The following property is called "homographic covariance".

Property 1.4. Let


W(t)/V(t) = (klkMt)
and
K(t) = A

+ Bf(atl(1 +bt

C + Df(at/(l + bt

16

Chapter 1

with a #= 0 and C + Dco #= O. Then


(k/k) (t) = A + B(k/k),(at/(l + bt))
K
C+D(k/k),(at/(l+bt))
where the denominator of (k/k)K is taken as
(1 + bt)k[ CV(at/(l + bt

+ DW(at/(l + bt)].

Proof. The proof can be split into two parts. Let


h(t) = f(at/(l + bt)).
We shall first prove that

(k/k)h(t) = (k/k),(at/(l + bt
if the two approximants are constructed from the same denominator.
Let t' = at/(1 + bt). Then
(k/k),(t') = f(t')+(J(t,k+l) = h(t)+(J(t k+1 ).
If Wand V are respectively the numerator and the denominator of (k/k)f

then
k

a;(at/(l+bt)Y
(k/k),(t') =---:-i:_O_ _ __

i=O

b;(at/(l + bti

Multiplying the numerator and the denominator by (1 + bt)k we get


k

a;(at)i(l + bt)k-i
(k/k),(t') = _i:_O_ _ _ __

i=O

b;(at)i(l + bt)k-i

This is the ratio of two polynomials of degree k in t such that its series
expansion agrees with h up to the term of degree k. It follows from the
property of unicity (Property 1.2) that (k/k)f(t') = (k/k)h(t).
Now let h be defined by

h(t) = A + Bf(t).
C+Df(t)
We get

A V(t) + BW(t) _ A V(t) + BV(t)(f(t) + (J(t k+1))


CV(t) + DW(t) - CV(t) + DV(t)(f(t) + (J(t k+1 ))
A + Bf(t) + (J(t k+1 )
C+ Df(t) + (J(t k+1 )

17

Pade-type approximants

Carrying out the formal division of these two series, if the constant term
C + Dco of the denominator is different from zero, we get
A + Bf(t) + O'(tk+l).
C+Df(t)

From the property of unicity if follows that this rational fraction was
(k/k)h (t).
Gathering together the two parts of the proof gives the property.
Another useful property of Pade-type approximants is a compact formula for them which is quite similar to Nuttall's compact formula for Pad6
approximants [93].
Property 1.5. Let {qn} be any sequence of polynomials such that qn has the
exact degree n for all n. Let V be the k x k matrix with elements Vij =
cI- Xt)qi-l (X)qj-l (x for i, j = 1, ... , k, let v' be the vector with components
vr = c(qi-l(x)(I- v(x)/v(t- l ) for i = 1, ... ,k, and let u be the vector with
components Ui = C(qi-l(X for i = 1, ... , k. Then
(k -l/k),(t) = (u, V-IV')
where (.,.) denotes the scalar product
nominator of (k -l/k)f is taken as v.

of two

vectors and where the de-

Proof. First notice that


w(t) = tk-lW(t- 1) = tkC(V(t-1)-V(X),
l-xt

and therefore
(k-l/k) (t)=_I_ c (V(t- 1)-v(X).
f
v(t- 1)
l-xt
It is easy to see that

1
v(t- l )

v(t-1)-v(x)
l-xt

is a polynomial of degree k - 1 in x whose coefficients depend on t. Since qn


has the exact degree n for all n, we can write
1
v(t- l )

V(t-l)-V(X)
l-xt

l3oqo(x) + ... +l3k-Iqk-I(X),

so that
(k -1/k),(t) = l3oc(qo) + ... +l3k-lC(qk-I).

For i

= 0, ... , k -1 we get
C(qi (x)(I- v(x)/v(t- 1 ) = C(qi (x)(I- xt)(l3oqo(x) + ... + I3k-Iqk-l (x).

18

Chapter 1

That is
cl- xt)q~)
( cI-xt)qlqo)
cl- Xt)qk-IqO)

with

cl- Xt)qO;I) ... cl- Xt)qoqk_l)


C(1- Xt)ql) . .. cI- Xt)qtqk-l)

. . . . . . . .....

cl- Xt)qk-Iql) ... cl- Xt)q~_l)

v: defined as above. Thus


(k -l/kMt) = (U, V-IV')

which completes the proof.

The basic idea for such a compact formula in the case of Pade
approximants for some special series is due to Magnus [90] and Shenton
[119]. Here we have extended this idea for our purpose.
If qn (x) = x n, then vij = Ci+ j -2 - tC;+j-1 for i, j = 1, ... , k and Vi = Ci-l for
i = 1, ... , k. This is the exact generalization of Nuttall's compact formula for
Pade approximants to the case of Pade-type approximants. However, since
(k -l/k)f only depends on CO, ... , Ck-t then, in the preceding compact
formula, arbitrary values can be given to Ck' ... , C2k-l. In particular they
can be set to zero and we get
CO-CIt ... Ck-2-Ck-l~

c2 t. . .
( =.
V
. .
CI -

Ck-l"

Pk_l)

Ck-l

Remark. Let A and B be the matrices whose elements are respectively


C(qi-l(fj-l) and c(Xqi-Iqj-l) for i, j = 1, ... , k. Let us assume that A can be
inverted. Then V = A - tB and we get
=

(k-l/kMt)

= L (u,(A-1BYA-Iv'W.

i=O
It immediately follows from Theorem 1.1 that

i =0, ... , k-1.


Property 1.6. Assume that f(O)

= 0 and let g be defined

by tg(t) = f(t). Then

t(k -l/k)g(t) = (klkMt)


if the two approximants are constructed with the same denominator.

Pade-type approximants

19

Proof. As f(O) = 0 is equivalent to

Co

= 0, we have

g(t) = Cl +c2 t+ . ...

Also t(k-l/k)g(t)=tg(t)+(J(t k +1 )=f(t)+(J(t k +1 ). Since t(k-l/k)g(t) is the


ratio of two polynomials of degree k, by the unicity property, it is equal to
(k/kMt).
Co

Of course, by repeated applications of this property we find that if


g is defined as tn+lg(t) = f(t) then

= ... = Cn = 0 and if

t n+1 (k -l/k)g(t) = (n + k/kMt).

Property 1.7. Let


(P/q)f(t) = P 1 (t)/Q(t) = f(t) + At P +1 + (J(t p +2 )
and

(p + l/q)f(t) = Pz{t)/Q(t)
Then

Proof.

(p + l/q)f(t) = f(t) + (J(t p +2 ) =

dg~

= P 1 (t) _ At P +1 + (J(t p +2 )
Q(t)

and the result follows.

The last algebraic property is the following.


Property 1.8. Let
h(t) = (P/q)f(t) + (p/q)(1,(t).
Then
(P/q)f+g(t) = (P/q)h (t)
if the generating polynomials of these two approximants are the same.
Proof. From the basic property of Pade-type approximants we have
P

h(t) =

L (h + g;W + (J(t +
;=0
P

1)

if
00

f(t) =

L {;t;
;=0

00

and

g(t) =

L gl.
;=0

(P/q)f+g(t) =

L ({; + g;W + (J(t +


;=0
p

1)

Chapter 1

20

and
(P/q)h (t) =

L if; + g;)ti + O(t +!).


P

i=O

Since the construction of these approximants needs the knowledge of {; and


gi for i = 0, ... , p, they are identical if their generating polynomials are the
same .
Let us now turn to the study of the error term of Pade-type approximants.
Theorem 1.4.
t k (v(x)
f(t)-(k-1/k)f(t)=v(t)c l-xt

Proof.
_()

w t

=t

k-1 (v(r 1)-v(x)


(t kV(t- 1)-t kV(X)
c
t-1- x
= c --'--I---x-t--'--'-

= v(t)f(t)- tkc(IV~~J

by Lemma 1.1, and the result is proved.


This theorem shows that (k -1/k),(t) can be obtained by replacing
(1- xt)-1 by (1- v(x)/v(t- 1(I- xt)-1 in f(t) = cl- xt)-1). From this
theorem we also obviously get
CoroUIIl'Y 1.1.

tk

f(t)-(k-1/k),(t)

""

= v(tL~ d/

with

d; = c(xiv(x

= boci + b1G+! + ... + bkG+k.

In some cases a representation of the functional c can be obtained. Let


us assume that f is holomorphic in some simply connected domain D' of the
complex plane which contains the origin. Let C' be a simple closed path in
this domain. Then, the Cauchy formula is
f(t)

=~
21Tl

f(t ' ) dt'


. t' - t

for t belonging to the interior of C'.


Let us change t' into x- 1 ; then D' maps into D, C' maps into C and
OOE D. We get

11x-11f(x- 1) dx =c (1)
-1- .

f(t)=-2
1Tl

-xt

-xt

21

Pade-type approximants

We have thus obtained a representation of the functional c which is given in


[91]

= 2~i

c(F(x

x-1f(x-1)F(x) dx.

U sing this representation we get the following expression for the error term
of Pade-type approximants

.1 i

x- 1f x - 1)v(x) dx.
-xt

f(t)-(k-1/kMt)= _t(k) 21
v t 1Tl

From Theorem 1.4 and from the definitions of the Pade-type approximants
we immediately obtain
CoroUary 1.2.
f(t) - (p/q) (t) = t:+l
f
v(t)

C(p-q+l) (

v (x) )
1-xt

where v is the generating polynomial

of (P/q)f.

Let us now examine the connection between Pade-type approximation


and polynomial interpolation. The problem we have to solve is to find an
approximation to c1-xt)-I). This can be regarded as a formal integral
since when the functional c is defined by C(Xi) = J~ Xi da(x) it becomes an
integral. The basic idea for obtaining approximate quadrature formulas in
numerical analysis is to replace the function to be integrated by some
interpolating polynomial. Let us do the same here.
For this purpose we choose k arbitrary distinct points X; in the complex
plane. Then the interpolating polynomial P of a function g at these points is
given by

g(X;)

P(x) = v(x) i:-l (x - X;)v'(X;)

with v(x)=(X-Xl) ... (X-Xk). If g(x)=(1-xt)-l, we get


Theorem 1.5.
c(P) = (k -1/kMt).
Proof. For g(x) = (1- xt)-1 and using v(X;) = 0 we obtain
P(x) =

v(x)-v(x;)_,_1___
1_.
i=1
x-X;
v (X;)1-x;t

Applying the functional c to this equality and using the definition of w we


get
c(P) =

t ~(x;)_1_=x t ~(x;)_1_

;=1 V (X;) 1- x;t

;=1 V

(X;) x - X;

with x = t- 1. This is the partial fraction decomposition of xw(x)/v(x) and we

22

Chapter 1

get
C(P)

=x w(X) =! W(t- l ) =W(t).


V(X)

t V(t- l )

v(t)

We note three consequences of this theorem. Let Ai = w(xJ/v'(xJ.


Then, as we have seen before,
k

(k-l/kMt)=c(P)=

A i (1-x i t)-1

which can be regarded as a formal approximate quadrature method of


interpolatory type. If the Xi are real and equidistant this formula is a
Newton-Cotes method. The second consequence is that if the interpolating
polynomial P is expressed as the ratio of two determinants we obtain

Co

(x}t-1)-1

Xl"

(Xk t - 1)-1

k-}
Xk' .. Xk

CI .

Ck-}

k-l
. Xl

(k -1/kMt) = --------~
1 Xl'" X~-l

1 Xk'" X~-l
The third consequence of Theorem 1.5 is that, using a formula given by
Magnus [90, pj. 17], we can obtain a second compact formula for Pade-type
approximants. Let

W-

(1 ... 1)
Xl

..

. . .

Xk
. .'

(1-XIW1)

-'

g-

X~-l ... X~-l

(c.o)

d-

,an

l' -

(1-;- Xkt)-l

Ck-l

Then
(k -l/kMt) = (g, W- 1 1').
It is easy to see that these two formulas for (k -l/k) are exactly the same.

Corollary 1.3.
=

(k -l/kMt) =

e/

i=O

with
k

ei =

j~l

AjxJ,

i =0,1, ....

23

Pade-type approxirnants

Proof. We have already seen that


k

(k-1/kMt)=

L A (1-x t)-1 = L A (1+x t+xl t2 + ...)


j

j=l

and the result follows.

From Theorem 1.1 we also get


k

Ci

L Ajxl,

i =0, ... , k -1,

j=l

and we obviously have


~

f(t)-(k-l/kMt)=

L (Ci-ei)ti.
i=k

Let e be the linear functional defined by e (x i) = ei for i = 0, 1, . . . ; it is easy


to check that
i =0,1, ....
Remark. From the preceding results and from the Lagrange interpolation
formula we have
v(x)
)
Ai = C ( (x _ xJv'(xJ = c(Li(x

with

-rr - - .

L()
x I

X-Xj

j=l
j:#:i

~ -Xj

Let us now examine what happens if some of the interpolation points Xi


coincide. Let P be the general Hermite interpolation polynomial such that

dj

p(j)(xJ = dx j

1- xt)-l)x=x,

with L
n

for i = 1, ... , nand j = 0, ... , ~ ~

let us write (k -l/kMt) = w(t)/ii(t) where


v(x) = (x -

Xl)k,

= k and

Xl> .

,Xn distinct;

i=l

(x - Xn)kn,

and where w, v and ware defined as above. It is well known that the general
Hermite interpolation polynomial can be deduced from the Lagrange
interpolation polynomial by continuity arguments. Thus we have obtained
the following general theorem

Theorem 1.6. Let P be the general Hermite interpolation polynomial for the
function (1- xttl as defined above. Then
c(P) = (k -l/kMt).

24

Chapter 1

This theorem can also be proved by writing down P and showing that c(P) is
the partial fraction decomposition of w(t)/i5(t).
Remark. If n=l then v(x)=(X-XI)k and (k-1/k>t(t)=w(t)/(l-x l t)k. In
particular, if Xl = 0, then w(t) = Ck-l + Ck-2t+ ... +cot k- l and (k -1/k>t(t) =
co+c1t+ ... +Ck_l tk - l . The corresponding general Hermite interpolation
polynomial in this case is the Taylor interpolation polynomial at Xl = that
is P(x) = 1 + xt+ ... + Xk-It k- l which is the truncation of the series expansion of (1- xt)-l. If Xl = 1 then (k -1/k) is the generalized Euler transformation of f [65].
Conversely let

v(x) = (x - XI)k, ... (x - x,.)kn

with the same assumptions on the

X; 's

and

~ 's

Theorem 1.7.
(k -l)/kMt) = c(P)
where P is the general Hermite interpolation polynomial as defined above.
Proof. One only has to write down the partial fraction decomposition of
w(t)/i5(t) to see that it is equal to c(P) where P is the general Hermite

interpolation polynomial.

Pade-type approximants can be applied to the approximation of the


limit S of a sequence {Sn}. Let us consider the series / defined by
Ci = Si+l-Si for i = 0,1, .... Then S = So+/(l). Here f(l) can be replaced
by (k -l/k)f(l) and we obtain an approximate value of S given by
So+ w(l)/v(l) = (boS o+ ... +bkSk)/(bo + ... +~).

This approximation depends on k since for each value of k a new polynomial v has to be chosen. This approximation can be called Vk and written as
V k = akOSO + ... + akkSk

with
akO+ .. +akk

= 1.

From Theorem 1.2 we get


S-Vk=c(v(X).

1-x

If, for each k, the polynomial v does not depend on the coefficients Ci then
this transformation is linear and is called a summation method. The sequence {Vn } converges to the same limit as the sequence {s,,} for any
converging sequence {s,,} if the three conditions of Toeplitz theorem are
satisfied. We shall return to this problem in the next section.

1.3.

Convergence theorems

Let us now study the convergence of (n + k/k>t(t) when

n~oo

or

k~oo.

Let

Sn

=I

i~O

c/ and v(x) = bo + blx + ... + bkxk. Then, from the definition of

w,

25

Pade-type approximants

it is easy to see that


(k-1/kMt)=B 1 S O + ... +BkSk- b

and
with
k

B;

= b;t k -;/i5(t) and

L B; = 1.
;=0

In fact, since the polynomial v can depend on k and n, the Bj's also depend
on k and n. For a fixed value of t, this is a summation process and the
convergence (}f the transformed sequence to the same limit will be ensured if
the conditions of Toeplitz theorem are met. Returning to the notations of
the preceding section, this theorem says that a condition necessary and
sufficient for {Vn } to converge to the same limit as {Sn} for any converging
sequence is that
k

L lak;I<M,
;=0
lim aki

= 0,

for
for

k =0, 1, ... ;
i = 0, 1, ... ;

k--+oo
k

lim

L aki = 1.

k--+oo i=O

The third condition is automatically satisfied by Pade-type approximants


(n + k/k) with n;;il: 0 since it is true for each n and k. When n -+ 00 the
second condition is also satisfied since the matrix of the coefficients aki is a
band matrix.
Toeplitz theorem only applies if the sequence {Sn} converges. That is to
say the series f(t) must converge for the value of t under consideration; in
other words t must belong to the convergence domain D of the series f.
Thus applying Toeplitz theorem to sequences of Pade-type approximants we immediately get

Theorem 1.8. Let teD. The sequence (n+k/kMt) converges to f(t) when
n -+ 00 and for k;;il: fixed if
k

L IBJs:;M,

"In.

i=O

The sequence (n + k/kMt) converges to f(t) when k-+oo and for n;;il:

lim Bi =0,

fixed if

i=O, 1, ... ,

k--+oo

and
k

L IBJE;M,

Vk.

i=O

If n = -1 these conditions must be satisfied with the index i starting from 1.

26

Chapter 1

In practice it is a difficult matter to know if these conditions are satisfied


or not. However it is possible to get the following partial results

Theorem 1.9. Let tED and t ~ o. If Xi ~ 0 Vi and Vn then the sequence


(n + k/kMt) converges to f{t) when n ~ 00 for every fixed k ~ o.
Proof. Obvious, since in this case all the Bi are positive.

Theorem 1.10. Let tED and t ~ o. Let {xJ be an infinite sequence of


negative numbers converging to zero and let v(x) = (x - Xl) (x - Xk) then
the sequence (n + k/ k Mt) converges to f( t) when k ~ 00 for every fixed n ~ -1.
Proof. Let (n + k/kMt) be the Pade-type approximant constructed from
Vk (x) = (x - Xl) ... (x - Xk) and let B~k) be the corresponding coefficients for
a fixed value of n ~ -1. Since Vk+I(X) = Vk(X)(X - Xk+l) it is easy to see that
Bbk+l) = -Xk+l tBbk)/(1- Xk+l t),
B~k+l)

Xk+l tm k))/(1- Xk+l t)

= (m':ll -

for

= 1, ... , k,

and
with

BbO) = 1.
If t ~ 0, Xi ~ 0 and lim

X;

=0

then B~k) ~ 0 and lim Bbk) = O.


k-->oo

Let us assume that lim B~':ll = O. Then


k-->oo

lim

Xk+l t(B~k) - B~k+l)) + B~k+l)

= o.

k-->oo

If B~k) ~ M, Vk then lim B~k) = O. If such an M does not exist thus it is


k-->oo

impossible that

B~k) =

i=O

1, Vk since m k) ~ o. In conclusion, lim m k) = 0 for


k~CX)

i = 0,1, ... and, by Theorem 1.8, the sequence (n + k/kMt) converges to f(t)

when k ~ 00 and when n ~ -1 is fixed.

Two other convergence theorems can be very easily deduced from


results by Wimp [140] on Toeplitz arrays.
We previously saw that

(n+k/kMt)=BoSn+ ... +BkSn+k


Since Bi

= bitk-ilv(t)

and

Bi

for

n=0,1, ....

= 1 this is exactly the case treated by Wimp.

i=O

Moreover let X; be the zeros of v, then, by using Newton relations between


the coefficients and the zeros of a polynomial, it is easy to see that the zeros
k

of

BiXi are equal to tx;. Thus Lemmas 1 and 2 in the Wimp paper

i=O

become

27

Pade-type approximants

Theorem 1.11. Let tED, let {X;} be an infinite sequence of numbers such that
tX;;;;;' and tx; =1= 1, Vi and let v(x) = (x - Xl) ... (X - Xk). If the series

L tx;/(I- tX;)
i=l

converges then
lim (n + k/kMt) = f(t),

Vn;;;;'O fixed.

k-->~

Remark. The condition on the convergence of the series implies that the
sequence {X;} converges to zero as in the preceding theorem.
Theorem 1.12. Let tED. If, for all k, the zeros X; of v are such that
tX;E[-a,O] with a>O then the sequence (n+k/k)f converges to f(t) when
k -H~) for fixed n;;;;' 0.
Let us now study the particular case where the coefficients ciare given
by
Ci

Xi da(x)

i=O, 1, ...

where a is bounded and nondecreasing in [a, b], where a or/and b can be


infinite. In that case the functional c is positive which means that c(p);;;;.
for every polynomial p such that p(x);;;;.O, VXE[a,b] (see Lemma 2.1).
Series with such coefficients are widely used in physics; they are called
Stieltjes series. If X belongs to [a, b] and if t is real and does not belong
to [b-t, a-I] then (1- xt)-l is continuous on [a, b] and the convergence of
Pade-type approximants when k -' 00 can be studied by using classical
convergence results for quadrature methods since
f(t) =

1& da(x).
a

l-xt

The general convergence result is


Theorem 1.13. Let f be a Stieltjes series. If the X; are distinct and belong to
[a, b] for every k and if there exist an M independent of k such that

i~ I:,~:~ I~M,

Vk

then
lim (k -1/kMt) = f(t),
k-+oo

Convergence results can be obtained in some other particular cases. For


example if the polynomials v belong to some family of orthogonal polynomials then many recurrence relations hold between the entries of the
Pade-type table as will appear in the following chapters and convergence
results can be proved in some cases [65].

28

1.4.

Chapter 1

Some applications

A very important application of rational approximation techniques is


the exponential function. Because of the search for A -stable methods' for
integrating stiff differential equations such approximations have a great
practical interest and many papers on this subject appeared in the past few
years. The fundamental notion is the A-acceptability [50] of a rational
approximation r to e- t which states that r is A -acceptable if !r(t)! ~ 1, Vt
such that Re (t);?1:; O. It can be shown, by using the Maximum Modulus
Theorem, that r is A-acceptable iff !r(it)! ~ 1, Vt E~, lim !r(t)! ~ 1 and r is
It 1......00

analytic in the right half-plane [6,50].


If we construct Pade-type approximants to e- t with the degree of the
denominator greater than the degree of the numerator then the second
condition for A-acceptability is satisfied. If the x/s are in the left half-plane
then the third condition is also fulfilled; it is in general difficult to know if
the first condition is satisfied or not. However the following result can be
obtained.

Theorem 1.14. Let r be a Pade-type approximant to e- t with real coefficients,


whose numerator has degree k and whose denominator has degree n +
k(n;?1:;O). Let
!r(it)!2 =

1 + /31 t 2 + ... + /3k t2k


1 +a1 c2 + ... + <Xn+k t2 (n+k)

If the zeros of the denominator have negative real parts, if /3i ~ ai for
i = p + 1, ... , k and if 0 ~ ador i = k + 1, ... , n + k where p is the integer part
of k12, then r is A -acceptable.
Proof. We follow the ideas of [48]. Since the zeros of the denominator of
(kIn + k) have negative real parts, r is analytic in the right half-plane. If
n ;;l1: 1 then lim !r(t)! = O.
It 1"""00

We have to prove the first condition for A-acceptability. By Theorem


1.3 we get

r(t) = (kin + kMt) = e- t +0'(tk+1).


Thus

This last condition implies that a;

= /3i

for i = 1, ... , p. Moreover we get

2
! ( . )!2 = 1 + (/3P+1 -llp+1)t (P+1) + ... + (/3n+k - <Xn+k)c2(n+k)
r It
1 + a1 c2 + ... + <Xn+kt2(n+k)

with the convention that /3i = 0 for i;?1:; k + 1. Thus. if f3i ~ a i for i =
P + 1, ... , n + k then !r(it)j2 ~ 1. If n = 0 then /3k = a~ and ak = b~ which
implies that lim !r(t)! ~ 1.
111-+00

29

Pade-type approximants

This theorem is related to Theorem 3.2 of N0rsett [92]. It seems to be


difficult in practice to know if this condition is satisfied or not for a fixed
value of n and for every k even by applying N0rsett's results though the
C-polynomial exists.
We are now going to study a very interesting class of Pade-type
approximants to the exponential function. If, for a fixed value of k, we
choose Xi = -k- 1 for i = 1, ... , k then we obtain rational approximants of
the form
(k -l/kMt) = w(t)/(1 + t/k)k.

Such approximants are very useful for integrating systems of linear differential equations since the denominator can be factored. Such approximations
have been recently studied by Saff, Schonhage and Varga [112] but with a
different numerator. Let us first study the convergence of these appro ximants
Theorem 1.15. 'tit ~ 0
lim (k -l/kMt) = e-'.
k--->oo

Proof. We shall use the second part of Theorem 1.8 with n = -1. It is
obvious that Bi ~ o. We only have to prove that the Bi's tend to zero when
k~oo since the exponential series converges for every t~O. Since Bi =
bit k- i/i5(t) and since i5(t) tends to e', we only have to study the convergence
of bit k- i to zero. We get

1) ( -1) i!t =bk+bk_lt+ ... +botk.


i

k (
i
i5(t)=1+t+i~
1-k" ... 1- T

Thus

( 1) (

bi = 1-k" ... 1bk -

k-i-1)
k
(k-i)!

for

i=0, ... ,k-2

= bk = 1.

It must be noticed that we have to study the convergence to zero when


k ~ 00 for a fixed subscript i. Thus

. (k _1)k-i-l

b t k-,,,::::
i

-..;

-k-

tk - i
(k-i)!

and lim b;tk-i = 0 for i = 0, 1, ... and 'tit ~ O.

k--->oo

An interesting but unsolved question about these approximants IS


whether the convergence has a geometric character.
Let us now turn to the A -acceptability of these approximations. It
seems to be difficult to know if these approximations are A -acceptable for

30

Chapter 1

all k. However, it is easy to show by using Theorem 1.14 that the approximants (k -1/k) are A-acceptable for k = 1, ... ,4. So also are the approximants (k/k) for k = 1, ... ,3 but the approximant (4/4) is not A-acceptable.
Another useful application of rational approximation is to the inversion
of the Laplace transform. Let f be the Laplace transform of g
f(t)

g(x)e- dx
X

'

and let us assume that the power series expansion of f is known at least up
to some power.
We can replace f by some Pade-type approximant and then invert it. It
will provide us an approximation to g. The idea of such a method is due to
Longman [87]. For the Laplace transform inversion of a rational function
one needs either the partial fraction decomposition or a special trick due to
Longman and Sharir [88] involving the summation of infinite series. If the
rational function is a Pade-type approximant then the poles are known and
the partial fraction decomposition is easy. Moreover the poles can be
arbitrarily chosen, which can be a very interesting feature.
We must, of course, only consider Pade-type approximants with a
denominator having a degree greater than the degree of the numerator since
lim f(t) = O. If we consider the (k -l/k) approximants and if we assume that
all the zeros of the denominator are distinct then we get
k

(k-l/k)f(t) =

L A i(l-x it)-l= - L Aixi1(t-xi1)-1


i=l

with
Ai = w(xJ/v'(xJ.

Inverting this approximant we get an approximation of g of the form


k

- L Aixi1e

x / x ,.

i=l

We shall now give an application of Pade-type approximants to computer's arithmetic. It is well known that computers work with numbers having
only a finite number of digits. Thus arithmetic operations are not performed
exactly and the arithmetic is not the classical one (for example addition is
nonassociative). These errors can propagate very rapidly in a sequence of
operations and the result obtained may have no resemblance to the true
result. Many attempts have been made recently, either to estimate these
errors or to correct them. It is also possible to use a nonclassical arithmetic.
Such an arithmetic has been recently proposed by Krishnamurthy,
Mahadeva Rao and Subramanian [80]; it is based on p-adic numbers.
Let alb be a rational number which is assumed, for simplicity, to be
positive and less than one. Let p be a prime number. It is well known (see,
for example, [7]) that alb can be uniquely written in the p-adic form as
00

alb =

L ~pi
i=O

Pade-type approximants

31

where the coefficients Ci are integers such that O";;;Ci ,,;;;p-l. This p-adic
form can be symbolically written
alb = Co' C1C2C3'" .
For example we have (with p = 5)
1/3 = 2.313131 ...
= 2+ 3p(1 + p2+ p4+ ... )+ p2(1 + p2+ p4+ . .. ).
In the p-adic norm the series 1 + p2 + p4 + ... converges to (1- p2)-1 and
thus we have
2.313131 ... = 2+(3p+ p2)/(1_p2) = 8/24 = 1/3.
Such a p-adic expansion cannot be, of course, represented with finite length
arithmetic. Thus, Krishnamurthy et al. propose to replace this infinite
expansion by the finite one
k-l Ckpk
C2k_lp2k-l
CO+CIP+",+Ck-lP
-~1-"'k
P P -1
They call such a representation a H(p, r) code for rational numbers where
r=2k
.
Arithmetic operations can be exactly performed in that code and the
exact H(p, r) code of the result is obtained. Then the main problem is the
conversion from H(p, r) code to rationals. If alb in its H(p, r) code is written
as W/(pk -1) where W is the numerator of the representation, then these
authors proved that
a(pk-1)-bW=O
(modp2k)
or
a(pk -1)-bW=Kp2k
where K is an integer; the values of the numbers a and b satisfying this
diophantine equation can be found by writing the H(p, r) code of bla.
The results of Krishnamurthy et al. will be now explained in the
framework of Pade-type approximation. Let us consider the series f(p) =
alb=co+c 1 p+ c2p2+ ... and let us construct its (2k-1/k) Pade-type approximant with v(x) = Xk -1 as generating polynomial. We know that
(2k -1/k Mp) = Co + ... + Ck_lpk-l + pk(k -1/k)fk-1 (p)
with
A-l(P) = Ck +Ck+lP + ....
It is easy to check that
(k -1/k)fk-1 (p) = (Ck + ... + C2k-l pk-l)/(l_ pk)
and thus
k
2k-l
k-l CkP
C2k-lP
_
(2k-1/kMp) -co+c1P+",+Ck-lP
-~1-"'k
P p -1
which is the H(p, r) code of a/b.

32

Chapter 1

From Corollary 1.2 we get


p2k
f(p)-(2k -l/k) (p) =-~f
v(p)

( v(x) )
1- xp

C(k) - - .

If we set

W=

-Co- CIP - . . . - Ck_lp k - 1

+ (co- Ck)pk + ... +(Ck-l -

C2 k_l)p2k-l

then (2k -l/k)f(P) = W/(pk -1) = W/v(p) and we obtain


a(pk- l )-bW= bp 2k c (k)( V(X)).

1-xp

Since the left hand side of this relation is an integer so is the right hand side.
Moreover C(k)(v(x)(l-xp)-l) = c(k)(v(x)(l+Xp+X 2p2+ ... )) is an integer
and we can write
a(pk -1)- bW = Kp2k

where K is an integer.
Thus H(p, r) codes are identical to Pade-type approximants and the
conversion procedure from the code to rationals follows from the error term
for Pade-type approximants.
It is possible that the theory of Pade-type approximants can be useful
for deriving new results for H(p, r) codes or constructing more powerful
codes for exact arithmetic.

1.5.

Higher order approximants

We want to construct Pade-type approximants of order greater than the


degree of the numerator; that is (P/q)f has to fit the series f farther than the
term t P
Since all the approximants in the Pade-type table can be obtained from
the approximant (k -l/k) we shall only look at it.
From Theorem 1.4 we get
f(t)-(k-l/k),(t) = vt(:)

C(lV~X1t)

t k [ c(v)+c(xv)t+c(x 2 v)t 2 + ....


]
= v(t)

The polynomial v depends on k + 1 arbitrary constants but (k -l/k) remains


unchanged if v is replaced by av for some constant a. Thus, in fact, the
approximant (k -l/k) depends on k arbitrary constants. Some of these
constants can be determined by requiring that v satisfies the additional
conditions
i = 0, ... , m -1.;;; k-1.

The other k - m remaining constants are arbitrary. By construction we


immediately get

Pade-type approximants

Theorem 1.16. If v satisfies c(xiv(x


f(t)-(k -l/kMt) =

33

for i

= 0, ... , m --: 1,...; k -1

then

t;~~ c(x1m~~~) =O(t k+ m).

The computation of such a Pade-type approximant requires the knowledge of co, ... , Cm+k-l' Thus, from the algebraic point of view, nothing has
been gained, and if we want to compare approximants with additional
conditions to approximants with no conditions we must compare approximants using the same number of coefficients of the series.
The arbitrary constants on which the polynomial v depends are either
its ~oefficients or its zeros. One can, of course, choose the values of some
coefficients and compute the remaining coefficients with the additional
conditions. Such a method seems to be of no help because the coefficients of
a polynomial have no immediate meaning for approximation. The best way
seems to choose k-m arbitrary points Xl"'" Xk-m' to let u(x)=
(X-XI)",(X-Xk-m), to write v(x)=u(x)Pm(x) and to determine the
polynomial Pm of degree m by the additional conditions

i=O, ... , m-l.


Of course, instead of choosing Xl"'" Xk - m one can directly choose the
polynomial u.
Let F be any functional acting on the space of polynomials and let {Pk }
be a family of polynomials where Pk has the exact degree k and such that

i =0, ... , k-1;

k=1,2, ....

Then {Pd is said to be a family of general orthogonal polynomials with


respect to the functional F (or equivalently with respect to the sequence of
the moments of F). Such a family does not always exist.
If we define the functional c by
i =0,1, ... ,

then the additional conditions are


i=O, ... , m-l.

That is to say, Pm is the polynomial of degree m belonging to the family of


orthogonal polynomials with respect to c. It must be noticed that if u is
changed then so is c.
Thus we see that the theory of general orthogonal polynomials is
connected in a very natural way to Pade-type approximants when one is
looking to increase the order of the approximation. Moreover many results
on Pade-type approximants can be obtained by means of the theory of
general orthogonal polynomials. This is the reason why this theory will be
extensively studied in the next chapter.
When m = k, v is completely determined by the additional conditions
since we have k conditions and k arbitrary constants. In that sense these
approximants become optimal. Let v(x) = bo+ blx + ... + bkxk. Then the

Chapter 1

34

additional conditions are


k

C(XiV(X

= L C;+jbj = 0,

= 0, ... , k-1.

j=O

One of the bi's is arbitrary. Let us choose bk = 1 so that v has the exact
degree k. We get
k-l

L ci+jbj = -Ci+k,

i =0, ... , k-1.

j=O

Thus bo, . .. , bk - 1 are obtained as the solution of a system of linear equations. The determinant of this system must be different from zero; that is

1= O.
Such a determinant is called a Hankel determinant and is denoted by
Hk(co)
If Hk(co) 1= 0 then the approximant exists and is called a Pade approximant. We shall denote it by [k -l/k],(x). From the additional conditions

we see that v is the polynomial of degree k belonging to the family of


general orthogonal polynomials with respect to the functional c (or to the
sequence {C;}). It will be now denoted by Pk instead of v and w will be
denoted by Ok' The theory of general orthogonal polynomials will provide a
natural basis for the study of Pade approximants as will be shown in Chapter
3. If Hk(co) = 0 the Pade approximant is determined by a nontrivial solution
of the previous system. This case will be studied in section 3.1.4. Pade
approximants can be viewed as formal gaussian quadrature methods since
the X;'s are the zeros of orthogonal polynomials and [k-l/k],(t)=c(P).
Since Pade approximants are Pade-type approximants Properties 1.1, 1.3,
1.4, 1.6 and 1.8 hold. Theorems 1.6 and 1.7 also hold when the X;'s are the
roots of Pk Theorem 1.16 becomes
Theorem 1.17.
f(t)-[k-1/k],(t) =

2
(:)

ce;~~:)=O(ek)

= _t2k c(P~(x).
P~(t) 1-xt

Proof. The first equality is from Theorem 1.15. By linear combinations of


the additional conditions we get
c(pPk)=O

for every polynomial p of degree at most k-1. As (Pk(x)-Pdt-1/(1-xt)

35

Pade-type approximants

is a polynomial of degree k - 1 in x we have

C(Pk(x) Pk(x) - Pk(t-l) = 0 = c(P~(X) _ Pk(t-l)C(Pk(X)


1-ti
1-ti
1-ti
and the result immediately follows.

From this theorem it is easy to prove that

f(t) - [k -1!klt(t) = Hk+1(CO) t 2k + O(t2k+l).


Hk(co)

Pade approximants with various degrees in the numerator and in the


denominator can be constructed as in section 1.1 from [k -11k] approximants. They will be denoted by [plq]f.
From Theorems 1.1, 1.2, 1.3 and from Property 1.2 we get
Theorem 1.lS.

[plqMt) - f(t) = O(t P + q + 1 ).


Conversely, let W be a polynomial of degree p and Va polynomial of degree q
such that
W(t)IV(t) - f(t) = O(t P +q +l )
then
W(t)IV(t) = [plqJt(t).
This theorem means that Pade approximants are uniquely defined.
We previously saw that if m = k, then, the highest order Pade-type
approximant is identical to the Pade approximant. Pade approximants can
also arise from Pade-type approximants even if m differs from k as shown in
Property 1.9. Let us choose Xl = ... = Xk-m = 0 and let us determine the other
abscissa so that the Pade-type approximant is of highest order of approximation. Then

(k -1!kMt) = [k -1!m]f(t).
Proof. v(x) = xk-mu(x) where u has degree m. But v(x) = xkxm-ku(x-l) =
u(x) which shows that v has degree m. Moreover, by Theorem 1.16,
f(t)-(k -1!kMt) =O(tk+m).
(k -11k) is the ratio of a polynomial with degree k -1 by a polynomial with
degree m and the result is proved by Theorem 1.18.
This property generalizes a result given by Wheeler [136] in a particular
case.
Property 1.5 holds for Pade approximants. If qn (x) = x n , it is exactly
Nuttall's compact formula. If qn(x)=Pn(x), then we obtain a result which is

Chapter 1

36

closely related to the matrix interpretation of Pade approximants. This result


will be given later on.
Corollary 1.1 becomes
Corollary 1.4.
t 2k ~
.
f(t)-[k -l/k]f(t) = Pk(t) i~ di+kt'

where
~ = C(XiPk(X)) = bOci +b1Ci+l + ... +bkCi+k'

Proof. Obvious since di = 0 for i = 0, ... , k -1 in Corollary 1.1.

If the zeros of P k are distinct then the determinantal formula given after
Theorem 1.5 is still valid and the next formula too. In this case Corollary 1.3
also holds. From the additional conditions and from the definition of Qk we
get
p-q

~ Ci t q + i
t.-

~ Ci t i
t.-

i=O

i=O

This property will be proved in Chapter 3.


New properties are also satisfied by Pade approximants. For example
we get
Property 1.10. Let us assume that f is a rational function whose numerator has
degree n and whose denominator has degree k. Then

[P/q]f(t) = f(t),

V(p, q);;"(n, k).

Proof. Let f(t) = a(t)/b(t) and [p/q],(t) = U(t)/V(t). Then we can write
~

aCt) - b(t)f(t) = 0 =

dit i

i=p+q+l

where
~

= 0 for

i ;;., p + q + 1.

From the definition of Pade approximants we get


~

U(t) - V(t)f(t) =

L e/
i=p+q+l

37

Pade-type approximants

where V is uniquely determined. Then the result follows from the unicity
property of Theorem 1.18.
Such a result does not hold in general for Pade-type approximants
since, for a given degree of approximation, the polynomial v can be
arbitrarily chosen. If v = b then the property is true.
Property 1.11. Let g be the reciprocal series of f defined by f(t)g(t)

= 1;

then

[p/q]t(t)[q/pl(t) = 1.

It is not our purpose in this book to extensively study well known properties
about Pade approximants. They can be found, for example, in [9].
Let us now give two results which show another link between Pade-type
approximants and Pade approximants.
Theorem 1.19. Let (k -l/k)t be the Pade-type approximant constructed from
v. Ifv(x)=u(x)Pm(x) with m:s;;;k:s;;;2m then
(k -l/kMt) = [m -l/mJt(t).
Proof
w(t) = c(U(X)Pm(X)- U(t)Pm(t)
x-t

=c ( u ( t )

Pm(X)-Pm(t) P ( )u(x)-U(t)
+ x
.
x-t
m
x-t

Since u has degree k-m, (u(x)-u(t/(x-t) is a polynomial of degree


k - m - 1 in x. Thus if k - m :s;;; m then, by the additional conditions we get
c(pm (x) u(x) - u(t) = 0
x-t

and thus
w(t) = u(t)c(Pm(x) - Pm (t)
x-t

= u(t)Qm (t)

and the result immediately follows.

Theorem 1.20.
[p/q];(t) = (p + q -l/2q)r(t)
if the generating polynomial of the Pade-type approximant is the square of the
generating polynomial of the Pade approximant.
Proof. [p/q];(t) is the ratio of a polynomial with degree p +q -1 to a
polynomial of degree 2q. Moreover
[p/q];(t) - !'(t) = (J(t p + q ).

Thus, by Property 1.2, the result follows if the denominator of (p + q l/2q)r is chosen as the square of that of [p/qJt.

38

Chapter 1

The convergence of Pade approximants is a difficult matter. Results can


be obtained in some special cases. For Stieltjes series Theorem 1.8 and 1.13
become
Theorem 1.21. Let f be a Stieltjes series. Then, Vt [b-t, a-I],
lim [n + k/k]f(t) = lim [n + k/k],(t) = f(t)
k-.=

n-+oo

for

n = -1, 0, 1, . .. and

k = 0, 1, ...

Moreover

t Zk
Hk+ 1 (co)
[
f(t)- k-l/k]f(t)= Hk(co) (1-~tfk+1

with

~E[a,b].

From this theorem one can obtain bounds for the error. Let a =

and

b = 1/R. Then R is the radius of convergence of the series and we get

VtE (-00,0]
Vt E [0, d]

with d<R.
These results will be proved later.
Pade-type approximants of order p, where p is the degree of the
numerator, are linearly dependent on the coefficients of the series while
Pade-type approximants of higher orders and Pade approximants depend
nonlinearly on the coefficients. Pade approximants can be applied to the
approximation of the limit S of a sequence {Sn} as has been done in
section 1.2 for Pade-type approximants. If we consider the series f
defined by Co = So, Cj = Sj - Sj-l for i = 1, 2, ... then
[n + k/k]f(l) = ek(Sn) = e~nJ,

where ek(Sn) is the number obtained by using Shanks transformation of


sequences '[117,118] and e~nJ is the value obtained by the e-algorithm of
Wynn [141] which is a device to implement Shanks transformation. From
Theorem 1.17 we immediately get

S-

(0)=

eZk

(Pk(x))
1
.
-x

An extensive study of the e-algorithm can be found in [26,27]' It isa


nonlinear sequence-to-sequence transformation since the denominator of
[n + k/k] depends on the Sj. We also found that the Xj's are the zeros of
some orthogonal polynomials while they were arbitrary in the case of a
sequence transformation based on Pade-type approximants. This fact had
been proved some years ago but in a very different way [14].

Pade-type approximants

39

To conclude this chapter we must say that if the poles of Pade-type


approximants are suitably chosen then Pade-type approximants can provide
better results than Pade approximants using the same number of coefficients
of the series. Pade-type approximants of higher order seem to be very
attractive since they share the main features of both Pade-type approximants and Pade approximants. They have still to be studied in detail.
We saw before that (k -l/kMt) = c(P) where P is the general Hermite
interpolation polynomial for the function (1- xt)-l. Instead of using an
interpolation polynomial it is possible to choose P as an approximation
polynomial in some norm for the function (1- xt)-l and c(P) will be an
approximation for c1- xt)-l) = f(t). For example, if we take the maximum
norm over some interval, we know, by the Chebyshev alternance theorem,
that the error will be equal to zero in some points of the interval. That is to
say, P interpolates (1- xt)-l in these points and thus the two approaches
give the same result. Such approximations have not yet been studied.

Chapter 2
General orthogonal polynomials

In this chapter the theory of general orthogonal polynomials will be studied


independently of its a.pplication to Pade approximants. This theory is not
new; it can, for example, be found in a book by Akhiezer [1] or in [40].
However this chapter will be one of the more extensive expositions of the
subject.

2.1.

Definition.

Let r;p be the vector space of real polynomials and let {Ck} be a given infinite
sequence of real numbers. We define a linear functional C on r;p by the
relations
i = 0,1, ... ;
C is completely determined by the sequence {Ck} and
moment of order k of the functional c.

is said to be the

Ck

It is possible, under certain assumptions which will be stated later, to


construct a family of polynomials {Pd each Pk having the exact degree k
and satisfying

c(xipdx))=O,

i=O, ... ,k-1.

Such a family is called a family of orthogonal polynomials with respect


to the functional C (or with respect to the sequence {Ck})' The preceding
relations are the orthogonality relations. By linear combination of these
relations we see that
C(pPk )

=0

for every polynomial p with degree at most k - 1. If P k is multiplied by some


constant then the orthogonality relations always hold and thus each Pk is
determined apart from a multiplying factor.
Let us write Pk as

Pdx)=ao+alx+ ... +akxk.


Then, by the orthogonality relations and the linearity of

we get

aoco+ aic i + ... + akck = 0


aOc l

+ a l c 2 + ... + akck+l = 0

aOck-1

+ alck + ... + akc2k-1 = O.

Since Pk is required to have the exact degree k let us give an arbitrary non
zero value to ak' The solution of the preceding system of linear equations

41

General orthogonal polynomials

will give us ao, ... , ak-l under the necessary and sufficient condition that the
following Hankel determinant be different from zero

Hk(co) =

Co

Cl' . Ck-l

Cl

C2' Ck

Ck-l

Ck ... C2k-2

This determinant has order k. When no confusion is possible we could also


denote it by H~O).
If Hl(co), Hic o), ... , Hk-l(CO) are different from zero and if Hk(co) = 0
then Pl, P2 , , P k - l exist but P k does not exist.

Theorem 2.1.
Co

Cl

'"

Ck

Cl

C2

..

Ck+l

Ck-l

Ck

...

C2k-l

Pk(x)=D k ...................

for

k=1,2, .. .

Xk

and Po(x) = Do where the Dk's are arbitrary non zero constants.
Proof. Multiplying P k by Xi and applying the functional
rows are identical for i = 0, ... , k -1.

we see that two

By linear combination of the orthogonality relations we get


Vk=/=n

since one polynomial has a degree less than the other one. This relation is
really the orthogonality relation of the polynomials {Pk }. The name of
orthogonal polynomials comes from it. This relation can be regarded as a
bilinear form in an indefinite inner product space [12]. This point of view
has been recently developed by Van Rossum [106].
If H~oll =/=0 then it follows from Theorem 2.1 that C(XkPk)=/=O and
c(P~) =/= O. If H~O), ... , Hk2. 1 are different from zero and if mOl = 0 then
c(x"Pm)=O

and

c(PnPm)=O for

C(xmpm)=/=o

and

c(P~)=/=O

c(X k - l

for

n<m

and

m=0, ... ,k-1

m=0, ... ,k-2

Pk - 1) = C(P~-l) = 0

and P k will not exist.


In fact the situation is more complicated since the determinant in
Theorem 2.1 can always be computed even if H~O) = O. In that case P k will
exist (perhaps with a different choice for the arbitrary constant D k ) b\.lt it
will not have the exact degree k and some other properties could be possibly
lost.
In the sequel we shall always assume that H~O) =/= 0 for all k. In that case
the functional C (or the sequence {Ck}) is said to be definite.

42

Chapter 2

Orthogonal polynomials can also be obtained by applying the GramSchmidt orthogonalisation process to {Xk}.
Theorem 2.2.
Po(x)

= 1,
n=O, 1, ....

Proof. Clearly Pn +1 has degree n + 1. The orthogonality relation is true for


PI since
c(PI)=CI-CI =0.

Let us assume that the orthogonality relations are satisfied for all k ~ n;
then

for

k~

n.

Let us now compute c(P~). We have


c(PD = c((ao + ... + akxk)pk) = akc(xkpk)

by the orthogonality relations. From Theorem 2.1 we get


ak = DkHkO)

and C(XkPk) = DkHkoll

and thus
c(PD = D~HkO)Hkoll'
If HkO);;' 0 for all k then c(P~);;. 0 for all k and the functional c (or the
sequence {cd) is said to be positive. If HkO) > 0 for all k then c is positive
definite.
Let us recall that a necessary and sufficient condition for c to be
positive definite is the existence of a bounded, nondecreasing and with
infinitely many points of increase such that

ci

L:

OO

Xi da(x).

This result has been proved by Widder [139]. In that case the orthogonal
polynomials we get are the classical orthogonal polynomials [54, 129].
Finding a from the moments Ci is called the moment problem. It isa
difficult problem and many books have been written on this subject [2,124].
When a has only a finite number k of points of increase then c is positive
but not definite and it can be proved that H~O) = 0, for all n ;;. k.
When c is positive definite we can consider the polynomials pt defined
by

General orthogonal polynomials

43

For these polynomials C(l1'2) = 1 and the family is said to be orthonormal.


Such polynomials can also be obtained by the Gram-Schmidt orthogonalisation method
Po(x) = 1,
n

Pn+1(x)=X n+l -

L c(xn+lpt)Pt(x),
i=O

for
n=O, 1, ...
The proof is as in Theorem 2.2.
If we write pt as pt(x) = tkxk + ... then we find that t~ = HI2)/HI2ll and
then
Hloll = (totl ... tk )-2
which is a result proved by Geronimus [60].

2.2.

Recurrence relation
We first have to show that the polynomials Pk are linearly independent.

Theorem 2.3. If c is definite then the polynomials P k are linearly independent.


Proof. Let us assume that bo, bI> . .. exist with at least one of the bi's
different from zero and such that
boPo(x) + blPl(X) + ... =0,
Then \:Ik ~

\:Ix.

we get

bOc(Xkpo) + blc(XkPl ) + ... + bkc(XkPk) + bk+1c(X kP k+l ) + ... =0.


Then, from the orthogonality relations
boc(Xkpo) + ... + bkc(XkPk) = 0.
If k = 0 then this relation gives bo = 0 since c(XOpo) =f O. If k = 1 then

boc(xPo)+blc(xPl)=O. bo=O and c(xPl)=fO since c is definite; thus bl =0


and so on.
We now come to the main result of this section.

Theorem 2.4. The polynomials {Pd satisfy the following recurrence relation
Pk+l(X)=(Ak+lX+Bk+l)Pk(X)-Ck+lPk-l(X)

for

k=O,l, ...

with P -l(X) = 0 and Po(x) = an arbitrary non zero constant. The constants are
given by
and
Ck+l = f3k-lhk+l/(f3khk-l)
13k = C(XPkPk+l )

and

with

C\(k = c(xP~),

hk = c(P~).

Chapter 2

44

Proof. Since the polynomials Pk form a basis of fJ' any polynomial can be
written in this basis. Thus
XPk(X) = a~kJtPk+t(x)+a~k)Pk(X)+ ... +a~k)po(x).

Multiplying by Pi and applying c we get


C(XPiPk ) = a~klt C(PiPk+ t ) + a~k)c(PiPk) + aLk2t C(PiPk- t ) + ...
+ a~k)c(p;po).
If i = 0, ... , k - 2;;;=: 0, then xPi (x) is a polynomial of degree less than k and
consequently C(xPiPk ) = O. Moreover, from the orthogonality relation we

obtain

i =0, ... , k-2.


If i = k -1 we get
a~k2t = 13k-t/hk-t.

If i = k we get

aLk) = ak/hk
If i = k + 1 we get
a~klt = 13Jhk+1.

The recurrence relation immediately follows. If k = 1 the relation still holds


with Po(x) equal to an arbitrary non zero constant.
If we use the recurrence relation with k = 0 and P - t (x) = 0 then we get
Pt(x) = (Atx + Bt)Po(x)

which is the same as


xPo(x) = a~O)Pt(x)+ a~O)po(x).

The constants which occur in the recurrence relation can be expressed


differently. These new expressions are important for two reasons: the first
one is that these new expressions will be useful later. The second reason is
that the recurrence relation cannot be used in its preceding form to compute
recursively the polynomials Pk +1 since P k + t is also needed to compute the
values of A k+1, Bk+1 and Ck + t
Let us write Pk as
P k (x) = tkxk + Skxk-t + . .. for all k.
Thus hk = tkC(Xkp,,) and then
13k

= C(XPkPk+1) = CtkXk+1 + Sk Xk + ...)Pk+t)


= tkC(X k+1Pk+1) = tkhk+1 /tk+1

We obtain
Ak+l = hk+1/13k

= tk+1 /tk

(2.1)

45

General orthogonal polynomials

tk and tk+1 can be chosen arbitrarily and thus Ak+1 can be computed directly
from this formula without the knowledge of P k + 1
We also get

Ck+1 = (3k-l
(3k

hk+1_ tk - 1tk +1

hk- 1

hk- 1

tk

for

k = 1, 2, ...

(2.2)

which can be computed without knowing P k + 1 The value of C 1 is arbitrary


since C 1 is always multiplied by P_1(x)=O.
Finally we get
rk = c(xpD = CtkX k + 1 + Sk Xk
O!k

+ .. .)Pk )

= tkC(X k + 1 P k ) + SkC(XkPk )

(2.3)

and thus

= _ O!ktk+l

(2.4)

hktk

k+1

which can be computed without knowing P k + 1


Thus the polynomials P k can be computed by means of the recurrence
relation with the constants A k +1, B k + 1 and Ck + 1 defined by (2.1), (2.2) and
(2.4) with O!k given by (2.3). In these relations arbitrary non zero values are
given to the tk'S.
Let us give some other useful formulas. Taking the recurrence relation,
multiplying by Xk and applying c we get
C(X

k+l n )

Ck

O!k ( kn)
(kp k-l
)
= -h
c X Ck +(3k-l
-h c x
k

k-l

Using (2.3) we obtain


C( X

k+l n)

Ck

n )
hk] (3k-l ( k
)
=-1 [ tkc (k+l
X
Ck + Sk + - h C x Pk - 1

tk

tk

k-l

This can be written as

(2.5)

46

Chapter 2

These relations cannot be used in practice because they also need the
knowledge of Pk + 1
One of the simplest choice for tk is tk = 1, Vk. In that case A k + 1 = 1 and
the formula of Theorem 2.1 applies with Dk = 1/H~O). The polynomials are
said to be monic.
We get

hk + 1 /f3k =Ak + 1 = 1
and then
B k + 1 = -aJhk ,
Ck + 1 = hk/hk- 1
with hk = C(XkPk) = H~oll/H~O) and ak = C(X k+1Pk) + SkC(XkPk). Let us write
P k as
k

Pk(x) =

L p~k)Xi,
i=O

Then putting into the recurrence relation and identifying the coefficients
of the various powers in x we get a recursive method to compute the
coefficients of Pk
P-1(x)=0,
Pb-l)=p~F=O,
h_l=1,
Po(x) = 1,
p~O) = 1,
p~l = p~O) = 0,
ho = Co
P 1(x) = x - Cl/CO,
p~l) = 1,
p~l) = -Cl/CO,
p~~ = p~l) = 0.
Then, for k = 0,1, ... , we compute
k

L Ck+iP~k),
;=0

hk

'Yk

= L Ck+i+1P\k),

;=0

ak = 'Yk + p~"21hk'
B k+1 = -ak/hk,

Ck+1 = hk/hk- 1,
Pk+1(X) = (x + Bk+1)Pk(X)- Ck+1Pk-1(X),

i=O, ... , k.
This is the bordering method obtained in [23] to compute Pade approximants. This bordering method had been obtained by using a bordering
technique for solving systems of linear equations with bordered matrices as
is the case for Pade approximants. Thus we see that this bordering method is
perfectly explained with the theory of orthogonal polynomials since it is only
the recurrence relation of orthogonal polynomials.

47

General orthogonal polynomials

Remark 1. Using (2.3) and writing the expressions for a,)h k and
we get
B

k+l -

ak-l/hk-l

'Yk-l_ 'Yk.

k-l

This relation can be used instead of (2.4) with

'Y-l =

O.

Remark 2. The expressions for Ak+l and Bk+l can be obtained more easily
by identification of terms of the same degree in the recurrence relation.
However the longer proof was useful in obtaining the last recursive method.
The preceding recursive method furnishes the coefficients of the recurrence relation as well as the coefficients of the orthogonal polynomials. If
only the coefficients of the recurrence relation are needed, then a method
due to Chebyshev [39] can be used.
Let us consider the infinite matrix Z with elements Zk,n = C(PkXn). By
the orthogonality property Zk,n = 0 if n < k. Moreover Z-l,n = 0 and ZO.n =
Cn' Multiplying the recurrence relation of the monic orthogonal polynomials
by xn and applying the functional c to both sides of the equation we get

If the rows k -1 and k are known then

Ck + 1 =Zk,k/Zk-l,k-l

and

Zk+l,k =

Bk +1 =

Zk+l,k-l =

0 implies

(Co = co)

0 implies
Zk-l,k/Zk-l,k-l - Zk,k+l/Zk,k

and now the row k + 1 can be computed.


It is easy to check that the Chebyshev method is essentially the same as the
preceding recursive method since, for monic polynomials, hk = Zk,k and
'Yk = Zk,k+l' However the Chebyshev method is simpler to use when only the
coefficients of the recurrence relation are needed. From the numerical point
of view the computation of the recurrence coefficients by Chebyshev method
is unstable. As remarked by Sack and Donovan [111] and by Gautschi [56]
the use of the so-called modified moments provides a stable way of computing these coefficients.
Let {11k } be a family of monic orthogonal polynomials satisfying a
known recurrence relation

lIo(x) = 1.

We define the modified moments {vn } as


Vn

= c(lIn ).

Let us now proceed in two stages: we first compute the {vn } from the {Cn}
and then determine the coefficients {Bk + 1} and {Ck+l} from the modified
moments.

48

Chapter 2

Let us consider the infinite matrix Y with elements Yk,n


have

= c(llkXn). We

Y-1,n =0,

Moreover
Y k.O= Vk'

Thus we have to compute the first column of the matrix Y from its first row
which is known. Multiplying the recurrence relation of the polynomials {llk}
by xn and applying the functional c to both sides, we get

Thus, starting from the two initial rows, all the rows of Y can be successively
computed. This method [49] generalizes a method due to Wheeler
[136,137].
The second stage consists in computing the coefficients of the recurrence relation from the modified moments. The method used, due to
Wheeler [136], is very similar to the Chebyshev method.
Let us consider the matrix Z with elements Zk n = c(Pklln ) which are
zero if n < k. MUltiplying the recurrence relation of {iU by lln and applying
c we get
Zk+l,n

= c(xPklln) + Bk+1Zk,n -

Ck+1 Zk-l,n'

But, using the recurrence relation of {lln}, we have


c(xllnPk ) = Zk,n+l - B~+lZk,n +C~+1Zk,n-l'

If the rows k -1 and k are known (Z-1,n = 0 and ZO,n = Vn as initial

conditions) then

Zk+l,k-1

Ck+1 = Zk,k/Z k-1,k-1

and

Zk+l,k

0 implies
(Co = co)

0 implies

B k+1 = B"+1 + Zk-1,k/ Z k-1,k-l - Zk,k+1/ Z k,k

and now the row k + 1 can be computed.


Another method for obtaining these coefficients is due to Gautschi [56].
It consists in a Cholesky factorization of the matrix with elements C(llklln)
while Wheeler's method is a Gaussian factorization of the same matrix.
If only a finite number of the moments {en} is known then only a finite
triangular part of the infinite matrice can be obtained.
We now give two other useful relations. From (2.1) and (2.2) we get
C

- hk tk - 1 tk+1 _ A
h
- k+l

k+l -

tk

k-1 tk

C(Xkpk )
C

(k-1p

k-1

(2.6)

General orthogonal polynomials

49

We also have
C(X

k+lp ) _
k

Sk+lhk _

Sk+l

t k + l tk

tk + l

- - - - ---C X

kp)

k.

Using (2.5) we get


C(Xk+lPk)

=_

(BA

k+l
k+l

__ B k + l
- A

k+l

+ Sk) C(XkPk )
tk

)
( k+lp )+ C k + l (kp
C X
k
A
C X
k-l
k+l

(2.7)

These new relations can be used to compute the constants of the


recurrence relation for monic polynomials. We have Po(x) = 1 and Pl(X) =
x -Cl/CO. Then (2.6) with k = 1 gives C 2 , and (2.7) with k = 1 gives B 2 ; next
P 2 can be computed from the recurrence relation and so on. Thus (2.6) with
k = 2 gives C3 , and (2.7) with k = 2 gives B3 and the recurrence relation
gives P3 The values of the Hankel determinants can also be recursively
obtained since

A property of orthogonal polynomials which follows from Theorem 2.3


is

Theorem 2.5. If c is definite, c(pPk ) 1= 0 for every polynomial p of exact


degree k and for all k.
Proof. From Theorem 2.3 any polynomial p with exact degree k can be
written as
k

p(x) =

L aiPi(x),

with

ak 1= o.

i=O

Then
k

c(pPk ) =

L aic(PkPi) = akc(P~).
i~O

Since c is definite, c(pD 1= 0 and the result follows.

50

2.3.

Chapter 2

Algebraic properties

2.3.1 Christoffe 1-Darboux re lation

Theorem 2.6. The following relation holds for k ~ 0

- tk
h [Pk+1(X)Pk(t)- Pk+1 (t)Pk(x)] = (x - t)
hi 1Pi (X)Pi (t).
i=O
ktk+l
Proof Let us write the recurrence relation for k = 1 and multiply it by Pi(t)

Pi (t)Pi +1(x) = (A i +1 X + B;)Pi(t)Pi(x)- Ci+lPi(t)Pi-l(X).

Let us interchange the variables t and x


Pi (X)Pi +1(t) = (A i +1 t + B;)Pi(x)Pi(t) - Ci+lPi(X)Pi - 1 (t).

We subtract these two equalities


Pi (t)Pi +1 (X) - Pi (X)Pi +1(t) = A i +1(X - t)Pi (t)Pi (x)
- Ci+l[Pi(t)Pi-l(X)- Pi (X)Pi-l(t)]

For all i, A i + 1 is different from zero since P i +1 has the exact degree i + 1. Let
us multiply this equality by hi 1Ai;1 and use

Ci + 1 = ti - 1!i+1 hhi = AAi+l hhi .


ti

i-I

i-I

We get
(x - t)hi 1 Pi (x)Pi (t) = hi 1Ai;I[Pi (t)Pi +1(X)- Pi (X)Pi+l(t)]

+ hi_\Ai 1 [Pi (t)Pi_l(X)- Pi (X)Pi-l(t)].


We now sum these equalities for i = 0, ... ,k and we get the desired
result.
This identity is known as the Christoffel-Darboux relation. We have, of
course, assumed that c was definite.

Coronary 2.1.
t

L hilP~(X) = -t h [Pk+l(X)Pk(x)- P + (X)Pfc(x)].


k

k k+l

i=O

Proof The Christoffel-Darboux relation can be written as

hi 1P; (x)Pi (t) =_tk_ Pk(t)Pk+1(X)- PdX)Pk+1(t)

i=O

hk tk + 1

Letting t--+ x and the result follows.

X -

General orthogonal polynomials

51

Applying c to this equality we get


(k

+ l)h ktk+l = tkC{P~+lPk)

and

2.3.2. Reproducing kernels


Let
k

Kdx, t) =

L hilPi{x)Pi{t).

Kk is called the reproducing kernel of order k for the family of orthogonal


polynomials; it is a symmetric function Kk{x, t) = Kdt, x). The following
property justifies the name of reproducing kernel

Theorem 2.7.
c{p{x)Kdx, t))

= pet)

for every polynomial p of degree k. If the degree of p is less than k then


c{p(x){x - t)Kdx, t)) = O.

Proof. Let us write p as


k

p{x) =

L bjPj{x).
j~O

From the definition of Kk we get


k

c(p{x)Kdx, t)) =

L hilpi{t)c{Pi (x)p{x))
i~O

L hil Pi{t) L bjc{PiPj)

and from the orthogonality relation we get


k

c{p{x)Kdx, t)) =

L hil PJt)bic{pf)
i~O

= L biPi(t) = pet).
i~O

If p has degree less than k then C{Kk {x, t)p{x )(x - t)) = p{t){t - t) = O.

Thus Kk is the reproducing kernel of the space of polynomials of degree


at most k.

52

Chapter 2

From this property we get


c(Kk(x,t)Pn(x))=Pn(t),

for

n=O, ... ,k,

c(Kdx, t)Kn(x, u)) = Kn(t, u),

for

n = 0, ... , k,

c(K~(x,

t)) = Kk(t, t).

Corollary 2.2.
Co

c1

Ck

H~2~lKk(X, t)= - ~J. .. ~~ .. :::.. ~~-:-~ .. !k' .


Ck

Ck+l

C2 k

Xk

t
0

Proof. We multiply the preceding relation by xn and we apply


Ck

Ck

C2 k

cn

Cn+k

tk
0

Co

HlO~lc(XnKk(X, t))

= - ..

For any n = 0, ... , k let us replace the last row by its difference from the nth
row; we get
Co . , . Ck
1

o ...

-tn

Expanding with respect to the last row we obtain


c(xnKk(x, t)) = tn.

Let
1)

X,

~ ~,
(

( 1)

'

t,

~ ~.

'

A, ..

(CO ...

Ck )

. . . .

Ck . C2k

Using the following identity which is due to Magnus [90]

A
cT

obi = \A\ (c, A -lb)

where A is a square matrix, band

column vectors, we get

Kk(x, t) = (Xk, Akl1tk ) = (tk> Ak"llXk)'

Let us define the functional


C(Xi) = C(Xi(X - t))

for a fixed value of t.

c by

General orthogonal polynomials

53

Theorem 2.S. For a fixed value of t the polynomials {Kk(x, t)} form a family
of orthogonal polynomials with respect to c.
Proof. For m:E;n-l
c(Kn (x, t)Km(x, t

= cx -

t)K,. (x, t)Km (x, t

= (t- t)Km(t, t) = O.

2.3.3. Associated polynomials

Let us define now the polynomials Q k as in Chapter 1

We say that the polynomials {Qk} are associated with the polynomials {Pk}'
They are sometimes called orthogonal polynomials of second kind. We have
already proved that Q k has degree k-l,
From Theorem 2.1 we immediately get
Theorem 2.9.
C2

Qk(t)=Dk

Ck-l

. Ck

Co

........... Ck

Ck+l' ....... C2k-l


cot+Cl

(cotk-l+Cltk-2+ .. +Ck-l)

for k=1,2, ...


Qo(t)=O.

Theorem 2.10. The polynomials {Qd satisfy the same recurrence relation as
the polynomials {Pk} with Q_l(x)=-1, Qo(x)=O and C 1= A1c(Po).
Proof. Let us write the recurrence relation for the polynomials Pk with x

and t as variables. Let us subtract these two recurrence relations and divide
by t-x. We get

Then

54

Chapter 2

Applying c and using c(Pd = 0 for k > 0 we get


Ok+l (t) = (Ak+1t + Bk+1)Ok (t) - Ck+1Ok-l (t),

for

k = 1, 2, ... ,

Oo(t) = c(Po(x)- Po(t)) = c(O) = 0,


x-t

Ol(t) = c (

A1X+B1-A1t-B1 )
Po
x-t

and from the recurrence relation with k

= A1c(PO)

= 0 we get

Ol(t) = A1c(PO) = -C10-1(t).

Thus, since C 1 can be chosen arbitrarily, we can set O-l(t) = -1 and


C 1 = A1c(PO).

If the polynomials P k are monic then Ok(t) = cot k- 1+ ....

We now study some properties of the associated polynomials.


Theorem 2.11. The associated polynomials satisfy the Christoffel-Darboux
relation and the relation of Corollary 2.1.
Proof. Obvious since the Ok'S satisfy the same recurrence relation.

Theorem 2.12.
PdX)Ok+l(X)- Ok (X)Pk+1(X)

= Ak+1hk

for

k ;;;.0.

Proof. Let us write the recurrence relation for P k + 1 and multiply it by Ok.
Then write the recurrence relation for Ok+l and multiply it by Pk If we
subtract these two relations we get
Pk(X)Ok+l(X) - OdX)Pk+1(X) = Ck+1[Pk-1(X)Qk (x)- Ok-l(X)Pk(x)].

Thus for k >0


Pk(X)Ok+l(X)- Ok(X)Pk+1(X) = Ck+1Ck C 2 [PO(X)01(X)- OO(X)Pl(X)]

Ak+1hk
A1h o PO(X)Ol(X).

Using the definitions of Al ho, Po and 0 1 we get the result. For k


result is obvious.

= 0 the

Let us now give a consequence of this theorem which will be useful


later [44]
Corollary 2.3.
[ <?k+1(X)
Pk+1(X)

<?k(X)]-l + [<?k(X)
Pk(x)
Pk(x)

<?k_l(X)]-l
Pk- 1 (X)

P~(X)(Ak+lX + B k+1)(Ak+2 X + B k+2 )


Ok+2(X )Pk (x) - Ok (x )Pk+2(X)

General orthogonal polynomials

55

Proof. Using Theorem 2.12 twice we see that the left hand side of the
preceding relation is equal to
Pdx) [Pk+ 1 (X) + Pk- 1 (X)].
A k+1 h k Akhk- 1

Using Ck + l = Ak+lhk/Akhk-l and the recurrence relation for the polynomial


this expression is equal to
P~(X)(Ak+lX

+Bk+l)(Ak+lhk)-l.

Writing the recurrence relation for Ok+2 and multiplying it by P b then


interchanging the roles of Qk+2 and P k and finally subtracting the two
equations we get
Qk+2(X)Pk (x)- Qk(X)Pk+2(X)

= (A k+2X + B k+2)(Ok+1(X)Pk (x)


- Pk+1(X)Qdx))

= (A k + 2 X + B k + 2 )Ak + l hk
Replacing Ak+lhk by its expression we get the desired result.

This result can also be expressed as


<?k(X)]-l + [<?k(X) _ <?k_l(X)]-l
Pk(x)
Pk(x) Pk-1(X)

[ <?k+l(X)
Pk+1(X)

P~(X)(Ak+l + B k+1X)(A k+2 + B k+2 X)


Ok+2(X )Pdx) - Qdx )Pk+2(X)

where

Pk and

Ok are defined in the usual manner by

Pk(x) = Xkpk(X- 1),

Ok(X) = xk-1Qk(X- 1).

We can now prove a kind of Christoffel-Darboux relation which mixes


the two families of polynomials
Theorem 2.13.
1 + -tkh [Pk+1(X)Ok(t)- Ok+l(t)Pdx)] = (x -t)
ktk+l

hi1Pi(X)Qi(t).

i=O

Proof. It is very similar to that of Theorem 2.6. We write the recurrence


relation for Pi+l(X) and we multiply it by Qi(t). We write the recurrence
relation for Qi+l(t) and we multiply it by Pi(x). Then we subtract. We
multiply by hi l Ai1-1 and we use the definition of Ci + l . Finally we sum these
equalities for i = 0, ... , kand we get
(x - t)

hi 1Pi (X)Qi(t)

i=O

= - tkh [Pk+1(X)Qk(t)- Qk+1(t)Pk(x)]


k

tk+1

56

Chapter 2

For this last term we use


h=~Ao1

= C1ho1Al1

and the definitions of C10 0- 10 0 0 , P -1 and Po. We thus find that it is equal
to 1.
If we multiply this equality by K k+1(x, t) and if we apply c we find the
result of Theorem 2.12.

Coronary 2.4.
k

Ok(X)P~+1(x)- Ok+1(x)PHx) = Ak+1hk L hi 1Pi (X)Oi(X),


i=O

O~(X)Pk+l(X)- 0~+1(X)Pk(X) = -A k+1hk

L hi1Pi (X)Oi(X),

i=O

Proof. Writing the relation of Theorem 2.12 as


A

1
k+1

h [Pk+1(t)Ok(t)-Ok+1(t)Pk(t)]=-1
k

subtracting from the relation of Theorem 2.13 and dividing by x - t, we get


Ok(t) Pk+1(X) - Pk+1(t)

Ok+1(t) Pk(x)- Pk(t)

x-t

x-t

= Ak+1hk

L hi 1Pi (X)Oi(t).

i=O

Let x - t and the first part of the corollary follows. Differentiating the
relation of Theorem 2.12 we get the second result.
Applying c to the first of these relations we get
C(OkP~+1) = C(Ok+1 P O

Let
k

Hdx, t) = L hi1Pi(X)Oi(t),
i=O

then
Let
Mk(t) = (Okt

Pk t

Nk(t) = (

Ok-lt),

Akt+ Bk

-Ck

Pk - 1 t

1)

0' for

for

= 0,1, ... ,

k=1,2, ....

Then the recurrence relations of {Pk } and {Ok} can be written as


Mk+1(t) = M k (t)Nk +1(t).

57

General orthogonal polynomials

Thus we have
Mk(t) = M o(t)N 1(t)N2 (t) ... Ndt)

with Mo(t) =

(~

~).

The relation of Theorem 2.12 can be written as


det Mk+1 (t) = Ak+1 hk
and
Ak+1hk

= detMo(t) . detN1(t) ... detNk+ 1(t)

= C1 C2 Ck + 1
Using this result, relation (2.6) becomes
Al ... Akc(x kpk) = hk

and relation (2.7) gives


C

2.4.

[Bk+l
B2] ( kp)
(Xk+lp)
k = - Ak+l + ... + A2 C X k

Properties of the zeros

The zeros of orthogonal polynomials and of associated polynomials have


nice properties even in the case where c is only assumed to be definite.
Theorem 2.14.

If c

is definite then, for all k

a) Pk and Pk + 1 have no common zero;


b) Ok and Ok+l have no common zero;
c) Pk and Ok have no common zero.
Proof. This is an immediate consequence of Theorem 2.12. Let us assume
that Pk and Pk + 1 have a common zero z; then

which is impossible since A k + 1 hk is different from zero. The proof is the


same for the two other pairs of polynomials.
It does not seem to be possible to prove more results about the zeros of
orthogonal polynomials when c is only assumed to be definite. For example,
the zeros are not always simple. If

co=l, c 1 =O, c2=-1, c3=2, ....


we get

0-1

Chapter 2

58

We shall now study what happens to the zeros when the functional is
positive definite. We first have to study in more detail the meaning of
positive definiteness.

Lemma 2.1. If c is positive definite then

c(qO
for every polynomial q =f 0 such that q(x) ~ 0, Vx.
Proof. Let us recall that, for c positive definite, HkO) > 0 and c(P~) > 0, Vk.
Let p be an arbitrary polynomial with degree k. Then
p(x) = aoPo(x) + ... +akPdx)
and

C(p2) = a~c(P~) + ... + a~c(P~).


Let q be an arbitrary polynomial with degree k such that q(x)~O Vx;
clearly q cannot have real zeros with an odd multiplicity. Since q is a real
polynomial its degree will be even and we can write

n (x - Xj - iYj)(x - Xj + iYj)
m

q(x) = d

j=l

with m = k/2 and d ~ O. Let

n (x-xj-iYj)
m

A(x)+iB(x)=d 1l2

j=l

where A and B are real polynomials. Thus

n (x-xj+iYj)
m

A(x)-iB(x)=d l/2

j=l

and

q(X) = [A(x) + iB(x)][A(x)- iB(x)] = A 2(X)+ B2(X).


From the preceding result we get
c(q) = c(A 2)+c(B 20.
The main results are given in

Theorem 2.15. If c is positive definite then

a) the zeros of Pk are real and distinct.


b) the zeros of Qk are real and distinct.
c) two consecutive zeros of Pk + 1 are separated by a zero of Pk and
conversely.
d) two consecutive zeros of Qk+l are separated by a zero of Q k and
conversely.
e) two consecutive zeros of Pk are separated by a zero of Ok and
conversely.

59

General orthogonal polynomials

Proof. a) Let us assume that Pk has n < k real zeros


Pdx) = (x -

Xl) ...

Xl, ... ,Xn

Then

(X - xn)v(x)

where v is a polynomial of degree k - n. Since v has real coefficients and


complex zeros then v(x);;:'O, Vx. From the orthogonality relation we have
cx -

Xl) ..

(X - Xn)Pk (x

= O.

We also have, from Lemma 2.1


cx - Xl) ... (X - xn)Pdx

= cx -

xlf ... (X - xnfv(x > 0

and thus n = k.
Let us now prove that the zeros are distinct. Let us assume that
multiplicity n> 1. Then we can write

Xl

has

Pk(x) = (x - XI)nU(X)

where u has degree k - n.


If n is even we have, from Lemma 2.1
c(u(x)Pk(x

= cx -

XI)nU 2 (X

>0

which contradicts the orthogonality property.


If n is odd, for the same reason
cx - xI)u(x)Pdx

= cx -

Xlt+ I U2 (X

>0

which violates orthogonality. Thus all the zeros are distinct.


c) Let Y and z be two consecutive zeros of P k + l From Corollary 2.1 we
get
() () hktk+l ~ 2 2( )
Pk+l Y Pk Y =-tk-;~ hiP; Y ,

Pk+I(Z)Pk(z) = hktk+l
tk

i~O

hfPf(z).

Pk+1(Y) and P~+I(Z) have opposite signs. So have Pdy) and Pk(z) which
shows that P k has a zero between y and z. From Theorem 2.14 this zero
cannot be y or z. The converse is proved in the same way.
b) Let y and z be two consecutive zeros of P k + l From Theorem 2.12 it
follows that
Pk(y)Ok+l(y) = Pk (Z)Ok+1(Z)

= Ak+lhk.

From c), Pk(y) and Pdz) have opposite signs. So have Ok+l(y) and Ok+I(Z)
which shows that Ok+1 has a zero between y and z. Since Pk+1 has degree
k + 1, it has k + 1 distinct real zeros. Between two consecutive zeros there is
a zero of Ok+l. Thus Ok+l has k real distinct zeros.
d) From Theorem 2.11 we know that the polynomials Ok satisfy
Corollary 2.1. Then the same proof as in c) can be given.
e) Let y and z be two consecutive zeros of Pk From Theorem 2.12
Ody)Pk+1(Y) = Ok(Z)Pk+I(Z).

60

Chapter 2

Pk+1(y) and Pk+t(z) have opposite signs. So have Ok(y) and Ok(Z) and Ok
has one zero between y and z; Ok cannot have more than one zero between
y and z since Ok can only have k -1 zeros.

Theorem 2.16. If Ci = I~xi da (x) with a bounded and nondecreasing on [a, b]


then, for all k, the zeros of Pk belong to [a, b]. The same is true for Ok'
Proof. It is essentially the same proof as in Theorem 2.15 a). Let us assume
that Pk has only n < k zeros Xl>"" x" belonging to [a, b]. Thus v has a
constant sign on [a, b] and
cx - Xt) ... (x - x,,)Pk(x

(x - Xt)2 ... (x - x"fv(x) dx > 0

if we assume that v (x);a. 0 VX E [a, b] which contradicts orthogonality.


Since Ok has degree k -1 and since, from Theorem 2.15 e), there is one
zero of Ok between two consecutive zeros of Pk then all the zeros of Ok
belong to [a, b].
Since in this section we were mostly dealing with positive definite
functionals let us give one more property
Theorem 2.17.

If c

is positive definite then

c(P~):E; C(p2)

for every polynomial p with degree k (p and P k are assumed to be monic).


Proof. From Theorem 2.3 we can write
p(x)= aoPo(x) + ... +akPk(x)

with

= 1 since Pk

has the exact degree k and p and Pk are monic. Thus

C(p2) = a~c(P~) + ... + a~c(P~);a. a~c(PD.

Some results about the zeros of the polynomials P k (x, a) and


can also be obtained where

Ok (x,

a)

Pk(x, a) = Pk(x)-aPk-t(x)
Ok(X, a)= Ok(x)-aOk-t(x)

and where a is some parameter.


These polynomials are called quasi-orthogonal polynomials since they
satisfy
c(xnpk(x, a

=0

for

= 0, ... , k -

2.

The following result can be proved as in Theorem 2.15


Theorem 2.18. The zeros of Pk(x, a) and Ok (x, a) are real and distinct. Two
consecutive zeros of Pk(x, a) are separated by a zero of Pk+t(x, a) and
conversely. The same is true for Odx, a). Two consecutive zeros of Ok (x, a)
are separated by a zero of Pdx, a) and conversely.

61

General orthogonal polynomials

2.5.

Interpolatory quadrature methods

Let us assume for this section that the functional c is defined on a


general space of functions which contains the space of polynomials. We want
to get an approximate value of c<n.
Let us choose some distinct points Xl>"" Xk and let Lk be the
interpolation polynomial of f at these points, that is to say,

Lk(x;) = f(x;)

for

i = 1, ... , k.

It is well known that

f
f(x;)
Lk(x) = vdx) i~ (x - x;)v~ix;)
with Vk(X) = (x and we get

Xl)' ..

(x - Xk)' Then c<n can be approximated by c(Lk )

c(Lk) =

L A~k)f(x;)
i=l

with

A~kl =_,_1_ c(vd X) =_,_1_ c(Vk(X)-Vk(XJ)


Vk(X;)

x-X;

Vk(X;)

X-Xi

and thus, A~k) = wk(xJ/v~ix) with the notations of Chapter 1.


Such a formula is called an interpolatory quadrature formula. It is
exactly the way we used in the first chapter to construct Pade-type
approximants; the corresponding function was f(x) = (1- xt)-l.
Theorem 2.19. If f is a polynomial of degree at most k -1 then c(Lk) = c(f).

Proof. Obvious since Lk is identical to

f.

A consequence of this theorem is


k

Ci=C(X i )=

L A}k)X:,

for

i=O, ... ,k-1.

i~l

Thus we obtain Aik ), , A};l as the solution of a system of linear


equations.
Let W be the matrix of this system and 'Y its second member. Then

(k -l/kMt) = (g, W-I'Y)


with
g = 1- xlt)-I, ... , (1- Xkt)-I)T.

This is the formula we have obtained in section 1.2.


Theorem 2.20. Let Xl> , Xk be the zeros of P k that we assume to be distinct.
If f is a polynomial of degree at most 2k -1 then e(Lk) = e<n.

Proof. Let P be an arbitrary polynomial of degree 2k -1. We can write


P(x) = Q(x)Pdx) + R(x)

Chapter 2

62

where Q and R are polynomials of degree at most k -1. We get


c(P) = c( QPk ) + c(R) = c(R)

by the orthogonality property of Pk


R can always be written with the help of the Lagrange interpolation
formula as
k
R(x;)
R(x) = Pdx) i~ Pk(.x;)(x _ x;}'

c(P) = c(R) =

wIth Pk(x) = (x -

Xl) .

(X - Xk)

R(~)

i~ Pk(~) Qk(~)'

sInce

c(P) =

L A~k) R(~).
i=l

But

P(Xi)=Qk(~)Pk(~)+R(~)=R(~)

and the result follows .

In the case where Xl, ... , Xk are the roots of Pk (which are assumed to
be distinct) the interpolatory quadrature formula is called a Gaussian
quadrature formula. It is exactly the method we used in the first chapter to
construct Pade approximants; the corresponding function was f(x) =
(l-xt)-l and the result of Theorem 1.15 follows from Theorem 2.20.
Let us now give some other expressions for the coefficients Afk).
A(k) = Qk(~) = Pk-l(~)Qk(~)- Pk(~)Qk-l(~).

Pk(~)
Pk-l(~)Pk(~)- Pk(~)Pk-l(~)

Using Theorem 2.12 and Corollary 2.1, we get


Afk) = l/Kk-l(~' ~).

This shows that, if the functional c is positive definite, then Afk) > 0, Vi and

k.
We also have
A~k) = Pk-l(~)Qd~)- Pk(~)Qk-l(~)

Pk(~)Pk-l (~)

Akhk- l

Pk<~)Pk-l (~)

Let us consider
P~(X)
P(X)=p,2( )( _
k

Since

)2

is a root of Pk then P IS a polynomial of degree 2k - 2 and


Thus

P(X;) = 8i;.

c(P) = ,~ A(k)l)
.. = A~k)
J
lJ
I
j=l

63

General orthogonal polynomials

It can be shown that a Gaussian quadrature formula is optimal in a


certain sense

Theorem 2.21. A Gaussian quadrature formula (with k points) cannot be


exact on the space of polynomials of degree 2k.

Proof. We have to find a polynomial p of degree 2k such that


k

A~k)p(XJ. Let us choose p(x) = P~(x). Since c is assumed to be


i=l
definite then c(p)=c(PD=fO. On the other hand p(X;)=P~(Xi) and thus

c(p) =f
k

i=l

A~k)p(X;) =

O.

Let us now come to two important notions: stability and convergence.

Definition 2.1. A quadrature method is said to be stable if M (independent


k) exists such that

IJ1 A~k)Eil~M l~i~~

of

IEil

Theorem 2.22. A necessary and sufficient condition for a quadrature method


to be stable is that M (independent of k) exists such that
k

L IA~k)I~M

Vk.

i=l
Proof. The condition is sufficient since

IJ1 A~k)Eil~i~ IA~k)IIEil~m~x

IEil

i~ IA~k)1

~MmaxleJ
i

Let us now prove that the condition is necessary. Let us assume that
k

i=l

IA~k)1 is not bounded Vk. Let us choose Ei

= A~k)/IA~kl Then

li~ A~k)Eil = i~ IA~k)1

and the quadrature formula is not stable.

Defiinition 2.2. Let V be some Banach space of functions on which c is


defined. A quadrature method is said to be convergent on V if
lim c(Lk ) = c(f),

Vf E V.

k---+oo

The study of convergence can be done by using the uniform boundeness


theorem.
Let lk be the continuous linear functional on V such that
'k(f) = c(Lk ).

64

Chapter 2

Theorem 2.23 (Uniform boundeness theorem). A necessary and sufficient


condition in order that lim
k-+co

'k(n = c<n, Vf E V is that

VfED
where D is dense in V(D
Illkll~M,

= V) and

Vk

where M is independent

of k.

In our particular case if V is Cco[ a, b] the space of continuous functions


on [a, b] with

Iitil = xe[a,b]
max If(x)1 then

i=1

By Theorem 2.19 we see that the first condition of the preceding theorem is
satisfied and we have
Theorem 2.24. A necessary and sufficient condition in order that

Vf E Cco[a, b]
is that M (independent

of k)

exists such that

L IA~k)I~M,

Vk.

i=1

Thus the conditions for stability and for convergence are the same. We
see that Theorem 1.11 is a consequence of this theorem as well as Toeplitz
theorem which was used in secuon 1.3 to obtain Theorem 1.8.
From the preceding theorem we get
Corollary 2.S. If the functional c is positive definite then Gaussian quadrature
formulas are stable and convergent on Cco[ a, b ].
Proof. We have already seen that A~k) = Kk~1(X;, X;). Thus if the functional c
is positive then A~k) > 0 and
k

i=1

i=1

L IA~k)1 = L A~k) = co.

Let c be defined by
C(XI)

r-

Xi

da(x)

with a bounded and nondecreasing in [a,b]. If ti[b-I,a- 1 ] then f(x)=

General orthogonal polynomials

65

(1- Xt)-l E C~[a, b] and Corollary 2.5 applies. Thus we have proved that, in
that case
lim [k -l/kl(t) =

let),

k-->~

which is the result given in Theorem 1.18.


Let Xl, ... ,Xk be the zeros of P k which are assumed to be distinct. Let
P be the Hermite interpolation polynomial such that P(xi ) = [(Xi) and
P'(x;) = ['(x;) for i = 1, ... , k. It is well known that if [ is 2k times continuously differentiable in some interval [a, b] which contains Xl, ... ,Xk then

P~(x) f2k)(
[( ) _ (
~)
X -P x)+ (2k)! t~
where ~ E [a, b] and depends on x.
Thus
1
c(f) = c(P)+ (2k)! t~ c(P~(X)f2k)(~
but, by Theorem 2.20
c(P) =

i=l

i=l

L A~k)p(X;) = L A~k)[(Xi) = c(Lk )

and we get the error


c(f)- c(Lk) =

(2k~! t~ c(P~(X)f2k)(~.

Since f2k) is continuous, there exist m and M such that


V~E[a, b]

and

Now if we assume that the functional c is positive then, applying the


preceding inequality, we get
mc(P~) ~ c(p~(x)rk)(~~ Mc(PD

and thus
c(f)-c(Lk )

= t~(~~)! f2k)(~).

Now if [(x) = (1- xt)-l with t[b-l, a-l] and with


C(Xi)=

Xi do: (x)

66

Chapter 2

with a bounded and nondecreasing in [a, b] then all the preceding assumptions are satisfied and we get the error term given in Theorem 1.18 as well
as the inequalities which follow it.
Let us now assume that the power series expansion of { is known (or
only some of the first coefficients)
00

L /;Xi.

{(x) =

i=O

Then
00

L c;/;.

e(f) =

i=O

Let er = e;/; and let e' be the functional defined by


i =0,1, ....
00

Let g be the series g(t) =

L ert

Then g(l) = e(f) and

i=O

g(t) = e'I- xt)-I).

We can approximate g by some Pade-type approximant as we have done in


Chapter 1. The corresponding functional will be e'. Thus (p/q)g(l) will
provide approximations for e(f).
In Gaussian quadrature formulas quasi-orthogonal polynomials can be
used instead of orthogonal polynomials. In that case if Xl> ,Xk are the
zeros of Pk(x, a) and if A\k) = Qk(.~i, a)/P~(x;, a) then e(Lk) = e(f) when { is
a polynomial of degree at most 2k - 2 (instead of 2k -1). It can also be
proved that A~k) = e(p2 ) where
P(x) =

Pk(x, a)
(x - X;)P~(X;, a)

Thus A\k) > 0 if e is positive definite.


Finally let us remark that Gaussian quadrature methods define some
kind of discrete orthogonality. Let nand m be arbitrary non negative
integers such that n + m ==: 2k -1; thus, by Theorem 2.20
k

e(PnPm )

= L A~k)pn(X;)Pm(X;)
i=1

where the X; 's are the roots of Pk which are assumed to be distinct. If
then the orthogonality property gives
k

L A~k)pn (X;)P

(X;) = 0,

i=1

If n=m then
k

L Alk)p~(X;)::f o.
i=1

n+m==:2k-1.

n::f m

General orthogonal polynomials

67

In this section we saw that the theory of general orthogonal polynomials can be used to prove old and new results about Pade-type and Pade
approximants and that the proofs are generally easier than the classical
proofs.
2.6.

Matrix formalism

The aim of this section is to explain the properties of general orthogonal


polynomials by using the theory of tridiagonal matrices.

2.6.1. Jacobi matrices


Let J be the following real infinite matrix
bo
J=

eo

al

bi

el

a2

b2

0
0
0

..... . . . . .

")

...

J is called a Jacobi matrix or a J-matrix.

Starting from this matrix one can consider the difference equation

k=1,2, ....
This difference equation is defined by one row of the J -matrix. The first row
of J gives
aoyo + bOYl = xyo

and we can add the initial condition

Yo= 1.
It is easy to see that, for all k, Yk is a polynomial of degree k with respect to
the parameter x. We shall write Yk = Pk(x). For that sequence of polynomials

to exist all the numbers bk must be different from zero. This assumption will
now be always made. The polynomials Po, PI>' .. are linearly independent.
If do, ... ,d" exist such that

then
P(X)=bdn xPn-l(x)+ ....
n-I

Since P is identically zero then

O.

d" = O. For the same reason d,,-I = ... = do =

Thus any polynomial can be expressed in this basis. We can now define
a linear functional c on r;; by
C(PnPk) = 0,

if

n=f k.

68

Chapter 2

This relation defines the functional c on the whole space since any polynomial P of degree k can be uniquely written as

P(x) = doPo(x) + '" +dkPk(x)


with Po(x) = 1; then
k

c(P) = c(PoP) =

L d;c(POPi) = doc(P~).
i=O

Thus the moments Ck = C(Xk) of c can be obtained apart from a multiplying


factor, since c(P~) is arbitrary. We shall choose c(P~) = 1. It follows from
Theorem 2.14 that Pk and P k + 1 have no common root. Moreover
Theorem 2.25. If ekbk > 0, Vk then the functional c is positive definite.

Proof. c is definite since bd: 0, Vk. Let P be a polynomial such that


'Ix. Thus, from Lemma 2.1

P(x)~O,

P(x) = A 2(X)+ B2(X).


We can write
k

A(x)=

L d;Pi(x)
i=O

where k is the degree of A. Thus


k

c(A 2) =

L L d;~C(PiPi) = L d~c(P~).

i=O
But, using the notation of Theorem 2.4
i=Oj=O

A k + 1 = b"k = tk+1t"k
and then

-1
bk- 1 hk
Ck+1 = ek-lbk =-b--h

and

k-l

ek-1b"k~1 = hkh"k~l'

Thus if ek-l and bk- 1 have the same sign so have hk and hk-h Vk. Since
ho = 1 the result follows.
Theorem 2.26. A necessary and sufficient condition for the functional c to be

positive definite is that the matrices

~O) (~:
=

Ck

::
Ck+l

: :: . CC.:2:kl)

be positive definite for all k.


Proof. A(x)=ao+ ... +akxk and thus
k

c(A 2) =

L L a;~c(xixj) = L L Ci+ja;~
i=Oj=O

i=Oj=O

69

General orthogonal polynomials

and
c(A 2) = (d,

where d

A~O)d)

= (ao; a1;' .. ; ak)T

and the result follows.

Let us recall a useful result which is very classical

Theorem 2.27. Let c be positive definite and let a be such that Pk(a) =1= o. Let
V(a) be the number of zeros of Pk which are greater than a. Then V(a) is
equal to the number of changes of sign in the sequence

1, -P1(a), P2 (a), -P3 (a), ... , (-l)kPk (a).


If b is such that Pdb) =1= 0 then the number of zeros in la, b[ is equal to
V(a)- V(b).
2.6.2. Matrix interpretation

In this section we shall give a matrix interpretation of orthogonal


polynomials and their properties. The basis of this interpretation is the
following remark. Let
p(x)=ao+a1x+ ... +anx n,
q(x) = bo+ b1x + ... + bkxk.

We set
a = (ao; ... ; ~; 0; 0; .. y,
b = (b o; ... ; bk ; 0; 0; .. y.

We can define on
form by

~,

with Cauchy product of two polynomials, a bilinear

(p, q) = c(pq).

This bilinear form is symmetric and


(p, q) = (a, Ab)

where A = (Ci+i)Zi~O and where (.,.) is the ordinary scalar product of two
vectors (which is well defined since the vectors a and b have only a finite
number of non zero components).
If H~O) =1= 0, Vk the bilinear form is definite. From the Schur theorem we
know that an orthogonal matrix Q and a diagonal matrix D exist such that
A=QDQ T
where the columns of Q are the eigenvectors of A and where the eigenvalues of A are the diagonal elements of D. Thus
(p, p) = (a, QDQTa) = (QTa, DQTa).

The scalar product is different from zero for all a =1= 0 iff all the eigenvalues
of A are different from zero that is to say H~O) =1= 0, Vk. With this bilinear

70

Chapter 2

form {lj> is an inner product space [12]. The bilinear form is positive
definite iff ~) > 0, Vk. With this bilinear form, {lj> becomes a pre-Hilbert
space. This point of view has been recently developed by Van Rossum
[106].
When c is positive definite it is possible to apply the Schwarz inequality
and we get
i, j

= 0,1, ....

Holder inequalities also apply and some other inequalities for positive
moment sequences can be deduced from them [32] (see section 2.10).
Let us now come to the matrix interpretation of orthogonal polynomials. Following Gragg [63] we set
Pdx) = p&k) + pik)x + ... + p~k)Xk
and

We shall denote by Bk the square matrix of the first k rows and columns of
any infinite matrix B.
Let H be the diagonal matrix with elements hi = c(P~). Then the
orthogonality relation of the family {Pk } can be written as
LALT=H,

or
LkAkLf = Hk> for

k = 0, 1, ....

Since Pk has the exact degree k for all k, then the matrices Lk are invertible
and we get
Ak = LklHdLkl)T,
A =L -lH(L -l)T

k =0,1, ...

which is the Gauss-Banachiewicz decomposition of the matrix A. If the


functional c is positive and if the polynomials Pk are orthonormal we thus
get the Cholesky decomposition of A. This decomposition exists iff all the
principal minors of A are different from zero, that is H~O) =/= 0, Vk.
Let us now consider the case of monic orthogonal polynomials (p~k) =
1, Vk). Let Ik be the identity matrix of order k and let

o o
...
o o ...
1

where Bk and Ck are the coefficients occuring in the recurrence relation of


the polynomials.

General orthogonal polynomials

71

Theorem 2.28.
k = 1, 2, ....

Pk(x) = det (xlk - J k ),

Proof. We have

o
o

-1

x+B 2

-1

o
o

o
o

o
o

o
o

o o
o o

Expanding this determinant with respect to its last row, we get


det (xlk -Jk ) = (x + B k ) det (xlk-1-Jk- 1)- Ck det (xlk- 2-h-2)
which is the recurrence relation of orthogonal polynomials and we see that
det (xII-J 1) = x + Bl = P1(x).
As we can see from section 2.6.1 there is a close connection between
orthogonal polynomials and Jacobi matrices since they are in a one-to-one
correspondence. From Theorem 2.28 immediately follows

Corollary 2.6. The zeros of P k are the eigenvalues of Jk


We know, from the Hadamard-Gerschgorin Theorem, that the zeros of
P k are in the union of the discs with radius 1 + ICi I centered at - Bi for
i = 1, ... , k. (C = 0).
For monic orthogonal polynomials CHI = hk/hk- 1 and thus we get

Theorem 2.29. A necessary and sufficient condition for the functional c to be


positive definite is that Ck > 0, Vk in the recurrence relation of monic orthogonal polynomials.
This result was first proved by Favard [51]. In that case we know from
the classical theory of J-matrices that the zeros of det (xlk -Jk ) are real and
distinct and also distinct from the zeros of det (xlk + 1 - Jk + 1 ). This was the
result of Theorem 2.15.
Let J' be the matrix obtained by suppressing the first row and the first
column in J.

Theorem 2.30.
k = 2, 3, ....
Proof. This is the same as that in Theorem 2.28 since the polynomials Ok
satisfy the same recurrence relation with a different initialisation.
The zeros of Ok are the eigenvalues of Jk-l and the HadamardGerschgorin Theorem can be used to locate these zeros. If c is positive
definite the theory of J -matrices shows that the zeros of Ok are real and

72

Chapter 2

distinct and also distinct from the zeros of Qk+l' We set

T~(~

1 0 0 0
0 1 0 0
0 0 1 0

"

")

. ,

1
0

0
1

P6k)

- pik )

0
_ p~k)

0
0

0
0

0
0

0
0

Fk =

0
_

p~k)

1
0
p(k) - p~k~l
k-2

The matrix Fk is the companion matrix of the polynomial Pk since


Pdx) = det (xlk - Fd = P6k)+ pik)x + ... + p~k~IXk-l + Xk.
If we use the recursive method given in section 2.2 to calculate the
coefficients of the polynomials Pk then we get

JL=LT,
k = 2,3, ....

Let xik), ... ,X~k) be the zeros of Pk and

1..

Vk = (

xik )

(k)k-l

Xl

..1)
Xkk )

(~)k~l
Xk

Let Dk be the diagonal matrix with elements xik), . ..

,X~k).

Then

FkVk = VkD k

which shows that the eigenvalues of Fk are the zeros of Pk. We also have
ikLk = LkFk

and then
ikLkV k = LkFk V k = Lk VkDk.
If we set Q k = Lk V k then

ikQk = QkDk

which shows that the matrices i k and Dk are similar. Thus the zeros of Pk
are the eigenvalues of Jk
Let us now consider the matrix Wk"l of order k with elements
Kk(xlkl, xjk)) for i, j = 1, ... ,k. From the Christoffel-Darboux relation
(Theorem 2.6) and from Corollary 2.1 we see that the matrix Wk is diagonal
and Kk(xlkl, xl k )) = 1/Alk) =1= O. Since the elements of Q k are equal to

73

General orthogonal polynomials

Pi_l(X~k))

then the Christoffel-Darboux relation gives

Q[Hk 1Qk

= W k1

and thus
Hk = QkWkO[

which is the discrete orthogonality relation given at the end of section


2.5.
Using Hk = LkAkL[ we find that
Ak =VkWkV[

which shows that the matrices Ab Hk and Wk are congruent.


Let us now consider the matrix
Rk(x) = (xlk -Jk )-I.

If the zeros of P k (eigenvalues of Jk ) are denoted by Xlk), then


k

Rk(x) =

L (x-xl k))-IRl k)
i=1

where the matrices Rlk) are called residue matrices. Then we formally have
00

Rk(x) =

L A/X i + 1
i=O

and we get the following identities for the residue matrices


k

Ik =

L Rlk),
i=O
k

Jk

= L Rlk)xl k).
i=O

From the preceding relations we get


Jk

= OkDkOk

1,

Rdx) = (xlk - OkDkQk1)-1 = Ok (xlk - D k )-10 k \


= Ok (xlk - D k )-IWkO[H k 1.

Let d1)(x) be the elements of Rdx). The last relation gives

(k)( )_ 1
A~k) P (k))pi-I (k))
r i.i x -~ t... _ (k) i-I Xn
Xn ,
''j-l n=1 X
Xn

i,j=1, ... ,k.

The elements of the matrices R~k) are


A~k)hi_lPi_l(X~k))Pi_l(x~k))

i, j

1, ... , k.

Using the Christoffel-Darboux formula we see that the matrices R~k) are
projectors, that is to say R~k)2 = R~k). If the functional c is positive the
polynomials pt = Pk/h~/2 are orthonormal and the matrix ot = H k 1l2 0 kW~/2

74

Chapter 2

is an orthogonal matrix. The matrix


get

It = Hk1l2JkHt/2

is symmetric and we

Itot=otDk
. The residue matrices R~k)* = Hk1l2R~k)Ht/2 of the matrix (xIk - It)-l are
projectors. They are also orthogonal and symmetric and thus

= (R~)*)T = R~k)* = (R~k)*)2.

(R~k)*)-l

We shall now give some brief remarks about Hankel quadratic forms
and the Rayleigh-Ritz principle. This principle will be extended in section
2.7.1.
Let q be an arbitrary polynomial with degree k
k

i=O

i=O

L qixi = L a;Pi(x)

q(x) =

and
q2(X) =

i.j=O

i.j=O

L qiqjX i+j = L a;~Pi(X)Pj(x).

Thus
C(q2) =

i.j=O

i=O

L Ci+J.qiCli = L afc(Pf).

From the inertia law of real quadratic forms [55] we know that the number of
positive terms and the number of negative terms is independent of the
representation. Moreover a representation of the form
k

C(q2) =

L bf A;
i=O

exists where the .\;'s are the eigenvalues of the matrix A k + 1 Thus the
number of positive c(pf) is equal to the number of positive eigenvalues of
Ak+1 and the number of negative c(Pf) is equal to the number of negative
eigenvalues of A k+1' When passing from Ak to Ak+1 the number of positive
eigenvalues or the number of negative eigenvalues is increased by one. If
c(pfO, Vi then all the eigenvalues of the matrices Ak are positive, Vk and
the functional c is positive which is a previous result.

Remark. If c(Pf} > for i = 0, ... , k then the preceding properties are true
up to the index k.
Let q and a be vectors with components qo, ... , qk and ao, ... , ak

respectively. Then
C(q2) = (a, Hk+1a) = (a, Lk+1Ak+lL[+la)

= (L[+l a, A k +1 L[+1 a) = (q, Ak+1q)


which shows that
q =L[+1 a.

General orthogonal polynomials

75

Let A o , . ,Ak be the eigenvalues of A


Then, from the Rayleigh-Ritz principle
A ,.::: (q, Ak+1q) ,.::: A
k ~

q,q )

k+1

indexed so that

Ak:S:; .. :s:; Ao.

Vq E ITllk+l.

0,

II\\

Since this inequality is valid for all vectors q we can take q = Lf+1a and thus
we get
\ ,.::: (a, Hk+1a) ,.:::A
I\k ~(LT
LT a ) ~ o
a
k+l ,

k+l

We also have
\
I\k

. (q,

= mIn
q"O

2.7.

Ak+1q)

(q, q)

(a, Hk+1a)

a"O

(Lf+la, Lf+1a)

= mIn

Orthogonal polynomials and projection methods

The aim of this section is to show the close connection which exists between
orthogonal polynomials and some projection methods used in the theory of
linear operators. Some of these projection methods are related to a generalization of Pade approximants for series whose coefficients belong to a
topological vector space. This connection will be studied in section 4.1.2.
2.7.1. The moment method
Let E be a Hilbert space with inner product denoted by (.,.) and let
zo, Zb ... ,Zk be elements of E which are assumed to be linearly independent. Let
Ek

= Span {zo, Zl, ... , Zk-l}'

The moment method [131] consists in constructing a linear operator


defined on Ek such that

Ak

Zl = Akz O,
Z2

Zk-l

= A k z 1 = A~zo,
= A k z k - 2 = A~-l Zo,

Hkzk = Akz k - 1,

where Hk is the projection operator on E k . The preceding equations define


completely Ak since, Vv E Ek
and
AkVk

= VOZI + ... + Vk-lHkZk E E k

Let us now determine the characteristic polynomial of A k Since


it can be written as

Hkzk E Ek

Hkzk = -CXOZO-CX1Z 1 - .. -CXk-lZk-l'

76

Chapter 2

Let us use the fact that Zk - Hkz k is orthogonal to Ek> that is to say
orthogonal to zo, ... ,Zk-l' We get
(Zk - HkZk> zn) = 0,

for

= 0, ... , k-l

or
(Zo, zo)ao + (zo, zl)al + ... +(zo, zk-l)ak-l + (zo, Zk) = 0,

(Zl' zo)ao + (Zl> zl)al + ... + (Zl, zk-l)ak-l + (Zl> Zk) = 0,


(Zk-l, zo)ao + (Zk-l> zl)al + ... + (Zk-l, zk-l)ak-l + (Zk-l> Zk) = 0.

Since zo, ... , Zk-l are linearly independent, the determinant of this system is
different from zero and ao, . .. ,ak-l are uniquely determined.
Let
Pk(t)=aO+a1t+ ... +ak_ltk-l+tk.

Then
Pk(Ak)zo= aozo+ +ak-lzk-l + Hkz k = 0.

We also have
AkPk(Ak)zo = Pk(Ak)AkzO= PdAk)zl

= 0,

A~-lpk(Ak)ZO = Pk(Ak)A~-lZO = Pk(Ak)Zk-l

and by linear combinations, PdAk)u


eigenvector of Ak then

= 0,

'flu

E k. In particular if U is an

Pk(Ak)u =Pk(A)U =0

which shows that Pk is the characteristic polynomial of A k


We now want to solve, in E k , the equation
Z

=AkZ +b

where b E Ek and where 1 - Ak is assumed to be invertible. Let P and Q be


two polynomials such that
1- P(t) = (1- t)Q(t).

Then the equation


Z =

P(Ak)z + Q(Ak)b

has the same solution as the preceding equation since


(1 - P(Ak))z

= Qk(A)b = Qk(A k )(1 -

Ak)z.

The degree of Q is one less than the degree of P and P(I) = 1. The
coefficients of Q are determined from those of P by the preceding relation.
Let us choose P as P(t)=Pk (t)/Pk (1) where Pk is the characteristic
polynomial of A k. Since 1 - Ak is invertible then Pdl) f: and we get

= P(Ak)z + Q(Ak)b = Q(Ak)b

General orthogonal polynomials

77

since
Pk(A k ) = P(Ak ) = O.

Thus the moment method can be used to solve operator equations.


Moreover we get
k

Remark. If P is written as P(t) = ao + a l t + ... + aktk with ai

= aJ I

a i and

i=O
k

ak

= 1 and if

Q(t) = f30 + f3 l t + ... + f3k_ltk-l then f3i

0, ... , k -1.
If the equation we want to solve in Ek is written as

= I

a j for i

j=i+l

AkZ=b

with Ak invertible then the equation


Z =

P(Ak)z + Q(Ak)b

has the same solution if the polynomials P and Q are related by


1- P(t) = tQ(t).

This relation shows that the degree of Q is one less than the degree of P and
that P(O) = 1. Let us choose P(t) = P k (t)/Pk (0) where P k is the characteristic
polynomial of A k. Then PdO) # 0 since Ak is invertible and P(O) = 1; then
we have
Z =

P(Ak)z + Q(Ak)b

= Q(Ak)b.

Thus we get the solution and Q(Ak)=Ak l .


Remark. The coefficients of P are given by ai = aJao and those of Q by
f3i = -ai+l for i = 0, ... , k -1.
Let A be a continuous linear operator on E. We choose ZoE E and we
construct the sequence zn = AZn- 1 = A nzo for n = 1, 2, ....
Let us apply the moment method to the sequence {zn} assuming that
zo, ... ,Zk are linearly independent and let v E E k ; then
v = vozo+ .. +Vk-lZk-l.

Since v E Eb Hkv

= v and we have

AHkv =Av =voAzo+ ... +Vk-lAzk-l

= VOZI + ... +Vk-ZZk-l +Vk-lZk


Let us now project on Eb recalling that Zl, ... ' Zk-l belong to Eb
HkAHkv

= VOZI + ... + Vk-ZZ k- l + Vk-lHkZk

78

Chapter 2

Thus
Ak=HkAHk

On .& we have, of course, Ak = HkA and the preceding relation gives an


extension of Ak to the whole space E.
Remark. From the preceding relation we see that IIAkll:o;;;;IIAII, Vk and Ek+1
contains E k. If E has the dimension k then Ak is identical to A. It can also
be proved that Ak strongly converges to A.
If A is a square n x n matrix then the projection operator Hk can be
easily expressed [10]. Let U be the matrix with columns Zo, ... , Zk-l; it is a
matrix with k columns and n rows. Then UTU is a k x k matrix with
elements (z;, Zj). Thus it is an invertible matrix since Zo, ... , Zk-l are
assumed to be linearly independent. For every x E E we have
(Hkx-x z;)=O,

for

j=0, ... ,k-1,

or
k-l

L ai(zi, Z) = (x, Zj),

for

j=O, ... , k-1,

i=O

with
Hkx =aozo+ +ak-lzk-l

Let a = (ao, ... , ak_l)T; then the preceding system is


UTUa= UTx

and we get
Hkx

Ua

U(UTU)-lUTX

which shows that


Hk

= U(UTU)-lUT.

Let us notice that if A is self-adjoint then the polynomials {Pk } are


orthogonal with respect to the sequence {c..} defined by

n=O, 1, ...
since

c.. = (Zi, Zj),

Vi, j such that i + j = n.

This remark is the basis of a method of getting better approximations to the


eigenvalues of a self-adjoint operator in a Hilbert space and which generalizes
the Rayleigh-Ritz principle as described in section 2.6.2. This generalization
is due to Bessis [11].
Let Z E E. We consider the moments {cn} given by c.. = (z, A nz ). The
functional c is positive definite. Let {Pk } be the polynomials orthogonal with
respect to {cn}. We already saw that Pk is the characteristic polynomial of
Ak = HkAHk. Let A~k), ... , A~k) be the zeros of Pk. They are real and
distinct. We can thus assume that A\k)< ... <A~k).

General orthogonal polynomials

79

From Theorem 2.15 there is a zero of P k between two consecutive


zeros of P k+ l and reciprocally. Thus
...

<A~k+l)<A~k)<

...

<A~il,

for

i = 1, 2, ....

Moreover we know that Ak converges strongly to A and thus


lim A~k) = Ai' for

i = 1,2, ...

k-->oo

where Al";;;; A2";;;;

are the eigenvalues of A. So we get


i = 1, 2, ....

For all i and k, A~k) depends on z while Ai is independent of z. But the


preceding inequalities are valid for all z and thus
Ai";;;; inf A~kl,

k = i, i + 1, ....

If z is the eigenvector associated with Ai then Cn = A~(Z, z) and A~k) = Ai and

finally
A =inf A(k)
,

'

k = i, i + 1, ....

This is an improvement of the Rayleigh-Ritz principle since


Pl(x) = COX -Cl'

A\l) = Cl/CO= (z, Az)/(z, Z)~Al

which is the classical Rayleigh-Ritz principle. Thus by using orthogonal


polynomials the A~kl>S will provide better approximations to Ai for increasing
values of k.
The moment method is a particular case of Galerkin method in which
VEE can be written as

i=O

and the projection operator is given by


k-l
Hkv =
Vicf>i

i=O

The moment method corresponds to the choice cf>i = Zi. If Zi = A izo then
better results are obtained since the Zi are connected with the problem to be
solved. Convergence theorems for the moment method are particular cases
of convergence theorems for Galerkin method.

2.7.2. Lanczos method


Let A be a continuous linear operator on a topological vector space. Let E'
be its dual space and let us denote by (.,.) the bilinear form which sets the
duality between E and E'. In this section we shall prove that Lanczos
biorthogonalization method [81,82] comes out from the recurrence relation
of orthogonal polynomials.

80

Chapter 2

Let z E E and y E E' be arbitrary. We consider the sequences {Zk}E E


and {Yk} E E' generated by
Zo=Z,
Zk

Yo= y,

= AZk- 1 = A kZ,

Yk

= A *Yk-l = (A *)ky,

where A * is the adjoint of A.


Let {Ck = C(Xk)} be defined by
Ck = (y, Zk) = (y, A kZ) = A *)ky, z) = (Yb z).

Obviously we have
Vi

and j

with

i +j

= k.

Let us now construct the family of general orthogonal polynomials {Pd


with respect to c. We have

P k+ 1(X) = (x + B k+1)Pk(X)- Ck+1Pk- 1(X),

k=O, 1, ....

with P- 1(x) =0, Po(x) = 1 and


B k+1 = -c(xPD/c(P~),

We first express these constants


c(P~) =(y, P~(A)z) = (Pk(A *)y, Pk(A)z).

We set
and

Yk =Pk(A*)y

Zk =Pk(A)z.

Thus
c(PD = (Yb Zk),
c(xP~) = (Yb Az k ).

We get
Pk+l(A)= (A + Bk+1)PdA)-Ck+1Pk-l(A)

and an analogous relation for P k + 1 (A *). Applying these relations to z and y,


we obtain
Zk+l = (A + B k+ 1 )Zk - Ck+1 Zk- b
Yk+l

= (A * + Bk+1)Yk -

Ck+1 Yk-l

with

Z-1 =OEE,

Zo = Z E E,

51-I =OEE',
Yo = YE E',

k = 0,1, ...

81

General orthogonal polynomials

which is exactly Lanczos biorthogonalization method. From the orthogonality relation of the family {Pd we obtain directly the result of Lanczos

k f n.

c(PkPn) = {Yk, Zn> = 0 if

We say that the sequences {Yk} and {zd are biorthogonal.


Let us now assume that E is a Hilbert space. Then E is isomorphic to
00

the space 12 of sequences {Sn} such that


sf < +00 and A can be rei =0
presented by an infinite matrix.
Let Z be the infinite matrix with zo, ZI, ... as columns, let Y be the
infinite matrix whose rows are Yo, YI' ... and let C be the infinite matrix
with elements ci+ j = (Yi' Zj). Then

C=YZ.

Z be the matrix with columns


Yo, Y1> ... We have

Let

zo, Z1> . ..

and

the matrix with rows

Zk

= PdA)z =

p~k)Zb

i=O
k

Yk = Pk(A *)y =

p~k)Yk

i=O

Using the same notation as in section 2.6.2, we get


Z=ZL T,

Y=LY.
Thus

YZ = L YZL T = LCL T

H.

This relation shows the biorthogonality of the sequences {Yk} and


also get

n
00

det C =

(Yb Zk).

k=O

Let J be the matrix defined in section 2.6.2, then


AZ=ZTT,
YA =TY
AZ = AZL T = ZTTL T = ZeLT)T
but
T=L-IjL
and we get

AZ=ZjT,
We also have

YA =LYA =LTy=jLY

{zd. We

82

Chapter 2

and it follows that

YA=iY,
H E has finite dimension k then Yk = Zk = 0 since there cannot be more
than k linearly independent elements. P k is the characteristic polynomial of
A. All the preceding results are still valid with truncated matrices of
dimension k. Thus P k is also the characteristic polynomial of the matrix Ak
formed by the first k rows and columns of A. We also see that A and j (Ak
and jk) are similar. If A is seH-adjoint then the sequence {Ck} is positive.
H Y = Z then Yk = Zk, Vk and the polynomial P k is given by
(zn, zo)ao + (zn, zl)al + ... + (zm zk-l)ak-l + (zn, Zk) = 0

for n = 0, ... , k -1. It follows from the results of the preceding section
that P k is the characteristic polynomial of the operator Ak = HkAHk obtained by the moment method. Now let
-Bi = qi + ei-l>
Ci

= 1, 2, ... ,

eo = 0

= qi-1E;-1

Then it is easy to see that


1[= LkRk

with

e1

0
Lk =

~.

C-": ":}

R k

0
1

We also obtain det Ak = det 1k = qlq2 ... qk


Let 1 =r O) and let B~O) = _q~O) - e~~l (with e~O) = 0) and C~O) = q~~l e~~l
be its elements. Let
q~O)
1 e~~)
0
0
L(O) =

R(O) =

(0)

qk

e<0)

k-l

0
1

where all the matrices are infinite. Then the preceding results apply and we
get
1(0)

R(O)TL (O)T

which is the Gaussian decomposition of rO). Now let r1) = L(O)TR(O)T. It is a


tridiagonal matrix with the same form as r O).
Let -BP) be the elements of its diagonal and CP) the elements of the

83

General orthogonal polynomials

sub-diagonal. We set
_ B~ll = q~ll + e~~\,
C~1) = q~=-\ e~~l'

It is easy to see that


q~Ol + e~Ol

= q~l) + e~~b

e~O)q~<:-\ = ep)qp).

We can now apply the Gaussian decomposition to the matrix


]<1)

]<1)

R(1)TL (1)T

where R(1) and L (1) are obtained by putting the index 1 instead of 0 in the
definition of R (0) and L (0). Then we can set ]<2) = L (l)T R (1)T and so on. This is
Rutishauser's LR algorithm to compute the eigenvalues of a matrix
[107,108,110]. We get
qkn ) + ekn ) = qkn +1) + ekn_"11),
eknl qk"21 = ekn +1)qkn +1),

with
We have
qiO) = -BiO) = c(xP6)/c(P6) = Cl/CO,
qi1) = - Bi1) = qiO) + eiO)

but
eiO) = C~O)/qiO) = c(Pi)/c(xP6) = (cOC2 - ci)/(COC1)

and then
(1)

ql

2
_CO::...C-",2_-_C~1

C2

Co

COC1

Cl

1
=-+

More generally let Pkn ) be the polynomials satisfying the recurrence


relation with coefficients Bkn ) and Ckn ). We have
Bi1) = _C(XP~1)2)/C(P~1)2) = -C2/ Cl'
This relation shows that the polynomials Pk1 ) are orthogonal with respect to
the functional c(1) defined by C(1)(Xi) = C(X i +1) = Ci + 1 These results generalize
for all n and we get
qin ) = cn+1/cn = (y, A n+lz)/(y, A n z )

= (y, Zn+l)/(Y, zn).


This algorithm is called the q-d algorithm (quotient-difference
algorithm). It is due to Rutishauser [107] and it has been extensively studied
by Stiefel [128J and Henrici [70], Rutishauser proved that if the eigenvalues

Chapter 2

84

IAll < IA21 < ... < 1",1 < ... then
lim q~n) = Ak, for k = 1, 2, ... ,

of A satisfy

which is a generalization of the power method (Rayleigh quotient) to


compute simultaneously all the eigenvalues of a matrix. There certainly
exists some relationship with a method based on the e-algorithm to compute
the eigenvalues of a matrix [20] but this relation has not yet been fully
studied. This section also shows the close connection between Lanczos
method, the moment method, Gaussian decomposition, LR and q-d algorithms.
2.7.3. Conjugate gradient method

Let us now use Lanczos method to solve the system Bx = b in IRn where B is
a square symmetric positive definite matrix. We have seen that, if we choose
y = z, then the polynomials Pk produced by Lanczos method are the
characteristic polynomials of the matrices Bk = HkBHk obtained by the
moment method.
Let Xk be the solution of BkXk = b. In section 2.7.1 we saw that
Xk = Ok (Bk)b,
Ok (B k ) = B;l,

k=1,2, . ..

where Ok is defined by
1- Pdt)/PdO) = tOdt).

Moreover, since

m = Hk

Ok (B k ) = Ok (HkBHk ) = HkOk(B)Hk
Then

since Zo E E k. Since Ok is a polynomial of degree k -1 and so Ok (B)zo E E k,


we obtain
Ok(Bk)zo= Ok(B)zo.
If

Zo

= ab

where a =/= 0 is real then


k=1,2, ....

Since we are working in a finite dimensional space we shall obtain Bn = B


and, then Xn = x.
Let us now apply Lanczos method to the construction of Pk , Ok and
{Xk}' We shall obtain a direct method for solving the system of equations
since the sequence {Xk} terminates with Xn = x.

General orthogonal polynomials

From Lanczos method with


Z-l =0,

Zo

= b we get

zo= b

+ {3k+l)Zk -

Zk+l = (B
{3k+l

85

'Yk+lZk-l

= -(Zk> BZk)/(Zk, Zk),

P-1(t) = 0,

= 0, 1, ...

'Yk+l = (Zk, Zk)/(Zk-l> Zk-l)

P o(t)=1

k=O, 1, ...
P k is the characteristic polynomial of the matrix Bk obtained by the moment
method from b, Bb, . .. ,Bkb. If we replace Pk(t) by P k (0)[1- tQk(t)] we get

Pk + 1(0)[1- tQk+l (t)]


=

(t + {3k+l)Pk (0)[1- tOk(t)] - 'Yk+lPk-l(0)[1- tOk- 1 (t)].

Let us now replace t by the matrix B. We get a matrix. Let us mUltiply the
vector b by this matrix and let rk = BXk - b; then
Pk+1 (O)rk+l = (B + {3k+l)Pk (O)rk - 'Yk+lPk-l (O)rk-l,
Pk+1(O)Xk+l

= Pk (O)rk + {3k+lPk (O)Xk + 'Yk+lPk-l (O)Xk-l

Let ILk = -Pk(0)/Pk+1(0). Subtracting and adding Xk we find


Xk+l

= Xk -lLkrk -ILk ({3k+l + lL;;l)Xk + ILklLk-l 'Yk+lXk-l

since in ILk> P k (0) =/= 0 because Bk is invertible.


Let t = 0 in the recurrence relation for the polynomials Pk . Then

and thus we get

+ ILk [ -rk + ILk-l 'Yk+l(Xk-l -

Xk+l = Xk

Xk)].

We set
Uk = -rk + ILk-l 'Yk+l (Xk-l - Xk).

Then we obtain

and it follows that


Uk = -rk -1L~-l'Yk+lUk-l.

Let Ak

= -1L~-l'Yk+l.

We finally get

Uk = -rk + Akuk-l>
Xk+l = Xk

k=O, 1, ... ,

+ ILkUk

We now have to find simple expressions for the coefficients Ak and ILk.
Let us first establish a property of the sequence {rk}. From Lanczos method

86

Chapter 2

we know that Zk=Pk(B)zo=PdB)b; thus 'k=-Zk/Pk(O) and the biorthogonality relation (Zb z;) = 0 if k t- i gives rise to
(rk, r;) =

0, if

k t- i.

Let us now take the scalar product of Uk and 'k+l


('k+l, Uk) = -(rk+l, rd + Ak (rk+1> Uk-I) = Ak (rk+l, Uk-I)

Thus
('k+1> Uk)

= AkAk- 1 AO('k+l, U- 1) = O.

Multiplying Xk+l by B we get


'k+1

= rk + ILkBuk

and
(Ub rk+l)=O=(Ub rk)+lLk(UbBuk).

Since B is positive definite this relation gives ILk. For Ak we have


P~-1 (0) (Zb zd
(rb 'k)
Ak = - P2(0) (A
A) = - (
).
k
Zk-1> Zk-l
rk-1> 'k-l

The algorithm is now completed and is the following


Xo=O,

Ak

,o=-b,

Uo=-'o

-(rb rk)/(rk-l, rk-l),

Uk = -rk + AkUk-l,
ILk = -CUb rk)/(Uk, BUk),

+ ILkUk,
'k + ILkBuk

Xk+1 = Xk
'k+l =

This is the well-known conjugate gradient method which is due to


Hestenes, Karush and Stiefel [72, 73].
If k < i we have
ILk(U;, Bud

= (U;, 'k+l -

'k) = Ai .. Ao(u_1> 'k+l - 'k) = O.

Since ILk t- 0 we get, using the symmetry of B

= (Ub BU;) = 0 if k < i


and thus (Ub BU;) = 0 if kt- i.
(U;, BUk)

During the computation of the conjugate gradient method if rk-1 = 0


then it follows that Xk-l = x and the method finishes. Now if Uk = 0 then
rk = AkUk-l and
(rb 'k) = Adrb Uk-I) = -Adrk-l> rl<-1).

U sing the expression for

'b we get

Ad'k-l, Uk-1)+AklLk-1(Uk-1, BUk-l) = -Ak('k-1> 'k-l).

87

General orthogonal polynomials

Using the definition of

fLk-1

we obtain

and thus rk = 0 and Xk = x.


From Theorem 2.1 we get

Ck-I

Ck

C2 k-l

-1

_t k -

with

Thus we obtain

Xk

Ck-I

Ck

C2 k-1

-b

-Bk-Ib

k=1,2, ...

=
Co

CI

Ck

Ck-I

Ck

C2k-l

In this expression the numerator is a vector which is obtained by expanding


the determinant with respect to its last row using the classical rules for the
expansion of a determinant.
Let us now give a geometrical interpretation for the conjugate gradient
method; since B is symmetric positive definite there exists a symmetric
matrix D such that B = D2 and thus Dx = D-1b. Let us consider the
following vectors
v=D-Ib=Dx,
VI

= Db,

V2 = BVI = DBb,

Let

Sk

= Span {Vb' .. , vd

and let

Wk

be the orthogonal projection of

on

Chapter 2

(Vi' Vi)
(V, V,)

= (DBi-lb, DBi-Ib) = (Bi-Ib, Bib) = (b, Bi+i-Ib) = Ci +i - l ,


= (D-Ib, DBi-lb) = Ci - l .

Thus
b

Wk

= -D

Ck

C2k-1

Bk-Ib

Co

Ck-l

----------

CI

...

Ck

Ck

...

C2k-1

and it follows that

Let us now give an expression for the error. From a classical result [83]
(Vb

VI)

(Vb VI)
(V, VI)

...

(Vb

Vk)

VI

(Vb vd
(V, vd

Vk

= Dx-Dxk

V-W k =
(VI, Vt)

(VbVk)

(Vb

(Vb

Vt)

Vk)

89

General orthogonal polynomials

and thus

Ck

C2k-l

Bk-1b

Co

Ck-l

X-Xk=-------------------

Cl

Ck

C;k

C2 k-l

We have
(v - Wk, V - Wk) = (D(x - xd, D(x - Xk
= (x - Xk, B(x - Xk = IIx - xkll~
IIx -xklFa = (v - Wk, v) = (D(x - Xk), Dx) = (x - Xk, b).

Thus we get
Cl

Ck

(b, b)

C2k-l

(Bk-1b, b)

/ H(1)

(x, b)

Co

where
Cl

H k1) =

Ck

Ck

C2k-l

which can be written


(x, b)
(b, b)

(Bk-1b, b)

(b, b)

(Bb, b)

(Bk-1b,b)

(Bkb,b)

'"

~~k~, ~).

/Hkl).

(B 2k - 1b,b)

When k = n (n is the dimension of the space) and since we assume that


b, Bb, ... , Bn-1b are linearly independent then a o, . .. , ~-l exist, with at
least one of them different from zero, so that
x

= aob + ... + ~_lBn-lb.

Thus we get
Bx = b = aoBb+ ... +~_lBnb,

90

Chapter 2

The columns of the determinant in the numerator of Ilx - x,,11~ are thus
linearly dependent and it follows that x" = x. If b, Bb, ... ,Bkb are linearly
dependent but if b, Bb, . .. ,B k- 1 b are linearly independent for some k then
Xk = x. It can also be proved that (u -Vb U -V;) = 0 Vk1= i [79].
Let us now consider the case of an arbitrary matrix B. Lanczos method
can still be applied to construct the polynomials Pk Now Pn will be the
characteristic polynomial of B and we shall obtain

x = Qn(B)b
if
zo=ab.

As in the symmetric case we get


k=O, 1, ...
Xk+l =

Xk

+ ILkUk

We have to find out the new expressions for Ak and ILk because in the
preceding relations we have extensively used the fact that B was symmetric
which is no longer assumed. We set
Xk = Qk(BT)b,

rk =BTXk -b.

We get
rk = (BTQk(BT)- I)b = -Pk(BT)b/Pk(0).

But in Lanczos method we saw that if Yo = b then


Yk = PdBT)yO = PdBT)b.

Thus
rk = -Yk/PdO).

From the biorthogonality of the sequences


(rb

rJ = 0,

{9d and {Zk}

we get

Vi 1= k.

Taking the scalar product of rk+1 and Uk we obtain


(rk+b Uk) = -(rk+l, rk) + Ak (rk+l' Uk-I) = Ak (rk+l, Uk-I)

and thus
(rk+b Uk) = AkAk- 1 ... AO(rk+l' U-l) = O.

But
rk+l

= rk + ILkBTUk,

Uk = -rk

and

+ AkUk-l, with 14_1 = 0

91

General orthogonal polynomials

which gives

= -CUb iU/(Ub BUk)

ILk

Moreover
A = _ P~-l(O) (Yb Zk)
k
P~(O) (Yk-l, Zk-l)

(rk> rk)
(rk-l> rk-l)

The algorithm is now completed and is the following


xo=O,

ro=ro=-b,

uo=uo=b

Ak = -(rb rk)/(rk-l> rk-l),


Uk = -rk + AkUk-l,

Uk = -rk + AkUk-l,
ILk = -CUb rk)/(Ub Bu k ),

+ ILkUb
rk+1 = rk + ILkBub
rk+l = rk + ILkBTUk.

Xk+l = Xk

This algorithm is known as the biconjugate gradient method [53]. We


see that
Uk, r;) = 0,

Vi f- k

(Ub Bu;) = (B T Uk, ~) = 0,

(rb Ui) = (rb u;) = 0,

Vi =!= k
Vi =!= k.

Thus
ILk

= (rb rk)/(ub BUk).

We also obtain the exact result x,. = x. Moreover if Xo = 0 and- Xk+l =


Xk + ILkUk then
= x where x is the solution of BTx = b.
The vectors {Xk} are still given as the ratio of two determinants as in the
symmetric case since Ci = (Yo, Bizo) = (b, Bib).

x..

2.8.

Adjacent systems of orthogonal polynomials

Let us again consider the recurrence relation of monic orthogonal polynomials

k = 0,1, ... ,
with
Po(X) = 1 and

P_1(x)=0.

As in section 2.7.2 we set


with qo = eo = 0 and the convention that qoeo = co. From the recurrence

92

Chapter 2

relation we get
X-1(Pk+1(x) + qk+1Pk (x))

= Pk(x)-ekx-1(pk(X) + qkPk-l(X)),

k =0,1, ....

We set
Pk(x) = X-1(Pk+1(X) + qk+lPk(X))

which can be written as


k=O, 1, ....

Pk+1(x) = xPdX)-qk+lPk(X),

(2.8)

The recurrence relation gives

k = 1, 2, ... ,

(2.9)

with
Po(x) = X-1(P1(X)+q1PO(x)) = X-1(P1(X)- B1PO(x)) = Po(x) = 1.

Thus Po is a polynomial of degree 0 and the preceding relations show that Pk


is a polynomial of degree k. Using consecutively the relations (2.8) and (2.9)
allows us to construct simultaneously the sequences {Pd and {Pk } if the
sequences {ek} and {qd are known. For i = 0, ... , k -1 we have
C(xPkPJ = c(PiPk + 1)

+ qk+l C(PiPk ) = O.

Thus the polynomials {Pk } form a family of orthogonal polynomials with


respect to the functional c defined by
i =0,1, ....

That is to say that the polynomials {Pd are orthogonal with respect to the
sequence Cb C2'
From Theorem 2.8 we see that the polynomials Pk are identical to
Kk(x, 0), apart from a mUltiplying factor. The associated polynomials Ok are
defined by
Ok(t) = c(Pk(X)- Pk(t)) = c(x Pk(x)- Pk(t)).
x-t
x-t

But
Pk(x) - Pdt) = (Pk+l(X)+qk+lPk(X))X-l_(Pk+l(t) +qk+1Pk(t))t-1
= (tPk+1(X) - XPk+1(t) + qk+l(tPdx) - xPk(t)))X-1t- 1.

We also have
tPk(x)- xPk(t) = tPk(x)- tPdt) + tPk(t)- xPdt)

= t(Pk(x) -

Pk(t)) - (x - t)Pk(t).

Thus
x(Pk (x) -

Pk (t)) = t-1[t(Pk+1(x) -

Pk + 1 (t)) - (x - t)Pk+1(t)

+qk+1(t(Pk (x) - Pk(t)) -(x - t)Pk(t))]

93

General orthogonal polynomials

and it follows that


-

Co

Co

Ok(t) = Qk+l(t)-t" P k+1 (t)+qk+l(Ok(t)-t" Pk(t

and finally we get


k=O, 1, ....

Ok(t) = Ok+l(t)+ qk+l Qk(t) -COPk(t),

(2.10)

We know that the polynomials {Pk} and {Ok} satisfy the same recurrence
relation and we have
Qk+l(t)-cot- 1Pk+1(t) = (t + B k+1)Qk(t)- C k+1Qk-l(t)
- cot-\t + B k+1)Pk(t) + cot-1Ck+lPk_l(t)
= tOk(t)-qk+l Qk(t)- ekQk(t)-qkekOk-l(t)
- COPk(t) + qk+l cot- 1Pk(t) + ekcOt- 1Pk(t)
+ COqkekt- 1P k - 1(t).

From this we easily obtain


Ok (t) = tOk (t) - COPk (t) - ekOk-l (t),

k=1,2, ...

(2.11)

with
Qo(t) = Oo(t) = O.

The relations (2.10) and (2.11) can be used consecutively to compute


simultaneously the sequences {Ok} and {Ok}.
Let us now show how the coefficients qk and ek can be obtained. Since
the polynomials {Pk } are orthogonal they satisfy a three term recurrence
relation which can be written
k=O, 1, ...

with Po(X) = 1, P_1(x)=0, eo=O and the convention that ilOeO=cl.


We can calculate {ilk} and {ek} from {qk} and {ek}. From the preceding
results we get
Pk+l(x) = Pk+l(x)- ek+lPk(X) = xPk(X)-qk+lPk(X)- ek+lPk(x)
= xPk(X)-qk+l(Pk(X)+ ekPk-l(X- ek+lPk(X).

Thus
Pk+l(X) = (x -qk+l -ek+l)Pdx)-ekqk+1Pk-l(X)

and by identification of the coefficients we get


qk+l + ek+l = ilk+l + ek,
ekqk+l

= ekilk

Let us check that th~ polynomials {Ok} satisfy the same recurrence relation
as the polynomials {Pk }. We have
Ok+l(t) = tOk+1(t)- COP k+1 {t)- ek+l Ok(t);

94

Chapter 2

replacing Ok+l by its value and using (2.8) we get


Ok+l (t) = tOk(t) - qk+l (tOk(t)"\ COPk(t)) - ek+l Ok (t).
Using (2.11) we obtain
Ok+l (t) = (t - qk+l - ek+l) Ok (t) - ekqk+l Ok-l (t).

The family {Pd and {Pd are called adjacent (or contiguous) systems of
orthogonal polynomials [103].
It is obvious that the same process can be indefinitely repeated. Thus
we shall obtain polynomials orthogonal to the sequence C2, C3, ... and then
polynomials orthogonal to the sequence C3 , C4 , and so on.
For simplicity we set eLO) = ek> qLO) = qk> eLl) = ek> qLl) = ilk> pLO) = Pk> PLl) =
Pk> OLO) = Ok, oLl) = Ok and for the functionals cia) == C and C(l) == c.
In general we shall denote by {pLn)} the family of orthogonal polynomials with respect to the sequence Cn> Cn+b ... that is to say with respect to
the functional c(n) defined by
i = 0, 1, ....
The associated polynomials will be denoted by OLn) and the coefficients
occurring in the recurrence relation by eLn) and qLn).
These sequences are related by
c(n)(x i )

= Cn + i ,

+ eLnl l = qLn++/) + eLn+l),


eLn)qLnl l = eLn+l)qLn+l).

(2.12)

qLnl l

(2.13)

This algorithm is the q - d algorithm which has been already encountered in


section 2.7.2.
These numbers can be placed in a two dimensional array as follows
qbO)
ebO)
q\O)

qbl)

e\O)

ebl)

q(O)

q\l)

qb2)
eb2)

e~l)

qil )

q~2)

q~)

e~)

2 .

e\2)
q(2)

q~3)

ei3)

2 .

q(3)

2 .

All the entries of this array can be calculated if the first diagonal is known,
i.e., qbO) = 0, ebO) = 0, qiO), eiO), qil, . ... They can be also computed from the
first three columns i.e., qbn) = 0, e~n) = and q\n) = Cn+1/ Cn" This last result
comes out by shifting the indexes since we have already proved that
q\O) = Cl/CO.

General orthogonal polynomials

95

In fact the column {q&n)} is not useful. Starting from {e&n)} and {q~n)} the
relation (2.12) gives {e~n)} and then (2.13) gives {q~n)} and so on.
The qd-algorithm always relates entries located at the four vertices of a
rhombus. The qd-algorithm is said to be a rhombus algorithm.
Gathering all the preceding results we obtain (with the convention that
q (n)e(n)
o 0 = Cno \.In)
V

p~l(x)=o,

= (x -q~nll -e~np~n)(x)_q~n)e~n)~"21(X),
Q~l(x) = -1,
Q&n)(x) = 0
Q~nll(x) = (x -q~nll - e~nQ~n)(x)_q~n)e~n)Q~n21(X),
p~n+l)(x) = p~n)(x) - e~n) p~~l)(x),
k = 0, 1, ...
p~nll(x)

= 0,1, ...
k = 0,1, ...

k=O, 1, ...

= Q~nll (x) + q~nll Q~n)(x) - Cnp~n+l)(x),


Qr+1)(x) = xQ~n)(x)-Cnp~n)(x)-e~n)Q~"--+p(x),
Q~n+1)(x)

k = 0, 1, .. .
k = 1, 2, ... .

Moreover

Q~n)(t) = c(n) (p~n)(x) - p~n)(t).


x-t

Let
Cn+k-l

Cn+k

From Theorems 2.1 and 2.9 we get


en . . . Cn+k

Cn+k-l

Cn+2k-l

1 . . . . . . . Xk
and
Cn . . . ..
Cn+k-l

...

. . . . . . . . . Cn+k

. . . . . . . . . . Cn+2k-l
CnXk-l+Cn+lXk-2+ ... + Cn+k-2X + Cn+k-l

For x = 0 we get

= p~n)(o) _ p~n+l)(O),
p~n)(o) = _q~n)p~n21(0)

e~n) p~n_~l)(O)

96

Chapter 2

But

Cn+k-l

Cn +2k-l

Thus
H(n+l) H(n) H(n+2) _ [H(n+l)]2
k
k
k,
H(n+2)
H(n)H(n+l)
k-l
k
k

(n)_~

ek

(2.14)

H(n+l)H(n)
k
k-l
- H(n)H(n+l)
k
k-l

(n) _

qk

(2.15)

From section 2.2 we know that


e~n)q~n)

= h~n)jM"21

with
Thus
Using (2.15) we obtain
(n) _
ek -

H (n+l)H(n)
k-l
k+l

(2.16)

H~n)H~n+l)

We have thus obtained determinantal expressions for e~n) and q~n).


Moreover from (2.14) and (2.16) we get
_ [H(n+l)]2 - H(n+2)H(n)
H (n)H(n+2)
k
k
k
k-l
k+l>

n, k = 0,1, .. ,.

(2.17)

The determinants H~n) are called Hankel determinants. They obey the
recurrence relation (2.17) which must be initialized with Hbn ) = 1 and
Hin ) = Cn for n = 0,1, ... since hbn ) = Cn = Hin)jH&n).
If the convention that Ci = 0 for i < 0 is made, then Hankel determinants
with a negative value of n can be defined. Obviously
H~n)

H(-k+l) k
-

H(-k+2) k
-

=0,

Vn:s;;-k

0
0

0
0

Co

Co

Cl

Co

Ck-3

Ck-2

Ck-l

0
0

Co

Cl

Co

Cl

C2

Cl

Ck-2

Ck-l

Ck

= (_1)k(k-l)/2C~

= (_1)k(k-1)/2

Cl

C2

Ck

Co

Cl

Ck-l

C1

97

General orthogonal polynomials

The value of this determinant can be easily obtained as will be seen in the
next section. Thus the recurrence relation of Hankel determinants can be
used for k = 0,1, ... and n = -k + 1, -k + 2, ... with the preceding initial
conditions.
From that we can also define the quantities ekn) and qkn) for k = 0, 1, ...
and n = -k + 1, -k +2, ... and we thus obtain the array
q\O)

(-2)
q3 .

(-1)

q2

e&l)
q~l)

e&2)

e~l)
q~2)

q~l)

e\2)

e~)
q~3)

~&4)

e~O)
e~l)
q~2)

e~3)

e~2)

q(3 1) .

boundary
conditions

q(O)
3 .
q(l)
3 .

Starting from the vertical boundary conditions this array can be computed
by means of relations (2.12) and (2.13). Starting from the horizontal boundary conditions and using (2.12) and (2.13) also allows to compute the whole
array. This last method is called the progressive form of the qd-algorithm
and is much more stable from the numerical point of view [71].
Obviously all the preceding polynomials can now be defined for k =
0, 1, ... and n = -k + 1,-k + 2, .... In the sequel when we shall write "for
all k and n" it will have the preceding meaning.
We have, of course, assumed that Hkn ) =f 0, "In and k. In that case we
say that the sequence {cn } is completely definite. We shall always assume
now that this condition is satisfied.
Some results about the zeros of adjacent systems of orthogonal polynomials will now be proved.
Theorem 2.31. For all k and n, Pkn) has no common zero with Pt+l), Pkn_+/),
Pkn - 1) and Pk~ll). Moreover, Pkn)(O) =f o.

Proof. Let us assume that Pkn)(Z) = Pkn+l)(Z) = O. Then


Pknl1(z) = ZPkn+1)(Z)-qknllPkn)(Z) = O.
Thus z will also be a zero of Pk'21 which is impossible by Theorem 2.14.
Let us assume that Pkn+-l)(z) = Pkn\Z) = 0; then

which is impossible by Theorem 2.14. The two other proofs are similar. If
Pkn)(O) = 0 then

Pknll(O) = OPkn+l)(O)-qknllPkn\o) = 0
which is impossible by the preceding result. From the determinantal formula

98

for

Chapter 2
p~n)

we see that

H~n)p~n)(o)

= (-1tH~n+l)

which shows that H~n+l) = 0 and is contrary to the assumption that {Ck} is
completely definite.
Remark. For the classical Legendre polynomials it is well known that
P2k(0) = 0 but C2n + 1 = S=lX 2n +1 dx = 0 and thus {Ck} is not completely definite
since Hi2n +1) = 0, Vn.

Theorem 2.32. If the sequence Cn+l, Cn+2, ... is positive definite then, for all
k, the zeros of P~~l are real and distinct, two consecutive zeros of P~~+ll) are
separated by a zero of p~n+l) and by a zero of P~~l. Two consecutive zeros of
p~n+l) are separated by a zero of p~n2l> by a zero of p~n++ll) and by a zero of
p~n).

Proof. From Theorem 2.15 we know that the zeros of p~n++/) are real and
distinct and that two consecutive zeros of ~n++/) are separated by one zero of
p\cn+l) (and conversely).
Let Zl and Z2 be two consecutive zeros of p~n++/); then
p~n21(Zl)

= ekn21P~n+l)(Zl)'

p~n~l (Z2) = ekn21P~n+l)(Z2).

Since p~n+l) has one zero between Zl and Z2 then p~n+l)(Zl) and p~n+l)(Z2)
have opposite signs. So have p~n21(Zl) and p~n21(Z2) which shows that p~n21
has one zero between Zl and Z2. Since p~n+-;l) has k + 1 distinct real zeros
then p~n21 has k distinct real zeros. Since p~n21 is a real polynomial, the last
zero of Pknll is also real.
Let now Zl and Z2 be two consecutive zeros of p~n+l); then
p~n:ll)(Zl) = Pkn21 (Zl),
p~~/)(Z2)

= p~n21 (Z2).

Since ~~-;l) has one zero between Zl and Z2 then p~".--;l)(Zl) and p~n+-;1)(Z2)
have opposite signs. So have Pknll(zl) and Pk~1(Z2) which shows that p~n21
has one zero between Zl and Z2. We also have
)
P (n)
k+l (z 1) -- _q(n)
k+l p(n)(z
k 1,
)
P (n)
k+l (z 2 ) -- _q(n)
k+l p(n)(Z
k
2,

and thus p~n) has one zero between Zl and Z2.

Let us now define the Hankel (or Hadamard) polynomials H~n)(x) by


H~n)(x) = H~)P<k)(X).

Using the determinantal expressions of e~n) and q~n>, the preceding relations
become
H~n)H~n+l)(x) = H~n+l)Hr)(x)- H~nllHkn~/)(X),

H~n+l)H~~l(X) = xHk~lH~n+l)(x)- H~~-;l)H~n)(x),

General orthogonal polynomials

99

with
H~l(x)

= 0 and

H~n)(x)

=1

Taking x = 0 in the first relation leads to the recurrence relation (2.17) for
Hankel determinants.
Taking x = 1 we have

4n) =

(p~n)(1) - p~n+1)(1))/P~"-+/\1).

In the determinantal expressions of p~n) each column (except the first one)
can be replaced by its difference from the preceding columns and then the
determinant can be expanded with respect to its last row.
Defining the operator .1 as
.1cn =cn,

.1

+ 1 cn

= .1

n=0,1, ...
P Cn+l -

.1 P cm

p, n = 0,1, ...

we obtain
H k (.1cn+l)Hdcn )- H k (.1cn )Hdcn+1) = H k- 1(.1cn+l)Hk+l(Cn),

(2.18)

We also have
q~n) = (P~"-+/\1) - p~n)(1))/p~n21 (1)

and we get
H k - 1 (.1cn+l)Hdcn ) + H k (.1cn )Hk - 1 (cn+l) = H k - 1 (.1C n )Hk (cn+l)'

(2.19)

As in Chapter 1, we set
p~n)(x) = xkp~n)(x-l),
Q~n)(x) = xk-1Q~n\x-l).

These polynomials satisfy


k =0, 1, ...

(2.20)

k =0, 1, ...

(2.21)
k =0,1, ...
(2.22)

k = 1,2, ....
(2.23)
The recurrence relation can also be transformed to get recurrence
relations for the polynomials {p~n)} and {6~n)} and also for the polynomials
{H~n)(x)} and {.Ht)(x)} where
Ht)(x)

= xkH~n\x-l).

100

Chapter 2

Let us locate the polynomials Hk")(X) in a two dimensional array as


follows
Hk"-l)(X) Hk";12)(X)
Hk"~1(X)
Hk~-l)(x)
Hk"-V)(X) Hk")(X)
Hk"_~2)(X) Hk"+l)(X) Hk"21(X)
In the following relations the location of the polynomials involved will
be denoted by for polynomials appearing in the right hand side and by *
for the polynomials of the left hand side of the equations. That is to say that
if the polynomials denoted by are known the relation allows to compute
the polynomial denoted by *.
Relations (2.20) and (2.21) immediately become

Hk")Hk"+1)(X) = Hk"+l)Hk")(X)- xH\c"21Hk"-+l)(x),


Hk"+1)Hk"21(X) = Hk"21Hk"+1)(X)- xH\c":l)Hk")(X).

(2.24)

(2.25)

From the recurrence relation we get


[Hk")]2Hk"21(X) = [Hkn)Hk"21 + x(Hk"+-l)Hk"-~'l)- Hk~+11)Hkn-l]H~nJ(x)

-[Hk"21]2x2Hk"~1(X).

..

(2.26)

From the qd-algorithm we get

(") Pk")(X)- Pk"+l)(~)


qk+1
xPk~l)(x)

("+1) Pk"_~2)(x)- Pk"+1)(X)


ek
xPk~l)(x)

Replacing qk"21 and ekn+1) by their determinantal expressions and then using
(2.17) we get
Hk"+2)Hk")(X) = Hk"+1)Hkn+1)(X) + Hk"21H\c"~12)(X).
(2.27) . :
Taking the expression of Hk"_~1)(X) from (2.27) (by changing n to n -1) and
using (2.24) we obtain
(2.28)
After changing n to n -1 in (2.26) we get Hk"-l)(X) and using (2.25) we get
Hkn)Hkn+1)Hk"+-l)(x) = [Hkn+l1)Hkn+1)- xHk")Hk"21]Hk")(X)

-XHk";l)Hkn21Hkn!l)(x).

.._

(2.29) . - ..

From the qd-algorithm we have

(n+1) (n) _ Pkn+2)(X)- Pk"++l)(x) Pkn21(X) - Pk~+l)(x)


qk+1 -ek+1 XPkn+1)(X)
XPkn+1)(X)
p\c"+2)(X)- p\cn21 (x)
XPk"+1)(X)
Using the determinantal expressions of qkn:l) and 4"21 and the recurrence

General orthogonal polynomials

101

relation of Hankel determinants we get


Hkn+llilt;/l(X)= Hk,,-+-/lHt+ll(X)-xHknllHtl(X).

(2.30) :

Changing n to n -1 in (2.27) we get ilt-1)(x). Then we write (2.30) with


n -1 instead of n and we use the expression of Ht-l)(x). We then write
(2.30) with k -1 instead of k and n + 1 instead of n. This gives us xHt_+ll(X)
which is used in the preceding relation. Finally using (2.17) twice we obtain
[H (n+ll]2H~ (n-2l(x) - [H(n+2lH(n-2l _ H(n- 2lH(n+2l
k

k+l

k-l

k+2

k+l

+ XHkn+ l)Hkn+-/ l]Hknl (X)


- [Hkn;/l]2Hkn~12l(x).

(2.31)

Now (2.26) can be written with n -1 instead of n

Hkn)Hknl(X) + Hkn+-llHkn_+/l(x) = Hkn+l)Hkn-ll(x).


Multiplying this relation by (2.30) we get
Hkn+llHkn+-ll)Hkn-l)(X )Hkn+1)(X) = Hkn+llHknl(x )[HknlHk":ll(X)

+ xHknllHkn-ll(X)]
+ Hkn+1) Hkn;ll Hkn_+/l(x )Hkn+-ll)(X).
But from (2.25) the expression in square brackets is equal to Hkn+-ll)Hknl(X).
Then, dividing by Hkn+1)Hkn+i1l we get

It is, of course, possible to obtain many other relations by combinationsof


[Hknl(X W= Hkn-1l(X )Hkn+1l(X) - Hkn;lll(x )Hkn~ll(x).

(2.32)

the preceding relations.


By differentiation the relations (2.20) and (2.21) give

Pkn)'(X) = Pkn_+ll'(x) - qkn)[XPr~~(x)+ Pkn21(x)]


for k = 1, 2, ....
Since the polynomials Pkn) are monic then Pkn)(O) = 1, 'fin and k, and it
follows that

ekn ) = Pknl'(O) -

Pkn+1)'(0),

qkn) = Pkn_+l1 )'(0) - Pkn)'(O).

(2.33)

These results were proved by Perron [98, tho 9, p. 447].


In this section we saw that many known results, which had been
sometimes laboriously obtained, can be proved very easily by using orthogonal polynomials.
Let us now turn to a recursive algorithm which can be used to compute
sequences of adjacent orthogonal polynomials. We begin by rewriting relat~ons (2.24) to (2.31) for the polynomials Hknl instead of the polynomials
Hkn). We have
Hkn)(l) = (-l)kilt)

102

Chapter 2

where H~n) = Hk(tlc n ) for the sake of simplicity. Taking x = 1 in these eight
relations we get
H~n)H~n+l) = H~n+1)H~n) + H~n21H~n_+/>,
H (n+1)H-(n)
k
k+1
H (n+2)H-(n)
k
k

(2.34)

= H(n+1)H-(n)_H(n)
H-(n+1)
k+1
k
k+1
k
,

(2.35)

H-(n+2)

(2.36)

= H(n+1)H- (n+1) _ H(n)


k

k+1

k-1,

= H(n)
H- (n) _ H(n-1)H-(n+1)
k+1
k
k+1
k
,
[H (n+1)]2H- (n-2) = [H(n-2)H(n+2) + H(n+1)H(n-1) _
k
k+1
k+1
k
k
k+1

H (n+1)H-(n-1)
k
k+1

(2.37)
H(n+2)H(n-2)]H- (n)
k-1
k+2
k

_[H(n-1)]2H(n+2)
k+1
k-1 ,
[H (n)]2H-(n)
k
k+1

= [H(n+1)H(n-1)
_
k+1
k

(2.38)

H(n)H(n) _ H(n-1)H(n+1)]H-(n)
k
k+1
k+2
k-1
k

_ [H(n) ]2H-(n)
k+1
k-1>
H (n)H(n-1)H-(n+1) k
k+1
k
-

(H(n+1)H(n-1)
k
k+1

(2.39)

+ H(n)
H(nH- (n)
k+1
k
k
-

(n-l) =

H (n)H(n+1)Hk
k
k+1

H~nJ1H~n+l)H~n-1),

(2.40)

(H(n)H(n) _ H(n-1)H(n+1H-(n)
k
k+1
k+1
k
k

- H~n+-/)H~n21H~"--+1l).

(2.41)

Relations (2.34) and (2.35) are identical to (2.18) and (2.19).


Let
rkn )

= Hkn)/H~n~l>

s~n) = H~n)/Hkn).

(2.42)

Dividing (2.34) by H~n+1)H~n) we get


s(n+l)

r(n)

_k_ _ =l+~'

s~n)

(2.43)

r~n+1)

Dividing (2.35) by H~n21H~n+1) we obtain


(2.44)
The relations (2.43) and (2.44) together with the initial conditions
(2.45)
allow to compute recursively
k= 1,2, ....
Relations (2.43), (2.44)
Atchison [100] for which we
Let us now consider the
Pkn)(X)

the numbers

rkn )

and

Skn )

and (2.45) are the rs-algorithm of Pye and


have obtained a different proof.
polynomials

= Hkn)(X )/Hkn ).

These polynomials are orthogonal to the functional


normalisation
Pkn )(l)

for n = 0, 1, ... and

= (-l)k.

c(n)

but with the

General orthogonal polynomials

103

Replacing H~n)(x) by p~n)(x) in the relations between adjacent orthogonal


polynomials and using (2.34) to (2.41) and (2.17) we obtain
p(n+l)(x) =
k

s~n) [p(n)(x)
_ r~n11 p(n+1)(x)]
k
(n+1) k-1
,

(n+1)

Sk

(2.46)

rk

(n+1) [
p(n)
xp(n+1)(x)
_
k+1 (x) = ~
(n)
k
Sk+1

(n+1)]
rk+1
(n) p(n)(x)
k
,
rk+1

(2.47)
(2.48)
(2.49)
(2.50)

with
(2.51)
(2.52)

= 1 + D~n) + Ft),
p~n11(x) = (I~n)x +J~np~n)(x)- K~n)p~n21(X)
E~n)

(2.53)
(2.54)

with
(2.55)
(2.56)
(2.57)

(2.58)

(2.59)
It must also be noticed that a connection exists between the rs and
qd-algorithms since

= r~~:"l)s~n+1)/r~n11s~nl,
e~n11 = r~n12s~"l1/r~n+i1)s~n+1).
q~n11

Chapter 2

104

Some other methods to compute recursively the polynomials Pkn ) will be


studied in the next chapter.
We come now to some results which will be useful later. We set
UZk(x) = Pkn)(X Z),

U Zk +1 (X) = XPkn +1 )(X Z).


We have dropped the upper index for the sake of simplicity. Relations
(2.20) and (2.21) become

UZk +1 (X) = xUzk(x)-ekn)UZk_l(X),


Uzk+ix) = xUzk +1 (x)-qknll UZk(x),

k = 1, 2, .. .
k = 0,1, .. .

with
Uo(x)

= l.

We must notice that, by definition, U Zk has only even powers of x and


U Zk + 1 odd powers.
Let us consider the linear functional u defined by
U(XZi) = cn + i ,
U(XZi+l) = 0

= 0, 1, ...

Theorem 2.33. The polynomials {Ud are orthogonal with respect to the
functional u (that is to say with respect to the sequence Cn, 0, Cn+l, 0, ... ).
Proof. UkUm is a polynomial which only contains odd powers of x if one of
the indices is odd and the other even. Thus, by definition of U, u(UkUm ) = O.
u(UZkUZm ) = U(Pkn)(Xz)P~)(xZ = C(n)(Pkn)(X)p~)(x = 0
if k=l= m.
U(UZk +1 U Zm +1) = u(xZPkn+l)(xz)P~+l)(xZ = c(n)(xPkn+l)(x)p~+l)(x

= c(n+l)(Pkn+l)(x)p~+l)(x = 0 if k =1= m.
Let us now consider the polynomials {Vk } defined by

V Zk (t) = tQkn)(tZ),
VZk+1(t) = Qkn+l)(tZ)+ cnPkn+1 )(f).

Theorem 2.34.
Vdt) = u(Uk(x)- Ud t).
x-t
Proof.

105

General orthogonal polynomials

We set Pkn)(X) = ao + a1x + ... + akxk. Thus


U 2k (X)- U 2k (t) = al(x + t)+ a2(x 3 + x 2t+ xt2+ t 3 )+ ...
x-t

Applying u we get
V 2k (t) = tC(n)(al + aix + t 2)+ .. .
+ak(xk-l+xk-2t2+ ... + xt2k - 4 + fk-2))
= tQkn)(f).

Now let Pkn+1)(x)=aO+alx+ ... +akxk. Then


U2k+1(X)- U2k+1(t)
x-t

2
2
2k
2k 1
aO+al(x +xt+t)+ ... +ak(x +x - t+ ...

Then
V 2k +1(t) = u(ao+ alf+ . .. + akt2k) + u{x 2[a 1+ a2(f+ x 2)+ . ..
+ak(fk- 2+ ... +x 2k - 2)n,
V 2k+l(t) = cnPkn+1)(f)+ c(n){x[al +ait 2+x)+ ...
+ak(t2k - 1+ ... +xk-1m.

But c(n)(xp) = c(n+l)(p) and we obtain the result.


Let us now check that the polynomials {Vk } satisfy the same recurrence
relation as the polynomials {Uk}. We know that
xQkn+1)(X 2) = XQk"ll (x 2) + QknllxQkn)(X2) - CnxPkn+l)(x2),
k=O, 1, ...
and thus
V 2k +ix) = XV2k +1(x)-Qknll V 2dx),

= 0,1,. ..

with

Vo(x) = o.

We also have

Qk + 1)(X 2) = x 2Qkn)(X 2) n

CnPkn)(X2) -

Using (2.20) with x 2 as a variable we get


V 2k +1(X) = XV2k (X)- ekn)V2k _1(X),

ekn)Qkn~l)(x2),

k=1,2, ....

k=1,2, ....

From the definition of U 1 and VI we get


U1(x) = xp~n+l\x2) = x,
V1(x) = u(1) = Cn.

2.9.

Reciprocal orthogonal polynomials

Let g be the reciprocal series of


f(x)g(x)

= 1.

f which is formally defined by

106

Chapter 2

L d;x i

If we write g(x) =

then the sequence {d,.} can be computed recur-

i=O

sively from the equations


Co do = 1,
COd;+Cld;-l+ ... +Ci-ldl+e;do=O,

i=1,2, ....

for

We must, of course, assume that Co f: 0 but this is contained in Hln) f: 0, Vk


and n.
The preceding equations can be written in a matrix form as

(~o . ::. : : .~:~,) (~~,) (~)


=

0 ...
and thus, we obtain
Cl

do

Co

Ck

(-l)k Co

Ck-l = (_1)k(k+l)/2 Hl- k+2)/C~+l.

dk=~

Co

Cl

We thus obtain the values of the determinants Hl- k + 2 ) which are used to
initialize the progressive form of the q - d algorithm

el- k

+l)

= dk-1/dk,

ql-k+l) = -dJdk- l .

Let us now define the linear functional d by


d(Xi) = d;,

for

i = 0,1, ...

d(xi)=O,

for

i<O.

d will be called the reciprocal functional of C and {d,.} the reciprocal


sequence of {cn}.
In this section we shall study the connections between families of
orthogonal polynomials with respect to C and d.
Let {R k } be the family of orthogonal polynomials with respect to the
functional d.

Theorem 2.35.

C3 . Ck+l
Rk(x)=

C4 . , Ck+2
.................................................... .

Ck
COX

Ck+l ..................... C2k-l

+ C1

C OX2

+ C1X + C 2

..

coXk

+ C1X k - 1 + ... + Ck_lX + Ck

Proof. We have to prove that


d(xPRdx = 0,

for

p = 0, ... , k-1.

107

General orthogonal polynomials

For p = the elements of the last row of the determinant which is equal to
d(R k ) are given by
d(cox

+ CI)

d(cox 2 +

= COdl +

cid o

= 0,

C2) = cOd 2+

CIx +

and so on up to
d(cox k + CIX k -

c 2d o = 0,

cid l +

I + . . . + Ck-I X + Ck)

= cOdk +

CI d k - I + . . . + Ck-I d l +

CkdO = 0.

For p = 1, 2, ... , k -1 the elements of the last row of the determinant


d(xPR k ) are given by
d(xP(cox

+CI)) =

CO~+I +cIdp

= -

p+I

p-I

i~2

i~O

L Ci~+l-i = - L Ci+2~-1-i'

d(X P(COX 2+CIX + c2) = CO~+2 + CI~+I +C2~


p+2

p-I

i~3

i~O

=and so on up to
d(xP(cox k +

. . . +Ck))

L Ci~+2-i = - L Ci+3~-1-i'

= CO~+k +

...

+Ck~

p+k

=-

p-I

cidp + k - i =

i~k+I

L Ci+k+I~-l-i'

i~O

Thus, if p ~ k -1, this last row is a linear combination of the preceding rows
with the coefficients dp - b dp - 2 , . ,do and the determinant is equal to
zero .

Remark. It can also be proved that


d(XPQk) =

0,

for

p = 1, ... , k -2,

where Ok is the polynomial associated with P k . This relation is not true for
p=O.
Now let {Sd be the polynomials associated with {Rd. They are defined
in the usual way by
Sk(t) = d(Rk(X)- Rk(t)).
x-t
Theorem 2.36.
C2

C3

Ck+1

C3

C4

Ck+2

Ck

Ck+1

C2k-I

Sk(t) =

t k- I

108

Chapter 2

Proof.

C3 .. Ck+i

C2
Ck
Co

Ck+i .................... C2k-i


CO(X+t)+C i ... CO(X k- i +X k- 2t+ ... +t k- i )+ ... +Ck-I

Let us apply the functional d to this determinant. The elements of the last
row of Sk(t) will be
d(co) = codo = 1,
d(co(x + t)+ Ci) = COdi + codot+ cido = t,

and so on up to
d(cO(X k- i +

X k- 2

t + ... + t k- i ) + ... + Ck-i)

= cOdk- i + cOdk - 2 t + ... + codot k- i


+cidk-2+Cidk-3t+ ... +c i dot k- 2

which ends the proof.

From the formulas given in the last section and from Theorems 2.35
and 2.36 we get
Corollary 2.7.
Sk(X) = p~22.i(X),
Rk(x) = (cox + ci)pf;2. i (x)+ O~22.i(X).

This means that the polynomials {Sk} are orthogonal with respect to the
functional C(2) (that is to say with respect to the sequence c2, c3, ... ).
Reciprocally the polynomials {Ok} are orthogonal with respect to the
sequence d 2, d 3, ... or with respect to the functional d(2) defined by
i =0, 1, ....

The relations of Corollary 2.7 will be generalized later.


Since the polynomials {R k } are orthogonal polynomials they satisfy a
three term recurrence relation whose coefficients can be obtained from the
sequence {d,.}. But, since the polynomials {R k } are related to the polynomials {I12)} and {O~2)} their recurrence relation can be obtained from the
recurrence relation of the polynomials {Pk2 )}. For the sake of simplicity let us

109

General orthogonal polynomials

write the recurrence relation of the polynomials {~2)} as


(2)
(2)
(2)
Pk+I(X) = (Ak+1X + B k+1)P k (x)- Ck+IPk-I(X)

with
P~l<X)

=0

and

P~2)(X)

= arbitrary constant j

O.

The associated polynomials {Qk2 )} satisfy the same relation and from Corollary 2.7 we immediately get

Theorem 2.37.

k = 0,1, .. .

R k+2(X) = (Ak+IX + Bk+1)Rk+I(X)- Ck+IRdx),

k = 0,1, .. .

Sk+2(X) = (Ak+IX + B k+1)Sk+I(X) - Ck+ISk(X),


with

R o(x)=-1,
So(x) = 0,

R1(x)=cOX+Cl
SI(X) = 1.

All the properties satisfied by the polynomials {Pk2)} and {Qk2)} produce
properties for the polynomials {R k} and {Sk}' The proofs are obvious and are
omitted. We get, writing
hk

= C(2)(Pk2)2)

Theorem 2.38.
k

= (x -

t)

L hi R+l(X)Ri+I(t)
i=O
l

and the same relation for the polynomials {Sk}'


k

L hi l R?+1 (x) = (hkAk+I)-I[R~+2(X )Rk+l (x) -

Rk+ix )R~+l (x)]

i=O

and the same relation for the polynomials {Sd.


Sk+2(X)Rk+ I (X)- R k+2(X)Sk+1(X) = Ak+1hk,

for

k = 0,1, ... ,

(Ak+1hk)-I[Rk+ix)Sk+l(t) - Sk+2(t)R k+1(x)]-1


k

== (x - t)
Sk+1(x)R~+2(X)- Sk+ix)R~+l(X) == A k+1 hk

L hi R i+ (X)Si+l(t),
i=O
l

L hi1Ri+l(X)Si+I(X),
i=O
k

S~+1(X)Rk+2(X)- Sk+2(X)Rk+ I (X) = -Ak+lhk

L hi Ri+I(X)Si+l(x),
i=O
l

110

Chapter 2

Let us now study the conditions for {dk } to be positive definite. Let us
write Rdx) = akxk + .... We get
d(R~) = akd(xkRk)

and from Theorem 2.35, ak = COH~2~1'


From the proof of Theorem 2.35 we obtain the expression of the last
row of the determinant which is equal to d(xkR k ). In this determinant we
multiply the first row by dk - 1 , the second one by dk - 2 , , the (k -1yh row
by d 1 and we add to the last row which becomes
Thus
and
d(RD = -H~~lH~2).

Thus a necessary and sufficient condition for d(R~) > 0, Vk is that


(-1)kHk (C20, Vk. But (-1)kHk (C2) = H k (-C2) and we obtain

Theorem 2.39. A necessary and sufficient condition for the functional d to be


positive definite is that the functional -C(2) be positive definite.
Remark. The functionals d and C(2) cannot be simultaneously positive.

Let us now define h by


cog(x) = 1- xh(x),

with
i=O

We shall study the condition for {ed to be positive definite. We get


f(x) - xf(x)h(x) = co

Equating coefficients we obtain


k-l
Ck -

L eick-l-i = 0,

k = 1,2, ....

i=O

The sequence {ek} is positive definite if Hk (eo)Hk+ 1(e O) > 0, Vk. Writing
H k +1(eo) and making some linear combinations of the rows and of the
columns and using the preceding relations we get
Hk+1(e O) = d~+l Hk+1(cl)

and thus
Hk(eo)Hk+1(eO) = d~k+lHdcl)Hk+l(cl)'

111

General orthogonal polynomials

Theorem 2.40. A necessary and sufficient condition for the functional e


(defined by e(xi) = ei, Vi) to be positive definite is that the functional C(l) be
positive definite if co> 0 and that -c(1) be positive definite if Co < O.
Let us now study the connection between adjacent systems of orthogonal polynomials with respect to the functionals den) and adjacent
systems of orthogonal polynomials with respect to the functionals c(n). These
results will be very much used in the next chapter.
Let {p~n)} and {R~n)} be the monic orthogonal polynomials with respect
to the functionals c(n) and den) and let {Q~n)} and {s~n)} be their associated
polynomials respectively. We have

dn + k
dn +2k
1 ......... Xk

dn + 2k
1 ......... Xk

dn + k
R~n+1)(x)=

dn + l

dn + k

dn + k

dn + 2k -

dn + l

dn + k + 1

dn + k

dn + 2k
0

The interest in monic polynomials is that the same linear combinations of


rows and columns can be performed on both numerator and denominator
avoiding, thus, mUltiplying factors since the orders of the determinants are
the same. We get, after some tedious calculations

Ck '"

Cn +2k

-n

CiX- n - i

CiX k - i

i~O

i=O

Co
i

for n = 1, 2, ... with the convention that

Ci =

0 and

cjx p - j

= 0 if i < O.

j~O

Considering now the determinant which is equal to

diXn-iR~n+l)(x)+

i~O

s~n+l)(x) and effecting the same combinations we find that this determinant
is equal to COl p~-:n+l)(x). Analogous relations are obtained by interchanging
the role of the sequences {cn } and {~}. With the preceding convention on
the sum all these results can be gathered in [24].

112

Chapter 2

Theorem 2.41. For k

= 0,1, ...

and n = 0, 1, 2, ... ,

Rkn+1)(x)

L ~xn-i + Skn+1)(x) = dOP~-:k+l)(X),

i=O
n

Pkn + 1 )(x)

L CiX n- i + Qkn+1)(X) = COR~~k+l)(X).

i=O

Remark. From these relations we see that Q~:k+1) and S~~k+l) are polynomials of degree k for n = 1, 2, ....
For n =0 we get
coRk1)(X) = Qk1}(X) + copr}(x),
doPkl)(x) = Sk1}(X) + doRr)(x).

A combination of these relations gives


Sk1}(x)+ doQkl)(X) = 0.

For n = 1 we get
RI;}(x)(dox + d 1) + sl;}(x) = doPkO~l(X),
Pk2 }(x)(cox + Cl) + Qk2 }(X) = coRkO~l(X),
SkO}(x) = d oPk22. 1(X),
QkO}(X) = coRI;2. 1 (x).

We set

The relations of Theorem 2.41 become


Theorem 2.42. For k

= 0,1, ... and n = 0, 1, 2, ... ,


n

L ~Xi + x n+1 Skn+1}(X),

dOP~~k+1}(X) = Rkn+1}(X)

i=O
n

COR~-:k+l}(X) = Pkn+1}(X)

L CiX

+ x n+1Qkn+1}(X).

i=O

Remark. For negative values of n the relations of Theorems 2.41 and 2.42
can be written as
coRkit+1}(X) = Q~~k+1}(X),
COR~.. +l)(X)

for k

= 0, 1, ...

= Q~-';k+1)(X),

and n = 1, 2, ...

doPkn+1}(X) = S~-:k+1}(X),
dop~n+1)(x)

= S~-:k+l)(X)

113

General orthogonal polynomials

Let us now study the orthogonality properties of the associated polynomials. From Corollary 2.7 we saw that the polynomials {Sk} are orthogonal
with respect to the sequence C2, C3, .... Similarly the polynomials {Qk} are
orthogonal with respect to the sequence d2 , d 3 , We shall now generalize
these results.
Theorem 2.43. For fixed n ;a. 1 the polynomials {Q~~k+1)} are orthogonal with
respect to the sequence d..+h d..+2, ... and the polynomials {S~-:k+1)} are
orthogonal with respect to the sequence Cn+h Cn+2, .... For fixed n;a. 0 the
polynomials {Q~n)} are orthogonal with respect to the sequence d~n), d~n), ...
and the polynomials {s~n)} are orthogonal with respect to the sequence
c~n), c~n), . .. with

= (-I)k(k+1)/2Hk(cn_k+2)/c~+t,
c~n) = (-I)k(k+1) /2 H k (d.._k+2)/d~+1.
d~n)

Proof. From Theorem 2.41 we have


cod(n+1)(xPR~n+1
doc(n+1)(xpp~n+1

= d(n+1)(XPQ~-+k+1 = 0 for p = 0, ... , k -1,


= c(n+1)(xPS~-+k+1 = 0 for p = 0, ... , k-l

and the first part of the theorem is proved.


00

Let tn)(x) =

L c~n)xi

with

d = Cn+i
n)

and let g(n)(x)tn)(x) = 1 with

i=O
00

g(n)(x) =

L d~n)xi. We define the functional d

by d(Xi) = d~~2 for i = 0, 1, ...

i=O

and we set Q~n)(x) = bo + . .. + bk _1Xk-t, p~n)(x) = ao+ . .. + akxk. Then


d(xiQ~n

= bod~~2+' .. + bk-1d~~k+1'

Let us express the coefficients bi in terms of the a; 's


d(xiQ~n

= a1c~n)d~~2 + a2(c~n)d~~2 + c~n)d~~3)+ ...


+ ak(c~n21d~~2 + ...
i+2

-- a1 ,~

+ c~n)d~~k+1)

(n)d(n)
+
i+2-j

Cj

j=1

=d~~1(a1c~n) + ...

i+k+1

+ ak '~ c (n)d(n)
i+k+1-j
j
j=k

+ akckn + ...

+d~n)(a1d~2+'" +akd~k+1)'

But
_
+ ... + akCn+i+k
c (n)( Xip(n
k
- aOCn+i
= aodn) + ... + akd~k = 0 for

i = 0, ... , k -1

and thus, for i = 0, ... , k - 2


d(xiQ~n

= ao(c~n)d~~1 + ... + d~n)d~1) = 0

which shows that the polynomials {Q~n)} are orthogonal with respect to the
sequence d~n), d~n>, ... and a symmetric result for {s~n)}.

114

Chapter 2

The sequences {Ckn)} and {dkn)} are related to the sequences {cd and {dd
as it was shown at the beginning of this section and we get the formulas of
the theorem by shifting the indexes.

Remark. From the preceding proof we see that J(X~lQkn)) = with the
convention that d(X~l) = d~n).
Another kind of orthogonality, which is not the classical one, can be
defined for the polynomials {Qkn )} and {Skn )} as follows.
For n = 0, 1, ... and p = 0, ... , n + k -1 we have

Cod(~n+l)(xPR~7k+l)) =

= d(~n+l)(pkn+l)(x)XPit Cixn~i)
+

d(~n+l)(xPQkn+l)).

Let Pkn+l)(X) = ao + ... + akxk; then

d(~n+l)(pkn+l)(x)xP

it Cixn~i)

= cO(aO~+l +

... + akd p+k+l) + ... + Cn(aOdp~n+l + ... + akdp+k~n+l)


= ao(cOdp+1 + ... +Cndp~n+l)+ ... +ak(cO~+k+l + ... +Cn~+k~n+l)
= for p = 0, ... , n - k-l.

Since Qkn+1 ) has degree k -1, the polynomials {Qkn+1 )} are orthogonal with
respect to the functional d(~n+l) if n - k -1 ~ k - 2; that is to say
d(~n+l)(XPQkn+l))
C(~n+l)(xPSkn+l))

for

for

p = 0, ... , n - k -1
p = 0, ... , n - k -1

and
and

2k,,;; n + 1,
2k,,;; n + l.

Thus, such an orthogonality is not valid for all k when n is a fixed integer.
The results of this section generalized some previous results of Van
Rossum [101,102] and Wynn [145].
Since the polynomials R~7tl) can be defined from the polynomials
Pkn+1 ) and ()kn+l) and since these polynomials satisfy (2.20), (2.21), (2.22),
(2.23) and a recurrence relation, then so are the polynomials R~~+k+l) and we
get

with

General orthogonal polynomials

115

n-l

Proof. MUltiplying (2.21) by

eix i and (2.22) by xn and then subtracting

i=O

we get the first relation. Multiplying (2.20) by

L eix i and (2.22) by xn

and

i=O

then adding we get the second relation. Using the second relation in the first
one and the value of Nt!ll) obtained from the first relation with k - 1
instead of k we get the third relation. The initializations come out from the
definitions.
The polynomials R~-:~ are directly related to the polynomials Ptn ) as
follows

Theorem 2.45.
(-n)
(xnPtn)(x)- tnPkn)(t))
eORn+k(t) = e
.
x-t
Proof.

e R(-n)(t) = e (
o n+k

xnp(n)(t) - tnp(n)(t) - xnp(n)(t) + xnp(n)(x))


k
k
k
k
X - t

xn tn)
= Pknl(t)e (- + Qkn)(t)
x-t

since
Qknl(t) = ern) (

p(n)(x) - p(n)(t))
( p(n)(x) - p(n)(t))
k
k
= e xn k
k.
x-t
x-t

Moreover

and the result follows from Theorem 2.41.

2.10. Positive functionals


In the previous sections we saw the fundamental role of positive definite
functionals. The aim of this section is to review properties of such functionals. An extensive study of these functionals can be found in [124, 138]
and, more recently, in [61].
Let us first give precise definitions
- The functional e is said to be positive if
e(P);;;.O

VP: P(x);;;'O.

- The functional c is said to be positive definite if


e(PO

VP: P(x);;;.O

and

P(x)'fO.

- The functional e is said to be positive semidefinite if


it is positive and 3P: P(x);6 0 and c(P) = O.

Chapter 2

116

A positive functional is either definite or semidefinite.


The following results are well known

Theorem 2.46. A necessary and sufficient condition that there should exist a
nondecreasing function a with infinitely many points of increase (with a finite
number of points of increase) such that
n = c(xn) =

L:

n =0,1, ...

xn da(x),

is that the functional c should be positive definite (semidefinite).

In this case the sequence {Cn} is called a Hamburger moment sequence


and we shall write {cn}EMH. The fundamental property of MH sequences is
given by

Theorem 2.47. A necessary and sufficient condition that there should exist
a nondecreasing function a with infinitely many points of increase such that
cn = c(xn) =

L:

HiO0,

k = 0,1, ....

n=O, 1, ...

xn da(x),

is that

Theorem 2.48. A necessary and sufficient condition that there should exist a
nondecreasing function a such that
n = c(xn) =

n = 0,1, ...

xn da(x),

is that the functionals c(O) and c(1) should be positive.

In this case the sequence {cn } is called a Stieltjes moment sequence and
we shall write {cn } E MS. The fundamental property of MS sequences is given
by

Theorem 2.49. A necessary and sufficient condition that there should exist a
nondecreasing function a with infinitely many points of increase such that
n = c(xn) =

is that

n = 0,1, ...

xn da(x),

HiOo and Hi10,

k =0,1, ....

The same result can be proved for a with a finite number of points of
increase but, in that case, at least one of the preceding determinants must be
zero. The same is not true for MH sequences.

Theorem 2.50. A necessary and sufficient condition that there should exist a

bounded nondecreasing function


Cn

= c(xn) =

xn da(x),

Ol

such that

n=O, 1, ...

117

General orthogonal polynomials

is that

n, k =0, 1, ....
This theorem has been proved by Hausdorff [68] and such a sequence is
called a Hausdorff moment sequence. The sequence {c;.} is also called totally
monotonic and we shall write {cn}ETM. Another important class of sequence is that of totally oscillating (TO) sequences. We shall write {c;.}ETO if
{( -1)nc,.} E TM.
The following fundamental property of TM sequences has been proved
by Wynn [144]
Theorem 2.51. Let {en} be a convergent sequence. A necessary and sufficient
condition that {c,.} E TM is that
H~O)~O

and

H~l)~O,

k=0,1, ....

It can be proved that a TM sequence is always convergent and that if


co, Ch ... is TM so is c;., c,.+h ... for all fixed n. Thus it follows from the
preceding theorem that if {c;.}ETM then
n, k=O, 1, ....
Moreover {(_1)k.:1 kSn}ETM for all fixed k. From Theorems 2.49 and 2.51
we see that if {c;.}EMS and is convergent then {c;.}ETM and thus TMcMS.
If {en} E MS and does not converge then lim c;. = +00.
n--+oo

We shall now give some properties of these sequences. These properties


are not characterization properties and they can only be used to prove that a
given sequence of moments is not of a certain type. They can also be useful
for some other purposes.
Let us first prove some inequalities which are satisfied by MS and TM
sequences. These inequalities are very easy to obtain since they come
directly from HOlder inequality for LP spaces [32]. We recall that the
function g belongs to L:[a, b] if the integral S~ Ig(x)IP da(x) exists (a and/or
b can be infinite and a is bounded and nondecreasing in [a, b ]). The HOlder
inequality is

(l bIh(x)g(xW da(x) )1Ir (lb Ih(x)lp da(x) )1IP(lb Ig(x)lq da(x) )1/q
:so;

where hE L:[a, b], g E L~[a, b], where p, q and r are finite real numbers
satisfying p-l + q-l = r- 1 This inequality implies that hg E L:[a, b]; it has
been used in probability theory by Liapounoff in the discrete case [85] (see
also [67, p. 146]).
Theorem 2.52. If {c,.}ETM or MS and if p-l+ q -l=r- 1 then

for all nand k such that r(n -I:- k), np and kq are nonnegative integers.
Moreover if these integers are even then the inequality is true for MH
sequences.

118

Chapter 2

Proof. It is a simple application of Holder inequality with h(x) = xn and


g(x) = Xk. For MH sequences the integers must be even so that the absolute
values can be removed.
Some particular cases of this general theorem are of interest and we
shall give them as corollaries.
Corollary 2.8. If {cn}ETM or MS then
n, k =0,1, ...

Moreover if n + k is an even integer this inequality is true for MH sequences.


This corollary follows from Theorem 2.52 by taking p = q = 2. Applying
the same theorem with k = 0, r = 1 and changing pinto k we get
Corollary 2.9. If {cn}ETM or MS then

n, k =0,1, ....
If {cn}EMH this inequality is true for k=O,l, ... and n=0,2,4, ....
By taking n = 0, k = 1 and q = r + 1 we get
Corollary 2.10. If {cn}ETM or MS then

O~Cl~ (C 2)1/2 ~ ... ~ (c n)lIn ~ ....

Co
Co
Co
Moreover for TM sequences (c,Jco)l/n ~ 1, 'Vn and
lim (cn/co)lIn

= R- 1 ~ 1

n~oo

where R is the radius of convergence off(t) =

I c/o If {cn} E MH then


i~O

,c:;: (C 2)1I2 ,-c. ;:;:;: (C4)1I4,c:;:


'-.;,;: ... ,--==c:;: (C2n)1I2n ,-.;;:c:;:

o~

Co
Co
Co
In this corollary we have to assume that Co 1= 0, that is to say that a is
non constant in its interval of definition. The second part of the corollary
follows from Cn+l ~ Cn for TM sequences.
Let us now look more carefully into TM sequences. We have first
Theorem 2.53. Let {en} E TM. If k exists such that Ck+l = Ck then Cn = a,
'Vn~l with co~a~O. Conversely ifcl1=O then cn 1=0,'Vn.

Proof. If {c n } E TM then, by Theorem 2.50


Cn =

xn da(x)

with a bounded nondecreasing in [0, 1]. If k exists such that Ck+l = Ck then

LlCk=O= fxk(l-X)da(X).

119

General orthogonal polynomials

But x k (1-x);30, 'v'XE[O, 1] and then da(x)=[a8(x-1)+M(x)]dx. Thus


Co = a + band Cn = a, 'v'n;31 with a, b;3
since a is nondecreasing.
Now if Cl =f then co;3 C 1 > 0. Let us assume that k> 1 exists such that
Ck = O. Since O~ Cn + 1 ~ Cn then Cn = 0, 'v'n;3 k and Cl =
by the first part of
the theorem; thus Cn =f 0, 'v'n.

Corollary 2.11. If {cn}E TM and


0<Cl~C2~
Co

lim

~Cn+l~

Cl

if C 1 =f

,;;;

then

1,

Cn

Cn+l/Cn

= lim

c~/n = R- 1 ~

n-+ OO

n-+oo

where R is the radius of convergence of


00

f(t)

L c/o

Proof. We assume
Theorem 2.51

Cl

=f

and the result follows.

so that, by Theorem

2.53,

n =f 0, 'v'n. From

Theorem 2.54. Let {c n} E TM and lim

Cn

a, then

n---+oo

= a(l)-a(l-).

Proof. This theorem is analogous to a theorem due to Widder [139, p. 117]


for completely monotonic functions and the proof follows the same ideas.
Since {cn}ETM then, by Theorem 2.50
C

n l\n
=

da(x),

n =0,1, ...

Let an be defined by
an(O) = an(O+) = 0,

an(~+ )-an(~- )=(-I t -k(;).ln-k Ck

for

k=1, ... ,n-1,

an (1) - an (1-) = Cn .

Then, from a theorem due to Helly [69], we know that no< n 1 < n2 < ...
exist such that
lim a nk (x)

= a(x)

'v'x E [0, 1].

k---+oo

Thus we have
a = lim cnk = lim [a nk (1) - a nk (1-)] = a(l)- a(l-).
k-+oo

k---+oo

120

Chapter 2

If a is continuous at point 1 then a = 0. Thus the limit of a TM sequence is


different from zero iff the function a has a jump at x = 1 and the limit is

equal to this jump. We also have a n (1) = a(1) = Co, "In.

Theorem 2.55. If {cn}ETM and if .:1 k cn fO, "In, k then

n = 0,1, ...
n=O, 1, ....

Thus
.:1 k cn.:1 k+2 cn ~ (.:1 k+l cn )2 ~

but .:1 k cn.:1 k+l cn ..;; and we get


.:1 k+2 C .:1 k+l C
_ -:-:-:--n ,,::: _ _
n,,::: 0
n, k = 0,1, ...
k+l
k
.:1 en
.:1 Cn
~

~,

which is the first inequality since


0..;; .:1 kCn +1/.:1 kCn ..;;1.

The second inequality is deduced from the first one since

An earlier version of this theorem had been proved by Wall [132].


A useful result is
Theorem 2.56. Let {cn}ETM,

~ ct i_L1da(x)
f( t ) -- L.
i~O I
1-xt

and

fn{t)

Then
{f(t) - fn (t)} E TM,

'VtE[O, R[

{fn (t) - f(t)} E TO,

'VtE ]-R, 0]

where R is the radius of convergence of f.


Proof.

= L c/o
i=O

General orthogonal polynomials

121

If -1.s;; xt < 1 then 1 + ... + xnt n = (1- X n+1t n+1)/(1_ xt) and we get

tn+lxn+l
1
da(x) for te]-R,R[.
-xt
tn+1x n+1
Let an be defined by dan (x) = 1
da (x). ~ is bounded and non-xt
decreasing in [0, 1] for all t e [0, R[ and the result immediately follows from
Theorem 2.50.
All the preceding results apply to the sequences {(-l)k.1 kc,.} for a fixed
value of k since they also are TM sequences. They can also be easily
transformed for TO sequences.
Let us now show how to generate new TM sequences from a given TM
sequence [21].
Theorem 2.57. Let a(x) = L Il;x i be a power series with radius of confn(t)=f(t)-

l1R

00

i=O

vergence R and such that ai ;a. 0, Vi and let {cn}eTM, with co<R. Then
{a(c,.)}eTM.
Proof. It is well known that if {Un} and {vn} are TM sequences so are {Unv n}
and {aUn + bvn} with a, b;a. 0 (the same is true for MS sequences). Let
ak(x) = ao+ ... + akxk. Then {ak(c,.)}eTM for a fixed k. Since O.s;; ... .s;;cn.s;;
... .s;;c1.s;;co<R then a(cn) = lim ak(cn) exists for all n. Thus {a(cn)} is the
k-+co

limit when k goes to infinity of a sequence of TM sequences. Thus it is a TM


sequence since
(-l)P.1 Pak(c,.);a. 0

n, k, p = 0,1, ...

lim (-l)P.1 Pak (c,.) = (-l)P.1 P a(c,.);a. 0

p, n = 0, 1, . . ..

k .....oo

Remark. If the series a converges for x


If (-1)ia;;a.O, Vi then {a(-Cn)}eTM.

= R then the result holds if Co = R.

Let us now give some examples of such a situation


CoroDuy 2.12. Let {c,.}eTM. The following sequences are TM sequences if
the conditions are satisfied

Sequences
a r -(a -CnY
(a - Cn)-r

tgc,.
1/ cosc,.
1/ sin c,. -1/ c,.

Conditions
O.s;;r.s;; 1
co.s;;a
r;a.O
co<a
co<7T/2
co<7T/2
co < 7T/2

a>l
- Log"(1-c,.)
argth c,.
arc sin c,.
arccos-c,.
sh c,.
ch c,.

co <l

co <l
co <l
co <l

no condition
no condition

122

Chapter 2

The same result can be proved for MS sequences but the conditions
must be satisfied by all the cn's. But we previously saw that if {cn} EMS and
converges then {cn } E TM. Thus for diverging MS sequences the only
possible series a for which Theorem 2.57 holds are entire series (R = (0) and
we get
Corollary 2.13. Let {cn}EMS and {cn}TM then the sequences {aCn}(a> 1),
{sh Cn} and {ch cn} are MS sequences.

Analogous results can be proved for TO sequences.


~

Theorem 2.58. Let a(x) =

L a2ix2i and b(x) = L a2i+lx2i+l be power series


i~O

i~O

with radius of convergence Rl and R2 respectively and such that ~ ;;;. 0, Vi


and let {Cn}E TO. Then {a(cn)}ETM if co< Rl and {b(cn)}ETO if Co < R 2.
Proof. It is the same proof as that for Theorem 2.57. It is based on the fact that
the product of two TO sequences is a TM sequence and that the product of
a TO sequence by a TM sequence is a TO sequence.
Let us give examples of such a situation
Corollary 2.14. Let {cn}ETO. Then

{tg Cn}ETO if Co < 7T/2


{C;;-l-cotgCn}ETO if Co <7T
{l/coscn}ETM if co <7T/2
{l/sinc,,-c;;-l}ETO if Co <7T
{-Log cos cn} E TM if Co < 7T/2
{Log Itgc"I-Log ICni}ETM if co<7T/2
{arc sin Cn}ETO if co< 1
{7T/2- arccos Cn}ETO if co< 1
{shCn}ETO
{ch Cn}ETM
{ Log 1 + Cn = 2 argth c,,} E TO
1-c"

if Co < 1

The preceding results have interesting consequences for TM sequences.


Theorem 2.59. Let {cn} be a sequence converging to zero and with Cn > 0, Vn.
If Cn = o(A n), VA E ]0, 1[ then {cn}e TM.

Proof. Ve>0,3N:Vn>N, cn~eAn. Thus c~/n~Ae1/n. Let us assume that


lim c~/n exists (if this limit does not exist then {cn}TM by Corollary 2.10
and the result is proved). We get
VA E]O, 1[
n-+~

123

General orthogonal polynomials

and thus
lim

c~/n =

lim (cnlco)lIn

0.

n---+oo

n---+oo

00

Then the series f(t)

= L c/ has an infinite radius of convergence which is


i=O

impossible by Corollary 2.10 .


This theorem shows that a TM sequence cannot decrease faster than a
geometrical progression. The negation of this theorem immediately gives
the

Corollary 2.15. Let {cn}ETM, lim Cn = a and Cn =f a, Vn. Then 3A E]O, 1[


such that

n--->OO

An=O(cn-a).

Let us now study two particular cases of TM sequences


Theorem 2.60. If l~kcnl:S;;(I-e-l)ke-n for n, k =0,1, ... then Cn =Ae- n for
n=O,I, ... with IAI:s;;1.

As a consequence of this result we have the two following corollaries

Corollary 2.16. If l~kcnl:S;;(I-e-Afe-~n for n,k=O, 1, ... and A>O then


Cn = Ae-~n for n = 0,1, ... with IAI:s;; 1.
Corollary 2.17. If l~kCnI:s;;a(l-e-~)ke-~n+b(l-e-"fe- ....n for n,k=
0,1, ... and A, IA- > 0, a, b;;;. then Cn = Ae-~n + Be-....n for n = 0,1, ... with
IAI:s;;a and IBI:s;;b.

Theorem 2.60 and Corollary 2.16 have been proved by Tagamlitzki


[130].
Let us now prove a result which is analogous to a theorem proved by
Widder [139, p. 15] for functions

Theorem 2.61. A necessary and sufficient condition that


Cn

xna(x) dx,

n =0,1, ...

with la(x)I:S;;M, VXE[O, 1] is that

IAk c I

LI

Mk!
(n + 1) ... (n

+ k + 1)

n, k = 0,1, ...

Proof. Let us first prove that the condition is necessary. We assume that
Cn

xna(x) dx

with la(x)I:::;;M. Then

l~kCnI:s;;

x n(l-x)k la(x)1 dx

124

Chapter 2

and

1.1 kc,. 1:S;;Mf xn(l- X)k dx.


Integrating by parts we get

1
1

x n (l- X)k dx

= -kn+l

11

x n +1 (1- X)k-l dx.

Repeating this process we obtain

x n(1 -x )kd x

k(k-l) ... (k-(k-l))1 1 xn +kdx


(n+l)(n+2) ... (n+k)
k!
(n + 1) ... (n + k + 1)

and the necessary condition is proved. Reciprocally, if we assume that this


condition is satisfied then
_

Mk!
:S;;(-I)k.1 kc
(n + 1) ... (n + k + 1)
n

:s;

Mk!
(n + 1) ... (n + k

+ 1)

But

.1 k (_1_) =
n +1

(-I)k

k!
(n + 1) ... (n + k + 1)

and the preceding inequality can be written as


-( -1)k.1 k(~):s;; (-I)k.1 kCn
n+l

:s; (-I)k.1 k(~)


n+l

which shows that the sequences {~- Cn} and {~+ Cn} are TM sen+l
n+l
quences.
From Theorem 2.50, bounded and nondecreasing a and (3 exist such
that

M
n+l- Cn =.l xnda(x)

But

n+l =

.l

xn dx

and thus we get


Cn

xn d[Mx -a(x)]=

xn d[{3(x)- Mx].

By unicity we have
Mx -a(x) = Mx)- Mx = cp(x)

125

General orthogonal polynomials

and
L1hCP(X) = Mh - L1hCX(X) = L1h(3(X) - Mh

where L1h is defined by L1hU(X) = u(x+h)-u(x). Thus


we have

'v'x~o

and 'v'h> -x,

_M:s;;L1h~(X) :s;;M.
But cP is a function of bounded variation and has a derivative a(x) almost
everywhere. Thus by Lebesgue Theorem

11m

LX L1hCP(U)
( ) du
h d u= LX au

h--->O

11

lim -h

1
cp(u) du -lim -h

h--->O

LX cp(u) duo

h--->O

But cp is continuous in [0,00) and so the right hand side of the preceding
relation tends to cp(x)-cp(o)=cp(x) when h tends to zero. cp is absolutely
continuous and we have
cp(x) =

and
Cn

a(u) du

xn dcp(x) =

xna(x) dx

with la(x)I:S;;M, 'v'XE[O, 1].

By a translation in the variable we immediately get

CoroUary 2.18. A necessary and sufficient condition that


Cn

xna(x) dx,

n =0,1, ... ,

with la(x)l:s;; Mx- v, 'v'x E [0, 1] and 'v'p E 7L is that

lL1 k c I:s;;
n

for n

Mk!
(n-p+1) ... (n-p+k+1)

= p, p + 1, ...

and k

= 0, 1, ...

Chapter 3
Pade approximants and related matters

The aim of this chapter is to show how the theory of general orthogonal
polynomials can be used to derive old and new results for Pade approximants and related matters as continued fractions and the e-algorithm. All the
known results are obtained much more easily by using general orthogonal
polynomials than they were previously obtained; no special prerequisite is
needed such as Schwein's development or extensional identities. Moreover
everything follows in a very natural way and a unified approach of Pade
approximants and related subjects is obtained. New results are also extracted, such as recursive methods to compute Pade approximants or the
connection between the topological e -algorithm and the biconjugate gradient method. The first attempt to use the theory of general orthogonal
polynomials in Pade approximants seems to be due to Wall [133]. This
problem was also tackled in [3, 4, 25, 101, 125, 145].

3.1.

Pade approximants

3.1.1. Determinantal expression and matrix formalism

We saw in Chapter 1 how to construct PaM-type approximants with


assigned degrees in the numerator and in the denominator. We had
'1

L c/+tn+'(k-1/k)",(t)

(n+k/kMt)=

i=()

with
fn (t) = Cn + 1 + c

l1

+2 t

+ ...

That is to say that the linear functional used to define the numerator
of (k -l/kk was the functional c(n+l) such that c(n+I)(x i ) = Cn+ l +i . In
section 1.5 we saw that if the generating polynomial of (k -l/k)f.. is the orthogonal polynomial of degree k with respect to the functional c(n + I) then
(n+k/kMt) becomes the Pade approximant [n+k/kJt(t). Thus, by USing
the notations of section 2.8 we get
11

[n + k/kJt(t) =

L c/+t n+
i~O

6(n+l)( )

-(~+I/)

Pk

We also saw that

(k/n + kMt) = t-n+l(n + k -l/n + k)r. (t)


with
fl1(t)=0+Ot+ ... +Ot"-2+ Cot " I+ C1t"+ ...

The linear functional used to construct the numerator of (n + k -lin + kh.,

127

Pade approximants and related matters

was the functional CC- n+1) defined by CC- n+l)(x i ) = Ci-n+!' If the generating
polynomial of this approximant is chosen as the orthogonal polynomial of
degree n + k with respect to the functional C C- n +1) then we get the Pade
approximant [kin + kJr(t) and we obtain
[kin

+ k]f(t) = t- n+ 1 Q~-+nk+l)(t)/P~-:tl)(t).

With the convention that a sum with a negative upper index is equal to zero
the two preceding results can be gathered together in the following theorem
Theorem 3.1.
p-q

[P/q]f(t) =L

c/ + t

p- q

+ 1 Q!:'-q+l)(t)/p!:'-q+l)(t),

p,q=O,I, ....

i=1l

Now using the identities of Theorem 2.42 we immediately get


Theorem 3.2.
[P/q]f(t)

= cIlR~q-p+l)(t)/p!:,-q+1) (t),

p,q=O,I, ...

= N~-q+l)(t)/p!:,-q+l)(t),

Using the determinantal expressions for these orthogonal polynomials


we obtain the determinantal expression of Pade approximants which was
given in section 1.5. From the relations of Theorems 2.42 and 3.1 we obtain
the property of reciprocal covariance. for Pade approximants
[p/q],(t)[q/p ]g(t) = I

where g is the t;eciprocal series defined by f(t)g(t) = 1.


We now come to some results which can help in proving the convergence and locating the poles of Pade approximants
Theorem 3.3.
H Cp - q +1)
f (t)-[p/q] f (t) =

q+l
HCp-q+1)

t P +q+ 1 +O(t P + q + 2 )

Proof. From Theorem 1.15 we get


f(t)-[k -1/k]f(t) =

p~;; t 2k +O(t 2k +

1 ).

1~us the coefficie~t of t 2k is equal to c(PD divided by the constant term of


Pk(t), that is by P~(O). From Theorem 2.1 and c(PD=tkc(xPk)=HiO)Hiol!

we get
f(t) -[k -l/k]f(t) =

H CIl)

H~~/ t 2k + O(t 2k + 1).

Applying this result to the series fn and Tn completes the proof.

128

Chapter 3

Using Theorem 3.1 and Theorem 1.15 we can obtain expressions for
the error
Theorem 3.4.
t P+ q + 1

t(t) - [P/q]f(t) = P~-q+1)(t)

= _t P+q + 1

C(p-q+1)

i_

(P(P-q+l)(X)
C(p+l) -.:!.q--.:........:..

P~ q+l)(t)

_
-

(xq P(P-q+l)(X)
xt

1- xt

tP+q+ 1

[P~-q+l)(t)f

([P(P-q+l)(X)f)
(p-q+l) "---'q::..-_-'-.;..;;;...

1- xt

Proof. We can write f as


p-q

f(t) = ~

cl + t p - q +1 c (p-q+l)l- xt)-l).

i=O

But
Q~--q+l)(t) = t q -

1 c(p-q+1)

P(P-q+l)(t-1) _ p(P-q+l)( )
q
t- 1 _ x q
x

= P~-q+l)(t)c(P-q+1)l- xt)-l)
- tqc(p-q+l)(P~-q+l)(X )(1- xt)-l).

Thus
t P+ 1

f(t)-[p/ql(t)

= P~-q+l)(t) c(p-q+1)

But from the orthogonality relations of


c(p-q+l) (

P(P-q+1)( )
q
x

(P(P-q+l)(X)
q 1- xt
p<:-q+l)

we have

= tqC(p-q+l) ( x q~p-q+l)(
q
x )

1-xt

1-xt

which proves the first relation. The second relation follows from
c(p-q+1)(x q x i ) = c(P+1)(x i ) and the proof of the third relation is as in Theorem
1.15 .
This result generalizes a known result in the case of Stieltjes series [5].
From the preceding results we have
h(p-q+l)
q

= C(P-q+l)(p(P-q+l)2)
= H(p-q+l)/H(p-q+l)
q
q+l
q

and the result of Theorem 3.3 can be written as


f(t) - [p/q1(t) = h~-q+l)tP+q+l + (!)(t P + q + 2 ).
The following relation holds between the
Theorem 3.5.
h(p-q+l)

h(p-q+2)

q ---o-:+ --7
(p-q+2)
h(p-q+l)

q-l

h(p-q+l)
q
h(p-q)
q

h(p-q)
q+l

h(p-q+l)
q

h~-q+l)

129

Pade approximants and related matters

Proof. We have
h~-q+l)

H(p-q+l) H(p-q+2)
q+l
q-l
_
H(p-q+l) H(p-q+2) -

h~~lq+2)

(p-q+l)

eq

It is easy to check that the second member of the left hand side is equal to
q~;rl) and that the two members in the right hand side are respectively
equal to q~+7) and e~+7). Thus the relation of the theorem is nothing else
but the q - d relation.

This theorem was first proved by Van Rossum [105], using a quite
different technique.
From the preceding theorem we can deduce the

Corollary 3.1. If
h(p-q+1)
q

h (p-q+2)
q-l

h(p-q+2)

+ h(p-q+l)
q
-0
q

then
h (p-q+2)
q-l,
h(p-q)

h (p-q)
q+l

h(p-q+2) .

Proof. The condition of the corollary can be written as


e (p-q+l)
q

+ q(p-q+l)
=
q+l

q(p-q)
q+l

+ e(p-q)
= 0
q+l
.

But, by the preceding relation


h (p-q+2) h(p-q+l)
q-l
q
h(p-q)

h(p-q+l)
q

q(p-q)
q+l
e(p-q+l)
q

e(p-q)
q+l
q (p-q+l)
q+l

We also have

h (p-q)
q+l

h(p--q+l)
q
_

h(p-q+l) h(p-q+2) q
q

(p-q)
eq+l
q(p-q+l)
q+l

which proves the corollary.

This result was also proved by Van Rossum [105]. The condition of this
corollary is satisfied by the main diagonals of the Pade tables for e t and
00

e'Yt

IT
i=l

00

00

(1 +a;t)/IT (l-a;t) with 'Y >0,


i=l

these examples

q~l)e~l)<O,

a;

>0 Vi and

a;

<00. Moreover for

i=l

Vp which leads to the important result [104]

Corollary 3.2. The Pade approximants [k/k] for the two preceding series have
no poles in Re (t) < O.
For the exponential series this result has been recently very much
refined [113, 114, 115, 116].

Chapter 3

130

The last result which has been proved by Van Rossum [105] and whose
proof can be simplified is

Theorem 3.6. A necessary and sufficient condition that


P~+-kq+ll(X) = AP~+-kq)(X) + f.LP~+-k~12)(X),

Vk

where A and f.L are constants independent of k is that


h(p-q+l)
h(p-q)

q
q-l

q+l
q

h(p-q+2) = h(p-q+l) .
Proof. This last relation can be written as

By the first relation (2.12) of the q - d algorithm we get


_ q(P-q+l)
q (p-q)
q+l - q+l
and thus
(p-q) q(p-q+l)
q q+l
q+l
= e(p-q) .
(p-q+l)
eq
q+l
Using now the second relation (2.13) of the q-d algorithm we get
(p-q)

q(p-q)

q q+l _ q+2
e(p-q+l) - e(p-q+l)
q
q+l

which shows that q~';k~l/e~+-kq+l) is constant for all k. In other words


H~+-kq)H~P';kq+2) = AH~P';k~lH~+-kq~?),

Vk.

From relation (2.27) we have


(p-q+l)2p-(p-q+l)(X) = H(p-q+2)H(p-q)P-(p-q)(x)
H q+k
q+k
q+k
q+k q+k
- H(p-q) ff P- q+2)p(p-q+2)(X)
q+k+l q+k-l q+k-l
= H(P-q+2)H(p-q)[P-(p-q)(x) - AP-(p-q+2)(X)]
q+k
q+k
q+k
q+k-l'

But, by the recurrence relation for Hankel determinants


(1 - A)H(p-q+2)
q+k H(p-q)
q+k = H(p_q+1)2
q+k
.

The converse follows from the same relations.

An example of such a situation is given bye'. If p = q


H~O)H~)

A =H(O) H(2)
k+l k-l
and thus
A = f.L = 1/2.

COcz
coc2-ci

-1

= 0 then

131

Pade approximants and related matters

Let us now come to the matrix formalism of Pade approximants. From


Theorems 2.28 and 2.30 we immediately get

Theorem 3.7.
[k -1/k]f(t)

= Co det (Ik-l -

tJ~_I)/det

(Ik - tJk)'

Moreover, using Magnus relation, we obtain


[k -l/k]f(t) = co(e, (Ik - tJk )-l e)

where

e = (1; 0; ... ; O)T.


But
and so
00

[k -1/k]f(t)

= cot- 1(e, Rdt-l)e) = cot- 1 L (e, Pke)t i + 1

and finally we find that


00

[k-l/k]f(t)=cO

L (e,Pke)t i

and from the approximation property of Pade approximants it follows that


ci=cO(e,J~e)

for

i=0, ... ,2k-1.

We also have
R(k))
e, i e
i=1 1- tXi
k

[k -l/k]f(t) =

if the zeros

Co

of P k are assumed to be distinct. But Pk = OkD~Ok"1 and

X;

(e, J~e) = (Ore, D~ Vk"ILk" l e).

Since the polynomials are monic we get ore = e' and Lk" l e = 'YkCijl with
e' = (1; ... ; 1)T. Using Vk"I'Yk = (Aik ); ; Akk))T and D~e' = (x~; . .. ; X~)T
we get
k

Ti) = L..
~ A(k) i
j
Xi'

Co( e,Jk e

i =0,1, ...

j=l

and thus
k

C.
I

=~
~

A(k)X~
J

J'

i =0, ... , 2k-1

j=l

with A~k) = co(e, R~k)e) or A~k) given by one of its definitions as previously
seen.
The preceding matrix formulation of Pade approximants is equivalent
to Nuttall's formula obtained as Property 1.5. Replacing Rk by its value

132

Chapter 3

we get

[k -l/k],(t) = cot-lee, QkCt- l l k - Dk)-IO;;le)


= co(e, Ok(lk - tDk)-IO;;le).
But Ok = Lk V k, ae = p&Ole and V[L[e = p&OlV[e =p&Ole', and we obtain

[k -l/k],(t) = cop&Ol(Ik - tDk)-le', V;IL;;le).


But (lk - tD;;I) = g = 1- Xlt)-\ ... ; (1- Xkt)-I)T and thus

[k -l/k],(t)

= cop&Ol(g, V;; 1 L;;le).

Using now L;;l = AkL[H;;\ L;;le = hoI p&Ol" and ho = p&W co with ,,=
(co; ... ; Ck_I)T we get

[k -1/kMt) = (g, V;;l,,)


which is the formula obtained as a consequence of Theorem 1.5 and
Magnus identity; we know this formula to be equivalent to Nuttall's
compact formula and to Rutishauser's definition of continued fractions
[109].
Pade approximants are also connected with the resolvent of operators.
Let Ak be the operator obtained by the moment method and let us formally
write
(1 - Akx)-l = 1 + Akx + A~X2+ . ..

for any complex number x. Let z be an arbitrary element of Ek> then


(1 - Akx)-IZ = Z + XAkZ + x 2A~z + ....
Since Ek has dimension k then k + 1 elements of Ek are linearly dependent
and eo, ... ,ek (not all zero) exist such that
k

L e;A~z =0
and so
k

eiA~+iz

= 0,

\fn~O.

i~O

Let y be an arbitrary element of E, then


k

L eiCn+i =0,
i=O

\fn~O

with Ci = (y, A~z) for all i ~ O. Let us now consider the series

defined by

f(x)

= (y, (1 - Akx)-lZ) = L CiXi.


i~O

Since a recurrence relation of order k holds between the coefficients of this


series for n ~ 0 then it is a rational function whose numerator has degree

133

Pade approximants and related matters

k -1 and whose denominator has degree k (see, for example, Bourbaki


[13]). Thus, the [k -1 /k] Pade approximant to this series will be identical
with the series itself
(y, (1 - Akx)-lZ)= [k -1/kJt(x) = Qdx)/Pk(x).

Moreover, Pk is the characteristic polynomial of Ak for if x is a zero of Pk


then the matrix 1 - Akx is singular which shows that X-l is an eigenvalue of
Ak that is to say a zero of Pk.
m

If

i=O

eiti is the minimal polynomial of Ak for z, then, by definition

L eiA~z=O,

i=O

and f is the ratio of a polynomial of degree m -1 divided by a polynomial of


degree m and
(y, (1 - Akx)-lZ) = [m -1/mJt(x).

Moreover, if this minimal polynomial has the factor t with multiplicity r (if
r = 0, t is not a factor) then
m

L eiA~z=O,
i=r

and
m-r

L er+ic,,+i = 0,

i=O

for

n = r, r + 1, ....

This shows that f is the ratio of a pOlynomial of degree m - 1 divided by a


polynomial of degree m - r and thus
(y, (1 - Akx)-lZ) = [m -l/m - r It(x).

3.1.2. The cross rule


The cross rule is an identity between five adjacent Pade approximants which
has been obtained by Wynn [143] via the B-algOrithm and its connection
with Pade approximants. The aim of this section is to show how to derive
this rule directly from the preceding results on orthogonal polynomials. This
rule is also known as the "missing identity of Frobenius". The results stand
for positive as well as for negative values of n.
For simplicity we set

[n + k -1/k],(t) = N
[n + k/k -1],(t) = W

[n + k/klt(t) = C

[n + k + l/klt(t) = S

[n + k/k + 1],(t) = E

134

Chapter 3

We have
n

L e/ + tn+1Q~n+l)(t)/P~n+1)(t),

C=

;=0

n-1

L e/ + tnQ~n)(t)/P~n)(t),

;=0

W=

n+1

L c/ + tn+2Q~n~2)(t)lP~n":12)(t),

;=0

S=

n+l

L e/ + tn+2Q~n+2)(t)/P~n+2)(t),

;=0
n-1

= L e/ + tnQrl1(t)/P~nll(t).
;=0

From the qd-algorithm we get


(n)

p~n+1)(t) - p~nll (t)

Cn~n+1)(t) + tQ~n+1)(t) - Q~nl1 (t)

tP~n)(t)

tQ~n)(t)

qk+1 -

and so
p~n+1)(t)Q~n)(t)- P~"l1(t)Q~n)(t)

= enP~n)(t)p~n+1)(t) + tQ~n+1)(t)p~n)(t)
- p~n)(t)Q~nl1(t).

Dividing by p~n)(t)p~n+l)(t) we obtain


p~nll(t) [Q~nll(t)

p~n+l)(t) p~nl1(t)

Q~n)(t)]

p~n)(t) = en

Q~n+1)(t)

t p~n+1)(t)

Q~n)(t)

pr)(t)

Multiplying by t n we get
p~nl1 (t)(E - N) = .P<t+ 1)(t)( C - N).

(3.1)

From the qd-algorithm we also have


(n+1) _

ek

p~n+l)(t) - p~n+2)(t) _ Q~n+1)(t) - Cn+1p~n+1)(t) -

tP~n_+[>(t)

tQr+2)(t) .

t2QL~~2)(t)

Thus
tpLn+1)(t)QLn~2)(t) - tP~n+2)(t)Q~n_~2)(t)

= QLn+1)(t)p~n":l)(t)

- Cn+lp~n+1)(t)PLn":l)(t) - tQ~n+2)(t)p~~~2)(t).

Dividing by p~n+1)(t)~n~2)(t) we get


Q~n+1)(t)

p~n+1)(t)

135

Pade approximants and related matters

Multiplying by

tn+ 1

we obtain

pln+l)(t)( C - W) = pln+2)(t)(S - W).

(3.2)

Multiplying together the relations (3.1) and (3.2) gives


p~n+l)(t)p~nll (t)(E - N)( C - W) = p~n+l)(t)p~n+2)(t)( C - N)(S - W).

In (3.1) replace n by n + 1, and replace n by n -1 andk by k + 1 in (3.2).


By multiplying together these two relations we get
p~nll(t)frkn:l)(t)(E - C) = p~n+2)(t)p~n:l)(t)(S - C).

Finally by multiplying together the two last relations we obtain


(E- C)(C- N)(S- W) = (S- C)(E- N)(C- W)

which can be written as


S-W
(C- W)(S- C)

E-N
(E- C)(C- N)

S-C
(C- W)(S-C)

C-W
(C- W)(S-C)

or

------+

E-C

C-N

= (E-C)(C-N) + (E-C)(C-N) .

And we finally obtain the cross rule


1

N-C

S-C

1
1
W-C E-C

--+--=--+--.

(3.3)

This rule can be used to compute recursively the whole Pade table
starting from the boundary conditions
[-l!q]f(t) = 0,

[p/O],(t) =

[P/-1]f(t) =

f c/,

[O/q],(t)

00,

= [q/O];l(t) = (~ dirl.

i=Q

Since the cross rule also holds for the series g and because of the reciprocal
covariance property we also have
1

---+
l
N-1-CS-1_C- 1 = W-1_C- 1+ E-1-C- 1 .
This rule is the inverse cross rule.

3.1.3. Recursive computation of Pade approximants


From the theory of adjacent systems of orthogonal polynomials many
relations between adjacent Pade approximants can be obtained as well as
methods to compute Pade approximants recursively.
The first recursive method to compute Pade approximants is to use the
recurrence relation between orthogonal polynomials and associated polynomials. We thus obtain a method to compute a diagonal in the Pade table

Chapter 3

136

such as [n + k/kMt) for k = 0,1, ... and n = 0, 1, ... fixed. Such a method,
which is a generalization of a method given by Gragg [63], has been found
by Brezinski [23] by using a bordering method for solving systems of linear
equations of increasing dimension. It is in fact the algorithm given in section
2.2.
Let us now come to other relations and recursive methods. From
Theorem 2.12 we know that
p~nl(t)Q~n11 (t)

Q~n)(t)p~n11 (t)

= c(n)(p~n)2) = H~nll/H~n).

Thus
1'~n)(t)(Xnll (t) - Q}:')(t)1'~n11 (t) = t2kH~n11/H~n)

and we get
_
N

Q- (n) (t)
Q- (n)(t)
_ n_k
_ _ t" k+l
E - t 1'~n)(t)
1'~n11(t)

H(n)
_ n+2k
k+1
t
H~n)1'~n)(t)1'~n11(t)

Using the polynomials ill") defined in section 2.8 by


ill")(t) = H~n) 1'~n)(t)

We get
N - E =[n +k-l/k],(t)-[n + k/k + 1Mt)
[H~~1]2
t n+2k
ill")(t)ill"l 1 (t)
.

(3.4)

Using (3.1) we immediately obtain


N - C = [n + k -l/k]f(t)-[n + k/k]f(t)

H(n) H(n+l)
k+1 k
t"+2k
ill")(t)H(:+1)(t)
.

(3.5)

But we have
1'(n) (t) 1'(n+1)(t)
k+1_ - k
p}:'+l)(t)
(n) t1'(n)(t)
= -(N - E) qk.:.H k

(N-C)-(N-E)=E-C=(N-E)

p~n+l)(t)

and thus

E - C = [n + k/k + l],(t) - [n + k/k]f (t)


= _

H(n) H(n+l)
k+1 _ k+1

tn+2k+1

(3.6)

H~~1 (t)H~n+l)(t)

Relations (3.4), (3.5) and (3.6) have been obtained by Wynn [146]. Now we
have
E-S=(E-C)-(S-C)=(E-C)

1'(n+2)(t) 1'(n) (t)


k _
k+1
.
p~n+2)(t)

137

Pade approximants and related matters

But

by using (2.27). Finally we obtain


H~n:11) ilt+ 1)(t)

E - S = (E - C)t H(n) H~(n+2)( )


k+l
k
t
n+2k+2

=t

H(n) H(n+l)

H(n+l)H(n+1)(t)
k+1
k
Hln21(t)Hln+1)(t) Hln21 H ln+2)(t)
k+l

k+1

E -S = [n + k/k + lJt(t)-[n +k+ 1IkMt)


[ H(n + 1)]2
=

k+}

H~n21(t)Hln+2l(t)

tn+2k+2

(3.7)

Using (3.5) and (3.6) we have


_1_ _ _1_ = _ Hr+l)(t) [Hln)(t) + Hln21(t)]
t n+2kHk"l 1 Hkn+1)

N- C E- C

By (2.25) and (3.3) we obtain


1
1
1
N-C

E-C

tHkn++l)

W-C

S-C

(3.8)

Similarly we have

N-C

W-C

E-C

S-C

(3.9)

Combining the preceding results it is easy to see that


(W-N)(W-S)

(E-N)(E-S)

(W-C?

(E-C?

[Hln+1)(t)]2
Hkn )(t)Hkn+2l(t)
[Ht+1)(t)]2

(N - W)(N-E) _ (S-E)(S- W)
(N-C?

(S-C?

A,

~ (n) (t){r,n+2)(t)
H
k+l
k-l

= f.L

where A and f.L depend on n, k and t. Moreover


A-1 + f.L -1 = [Hknl(t)Hkn+2l(t) -

Hk"ll (t)Hkn_+12l(t)]/[Hkn+1l(tW

and by (2.32) we get


"'In, k, t

which is a relation proved by Cordellier [47].

Chapter 3

138

Of course, by combination of the preceding identities, many other


relations can be obtained. Let us give some more relations
W- S
(W-C)(S-C)

N- E

= (C-E)(C-N)

[Hkn+1)(t)Y
tn+2k+lHkn+l)Hkn++/)'

(S - C)-l(N - C)-l + (W - C)-l(E - C)-l = _t-(2n+4k+1)[Hkn+l)(trr ,

(W-C)(E- C)+(S-C)(N -C) = _[H~n+l)Hk~-!;t)Yt(W-S)(N - E),


(N - E)(S - W) [HknllHkn+2)]2
(W-N)(E-S) = tHkn+l)H'kn++l) .

Now if we multiply (2.27) by tH'kn++/>, (2.30) by Hkn+1) and subtract we get an


identity obtained by Wynn [142]
(n)(t) tH (n+1)H(n+2)H~
k+l
k
k

tH(n+1)H(n) H~(n+2)(t)
k+l
k+l k-l

If we multiply this relation by Hkn+l)(t)/(tn+2k+lH'kn+l)H'knllH'k;'+2)H~n:ll


and if we use (3.5) and (3.6) we get the cross rule of Wynn.
Using the definition of the polynomials N'kn) used in Theorem 2.44 we

can prove the following relations which were discovered by Wynn [142]
e'kn)Qkn+1)(t) + (q'knll -

ek~/) -

t)Okn)(t) + to'k~/)(t)

and
qkn-l)to~n-l)(t)

+ (ekn) __ q'kn-1)t)Okn)(t) + Okn+1)(t)

= Cn - 1 q'kn-l)p'kn- 1)(t) -

CnPkn)(t).

Some of these relations can be found in [9] where the correspondence


with the non classical notations used by Baker are given by
C(LlM) =

H~-M+l)

and

S(L/M) =

H~-M+l)(t).

Let us now consider the square


NW N

NE

W
SW

E
SE

C
S

with

C=[n+k/k]f(t).

From the relations (3.4), (3.5), (3.6) and (3.7) it is easy to get
(C - E)(S - SE)
(C - S)(E - SE)

and
similar
(W, C, Sw, S).

HknllHkn++12)
Hkn+2)Hkn12

identities

for

(N, NE, C, E),

(NW, N, W, C)

and

Pade approximants and related matters

139

We also have
(C - SE)(S
- E) = [Hr:l)]2
-'--__
-'-'-_---'-

-'::'''--'-:';'-'-0..,...::-,.,.

(C - E)(S - SE)

Hk"llHkn:12)

(C - SE)(S - E)

[H~:~1)]2

(C - S)(E - SE)

Hkn+2)Hk"l2

The right hand side of these equalities is independent of t. So also is the left
hand side and we obtain ratios of Pade approximants which are invariant
with respect to t. We also get
(C - SW)(E - S) Hkn+2)Hkn++/)
(C-E)(SW-S) = HknllHkn+3) t,
(C-NE)(S-E)
(C - S)(NE - E)

Hknl 1 Hk":/) t
Hkn+ 2 ) Hln;-21 ) ,

(N - C)(E - SE) _
(C-SE)(N - E) -

ek+1 t,

(W - C)(S - SE)
(W-S)(C-SE)

qk+l t.

(n)

(n+1)

Many other relations as well as invariant ratios of Pade approximants can be


derived from all these relations.
By using the notations of Theorem 2.44 and by Theorem 3.2 we have
[n + k/k]f(t) = Nt+1)(t)/Pkn+1)(t).

The polynomials
n+k-l.
We set

Pk

have degree k and the polynomials Nt) have degree

n)

n+k-l

Nt)(t) =

a~k.n)ti.

i=O

Since the polynomials

a~k+nLl =

Pk

n)

are monic we have

(-l)kHkn;-l)/Hkn).

These relations are also valid for negative values of n.


The relation (2.30) can be written as
mn+1)mn+1)
p(n) (t) = p(n+2)(t) _ t
k+l k
p(n+l)(t)
k+l
k
H(n) n{n+2) k
k+l I1 k

140

Chapter 3

and an identical relation for the numerators N~n). Thus


p~nll (t)

= p~n+2)(t) + tb~k++ll.n) p~n+l)(t)/b~k.n+l).

Finally we get
N~nll (t)

bkk.n+1 ) N~n+2)(t) + tb~k++!.n) N~n+l)(t)

p~nll (t)

bkk.n+l)Pkn+2)(t) + tbk,,:!n) p~n+l)(t)

(3.10)

But we also have


(k.n+2)
pen) (t) = p(n+2)(t) _ t a n+k+1 j>\n+l)(t)
k+l

(k.n+l)

an + k

and the relation (3.10) can be written as


N~"ll (t)

a~k+k+1) N~n+2)(t) - ta~k+k:2{Nkn+1)(t)

Pknll (t)

a~\k+1) Pkn+2)(t) - ta~k+k:2{ Pkn+1)(t)

(3.11) :

If the two Pade approximants denoted by are known this relation


allows us to compute the Pade approximant denoted by *. This relation is
identical to Lemma 1 proved by Claessens [43].
From relation (2.27) we get
H(n+2)
H(n+l)
H(n)
k
H(n)( ) _ k
p(n+1)( )
k+l p(n+2)( )
TTin+l)H(n+2) k t - TTin+2) k
t + TTin+l) k-l t.
l"lk

k-l

l"lk-l

l"lk

Thus
Nkn)(t) a~".-k1.n+2) Nkn+l)(t) - a~k+k+1) Nkn_~2)(t)
Pkn)(t) = a~\~il.n+2) Pkn+1)(t) - a~k+k+l) Pk"-+;)(t)

(3.12) *

which is the result given in Claessens second lemma [43].


An alternate use of formulas (3.11) and (3.12) allows us to compute
Pade approximants situated on an ascending staircase in the Pade table

[n +2k -3/2] ~

11'

[n +2k -2/1] ~ [n +2k -2/2]

1l'

[n + 2k -1/0] ~ [n + 2k -1/1]

1l'

[n +2k/0]
This is an algorithm due to Baker [8] whose origin can be now fully
understood.
Starting from [n +2k/0] and [n +2k -1/0] and starting also from
[0/n+2k] and [0/n+2k-l] forms the Pindor algorithm [99].
The preceding method is independent of the arbitrary normalization
factor which is chosen for orthogonal polynomials. This normalization factor
can be modified during the computation.

Pade approximants and related matters

141

We now express the relations between the coefficients of the polynomials occurring in the denominator of (3.10) and the relations between the
coefficients of the polynomials occurring in the numerator of (3.11). We get
b~t+l) = b~k+'i+2) = 0,
bkk,n+l) b\k+l,n) = bkk.n+l) b\k.n+2) + b~k++l,n)b\,=~+l),
i = 0, ... , k + 1,
a~t+l)=O,
a~k+k+l) a\k+l,n)

= a~k+k+l) a\k,n+2) -

a~k+k::r a\,=~+l),

i = 0, ... , n + k.

These two recurrence relations are Longman's method [86] to compute


Pade approximants.
Moreover, from the numerator of (3.10) and the denominator of
(3.11), we obtain
bkk,n+l) a\k+l,n) = bkk,n+l) a\k,n+2) + bkk++/,n) a\,=~+l), i = 0, ... , n + k,
a~~k+l) b\k+l,n)

= a~k+k+l) b\k,n+2) -

a~~k-j;2{ b\,=~+ll,

i = 0, ... , k + 1.

We now come to two other relations. We have


hkn) = c(n)(Pkn)2) = Hkn~l/ltkn)
and thus
ekn) = hkn)/hkn_+ll),
qkn~l = hkn+1)/hkn)

(3.13)
(3.14)

with
k

hkn) =

L Cn+k+ibk~~).

(3.15)

i=O

By Theorem 2.44 and relations (2.20) and (2.21) we immediately obtain


Nt+1)(t) _ Nt)(t) - ekn)tN~~-j;l)(t)
(3.16)
p~n+l)(t) - p~n)(t) - eln)tPln_~/)(t) ,

Nl"ll (t)
Pl"ll (t) =

Nl"+l)(t) - qln~l tNt)(t)


Pln+l)(t) - qln~l tPln)(t)

(3.17)

where eknl, qln~l are computed from (3.13), (3.14) and (3.15). Thus, relations
(3.16) and (3.17) allow us to compute recursively Pade approximants located
on a descending staircase in the Pade table without calculating the whole qd
array
[n/O]

{J,
[n + 1/0]::? [n n1/1]
[n +2/1]::? [n + 2/2]

{J,

Chapter 3

142

This is an algorithm due to Watson [135] which is now also fully explained.
Some other methods based on the connection with continued fractions can
be found in [142] but these methods need the knowledge of the whole qd
array or the whole table of Hankel determinants.
The relations (3.11), (3.12), (3.16) and (3.17) can be used in many
different ways to compute other sequences of Pade approximants. For
example if we use (3.17), then (3.12), then (3.11), then (3.16) and so on we
are able to compute recursively the following sequence of Pade approximants
En/OJ

[n/1]

11'

[n + 1/0] ~ [n + 1/1]

[n/2]

[n + l/2] ~

All these methods can also be used with negative values of n, that is to say
for the reciprocal series. Thus, by the property of reciprocal covariance, we
can compute
[0/n+2k-1] [0/n+2k]

{!,

[lIn +2k -2] [1/n +2k -1]

{J,

[2/n+2k-2]
by using alternatively (3.12) and (3.11).
If we use alternatively (3.16) and (3.17) we can calculate the sequence
[O/n] ~ [O/n + 1]

{1,

[1/n + 1] ~ [1/n + 2]

{!,

[2/n+2]~

Now if we use (3.16), (3.11), (3.12), (3.17) and so on we get a method to


compute
[O/n] ~ [O/n + 1]

{!,

[l/n] [1/n + 1]

{),

[2/n] ~ [2/n + 1]

{J,

We can also follow some bizarre route in the Pade table such as

3-4
t ~
1-2 5-6
13-14 17-18
~
t
~
t
7 -8 11- 12 15 -16
~
t
9-10

143

Pade approximants and related matters

which is obtained by using successively (3.17), (3.12), (3.11), (3.16), (3.17),


(3.16), (3.17), (3.16), (3.17), (3.12), (3.11), (3.12), (3.11), (3.16), (3.17),
(3.12) and (3.11). Such a method can be useful if the Pade table is non
normal that is if a square block of identical approximants occurs. In such a
block the preceding formulas cannot be used and we have to go around the
block. Some other techniques in the case of blocks have been discussed by
Cordellier [46] and Gilewicz [61].
It is easy to write a program on a computer which is able to compute
Pade approximants located on any route which can be followed by using the
relations (3.11), (3.12), (3.16) and (3.17).
Let us give an example of the application of these formulas. Let.
t2

t3

= l+t+"2+"6+ ....

f(t)=e t

We have
[0/0] = 1 = m 1)(t)/P&1)(t),

q\l) = 1/2.

(3.17) gives
[1/1] = N\l)(t)/p\l)(t) = (2 + t)/(2- t).

From (3.12) we get


N\O)(t) = a\0.2)N\1)(t)- a~1)m2)(t) = 1(2+ t)-l(l + t) = 1,
p\O)(t) = 1(2 - t) -1(1) = 1- t

and thus
[0/1] = N\O)(t)/P\O)(t) = 1/(1- t).
Using (3.11) we obtain

= a&l.O)N\l)(t)- ta\l,l)N\O)(t) = 1(2+ t)- t(l)l = 2,

N~-l)(t)

p~-l)(t) =

1(2- t) - t(l)(l- t) = 2-2t+ t 2

and
[0/2] = N~-l)(t)/~-l)(t) = 21(2 - 2t + c2).

From (3.15) we get


h~-l) =

L Ci+lb~~il) = Cl(l) + c2(-2) +c3(2) = 1/3,


i=O
1

MO) = L C;+1 b\~?) = Cl (-1) + C2(1) = -1/2.


i=O

Thus

Chapter 3

144

and (3.16) gives


N~O\t) = N~-l\t)- e~-l)tNiO)(t) = 2 + 2t/3 = (6 + 2t)/3,

P~O)(t) = 2-2t+t 2+2t(1-t)/3 = (6-4t+ t 2)/3

and thus

[1/2] = N~O)(t)/P~O)(t) = (6 + 2t)/(6 -4t + t 2 )


We see, in this example, that the condition b&k.n) = 1 can be violated. That is
to say that the normalization factor can be modified during the computations.
If prj is multiplied by some constant A, h ~n) must be multiplied by A 2 since
hr) = bbk.n)c(n)(xkp~n. If we multiply h~n) only by A (since all the coefficients are mUltiplied by A) then both the numerator and the denominator of
the Pad6 approximant are multiplied by A and nothing is changed.
We shall now see how to write differently relations (2.24) up to (2.31)
so that they can be used to compute recursively other sequences of Pad6
approximants. We shall always denote by the known quantities and by *
the one which is calculated. These new ways of writing relations (2.24) to
(2.31) are due to D. Bussonnais [37, 38]. They are based on other expressions for the ratio of two Hankel determinants.
Relation (2.30) can be written as
H(n+1) H(n+l)
p(n+2)(t) = pin) (t) + t k+l
k
p(n+1)(t)
k
k+l
H(n) H(n+2) k

k+l k
To obtain (3.11) this ratio of determinants had been expressed in terms of
a~k+k:2{ and a~~k+1). We shall now express it in terms of quantities which can
be directly computed from p~nl1 and p~n+1) and from (3.10) we get
N~n+2)(t)

p~n+2l(t)

b~k.n+1) N~nl1 (t)

tb~k+~l.n) N~n+l)(t)

= b~k.n+1lPknl1(t)- tbk\;l.n)p~n+l)(t)

We also have
h(n+l) h(n+1)
(n) _ (n+ll __
k___
k_
qk+l ek
- h(n) h(n+2)
k
k-l
H(n+l)
k+l
[H(n+2)H(n) _ H(n) H(n+2)]
H(n+2)
k
k
k+1 k-l
H (n+l)H(n)
k
k+l k

and, by using the recurrence relation (2.17) for Hankel determinants we get

m + )m
n

n + 1)

(n)
(n+1)
k+l
k
qk+l - ek
= H(n) H(n+2)
k+l

which is the ratio of determinants appearing in (2.30). Moreover, by using


(2.33) we obtain

145

Pade approximants and related matters

since
p~n)l(o) =

bik,n).

Thus relation (2.30) gives


p~n+l)(t)

= (p~n+2)(t) _ Ptll(t))/t(bik,n+2) -

bik+1,n))

and an analogous relation for the numerator and we get


Nt+1)(t) Nt+ 2)(t) - N~"ll (t)
p~n+l\t) = p~n+2)(t) - p~nll (t) .

This relation is only valid if the condition bbk,n) = 1 is satisfied.


From (2.27) we get
H(n+2)H(n)
[ H(n+l)]2
k
p(n+l)( )
p(n+2l(t) = k
k
p(n)(t)
H(n) H(n+2) k
t .
k-l
H(n) H(n+2) k
k+l k-l
k+l
k-l
Using the recurrence relation (2.17) for Hankel determinants in the denominator we obtain
Pkn~12)(t)(bkk,n+l) -

Hk,n)) =

b~k,n+l)p~n)(t)

b~k,n) p~n+l)(t)

and an analogous identity for the numerators. Thus we finally have


N~"-+12)(t)

b~k,n+l) N~n)(t) -

P~~12)(t)

b~k,n+l)p~n)(t)_ b~k,n)p~n+1)(t) .

Hk,n) N~n+l)(t)

From (2.27) we also get


H(n+2) H(n)
H(n) H(n+2)
p(n+l)(t) = k
k p(n)(t) _
k+l
k-l p(n+2)(t)
[H~n+1)]2

[H~n+l)]2

k-l

It is easy to check that

H~"1-1 H~n_+12)
[H~n+l)y

We thus obtain
N~n+l)(t)

h~n) N~n~12)(t) - h~n~12)N~n)(t)

p~n+l)(t)

h~n) p~n~12\t) - h(t~12) p~n)(t)

where the quantities h~n) are computed from (3.15).


From (3.16) and (2.33) we immediately obtain
P~"-+ll)(t)

= (p~n)(t) -

p~n+l)(t))/t(bik,n) - bik ,n+l))

146

Chapter 3

and thus
N~n_~l)(t)

N~n)(t) - N~n+l)(t)

p~n_~l)(t)

p~n>Ct) - p~n+l)(t)

This relation is only valid if the condition


We also have

b~k,n)

= 1 is satisfied.

and (3.16) becomes


N~n)(t)

p~n)(t)

a~Jt;kl~~+l) N~n+l)(t) - a~\-':c+l)tN~n_+p(t)


=

a~~kl~~+l) p~n+1)(t) - a~"+.':c+l)tP~"-+ll)(t) .

From (3.17) and (2.33) we have


p~n)(t) = (p~n+l)(t) - p~nll (t))/t(b~k,n+l) - bik+1,n)

and thus
N~n>Ct)

p~n)(t)

N~n+l)(t) - N~nll (t)

p~n+l)(t) - p~nll(t) .

This relation is only valid if the condition

b~k,n) =

1 is satisfied.

We also have

which gives
Nkn+ ll (t)

bkk,n) Nknll (t) - bkk++/-n)tNkn)(t)


b~k,n) p~nll (t) - b~k+~l,n)tP~n)(t)

p~n+l)(t)

From (2.28) it is easy to see that


h (n) b(k,n-l) ]
h (n)
p(n+l)(t) = [ 1 +_k_ _
k __ t p(n)(t) __k_ tp(n-l)(t)
h~n-l)

b~k,n)

h~n-l)

and thus we get

+ h~n)b~k,n-l)t)N~n)(t) -

N~n+l)(t)

(h~n-l)b~k,n)

p~n+l)(t)

(h~n-l)b~k,n) + h~n)b~k,n-l)t)p~n)(t) - h~n)bkk,n)tP~n-l)(t)

h~n)bkk,n)tN~n-l)(t)

From (2.29) it is easy to check that


-(n-l)

h~n) a~k+-kl~~+l) ] -(n)

P k + 1 (t) - 1 + h(n+l)
k-l

and we obtain
Nkn;tl)(t)
pt:P(t)

h~n) -(n+l)
t P k (t) - h(n+l) tPk- 1 (t)

(k,n)

an + k -

k-l

(hkn_+/)a~\'i2_1 + hkn)a~\-kl~'i+l)t)Nkn)(t) - hkn)a~k;_'i2_1 tNkn_+l1)(t)

+ h(n)a(k
l,n+l)t)p"(n)(t) - h(n)a(k,n) tP-(n+1)(t)
(h (n+l)a(k,n)
k-l
n+k-l
k
n+k-l
k
k
n+k-l
k-l

*
A conversational program using these relations is given in the appendix.

Pade approximants and related matters

147

Some other relations can be obtained by eliminating unknown quantities from the preceding identities.
These relations are also valid for the power series expansions of the
remainder terms for which they give recurrence relations. Let us, for
example, consider the relation (3.16) and let us set
R~n)(t)

= A(t)Nt)(t) + B(t)p~n)(t)

where A and B are formal power series. Then, by linear combination, we


have
R~n+l)(t) = R~n)(t) - e~n)tR~n_+l)(t).
If A(t) = 1 and B(t) = 0 this is relation (3.16) for the numerators. If A(t) = 0
and B(t) = 1 this is relation (3.16) for the denominators.
Now if A(t) = 1 and B(t) = -f(t), then R~n) is equal to the power series

expansion of the remainder


R~n)(t)

= Ntn)(t) -

f(t)p~n)(t)

and the preceding relation becomes a recurrence relation between remainder terms in the Pade table.
To end this section let us give a very nice method, also due to
Bussonnais, to obtain directly all these relations. Let us assume, for example, that we want to derive relation (3.16). From the basic property of Pade
approximants we know that
Nkn_+11)(t) - f(t)Pkn_+l)(t) = O(t n+2k - 1),
Nkn)(t) - f(t)Pkn)(t)

= O(tn+2k).

We have to find A(t) and B(t) such that


P(t) = A(t)p~~+l)(t) + B(t)Pkn)(t)

and
satisfy
N(t) - f(t)P(t)

= 0'(t n+2k +1)

where P has degree k and N has degree n + k and where A and Bare
~olynomials or rational functions in t. In that way we shall have P(t) ==
p~n+l)(t) and N(t) == Mn+1)(t).
In this example it will be quite easy to find A and B from the first term
of the power series expansions of the remainders. The same procedure can
be also used for approximants which are not adjacent in the Pade table but
the expressions of A and B will be much more difficult to get.

3.1.4. Normality
For simplicity we set
H~n)(t)

= H~n)p~n)(t),

Mkn)(t) = Hkn)Nt)(t),

148

Chapter 3

so that
[n + k/kl<t) = M~n+l)(t)/Bt+ll(t).

From the relations (3.4), (3.5), (3.6) and (3.7) and after reducing to the same
denominator we get

Mt)(t)Btll (t) -

M~nll (t)Bt)(t)

M~nl(t)Bt+l)(t) -

= -[H~nll]2tn+2\

Mkn+l)(t)Btl(t) = - H~nllH~n+l)tn+2k,

Theorem 3.S. If Hkn ) =f 0 Vk, n then

Bt)

and Mkn) have no common zero.

Proof. From Theorem 2.43 we know that the polynomials Mi.n) are ort~ogonal polynomials. Then from Theorem 2.32 we kno,! that f1~n>, ~~l'

M~n+~) and M~n+2) have no common zero. Similarly for H~n), H~~b H~n+l)
and H~n+2). From the preceding relations it is easy to see that Bt) and M~n)

have no common zero.

In this case we say that the Pade table is normal. Each Pade approximant
[p/q] is the ratio of a polynomial with exact degree p divided by a
polynomial with exact degree q.
Let us now study what happens if H~nll = 0 for some value of nand k.
In that case the coefficient of X k + 1 in p~nll is zero. In the recurrence relation
A~~l and c~nll are zero and, in general, B~~l is different from zero. So p~n)
and Pknll are identical apart from a multiplying factor. So also are Okn) and
Q~nll with the same multiplying factor since they satisfy the same recurrence
relation and thus
[n + k/k + l]f(t) == [n + k -l/klt(t)

which can also be found by (3.4). From (3.5) and (3.7) we see that
[n + k/k]f(t) == [n + k -l/kJr(t) == [n + k -1/k + l]f(t).

Thus four adjacent Pade approximants located in a square block are


identical
[n+k-l/k]

[n+k-l/k+l]

[n + k/k]

[n + k/k + 1]

In that case it is easy to see that

149

Pade approximants and related matters

case, the following relations hold [44]


e~n-l)e~~l)q~n.;l)

= q~n)q~n+l)e~n+1),

4n+22)q~n-82) + e~n+-l)q~n';22)

e~~2)q~n-82)q~n-81)

= q~n++l)e~n++l) +q~n+l)e~n+l),

= q~n:l)e~"++l)e~n12.

These relations allow us to compute q~n.;l), e~n.;l), q~n';32) and q~n.;l).


Let us now assume that H~n:l) is also equal to zero. It follows that
[n + k + 11k] and [n + k + 11k + 1] are also identical with the approximants in
the preceding block. Moreover, from the recurrence relation of Hankel
determinants we get
H{n+2) - [H{n+l)12 = H{n) H{n+2) = 0
H {n)
k+l
k+l
k+l J
k+2
k
,
_ [H{n) ]2 H {n-l)H{n+l)
k+l
k+l
k+l
-

H{n-l)H{n+l) k+2
k
-.

Let us assume that H~n.;p and H~n12 are equal to zero. Then the nine
following apprmiimants are identical
[n+k-l/k]

[n+k-1Ik+1]

[n+k-1/k+2]

[n + klk]

[n + klk + 1]

[n+klk+2]

[n+ k+ l/k]

[n+k+ l/k+ 1] [n +k + 11k +2]

And similarly when there are more and more adjacent Hankel determinants
which are equal to zero. Identical adjacent Pade approximants only occur in
square blocks. This is called the block structure of the Pade table which has
been first systematically studied by H. Pade [94].
Let us consider Hankel determinants located as indicated
H~"ll =
H~n+2)

IV

= W H~n+~l) = C

H~n12 = E

Hkn+~2)=S

The recurrence relation of Hankel determinants is

NS-WE=C 2
If two adjacent determinants (N and S are not adjacent nor Wand E) are
zero then a third determinant is equal to zero. Let us consider the more
complete scheme

NW

ill NE

Vi

C E
S SE

SW

If Nand E (or W) are zero then C and NE (or NW) are zero. In both cases
we have a square block with nine identical Pade approximants located

Chapter 3

150

around each of the zero determinants as follows

[n + k -11k]

[n + k -11k + 1]
H (n)
k+l

[n + k/k]

[n + k/k + 1]

E (or W) are zero then C and SE (or SW) are also zero and we
_
have a ~quare .!Jlock ~ith nine identical Pade approximants.
If C and E (or W) are zero then NE and/or SE is zero (or NW and/or
SW). If NE (or NW) is zero then so is N and we have a block with nine
identical Pade aperoxim~nts. T~e same if SE (or SW) is zero. The proof is
also the_ same if C and N (or SlAre zer..Q:...
__
If C and E are zero and if NE and SE are also zero then Nand S are
zero. Let us consider the ,array
If Sand

NN

ww

NW
W
SW

N
C

NE

S
SS

SE

EE

Let us assume EE and the determinants just above and under it to be non
zero (if one of them is zero they are all zero and we have a square block
with sixteen identical Pade approximants). We shall prove that NW= W=
SW. To prove this we first need an identity proved by Gragg [62] for the
c-array and which can be also written for Hankel determinants. We have

NNC-NWNE=N 2 ,

NS-WE=C 2 ,

CSS-SWSE=S2,
NESE-CEE=E 2,

NWSW- WWC=

WZ,

and thus

(NS + WE)C 2 = (lVS + WE)(NS - WE) = N 2S 2- W 2E2


= (NNC-NWNE)(CSS-SWSE)-(NWSW- WWC)
x (NESE-CEE).
Dividing by C we get

(NS + WE - NN SS+ WW EE)C


= NW SW EE+ WW NE SE- NW NE SS- NN SW SE.
If N=C=NE=S=E=SE=O and EE=/=O then NWSWEE=O and NW
or SW is zero. If NW is zero then W is zero and SW also. The same is

true if SW= O.
Thus we get a square block with nine Hankel determinants equal to
zero and the sixteen corresponding Pade approximants are identical.

151

Pade approximants and related matters

If H~n) = 0 for p = k, ... , k + m then all the Hankel determinants located in the square block having the preceding diagonal are zero and we get
a square block of identical Pade approximants (compare with [62]).
The preceding remarks are the basis of Cordellier's extended cross rule
when a square block of identical Pade approximants occurs in the table [47].
This rule has also been proved algebraically by Claessens and Wuytack [44]
who first extend the q - d algorithm in the nonnormal case.

Theorem 3.9. If the Pade table contains a square block of order m with
[n+k-1Ik], [n+k-1Ik+m-1], [n+k+m-2Ik] and [n+k+m-2Ik+
m -1] at its corners, then
q (n-m)
k+m

q (n-m)
k+m

n
m

i=1

e(n-:i)

k+.-1

= e(n+m-1)
k

q(n+i-1)

k'

i=1

n e(n-m+j-1)+e(n+m)
n q(n-m+j-1)
k+m
n
n k+J'
i

k+m-j

j=1

k+m+l

j=1

= e(n+m-l)
k
e (n+m)
k+m

q(n+m-j)+ q(n+m-l)
k
k+l

j=l

q(n-m+j-l)
k+m+l

j=1

= q(n+m-1)
k+l

n
m

e(n-J:m-j)

for

-1
- , ... , m - 1
,

j=l

e(n+m-j)
k+j

j=l

From these relations q~n;:>, e~n;:) and q~+::;-l) for i = 1, ... , m can
be computed.
Let us now give Cordellier's extended cross rule
Theorem 3.10. If the Pade table contains a square block of order m
with [n+k-1/k], [n+k-l/k+m-1], [n+k+m-2Ik] and [n+k+m-21
k + m -1] at its corners, then
([n+ k -21k +i -1]-[n + k _l/k])-l
+([n + k + m-l/k + m - i]-[n + k

=([n +

_l/k])-l

i -21k -1]-[n + k -1Ik])-1


+([n + k

m - i-11k + m]-[n + k -1Ik])-1

for

i = 1, ... , m

Proof. From Corollary 2.3 we get, for m = 2


([n + klk +2]-[n + k _l/k])-1 +([n + k -l/k]-[n + k -2Ik])-1

[1- (e~~-22) + q~~22)x]p~n)2(x)

= N kn12(x )P\:,)(x) -

Nkn)(x )~"l2(X) .

On the other hand, using Corollary 2.3 and also another intermediate result

152

Chapter 3

we have

([n + k + l/k + 1]-[n + k _l/k])-1+([n + k -l/k]-[n + k -11k -1])-1


[1-(4n+1) +q~n+-;1)X]p~n)2(X)

=Nt12(x )p~n)(X) - N~n)(x )p~n12(x)


and the result follows from the second identity of the preceding theorem.

Let us set

C=[n+k-l/k],
N; =[n+k-2/k+i-l],

Si =[n+k+m-l/k+m-i],
W; =[n+k+i-2/k-l],
Ei =[n+k+m -i-l/k+m].

Then we have

~1CJ~m
.
C
.
.

wm

E1

sm ...

S1

and the preceding rule can be written as


(N; _C)-1+(Si _C)-1 =(W; -C)-1+(& _C)-l

for

i = 1, ... , m.

The inverse extended cross rule also holds. From the practical point of
view this rule is difficult to implement in the general case because the
computation of Ei needs the knowledge of C, N;, W; and Si'
Cordellier has recently produced two algorithms [46] which allow us to
compute recursively a diagonal from [pIO] to [Olp] even if square blocks
occur. The implementation of these algorithms is very easy. These relations,
which use Kronecker's division algorithm [134], appear as a generalization
of the relation given in the previous section when a square block exists.

3.2.

Continned fractions

The reader is assumed to be familiar with the basic definitions and properties of a continued fraction. We only recall that if C is a continued fraction
C = bo

+ri;! +IT:; + ...

and if en = AJBn is its nth convergent defined by


~ + .. '+Ib
~
Cn = bO +1bt
n

Pade approximants and related matters

153

then An and Bn can be computed recursively by


Ak

bkAk- 1+ akA k-2,

k=1,2, ...
with

Bo=1,
Thus if we consider the continued fraction
C(t)

=11 ~~)-11 ~2;2J-

where Ci and Bi are the coefficients of the recurrence relation of orthogonal


polynomials, then
Ok+l(t) = (1 + Bk+1t)Ok(t) - Ck+lt20k_l(t),
Pk+1(t) = (1 + Bk+1t)Pdt)- C k+1t 2i\_1(t),

with
Oo(t) = 0,

O-l(t) = -1,

Po(t) = 1,

P_1(t)=0.

The kth convergent Ck(t) of this continued fraction is equal to Ok(t)/Pk(t)


and thus

Ck (t) = [k -l/kMt).
This continued fraction is called the continued fraction associated with the
series f (or the associated continued fraction).
We can deduce from it a recursive algorithm to compute the family of
monic orthogonal polynomials {Pd.
We set
h o = C(t),

hn

1+Bn t -

Thus

IC

n +1

I-

1 + Bn+lt

...

ho = C1/h b
~ = 1 + Bnt- Cn+lt2/~+1'

Let
~

We have

= u"-l/u,,.

n=1,2, ....

154

Chapter 3

MUltiplying by u" we obtain the linear relation


u,,-1

= (1 + Bnt)u" -

n = 1, 2, ...

Cn+1fu,,+1'

U_ 1 = C 1U1

with the initial conditions


U-1

= f(t) and

Uo = 1.

But C(O) = C 1 = f(O) = Co and thus U1 = f(t)/co and u,,(0) = 1 for n =


1,2, ....
Thus we finally obtain the following algorithm
P- 1 (t) = 0,
Uo=

Po(t) = 1,

1,

Then, for n = 0,1, ...


B

n+1

= [Un -

u,,+1]

t=o'

Pn+1(t)

= (t + B n+1)Pn(t) -

C n+1Pn- 1(t),

[(1 + B n+1t)u,,+1 -

u,,]t=o'

t2

n+2

u,,+2 = [(1 + Bn+1t)u,,+1- u,,]/Cn+2t 2.

This algorithm can also be deduced from the division algorithm which is
currently used to compute the continued fraction corresponding to the series
f (see below the definition) [66].
From the recurrence relation between the u" we obviously have
Bn+1

= u~(O)- U~+1(0),

2Cn+2

= U~+1 (0) + 2Bn+1 U~+1 (0) -

u~(O).

This algorithm can be generalized to the case where the functional c is


not definite, providing new methods to compute Pade approximants in the
non normal case [34, 35, 36, 44, 66].
From the connection between orthogonal polynomials, Pade approximants and continued fractions it is obvious that properties of one subject can
be written as properties of another subject. For example from the properties
of continued fractions we know that
Qk+1(t)Pk(t)-

Ok (t)Pk+1(t) = (-1)kC1( -C2) ... (-Ck+1)

and, using Theorem 2.12, we get


C 1C 2 ... C k+1 = A k+1h k.

From these two results we get


Qk+1 (t)Pk (t) - Ok (t)Pk+1 (t)

= hkt2k+2

155

Pade approximants and related matters

since the polynomials Pk are monic. We also have, from a property of


continued fractions
Qk(t)
C1
2
C 1C2 4
C1C2 ... Ck 2k
Pk(t) - PO(t)P1(t) t + P1(t)Pit) t + ... + Pk-1(t)Pk(t) t .

Expressing the relations between the elements of a continued fraction


and its partial numerators and denominators we obtain
Ck+1 = _ Ok+1(t)Pk(t)- Ok (t)Pk+1(t) = Ak+1hk
Ok (t)Pk- 1(t) - Ok-l (t)Pk(t) Akhk- 1

and
t+ B k+l=

Qk+1(t)Pk-l(t) - Pk+1(t)Ok-l(t)
.
Qk(t)Pk-1(t)- Ok-l(t)Pk(t)

The first relation was already known while the second can be written as
2k
Ok+l(t)Pk-1(t)- Pk+1(t)Ok-l(t) = Akhk-1t (1 + Bk+1t).

From Chapter 2 we know that a system of orthogonal polynomials is


associated with every definite sequence {en}. Reciprocally we shall now
prove that to each recurrence relation of the form
Pk+1(t) = (Ak+1t + Bk+1)Pk(t)- Ck+1Pk-l(t),

k = 0,1, ...

with
Vk,

there corresponds a unique sequence of moments {c;.}. This result, which


has been proved by Van Rossum [101], generalizes a theorem by Favard
[51].
Let us consider the continued fraction

C(t)=~L_S._L
~ IA2t+B;

...

We shall denote by Ck(t) its kth convergent whose denominator is Pk and


whose numerator will be denoted by Ok' Effecting the expansion in decreasing powers of t we get
Q (t) C(k) C(k)
C(k)
C(k)
_k_=_O_+_l_+

Pdt)

...

+~+~+(J(t-2k-2)

t 2k

t 2k + 1

and similarly we can write


(t) C(k+l)
C(k,+l) C(k+l)
k+l =_0_+ . . . +~+~+(J(t-2k-2)
2k
2k+l
.
Pk+1 ()
t
t
t
t

From the preceding relations we get


Ok+l(t) Ok(t) C 1 C2 ... Ck+1 C1 ... Ck +1
( -2k-2)
-----=
=
+0' t
Pk+1(t) Pk(t)
Pk (t)Pk+1(t)
tktk+lt2k+l

156

Chapter 3

and thus
C~k) = C~k+1) =

cik ) = cik

+l)

Co,

= Cb

C~'I2-1 = C~~~V = C2k-1'


These relations are true for all k and so we have

dk ) = Ci ,

for

= 0, ... , 2k - 1

which completely define the sequence {en}. Moreover


C~~+1) - c~'12 = C 1

..

Ck+1/tktk+1

but we know that C~~+1) = C2k and thus


c~'12 = C2k - (C1 ... Ck+1)/tktk+1

= C2k - Ak+1hk/tktk+1 = C2k - hk/t~.


But hk = tkC(XkPk ) and we get
c~'12 = C2k - H~ol1/H~0)

and from this we get the result of Theorem 1.8


-

(0)

Qdx) _ Qdt) _
2k
H k+1 2k
( 2k+1)
x Pk(x) - Pdt) -CO+C1t+ ... +C2k t - H~O) t +0 t
.

All these results can be obviously generalized for the other diagonals of
the Pade table by considering the continued fractions
(n)
~(n)
c(n)( ) _ ~
1
_
2
_
X - X+ Bin) X + B~n) ...

where the coefficients B~n) and c~n) are those occurring in the recurrence
relation of the polynomials {p~n)}. The kth convergent c~n)(x) of this continued fraction is equal to Q~n)(x)/p~n)(x).
Since the polynomials {Q~n]1} form a family of orthogonal polynomials
they are the partial denominators of a continued fraction. This continued
fraction is
(n)/
~(n)
E(n)(x) = ~
2
Cn _
3
_ .
x+B~n)

x+B~n)

These two continued fractions and their convergents are related by


c(n)(x) = C<;')/(x + Bin) c~n]1(X)

ci~(n)(x)),

= Cin)/(x + Bin)-cnct>(x)),

= 0,1, ...

with ct>(x) = 0. (See [120, 121, 122, 123] for a particular case.)
In Theorems 2.33 and 2.34 we already studied some properties of
polynomials which were denoted by Uk and V k . These results will be useful
now.
Let fn(t)=c n +cn +1t+ ... and gn(t)=fn(t2). Since the polynomials {Ud

157

Pade approximants and related matters

are orthogonal with respect to the sequence Cn, 0,

Cn+1>

0, ... we have

Vk(t)IUk(t) = [k -1Ik]g" (t).

But
U 2k (t) = t2kp~n)(t-2),
V 2k (t) =

t2k-2Q~n)(t-2)

and thus
[2k -1I2k]g" (t) = [k -l/kk (t2).

We also have
U2k +1(t) = t2kp~n+l)(t-2),
V 2k+l (t) = t 2k [Q~n+l)(t-2) + c,.p~n+1)(t-2)]

and we get
V2k+1(t)IU2k+l(t) = CZQ~n+l)(t2)/P~n+l)(CZ)+ en

= t[k-1Ik]fn+'(CZ)+c,. = [klkl.<t 2)
and finally
[2k12k + 1]g" (t) = [klk]fn (CZ).
If now we consider the continued fraction

,q(n)1
(n)1
,q(n),
D(t) = ~
n _
1
_
1
_
2
_
t
t
t
t

the kth convergent Dk(t) is Vk(t)IUk(t). If we consider the polynomials Uk


and Vk , they are related by

k=1,2, ...
_

(n)

U 2k +2(t) - U2k+1(t)-Qk+lt U 2k (t),

with Uo(t) = 1,

V_ 1 (t) =-1.

U_ 1 (t) = 0.

k =0,1, ...

Similar relations hold for V k with Vo(t) = 0,

Thus Ddt 2) = Vk(t)IUk(t) is the kth convergent of the continued frac-

tion

2 _

sJ

D(t)-rt-

,q~n)t21

Ie~n)t2,
1

- ...

and we get

Dk (t 2) = [k -l/k]g" (t).
By the preceding results we finally obtain
D2dt) = [k -l/kl (t),
n

D2k+l (t) = [klkln(t).

The continued fraction D(t) is called the corresponding continued fraction

158

Chapter 3

to the series f. It is related to the associated continued fraction by

D2k (t) = Ck(t).


The continued fraction C(t) can be obtained by contracting the continued
fraction D(t).
Continued fractions related to other sequences of Pade approximants
can also be obtained from the relations given in the preceding section
because all these relations have the same form as the recurrence relation
between the numerators and the denominators of the convergents of a
continued fraction.
Thus the corresponding continued fraction is related to relations (3.16)
and (3.17) while the associated continued fraction is connected with the
recurrence relation of orthogonal polynomials.
Algorithms to compute the elements of these continued fractions are
obtained by equating the even and odd parts of two adjacent continued
fractions. For the corresponding and associated continued fractions the
algorithm is the qd-algorithm.
Algorithms connected with other continued fractions have been studied
by Bussonnais [37, 38]. H we consider the finite continued fraction whose
convergents are the Pade approximants obtained from Baker's algorithm,
then the algorithm used to compute its elements is Gragg's 7T{ - algorithm
[62]: let G(p) be the continued fraction whose convergents G~p) are equal to
[p - iIi], for i = 0, ... ,p. This continued fraction can be written as

c2pt p + 1 /cp-l_+
I
A(p)
I_+ +
A(p)
I..
2
p
G (p)()-[,/O]()
t - PI f t +11- r-p t/cp - l . 11-A(p)+II(p)t
11-A(p)+II(p)t
2.-2
p
.-p
We have
with
'Y~n)+8~nll = 'Y~~l)+8~n++l>'
'Y~n)8~n)

= 'Y~n+l)8~n:l)

which is the 7T{ -algorithm.


Let H(p) be the continued fraction whose convergents H~p) are equal to
[pli], for i = 0, 1, .... This continued fraction can be written as
H(p)(t) = [pIO],(t) +1

c t
1!;1

I ~ ~
tIc +~p(P)t +~p(P)t + ...

P+ 1

p+l

with

= p~n)(J"~n.:tl),
p~n+l) + (J"~n+l) = p~n) + (J"~"ll.
p~n.:il)(Jtll

For more details the reader is referred to [38]. The connection between
Pade approximants and continued fractions is thus complete. Sequences of
Pade approximants can be computed either by the relations given in the

Pade approximants and related matters

159

preceding section or by the continued fraction which


sequence of Pade approximants under consideration.
3.3.

IS

related to the

The scalu E.-algorithm

We shall see, in this section, how the e -algorithm of Wynn is derived from
the preceding results and how it is related to Shanks transformation of
sequences. The proofs are much more simple than the classical proofs since
they do not need any special knowledge. We shall also relate the ealgorithm to orthogonal polynomials and derive old and new results about
it. The connection with the moment method will also be studied. No special
prerequisite about the e-algorithm is needed to understand this section.

3.3.1. The algorithm


Let us set
e~'i2 = [n + k/k]f(t)

for a fixed value of t. Then the cross rule (3.3) becomes

1
,,(n+l) _
"2k

,,(n)

+ ,,(n-l) _
"2k

"2k

,,(n)

"2k

with
e~n) = Sn

= L ci and

e~i = 00,

i=O

e~kk) = Vk1

( kdi)-1
=L

B~kk-1)

and

= O.

1=0

Let us now set


(e~k-1) - B~'i2)-l = e~'i2-1 - e~k~ll,
(B~k+1) - e~'i2)-l

= e~nJ+l -

e~k-':H,

(e~k~lj- e~'i2)-l = e~'i2-1 - e~nk~ll,

(e~k~lj - e~'i2)-l = e~'i2+1 - e~~V.

The cross rule is obviously satisfied and the numbers e~'i2+1 are completely
defined by the four preceding identities for all k and n. Moreover the
numbers Bin) with odd or even values of the index k are now related by
(3.18)
The boundary conditions become
n

ebn) = Sn = Lei,
;=0

e~i = 0,

160

Chapter 3

This algorithm is called the e-algorithm. It is due to P. Wynn [141]. At the


present time it is only an algorithm to compute the values of Parle appro ximants at a fixed point t and the numbers eW+l are intermediate results
without any special meaning. These numbers can be placed in an array as
follows
(-2)

(-I)

eo

e~l
e(1)

e2
e1

e~O)

-2

(-1)

e2

eiO)

e~l
e~~

e~O)

eb1)

e~l
e(3)

e<~)

e~)

eb2)

-2

. .. boundary conditions

(-I)

e~l

ei

2)

This array is called the e-array. In this array the lower index denotes a
column while the upper index denotes a diagonal.
The e -algorithm relates numbers located at the four vertices of a
rhombus
eCn)
~(n+1) _______ k -------. ~(n)
Ck-1

------. E n + 1) _______

Ck+1

Thus, in this table, we can proceed from left to right or from top to bottom.
Let us now study the connection with the qd-algorithm. We set
g~'il = Pkn+l)(t)/Pkn)(t) and g~'il+1 = Pknl1 (t)/Pk"+l)(t)
where gkn) is a function of t. From (2.20) and (2.21) we get
p(n+1)(t)
p(n+1)(t)
k
1 (n) k-1
Pkn)(t) = - ek t Pkn)(t) ,
-c )
-( )
P kn+ 1 (t) _ _ (n) p kn (t)
Pkn+1)(t) - 1 qk+l t Pkn+l)(t)
and it follows
ekn)t = (1- g~'il)g~'il-l>
q (n)
k+l t -- (1- g(n)
2k+l )g(n)
2k'

(3.19)

From the relations of the qd-algorithm we see that the gkn) must satisfy
g~'il_lg~nJ = g~nk"=-V g~nk"=-~'

(1- g~'il)(l- g~nJ+l) = (1- g~t1)(1- g~k~li)

(3.20)

161

Pade approximants and related matters

with the initial conditions

gh = Phn+I)(t)/Phn)(t) = 1,
n)

g\n) = p\n)(t)/Phn)(t) = 1- Cn+1 t/ cn'


From (3.1) and (3.2) we get
g~i2+1 = (C - N)/(E - N),
g~k+1) = (C -

W)/(S - W).

If we replace g~nJ+I and g~ntI) by these expressions in (3.20) we again find


the cross rule. These relations can be written as
_ [.,{n) _ ,,(n-I)]/[,,{n-I) _ .,(n-I)]
g{n)
2k+I - <>2k <>2k
<>2k+2 <>2k ,
{n)
_
[,,{n)
_
,,(n+I)]/[,,{n+I)
,,(n+I)]
g2k - <>2k <>2k-2 <>2k _ <>2k-2
.

Using these expressions in (3.19) we get


(n)
(n-I) (n)
(n-I)
(n) _ e2k -e2k e2k-2- e 2k-2
ek t,
e~i2 - e~i2-2 e~k-I) - e~k-=-~
_ 8~k~~ - e~i2 e~k-I) - e~i2-2
(n-I) (n)
(n)
- (n-1)
e2k+2 -e2k
e2k -e2k-2
These relations had been previously found by using the connection between
continued fractions and Pade approximants [26].
We have first applied the e-algorithm to a sequence {Sn} which is the
sequence of the partial sums of a power series. Let us now apply the
e-algorithm to any sequence of numbers {Sn}' For this purpose we can
(n)

qk+1 t

co

consider the series f(t) =

citi with Co = So and Ci = .:1Si - I for i = 1, 2, ....

i=O

The nth partial sum of this series for t = 1 is equal to Sn and we shall
compute the values of the Pade approximants at t = 1 by means of the
e-algorithm. We shall obtain
e~i2 = [n + k/k1(1) = Nt+I)(1)/p~n+I)(1) = Mn+1)(1)/p~n+I)(1)

= SOR~-:k+1)(1)/~n+I)(1)
= [~n+I)(1)

ita i+ Q~n+I)(1)]/~n+1)(1).
C

By using the determinantal expressions of


p~n+1)(1)

1
.:1Sn

1
.:1Sn+I

.:1Sn+k- I .:1Sn+k

1
.:1s..

0
2
.:1 Sn

.:1s..+k- I .:1 2Sn+k_I

p~n+I)

and

Q~n+1)

we obtain

1
.:1Sn+k
.:1Sn+2k- I
0
2
.:1 Sn+k_ I
.:1 2Sn+2k-2

= H k(.:1 2Sn),

162

Chapter 3

and thus

..:1Sn+2k - 1

And finally we get


E~':2 = Hk+1(Sn)/Hk(..:12Sn),

for n, k = 0,1, ...


Thus the E -algorithm appears as a device for transforming a given sequence
{Sn} into a set of sequences {E~':2}. This sequence-to-sequence transformation
is due to D. Shanks [117, 118] who defined his transformation by
ek(Sn) = Hk+1(Sn)/Hk(..:12Sn),

n, k = 0,1, ...

Wynn proved later that all the numbers edSn) can be computed recursively
by the E -algorithm without explicitly computing the values of the Hankel
determinants involved in Shanks transformation (by using their recurrence
relation) and that we get
E~':2 = edSn).

Wynn's proof of this equivalence between the E-algorithm and Shanks


transformation was quite tedious; it involved very unusual properties of
determinants. The same proof has now been achieved without any special
knowledge of these properties but, of course, the result we wanted to prove
was already known and a proof is always easier when both the starting point
and the end are known.
Let us now look at the significance of the numbers E~':2+1 and let us first
prove that these numbers satisfy the cross rule; we have

If we subtract we get
.,(n) _ .,(n-1) _ (.,(n+1) _ .,(n _ (.,(n+1) _ .,(n) )-1_ (.,(n) _ .,(n-1-1
( "2k+2
"2k+2
"2k
"2k - "2k+1 "2k+1
"2k+1 "2k+1
.

Replacing the two differences in the left hand side by their values we obtain
(e~k-:;'~ - e~nJ+1)-1 + (E~k~V - e~':2+1)-1
= (e~k:V - E~':2+1)-1 + (E~k-:;'V - E~':2+1)-1

Pade approximants and related matters

163

with
e~{

=0

and

e\n) = l/..1Sn-

Let C stand for e~'i2+1. This relation is


(W-C)-I+(E-C)-1 = (N _C)-I+(S- C)-I.
But we know that if the cross rule is satisfied then the inverse cross rule is
also satisfied. This means that
(W- 1 - C- 1t 1+ (E- 1- C- 1)-1 = (N- 1- C- 1)-1 + (S-I- C- 1t 1
with
(e~D-l

= 0 and

(e~n)-1

= ..1Sn.

This relation shows that the numbers (e~':2+1)-1 are equal to the numbers
obtained by applying Shanks transformation to the sequence {..1Sn}. Thus
e~':2+1 = l/ek(..1SJ = Hk(..13SJ/Hk+l(..1Sn).

This relation completes the connection between Shanks transformation and


the e -algorithm.
Since the numbers e~':2 which are obtained by applying the e-algorithm
to the sequence {Sn} are equal to the values at t = 1 of the Pade approximants [n + k/k] for the series f whose coefficients are Co = So, Ci = ..1Si - 1 then
all the relations given in section 3.1.3 can be written in terms of the ealgorithm. Thus from relations (3.4), (3.5), (3.6) and (3.7) we get
(n)
(n) _
[Hk+1(..1Sn)]2
e2k+2 - e2k - - Hk(..12Sn)Hk+l(..12Sn)

(3.21)
(3.22)
(3.23)
(3.24)

From these relations we obtain new relations between Hankel determinants


H k+1(Sn+l)Hk(..1Sn+1)- H k+1(Sn)Hd..1Sn+2) = H k(Sn+2)Hk+1(..1Sn),

Hk+l(Sn+1)Hk(..12Sn)- Hk+l(Sn)Hk(..12Sn+l)

= Hk+l(..1Sn)Hk(..1Sn+1),

Hk+2(Sn)Hk(..12Sn+l) - Hk+l(Sn+l)Hk+i..12Sn)
= -

Hk+l(..1Sn)Hk+l (..1Sn +1 ),

Hk+z{Sn)Hk(..12Sn+2) - H k+1 (Sn+2)Hk+1(..1 2Sn ) = -[Hk+1 (..1Sn+1)]2.

164

Chapter 3

From (3.8), (3.9) and the following relations we get

+ ,,(n+l) _

,,(n) _ ,,(n+1)
"2k+2
"2k

A=

,,(n)
"2k

"2k

( ,,(n+2) _ ,,(n(,,(n+2) _ ,,(n+2


"2k-2
"2k "2k-2
"2k

(e~'i2+2 - e~'i2)(e~'i2+2 - e~k+2

(e~k~~ - e~k+1)f

(e~nJ - e~k~2i)(e~nJ -

(eW+2 -

eW+2)

(e~k+2) - e~'i2+2)(e~k+2) - e~k~~)

(e~'i2 - e~k+1)2

=-

H k + 1(.:1 Sn)Hk -

(.:1

e~k+1)f

(e~k+2) - e~k+l2

'

Sn+2)

and from the recurrence relation of Hankel determinants we find an


identity due to Cordellier [47]
A-I + Ii- -1 = 1,

'In, k.

We also have the following relations which can be of interest


( ,,(n+2) _ ,,(n+l(,,(n+2) _ ,,(n + 1).
"2k-2
"2k
"2k
"2k

( ,,(n+2) _ ,,(n+1)-I(,,(n) _ ,,(n+l-1


"2k
"2k
"2k
"2k

( ,,(n+l) _ ,,(n) )(,,(n+l) _ ,,(n


"2k
"2k+2 "2k
"2k

+ (,,(n+2) _
"2k-2

,,(n+l-I(,,(n) _ ,,(n+l-1
"2k
"2k+2
"2k

= -Hk (.:1 2 Sn + 1 ),

165

Pade approximants and related matters

Some more relations which are obtained from the identities of


section 3.1.3 are
(s~i2 - S~i2+2)(S~k+2)- S~k~~)
(f/k+1(.1Sn)Hk(.1~+2)2
(n+2)
>(n( (n)(n+2
=
)
(>
)'
S2k-2 - S2k S2k+2 - S2k
k(.1Sn+1 H k + 1 .1Sn+1

,,(n+1) _
( "2k

,,(n) )(,,(n+2) _
"2k+2 "2k
_
( ,,(n+1) _ ,,(n+2(,,(n
"2k
"2k
"2k+2

,,(n+1
"2k+2
,,(n+1
"2k+2

Hk+1(.1Sn)Hk+1(.1Sn+2)

( ,,(n+1) _
"2k
( ,,(n+1) _
"2k

,,(n+1(,,(n+2) _
"2k+2 "2k
,,(n) )(,,(n+2) _
"2k+2 "2k

,,(n) )
"2k+2
,,(n+1
"2k+2

[Hk+1(.1Sn+1>:f
Hk+1(.1Sn)Hk+1(.1Sn+2)

( ,,(n+1) _
"2k
( ,,(n+1) _
"2k

,,(n+1(,,(n+2) _ ,,(n) )
"2k+2 "2k
"2k+2
,,(n+2(,,(n) _ ,,(n+1
"2k
"2k+2
"2k+2

( ,,(n+1)_
"2k
( ,,(n+1) _
"2k
(n+1)
( B2k

,,(n+3(,,(n) _
"2k-2 "2k+2
,,(n) )(,,(n+3) _
"2k+2 "2k-2
(n-1( (n+2)
B2k+2 e2k
-

>

(n+1)
( S2k

,,(n+2
"2k
,,(n+2
"2k
(n
B2k+2
(n+2( (n 1)
(n
- B2k
S2k+2 - S2k+2
-

>

( ,,(n) _ ,,(n+1(,,(n) _
"2k
"2k
"2k+2
( ,,(n+1) _ ,,(n+1(,,(n) _
"2k
"2k+2 "2k

,,(n+1
"2k+2
,,(n) )
"2k+2

Hk (.1Sn+2)Hk+2(.1Sn)

[Hk+1(.1Sn+1>:f
Hk (.1Sn+2)Hk +1 (.1Sn+1)
Hk+l(.1Sn)Hk(.1Sn+3)

H k+1(A>S)H
( AS )
Ll n
k+1 Ll n+1

= H k(AS
)H (AS ) '
Ll n+2
k+2 Ll n-1
H (AS )H (AS)
k Ll n+1
k+2 Ll n
H (AS )H (AS)
k+1

Ll

n+1

k+1

Ll

(S~k~~ - S~k+1(S~k+2) - S~k-W) _ Hk(.1Sn+1)Hk+1(.1Sn+2)


(

(n+2)
(n+2( (n+1)
(n+1
S2k-2 - S2k
S2k
- S2k+2

H k (AS
)Hk+1 (AS
)
Ll n+2
Ll n+1

Of course, relations (3.11), (3.12), (3.16) and (3.17) can be written in terms
of the e-algorithm and used to compute recursively members of the B-array.
All the preceding equalities can be useful in proving inequalities between members of the s-array and thus proving the convergence. For
example if a sequence {Sn} satisfies
(_1)k .1 k Sn ~ 0,

\:In, k

it is called a totally monotonic sequence and it can be proved that [144]


Hk(.12PSn)~0

and

(-1)kHk(.12P+1Sn)~ 0,

\:Ik, n, p.

Thus we immediately get


O:s;; S~i2+2 - S:s;; s~r;2 - S,

O:s;; SW+2- S:s;; S~k+2)- S,

and from these inequalities it can be shown that [17, 18, 28]
lim s~i2 = lim s~n~ = S,

n-+oo

k~

\:In, k

166

Chapter 3

where S = lim S" and that the convergence is accelerated for totally
"_CO
monotonic sequences such that n_co
lim (S"+1 - S)/(Sn - S) =f l.
At the beginning of this section we have related the e-algorithm applied
n

to the sequence {S" = L cl} to the qd-algorithm applied to the sequence


{cn}.
;=0
Let us now apply the e-algorithm to the sequence {Sn} and the
qd-algorithm to the sequence {Cn = Ll"So}. New relations between these two
algorithms can be obtained [149]. First we must mention that
Ll"So

Lln+k- 1So

Ll"+k-1So

Ll"+2k-2So

Hkn) = Hk(Cn) ==
LlnSk_1

Llnso

..

= Hk(Ll"So)

...

LlnSk_1

Ll"S2k-2

This result is easily obtained by replacing the second column by its sum with
the first one and so on and by performing the same operations on the rows.
We have
ekn) Hkn11Hkn_~2) e~n+1)
q~n+1) = H~n)H~"+2)

If we take n
H~0~1

q (n)
k+1

= 0 then
Hk+1(SO)

H~2) = Hk (Ll 2 So)

.,(0)

<>2k

and thus
e~O)/q~l) = e~~/e~~_2.

Consequently we get
e~~=So

n
k

e~O)/q~l).

(3.25)

;=0

Now if we take n = 1, then


Hk111 Hk+1 (Ll So)
HI() = H k (Ll3 S0 )

and thus
q (2)/e(1) _
k

.,(0)

1
e~~+1

/.,(0)

k - <>2k+1 <>2k-h

1
e(O)
=2k+1 AS
"-l

n .
k

0;=0

q~2)/e~1)

Pade approximants and related matters

167

It can also be proved in the same way that


e~O)

q~O) =

B~0,:-4 - B~0,:-2 e~O~

(3.26)

e&0,:-2 - e&o,: e&0,:-4

with
e~O)/q~O)

e&O)/(e~O) -

e&O).

Thus we get
k e(O)
e~O)e~O)
So
q(O) = B(O) _ B(O) .

i=1

2k-2

2k

We also have
e~1)

B~0~_1 - e~0~_3

(3.27)

q~1) = e~0,:+1 - B~0,:-1


and
e(O)

2k+1

-e(O)

2k-1

1
=AS

n
k

q(1)/e(1)
i

i'

(3.28)

"" Oi=1

Thus if the sequences {e~O)}, {q~1)} and {e~1)} are known it is possible to
compute recursively the sequences {B~~} and {e~o~+1} by (3.25) and (3.28).
Reciprocally, if the sequences {e~O~} and {e~o~+l} are known the sequences {e~O)}, {e~l)}, {q~O)} and {q~l)} corresponding to the sequence {c" = ..1n So}
can be recursively obtained from (3.26) and (3.27) as follows
e~l)=O

and

q~O)=..1So/So= 1/e~0)e~0).

Let us assume that e~l~l and q~O) are known; then we get e~O) from (3.26) and
we have

Then

e~1)

is obtained from (3.27) and

Relations (3.25) to (3.28) provide the basis of a recursive algorithm to


implement Shanks transformation: it is the w-algorithm which is also due to
Wynn [147]. As we saw previously

B~o,: = ek (So) =

So

Sk

Sk
..12 So

S2k

..12 Sk _ 1

..12 Sk_1
..12S2k _2

168

Chapter 3

Taking differences between rows and columns we get

ek(SO) =

So
.1 So

.1 So
.1 2 S 0

.1 kSo
.1 k+1S O

.1kSo
.12 S 0

.1k +1S O

.12kSO
.1 k+1S O
.12kSo

.1k + 1 So

which shows that ek(SO) is the ratio of the two Hankel determinants Hl2l1
and Hk2 ) for the sequence {.1"So}. If we set
w~~ = Hk"11/Hk"+2)

then
w~~ = edSo) = e~~

and, by a generalization of (3.25)


w~7! = .1"So

n e~")/q~"+l)
k

= ek (.:1"So),

i=l

and

w~~ = l/e~~+l'

The numbers w~7! can be recursively computed by the following algorithm


w~l=o,

n=O, 1, ... ,

W~"~+l = w~7c;:.\) + w~7!lw~7c+1),

W~"~+2 = w~7c+l)( W~7!+l - w~7c:V).

By using Sylvester's and Schweins' identities, Wynn proved


W~7!+l = fik"+~l)/Hk"++l)

where fii"++l) is obtained by replacing the first row of Hk"r+l) by

.1"So, ... , .1n + kSo '

Eliminating quantities between the relations of the w-algorithm it is


easy to see that
Wbn+2) = -[ wbn+l)]2/( w~n) - Wbn)
W(n+2)w("+2)(w(n)
2k-2 2k
2k+2 _ w(n)
2k -- [w(n+l)]2(w(n+2)
2k
2k _ w(n+2)
2k-2
(W~7!+3 - w~T~V)( w~7cW - w~7c:2{) = (W~7!+l - w~7c:V)( w~7c:V - w~7c:?{)

Another simpler way of computing the ratios e~~ is to use the recurrence relation of Hankel determinants for the sequence {.1n So} instead of
computing the Hankel determinants for {Sn} and for {.1 2 Sn} as suggested
above. This means that the recurrence relation of Hankel determinants must
be used with the initial conditions
Hbn) = 1 and Hin ) = .1nSo.

169

Pade approximants and related matters

Let us see one more recursive method to compute the numbers e~12 for
different values of nand k. This method is based on the relationships (2.46)
to (2.59) of Chapter 2.
Let S be the linear functional defined by
S(Xi) = Si.

Then
S(xni>kn)(x = (-l)kGln)

where Gln) is the G-transformation of the sequence {Sn} which is defined by


Sn+k

Gk

(n)-

. .Cn.+k. . /

Cn+k-l

illn)

Cn+2k-l

with
illn) = Hk (.1cn).

Multiplying (2.47) by xn and applying S we get


(n+l))
( 1- r k+1 G(n)

k+1

(n)

rk+ 1

(n+l)
= G(n+l)_
rk+l G(n)
k
(n)
k

(3.29)

'k+1

which is the recursive algorithm given by Pye and Atchison for implementing the G-transformation [100], where the numbers ,In) are computed by
(2.43), (2.44) and (2.45).
Let us now consider the particular case where Cn = .1Sn. Then
c(n)(x i ) = Cn+i = .1Sn+i =

S(xn+i+I- xn+i)

and from the orthogonality property of the polynomials pln) we get


c(n)(xipln)(x) = SX n + i + l

xn+i)pln)(x)) = 0,

= 0, ... , k -1,

and thus S(xn+ipln)(x) is constant for i = 0, ... , k; then


S(Xn+iPkn)(X

= (-l)kHk+ 1 (Sn)/Hk (.1 2Sn) = (-l)kek (Sn).

Using this property relations (2.46) to (2.59) give


ek (Sn+l) =

s(n) [
(:+1)

Sk

,(n)
]
ek(Sn) + (~:~) ek-1 (Sn+1) ,
rk

S(n+1) [,(n+1)
]
ek+l(Sn) =~ ~:)1 ek(Sn)-ek(Sn+1) ,
Sk+1 'k+1

r(n))

ek (Sn) = ( 1 + (~:~) edSn+l) -

'k

,(n)
(~:~) ek-1 (Sn+2)'

'k

sln+1))
ek+1 (Sn-l) = ( 1 + (n-l) ek (Sn) Sk+1

sln+l)
(n-I)

Sk+1

ek (Sn+l),

170

Chapter 3

where Dln>,

F~n)

and

Eln )

are given by (2.51), (2.52) and (2.53),

ek+1(Sn) = -(Iln) + Jkn)ek(Sn) - Kln)ek_1(Sn),

where Iln>, Kkn) and Jln) are given by (2.55), (2.56) and (2.57),

Using the connection between the rs and qd-algorithms we also have


sknl1ek+1(Sn) = (qk~1 +4n)-1)skn)edSn) -qln)eln)sln2 1 ek_l(Sn)'
Expressing ek(Sn) as the ratio of two determinants the preceding relations
produce new relations between Hankel determinants.
From (3.21) to (3.24) we also obtain
ek+l(Sn)-ek(Sn) = -rlnll/sl~1'
edSn+l)-ek(Sn) = rlnl 1 /sln+1),
ek+1(Sn) - edSn+l) =
ek+l (Sn) - ek (Sn+2)

- rln:ll)/sl~l>

= -(rlnl2 + rln:12)/sln++1
1).

All these relations can be used to follow any route in the e-array. The
rs-algorithm must be implemented with rin) = ..::1Sw
In section 2.7.2 we gave a method to compute the eigenvalues of a
matrix A. We first compute the numbers Cn = (y, A n z ) and then use the
Lanczos method to obtain a matrix J similar to A. The LR-algorithm is then
applied to the tridiagonal matrix J to get its eigenvalues. Since the LRalgorithm for a tridiagonal matrix reduces to the qd-algorithm, we can
directly apply the qd-algorithm to the sequence {cn}, that is to say, with the
initial conditions q\n) = cn + 1 /c n
If the eigenvalues of A are such that IAll > IA21 > ... > IAvI then
Rutishauser [107] proved
lim Hdcn+1)/Hk (cn) = A1A2 ... Ak

n-->=

and thus
lim qln) = Ab
n-->=

for

= 1, ... , p.

Now let us apply the e-algorithm to the sequence {cn}. We get


e~k~~
e~nJ-2

But

HdCn+l) H k_1 (..::1 2Cn)


Hk(cn ) H k _ 1 (..::1 2 C",+1)

171

Pade approximants and related matters

Thus if we assume that I - A is invertible, then, by applying Rutishauser's


result
and finally we have
lim e~'k':.?d/e~'i2-2 = Ak

n-->=

for

k = 1, ... , p.

For the same reason, and since e~'i2+1 = Hk(J?Cn)/Hk+l(Llcn), we get


lim e~'i2-1/ e~'k-t:l{ = Ak

n-->=

for

k = 1, ... , p.

This method for computing simultaneously all the eigenvalues of a matrix is


a generalization of the power method for computing the dominant eigenvalue. Other properties of this method can be found in [20].

Remark. Q\cn21 = h\cn+l)/h\cn) and so if we construct the polynomials {p\cn)}


orthogonal with respect to the functional c(n) defined from the sequence {cn}
then lim h\cn+l)/h\cn) = Ak for k = 1, ... , p.
n-->=

3.3.2. Connection with orthogonal polynomials


We have already seen that
e~'i2 = [n + k/k],(l)

where f is the series with coefficients Co = So and Ci = LlSi - 1 for i


Thus, from Theorem 3.1
n

e~'i2 =

Ci

= 1, 2, ....

+ <Xn+1)(1)/p\cn+l)(1)

i=O

where p\cn+l) is the polynomial of degree k orthogonal with respect to the


sequence Cn+l> cn + 2 , But p\cn+1)(1) = p\cn+l)(1) and similarly for Q\cn+l).
Thus the connection between the e-algorithm applied to the sequence {Sn}
and the orthogonal polynomials with respect to the previously defined
sequence {cn} is given by

Theorem 3.11
e~'i2 =

Sn + Q\cn+1)(1)/p\cn+1l(1).

Let S = lim Sw From Theorem 3.4 we immediately get


n-->oo

Theorem 3.12
S _ e(n) =
2k

1
(n+1) (x kp\cn+l)(x))
p\cn+l)(1) c
1- x

1
p\cn+l)(1) C

(n+k+l) (p\cn+l)(x))
1- x

_
1
(n+l) ([p\cn+l)(x)]2)
- [p\cn+1)(1)]2 C
::......::::...1---x.:....:.::...

172

Chapter 3

From the orthogonality relations of


c(n+l) (

p(n+l)(x))
k
=
I-x

c(n+l)

p~n+l)

(xip(n+l)(x))
k
I-x

we know that

for

1= , ... , .

Thus, from the preceding theorem, we get


S-

(n)

e2 k

1
(n+1) (X iP<kn+1 )(X))
p~n+l)(I) C
1- x

for

i = 0, ... , k.

We have
c(n+l)(x i (l- X)-l) = c(n+l)(x i

+ X i + 1 + ... ) = ..1Sn+i + ..1Sn + i + 1 + ...


= S-Sn+i

If we write P<t+l) as
p~n+l)(x)

= ao+ a1x + ... + ak xk

then the preceding relations give


k

aOSn+i + a1Sn + i + 1+ ... + akSn+i+k = e&'iJ

aj

for

i = 0, ... , k

j=O

where the coefficients aj are determined from the orthogonality relations


c(n+l)(x i

l1n + 1)(x)) = ao ..1Sn+i + ... + ak ..1Sn+i +k


=

for

= 0, ... , k - 1.

That is to say that a o , ... ,ak are determined by


aOSn+i + ... + akSn+k+i = e

for

i = 0, ... , k

where e is an arbitrary non zero constant. Then e&'iJ is given by

/to

e&'iJ = e

llj.

This is the algebraic interpretation of the e-algorithm [14] whose meaning


can be now fully understood with the help of orthogonal polynomials.
We shall now give a recursive method to compute the sequence {e&'iJ}
for a fixed value of n.
We set

Uk =

L a~k)Sn+i>
i=O

dk =

Pkn+l)(I).

Then the preceding result is


e&'iJ = Uk/dk.

173

Pade approximants and related matters

Let B k + 1 and Ck+1 be the coefficients which appear in the recurrence


relation of the monic orthogonal polynomials {Y,.n+1)}. We have
k=O, 1, ... ,
with
d o = 1 and

We have
B k+lUk -

d_ 1 =0.

k-l
~ (B
(k) C
(k-lSn+i +Bk+lak(k)Sn+k
Ck+lUk-l -- t..
k+lai - k+lai
i=O
k-l
= t..
~ (a~k+1)-a~kS ,+(a(k+1)_a(k~
I
I-I
n+l
k
k-l '"'n+k
i=O
k-l
= Uk+1 - Sk+l a~k)Sn+i+l
i=O

= Uk+l-

And finally we get


Uk
Bk+1 d k -d -

L a~k)Sn+i+l'
i=O

Uk-l

(~(k)

Uk+l

Ck+1 d k-l - d = dk+1 - d - dk t.. a i Sn+i+l /dk


k
k-l
k+l
'=0
(n) - Uk /d k - k)S
'
. "2k
U sing
a o n+i + ... + ak(k)~
'"'n+i+k )/d'
k, l -- 0 , .. , k we 0 b
taIn
) dk
(n) C
d k - 1 (n)
k+l - d "2k - k+l - d "2k-2 .
k+l
k+l
Using now the relation between the dk's we get
(n)

-(l+B

(n)

"2k+2 -

(n) + C

"2k+2 - "2k

d k - 1 n)
(n
k+l - d "2k - "2k-2

k+l

or

(n)
(n)
+(l+B
) die n )
(n
"2k+2
-_ "2k-2
k+l - d B2k - "2k-2 .

k+l

This method is an improvement on the second'bordering method which was


given in [23]. The novelty is the recurrence relation between three consecutive members of a diagonal in the ,,-array [30].
From the preceding relations we see that
(n)

(n)

"2k+2-"2k

= C2'"

dod l

k+
dk dlk+l

n)

"2

(n

-"0

But Ck +1 = h~n+1)/h~n~l\ d 1 =_,12S",,1S", hbn+1)=,1Sn and ,,~n)-"bn)=


-(,1Sn)2/,12Sn and finally we get
(n) _ (n) _ h(n+l)/d d
_
[Hk + l (,1Sn)]2
"2k+2 "2k - k
k k+l - - Hk (,12Sn )Hk +1(L12Sn)

which was already known.

174

Chapter 3

From Theorem 3.11 we see that


e~n~ =

+ R k + 1(..1Sm . , .1Sn +2k - 1)

Sn

where R k + 1 is a rational function whose numerator is a homogeneous


polynomial of degree k + 1 with respect to the variables ..1Sm . .. , ..1Sn +2k - 1
and whose denominator is a homogeneous polynomial of degree k with
respect to the same variables.
This shows that the transformation {Sn} ~ {e~'i2} for a fixed value of k is
a rational transformation of degree k + 1 and of order 2k as defined by
Pennacchi [97]. However Pennacchi's theorems cannot be applied directly to
the EO -algorithm to obtain convergence results since
1

'v'k> 1.

We shall now give some other expressions for e~'i2. Let us consider the
following determinant
Sn

Sn+1

Sn+k

Sn+1

Sn+2

Sn+k+1

Sn+k

Sn+k+1

Xk

Sn+2k
Xk

D=

We multiply the first row by x and we replace it by its difference from the
second row. We multiply the second row by x and we replace it by its
difference from the third row and so on until the kth row. Then we perform
the same manipulations on the columns. Setting Wi =Si+2-2xSi+1 +X 2 S i ,
we get

Wn

W n +k-1

Sn+k X - Sn+k+1

W n+1

Wn+k

Sn+k+1 X - Sn+k+2

Wn +k-1

W n +2k-2

Sn+k X - Sn+k+1

Sn+2k-1 X -Sn+2k

=X- 2k

Sn+2k-1 X -Sn+2k
Sn+2k
Xk

0
0
0
Xk

Expanding this determinant with respect to its last column and using a result
of Geronimus [60] we get
D=-Hdwn ).

Let K~n) be the reproducing kernel associated with the sequence of moments
Sm Sn+1, ... as defined in section 2.3.2. Then
K~n)(x, x)

If

= 1 then

= -D/Hk + 1 (Sn) = H k (wn )/Hk + 1 (Sn)'

Wi = ..12 S i

e~'i2 = [K~n)(I,

and we obtain
1)]-1.

175

Pade approximants and related matters

Let {pln)} be the orthogonal polynomials with respect to the sequence Sm


Sn+l>' .. ; then using the results of sections 2.3.1 and 2.3.2 we get

e~nJ =

(to h~n)-l p~n)2(1)) -1

Thus if h~n) ~ 0, ... , hln) ~


0:,;;; e~7):';;; e~7~2 for

then

e~'il ~ 0. Moreover

i = 1, ... , k.

That is

for

= 0, ... , k and for all n then


lim e~7) = lim Sn for i = 0, ... , k.

If h~n) ~

n---+oo

n---+ OCI

If the polynomials {pln)} are assumed to be monic the preceding condition is


Hi(Sn)~O

for

i =0, ... , k+1

and 'In.

It is actually not known if this condition can be expressed as a condition on


the sequence {Sn} itself.
To end this section let us express the connection between the Shanks
transformation applied to the sequence {Sn} and to the sequence {A nSn}. It is
easy to see that
Hk(A nSn) = A k(n+k-1) Hk(Sn)

and
.12 (A nSn) = An(A 2Sn+2 - 2ASn+1+ Sn).

We set
vn(A) = A2Sn+2-2ASn+1 + Sm
wn(A)

= Sn+2-2ASn+1 + A2Sn.

Then
and
Hk(.12 (A nSn)) = Hk(A nvn(A)) = A k(n+k-1)Hk(v n(A))

= Ak(n+k+l)Hk(w n(A -1)).


Finally
e (A ns ) = H k+1 (A nSn) = An H k+1 (Sn)
k
n
H k (.1 2(A nSn))
Hk(wn(A -1))
and thus

176

Chapter 3

If A e [0, 1[, if hI");;;;. 0 for i = 0, ... ,k and if the zeros of


(-00, 1] for i = 0, ... , k then p;n)2(A -1) > p;,,)2(1) and so

P;") belong to

ek(.Sn) > ek(A "Sn) > O.

3.3.3. Connection with the moment method


The idea of a connection between the e-algorithm and the moment
method is due to Germain-Bonne [58, 59]. Let us consider the vectors

and let us apply the moment method to the vectors Llz", ... , LlZ,,+k. For this
we consider the square matrix Z with columns Llzn, ... , LlZn +k- 1 and a elRk
with components ao, . . , ak-l such that

The system
zTZa + ZT LlZn+k

=0

can be expressed as
(Llzn, Llzn)ao + (Llz", Llzn+1)al + ...

+ (Llz.., LlZn+k-1)ak-l + (Llz", Llzn+k ) = 0


(LlZn+k- 1 , Llzn)ao + (LlZn+k- 1, Llzn+1)al + ...

+ (LlZn+k- 1, LlZn+k-1)ak-l + (Llzn+k-t> Llzn +k) = O.


Since Z is a square matrix which is assumed to be invertible, a is also
solution of the system Za + LlZn+k = O. When applying the moment method
Pk(t)=a O +a 1 t+ ... +ak_ltk-l+tk is the characteristic polynomial of the
matrix Ak such that
Zn+l = AkZn + bk,
Zn+k

= Akzn+k- 1 + bk

If we look at the particular form of the vector Zn then Ak must have the
form

Ak=( :
-ao

1
0

0
1

0
-a2

-al

...

and bk must be bk = (0; 0; ... ; 0;

-lJ

ef with e = aoSn + ... + ak'-lSn+k-l + Sn+k

Pade approximants and related matters

177

Let x be the solution of


x=Akx+bk.

Then all the components of x are equal and

x = e/(ao+ .. . +ak-l + 1).


We see from the algebraic interpretation given in the preceding section that
e~;;= x

which explains the connection between the e-algorithm and the moment
method.

Chapter 4
Generalizations

The aim of this chapter is to study several generalizations of the main idea
of Chapter 1 leading to Pade-type approximants.
The first of these generalizations will be the case of series with coefficients in a topological vector space. The application to sequences produces a
new e-algorithm, called the topological e-algorithm, which generalizes the
scalar e-algorithm of Wynn and which can be used to accelerate the
convergence of sequences of vectors. This algorithm is also related to the
biconjugate gradient method.
The other generalization deals with Pade-type approximants for double
power series. Old and new results are obtained in the framework of the
general theory. Finally the case of series of functions will be studied. In all
these generalizations a fundamental role is played by orthogonal polynomials.

4.1.

The topological E-a1g0rithm

4.1.1. The algorithm


Let f be a series in the complex variable t with coefficients in a topological
vector space B on K (R or C). It is possible to define Pade-type approximants for such a series. Let us first define the linear application c from PI'
into B by
c(xj) = Cj,

i = 0, 1, ....

Let v be an arbitrary polynomial of degree k with coefficients in K. Then we


can define w by
w(t) == c(V(X) - v(t).

x-t
This will be a polynomial of degree k - 1 in t with coefficients in B and from
the definition of w we get
w(t)- f(t)V(t) = O(tk)
where wand i5 are defined in the usual way and where O(tk) denotes a
series with coefficients in B beginning with a term of degree k. Moreover
c1- xt)-l) = f(t)
and Theorem 1.4 applies and we get
f(t) - (k -l/k),(t) =

i5~:) c(1v~x~J

where (k -1/k)f(t) = w(t)/i5(t) is defined since the coefficients of i5 are in K.

179

Generalizations

It is possible to define also Pade-type approximants with arbitrary degrees in


the numerator and in the denominator as it was done in the first chapter.
Let us now try to define Pade-type approximants with a higher order of
approximation. To obtain such approximants the polynomial v should
satisfy
for

c(xiv(X=OEE

i=O, ... ,m:O;;;k-l.

This is only possible if C;' , Ci+k are linearly dependent for i = 0, ... , m
and thus, in the general case, it will be impossible to construct such a
polynomial v. However v can be chosen such that

(y, c(xiv(x) =

for

i = 0, ... , m:o;;; k-1

where y is an arbitrary element of the dual space E' of E and where (.,.)
denotes the duality between E' and E. If we define the linear functional C by
C(Xi) = (y, ci )

i = 0, 1, ...

for

then obviously
C(Xi) = (y, C(Xi

and the polynomials v such that


(y,c(xiv(x)=O

for

i=0, ... ,m:o;;;k-1

are identical with those of the first chapter. Thus when m = k - 1 we get
Pade-type approximants of the following form
p-q

[p/qJt(t)

= L c/ + tP-q+lQ~-q+l)(t)/f><rq+1)(t),

p, q =0,1, ...

i=O

where p<:-q+l) is the polynomial of degree q orthogonal with respect to the


functional C(p-q+l) defined by
C(p-q+l)(X i ) = (y,

and where

Q~-q+l)

Cp - q +1+i),

i =0,1, ...

is defined by

Q(p-q+l)(t) = C(p-q+l) (
q

P(P-q+l)() P(P-q+l)(t)
q
X - q
x- t

with
-(P-Q+l)( X i)_
- C

p-

Q +l+i>

i =0,1, ....

Such Pade-type approximants were first introduced in [22]. They


satisfy most of the properties of Pade approximants except for the order of
approximation which is only equal to p + 1. Some of the results given in the
preceding chapter also apply to these Pade-type approximants since their
denominators are orthogonal polynomials but this point has not yet been
studied in detail.
For these approximants we have
(y, f(t-(y, [p/q],(t

t P+1

= f><rQ+1)(t) C(p-Q+l)

(P(P-Q+l)(X)
Q 1-xt

180

Chapter 4

and from the orthogonality relations of

p<:-q+l)

we get

= O(t P+ q + 1)

(y, f(t- (y, [p/qlt(t

which shows, by the uniqueness property of Pade approximants, that


(y, [p/qlt(t is the Pade approximant [p/q] of the series (y, f(t. If f is a
rational function of t, that is if the numerator of f is a polynomial of degree

p with coefficients in E and if the denominator of f is a polynomial of


degree q with coefficients in K then
bOcP+ i

with bj

+ ... + bqcp_q+ i =

for

= 0, 1, ...

K. Thus a polynomial v of degree q can be found such that

for

c(xiv(x=O

i=p-q+1, ... ,p.

This polynomial is the polynomial such that

for i P - q + 1, ... , p
V(x for i 0, ... , q-1.

c(xiv(x =

or such that
C(P-q+l)(X i

That is to say that

is identical to

P~-q+l)

and consequently

[P/q]f(t) = f(t).

Such a situation arises, for example, if the coefficients Ci are given by


where A is a linear operator with finite rank. In that case the ci's will satisfy
bOcq + i

+ ... + bqci =

for

0, 1, ...

where b o + ... + bqt q is the minimal polynomial of A for Co. An example of


such a situation will be studied in section 4.1.2 and it will give rise to a direct
method for solving systems of linear equations.
If we set

i=O

then an -algorithm can be found to compute recursively the Pade approximants [n + k/klt(t). This -algorithm has been called the topological algorithm. It can also be applied to any sequence {Sn} of elements of E as
was done in the scalar case. This algorithm is as follows
~i=OEE',
(n)
_
2k+l -

(n+l)
2k-l

n =0,1, ...

Y
(

y,

(n+l)

2k

(n
2k

(n+l)

(n)
_
(n+l)
2k+2 - 2k

+ <2k+l
(n+l)
-

n, k

= 0,1, ...

(n)

2k
- 2k
(n)
(n+l)
2k+l, 2k
-

,
c(n

~2k

n, k = 0,1, ....

181

Generalizations

Obviously e~'i!+l e E' and e~'i! e E. It can also be proved that


B~n~ = Hk+1(Sn)/Hky, ..12 Sn

e~n~+l = yHky, ..1 3 Sn/Hk+1y, ..1Sn

where Hk is the classical Hankel determinant for the sequence in parentheses and where
Sn+k-l
(y, ..1Sn+k- 1)

Here Hk(Sn) is an element of E defined by the linear combination of


Sm . .. ,SnH-l obtained by expanding this determinant_ with respect to its
first row according to the classical rule. Moreover (y, Hk (Sn = Hk y, Sn
which proves that (y, e~n~) is equal to the number e~n~ obtained by applying
the scalar e-algorithm to the sequence {(y, Sn)}.
This topological e-algorithm thus defines a generalization of Shanks
transformation for sequences of elements of a topological vector space. It
can be proved that the Hankel determinants satisfy
Hd(y, ..1 2 Sn) )Hk+ 2 (Sn) - H k+1y, ..1 2 SnHk+1 (Sn)
== -Hk+1y, ..1SnHk+1(Sn)'
Some other results can certainly come out from the theory developed in
the previous chapters, but this has yet to be done. It can also be shown
that
Hk+1y, ..1SnHk +1(..1Sn)
Hk+1y, ..1 2 Sn Hk y, ..1 2 Sn
The basic mathematical concept used to prove all these results is the
notion of the inverse (b-t, a- 1 )eExE' of (a, b)eExE' where a- 1 and b- 1
are defined by
a- 1 == b/(b, a)

b- 1 == a/(b, a)

providing that (b, a) =f O. The reader is referred to [22] for details.


The G-transformation (3.29) can also be used to compute the e~'i! since
we can define the linear application S by S(Xi) == Si and apply it to (2.47). In
that case the rs-algorithm (2.43), (2.44) must be used with

Sbn ) == 1,

r~n)

== (y, ..1Sn)

and we get
G~n)

== e~nr

When {Sn} is a sequence of vectors of IRP the use of the G-transformation is

182

Chapter 4

much more economical than the topological e-algorithm since the computation of e~'i! needs k(2k + 1)(5p -1) operations and 6kp words in the computer memory [27] while the computation of G~n) requires 3k(k + 5)p/2 +
k(13k - 9)/2 operations and only (k + 2)p words of the memory.
The G-transformation can also be used for implementing an acceleration method due to Germain-Bonne [59, propriete 12, p. 71]. The transformed vector Yn of this method can be obtained by applying the Gtransformation to
Co

= (.::lx n , .::lXn),

C1

= (.::lXn, .::lxn+ l ),

and we get
G~O)=

Yn.

If the value of k or the value of n is changed then all the computations must

be started again.
The diagonal sequence {e~O~} can be als~ computed recursively by a
method similar to the method described in section 3.3.2 for the scalar
e-algorithm. This method is based on the recurrence relation for orthogonal
polynomials. Let {Pk } be the orthogonal polynomials with respect to the
sequence {(y, .::lSn)}. If we write

then, as previously
e~o~ = Uk/ dk

with
k

Uk

L a~k)Si

and

dk

= Pk (I).

i=O

We have, from the recurrence relation of orthogonal polynomials


k

Bk+IUk -

L a~k)Si+l.

Ck +1 U k-1 = Uk+l-

i=O
k

But now the property

a~k) Sn+i

= constant for n = 0, ... , k, which was the

i=O

basis of our method in the scalar case, is no longer true. Thus we shall set
u~n) =

L a~k)Sn+i
i=O

and the preceding relation becomes


Bk+1 u~n) - CHI U~n~l

= u~nll -

Ur+1)

183

Generalizations

with
a~O)

= ak>

a~O) / d k

= e~od

and

Thus
a<::l

and

abn )

= Sn.

If we set ne~od = a~n)/dk then the preceding relation gives


n =0,1, ...
(0)

n e 2k+2

dk

dk

(0)

(0)

k+l - d n e 2k + - d n+l e 2k
k+l
k+l

n, k = 0,1, ...
These elements can be displayed in an array

le~~ =
2e~~ =
3e~~ =
oe~~ =

e(O)

lebO)

= SI

o
1

2e bO)

e(O)
2

= S2

1
2

3e bO)

e(O)

e(O)

4 .

e(O)
2

= S3

e(O)

,,(0)

3"'2
(0)

3~4

The preceding relation links the elements indicated by


ne~od-2

(0)

n e 2k

(0)

n e 2k+2

(0)/

n+l e2k

Thus, in this array, we proceed from left to right and from top to bottom
and we obtain

184

Chapter 4

that is to say that the first diaonal of this array is the sequence {e~O~}.
Moreover it can be seen that (Tkk)/d k = ke~o~ are the elements given by the
second e-algorithm defined in [22] and that the ne~o~ for n = 1, ... , k -1 are
the intermediate elements for which no recursive scheme was previously
known.
If now we assume the sequence {Sn} to be generated by Sn+l = ASn + b
where bEE and where A is a linear application in E then
(T~n+l) =

L a~k)(ASn+i + b) = A(T~n) + dkb,

n+le~o~ = Ane~~+ b

and the preceding recurrence relation becomes


(0)

dk

(0)

d k (A

k+l - d e2k +-d


k+l
k+l
For simplicity we set
e2k+2 -

(0)

e 2k +

b)

dk- 1 (0)
- Ck+l d e2k-2'

k+l

= e~o~,
rk = Xk - (AXk + b).

Xk

Then we get
dk
dk
d k- 1
Xk+l = (1 + B k+1) - d Xk - - d r k - Ck + 1 - d Xk- 1

k+l

k+l

k+l

which can be written as


with

or
if
A.k

= -Ck+1f.LLl'

This can be compared with the conjugate gradient method for solving
(I - A)x = b as described in section 2.7.3. It is obvious that there is a very
close connection between the two methods; this connection will be studied
in the next section.
4.1.2. Solution of equations

Let us now consider the following equation in a Hilbert space


x=Ax+b

where A is a linear operator with finite rank k (in particular it can be the
operator obtained by the moment method). We consider the following

185

Generalizations

iteration
Xo

given

x,,+l

= Ax" + b,

n=O, 1, ....

Let Pk(t) = eo+ e1t+ ... + ektk be the characteristic polynomial of A. Then
k

ejx,,+i

=xL ej+"L ejAn+i(xo-x)

i=O

i=O

i~O

i=O

by the Cayley-Hamilton theorem. Since we assume I - A to be nonsingular


k

then

L ei =1= 0 and we get


i=O
k

= L e ix,,+;/Pk (I),

Vn.

i=O

As we saw in section 2.7.2 the characteristic polynomial P k is the polynomial of degree k belonging to the family of orthogonal polynomials with
respect to the sequence {c" = (y, .1x,,)} where y is an arbitrary element of the
Hilbert space (since .1x,,+1 = A.1xn and by taking z = .1xo in Lanczos
method).
Thus by using Theorem 2.1 we get
Xo

Xk

(y, .1xo)

(y, .1Xk)

(y,4 Xk-l) ...

(y, .1X2k-t)

x=

(y, .1xo)

(y, .1Xk)

(y, .1Xk-t)

(y, .1X2k-l)

which is nothing else but the generalization of Shanks transformation we


studied in section 4.1.1. Thus x can be obtained by applying the topological
e-algorithm (or the G-transformation) to Xo, ... , X2k and we shall obtain
x

= e~o~.

Instead of speaking about the characteristic polynomial of A we can use


m

the minimal polynomial of A for z = .1xo. Let Pk(t) =


mial. Then
m

L
j=O

ejx,,+j+l

j=O

i=O

= L eix,,+i + L ejA n + i .1xo


m

= L eixn + i,
i=O

Vn

L e/
i=O

be this polyno-

Chapter 4

186

by definition of this minimal polynomial. This relation shows that


m

constant for all n. This constant can always be written as x

L eixn+i is
i=O

ei It is easy to

i=O

see, by linear combinations of Xn+l = AXn + b, that x is such that x = Ax + b


and thus

x = 8~0~.
Analogous results can be proved if t is a factor of the preceding minimal
polynomial [19].
In section 2.7.3 we saw that the iterates of the conjugate gradient
method are given by

Xk

-Bk-1b

-b

Co

Cl

Ck

Ck-l

Ck

C2k'-'-1

Co

Cl

Ck

Ck-l

Ck

C2k-l

with Ci = (b, zJ = (b, Bib) when this method was applied to the solution of
Bx = b with zo = b.
If we now consider the vectors
yo=O
Yn+l = AYn + b
n = 0, 1, ...
with B = I - A and if we apply the generalized Shanks transformation to
the sequence {Yn} with Y= b we get
Yo

Yk

Co

ctc

with c~ = (b, .1Yi) = (b, A ib).


We shall now prove the following important result

Theorem 4.1. Let B be a self-adjoint operator in a Hilbert space and let {Xk}
be the sequence obtained by applying the conjugate gradient method to the
solution of Bx = b with Xo = O.

187

Generalizations

Let A = 1- B, Yo = 0 and Yn+l = AYn + b and let {ek(YO)} be the sequence


obtained by applying Shanks generalized transformation to the sequence {yn}
Then
Xk

k=O, 1, ....

ek(yo),

Proof. We have
Zi

Bib = (I - A)i Llyo,

LlYi = Ai Llyo = Aib.

We shall prove by induction that LlYi = (-lr Ll iZO. This relation is obviously
true for i = O. Let us assume that it is true for an index i; then

But
(-l)iB Ll izo = B LlYi = BAib = AiBb = Aiz l = LlYl = (-l)i Lliz l

and thus
LlYi+1 = (-1)i+1(Ll iZl - Ll izo) = (_1)i+1 Ll i+1 Zoo

Moreover we have
i

LlYi=(-lrL C{(-l)i zi _i
i~O

and
i

c: = (b, LlyJ = (_l)i L C{( -l)i ci _i = (-l)i Ll iCO.


i~O

We can also prove that Zi = (-W Ll i+1yo and Ci = (_l)i LliC~. In the determinan tal expression for Xk let us replace, in the numerator and in the
denominator, the second column by its difference from the first one, the
third column by its difference from the second one and so on up to the last.
Then let us replace the third column by its difference from the second one
and so on. Setting Vo = 0 and Vi = - B i- l b for i = 1, 2, ... we get
Vo
Co

Xk =

Llvo
Llco

Ck- 1 LlCk - l

Ll kv o
Ll kC O
Ll k Ck _1

-1

Co

Llco

(-l)k
Ll kco

Ck-l

LlCk- 1

Ll kCk _1

188

Chapter 4

Performing exactly the same manipulations with the rows we get


.d kV O
.dvo
vo
.dkco
.dco
Co

Xk

.d k-l Co

.dkco

.d 2k-l CO

1
Co

-1
.dco

(_1)k
.dkco

..a

k-l Co

But
.diVO =

i-I

i=O

i=O

L (-1)iC{Vi _i = - L (-1)iC{B i -i- b


l

=-

(:f

(-1)iC{B i-i)B- 1 b

)=0

-(.t (-WC{B -i)B- b+(-1)iB - b


i

)=0

= _(B_I)iX+(_WX
= (-W(I -

Ai)X = (_1)i(1 + A + ... + A i - 1)(1 - A)x

and finally we get


.d ivo = (-1)i yi .

Replacing now

Xk

~ ico

by

(_1)iC~

and

~ ivo

by (- WYi we get

Yo

-Yl

c~

-c~

(_1)kYk
(_1)kCk

(-1)k-l Ck _1

(_1)kC~

(-1)2k-l C2k _1

-1

(_1)k

c6

-c~

(_1)kCk

( _1)k-lC~_1

(_1)kCk

(_1)2k- 1 C'2k-1

Multiplying, in the numerator and in the denominator, the columns 2,4, ...
by (-1) and the rows 2, 4, ... by (-1) we get the result.

Remark. The sequences {Xk} and {ek(YO)} are also identical with the sequence obtained by the moment method and with a sequence obtained by
a method due to Germain-Bonne [59].

189

Generalizations

If A has a finite rank p then


e(O)

2p

= x P = X

From the practical point of view the conjugate gradient method needs
less computation than the topological e-algorithm which does not use the
property that (y, Ai+iz ) = (Aiy, Aiz ) when A is self-adjoint.
Now if A is not self-adjoint then X k obtained by the biconjugate
gradient method and ek (Yo) are still given by the same determinantal
expressions and since, in the preceding proof, no use is made of the
self-adjointess of A and B, we get

Theorem 4.2. The sequence {x k } obtained by the biconjugate gradient


method applied to Bx = b with xo = and the sequence {ek(yo)} obtained by
applying the generalized Shanks transformation to the sequence {yn} generated by Yn+1 = AYn + b with Yo = and A = 1- B, are identical.

Remark. It has not been possible to find a connection with the moment
method in the general case.
The topological e-algorithm can also be used to accelerate the convergence of the sequence {yn} to x when IIAII < 1. If the eigenvalues of A are
such that IA11> IA21 > IA31 > ... it can be proved that

lim e~'i2=x,

Vk

and that
lim 11e~'i2+2 - xll!lle~1+2) -

xii = 0,

k =0,1, ....

The topological e-algorithm can also be used to compute the eigenelements


of A [20].
In section 3.3.3 we saw that the scalar e-algorithm is related to the
moment method. The same is true for the topological e-algorithm with,
now, the vectors Zn defined by
(y, Sn) )
(

Zn

~y, ~n~k-~)

Thus the computation of e~o~ from So, ... , S2k can be looked as the
determination of the operator Ak such that
..1S1 = Ak ..1So,
..1Sk - 1 = Ak ..1Sk - 2 ,
Hk ..1Sk = Ak ..1Sk - 1 ,

and then we have


e~o~ = Ake~o~ + Sl - AkSO

190

Chapter 4

This equation is solved by computing the characteristic polynomial of Ak


and then writing
e~o~ = Q(Ad.:1So.

This is the reason why the computation of e~o~ also needs the knowledge of
Sk+2, .. , S2k

Now if So, ... , S2k are generated by


SO=Xm

Sl = F(So),
S2k

= F(S2k-l)

where F is a mapping from IRk into itself, if we compute e~o~ from


So, ... ,S2k and if we set X n + 1 = e~o~ then we find a method for solving a
system of nonlinear equations which is due to Brezinski [15, 16] and
Gekeler [57]. Moreover we have
Xn+l

(I - Ak)-l(F(xn ) - Akxn )

If F is Frechet differentiable in a neighbourhood of a fixed point x of F

then

where cp is a mapping from IRk into itself such that lim Ilcp(h)11 = o.
IIhll--O

It can be proved that Ak tends to F'(x) when


1- F'(x) is nonsingular, we get

Xn

tends to x and thus, if

Ilxn+l - xii = O(llxn- xI1 2 ).


That is to say that the sequence {Xn} has order two (quadratic convergence)
without computing any derivative and without inverting any matrix. This
method has received many applications [33, 148].

4.2.

Double power series

Let f be a double power series. The aim of this section is to define and to
study Pade-type approximants for such series.
The generalization presents some difficulties since a polynomial in two
k,

k2

variables can be defined in a "rectangular form" L L aijxiyi or in a


k
i
i=O i=O
"triangular form" L L aiixiyi-i. It follows that a choice has to be done
i=Oi=O
between several generalizations. The choice will be guided by the properties
the approximants have to satisfy. The first attempt to generalize Pade
approximants for series in two variables has been done by Chisholm [41,42]
who pointed out these properties and then defined Pade approximants from
the properties. Such approximants are now known as C-approximants where

Generalizations

191

C stands for Chisholm or for Canterbury since these approximants have


been extensively studied by Chisholm's group at Canterbury.
Starting from the ideas of Chisholm and from the ideas of Chapter 1 we
want now to discuss the possibility of Pade-type approximants for double
power series. C-approximants should appear in this theory as Pade approximants in the theory of Pade-type approximants in one variable [31].
4.2.1. Definition of the approximants
Let {J} be the vector space of polynomials in two indeterminates. Let
be a double power series

i=Oi=O

We can define a linear functional c acting on


c(xiyi) = Cii

for

i, j

{J}

by

= 0, 1, ....

Let
k,

k2

L L biiXiyi.

V(x, Y) =

i=O i=O

We define W as
W(t s) = c(V(x, y)+ V(t, s)- V(t, y)- V(x, s)
,
(x-t)(y-s)
where c acts on x and y and where t and s are parameters.

Lemma 4.1. W is a polynomial of degree kl - 1 in t and of degree k2 - 1 in s.


Proof

Thus

and a similar formula for (V(t, s)- V(t, y/(y-s).


V(x, y)+ V(t, s)- V(x, s)- V(t, y)
y-s

192

Chapter 4

Thus
V(x, y)+ V(t, s)- V(x, s)- V(t, y)
(x - t)(y - s)
k,

=L

k2

L b (X
ii

i- 1

+ ... + t i - 1)(yi- 1 + ... + Si-l).

i=1 i=1

Using the definition of W we get


k,

W(t, s) =

k2

L L biiCX i- 1 + ... + t

i-

1)(yi- 1+ ...

+ si-l.

i=1 i=1

Moreover
i-I

CX i - 1 + ...

+ t i - 1 )(yi- 1 + ... + Si-l =

i-I

L L tnsmCi_1_n,i_l_m

n=O m=O

and finally we obtain a closed expression for W


k,

W(t, s)

=L

k2

i-I

i-I

Lb L L

Ci_l_n,i_1_mtnSm.

ii

i=1 i=1

n=O m=O

W is called the associated polynomial of V.


= 0 if P < 0 or if q < 0 then we
immediately obtain
If we make the convention that cpq

Lemma 4.2
k,--i k 2 -1

W(t, s) =

I I

a"mtn,~m

n=O m=O

with
k,

a"m

k2

L Lb

iiC i -l-n,J-1-m'

i=1 i=1

Let us now define V and W as

"(t, s) = tk'sk'V(t-t, S-I)


W(t, s) = tk,-I Sk,-l W(t--l, S I).

The fundamental result is the following

Theorem 4.3. The series


W(t, s) - V(t, s)((t, 5)

has no terms in tIs' for i = 0, ... kl - 1 and


Proof.
1<,

V(t, s)

k,

= ....
\~ ....,
\-- bIJ t k'-'sk
'~()1=()

i = 0"

... k2 - I.

Generalizations

193

and
V(t, s)f(t, s) =

Ie.

Ie,

i-a

i-O

L L bij L L cnmtle,+n-iSIe,+m-i.
n-O m-O

Making the change in variables k t + n - i = Nand k2 + m - j

L~ L~ tNs M L L
( le lle,

V(t, s)f(t, s)

N-O M-O

= M, we get

)
biiCN+i-le"M+j-le2

i-a j-O

But in this sum if i = 0, CN -k,.M+j-k2 = 0 since N - k t is negative. The same is


true if j = 0 and the sum in the parentheses can begin with i = 0 and j = O.
We thus get
-

V(t, s)f(t, s)

i.J

i.J dNMt s ,

N-OM-O
Ie.-I Ie,-I

L L

W(t, s)=

dNMtNs M

N-OM-O

with
fe,

dNM =

Ie,

L L bijCN+i-k"M+j-fe2'

i=O i=O

And finally we find that


OC

V(t, s)f(t, s)- W(t, s)=

oc

Xl

L L
N=O M=k2

dNMtNs M +

~-l

L L dNMtNS M.

N=k, M=O

This development has no terms in tNs M if N < kl and M < k2 ; that is to


say that no terms of the rectangle lattice Sl (including the points on the
houndary of S,) appear
M

"J

W(t, s)/ V(t, s) is the ratio of a polynomial of degree (k) - 1, k2 - 1) in


(t. s) to a polynomial of degree (k), k 2 ) in (t, s).
It is a rational approximation to f whose series expansion in ascending
powers of , and s coincide~ with f up to the terms in ,",-t Sk t. Such an
2-

194

Chapter 4

approximation will be called a Pade-type approximation and will be denoted


by
(k 1-1, k 2-1/kl> k2),(t, s).

The fundamental result of Theorem 4.3 will be written as


(k1 -1, k2 -1/k1' k2),(t, s) = I(t, s) + 0'(tiSk2) + O'(Sitk,), for i;;;. O.

We shall say that this Pade-type approximant has order (k 1 , k 2 ) and V


will be called the generating polynomial of the approximant.
If kl = k2 = k we shall make use of the abbreviated notation
(k -1/k),(t, s).

Let us now define Pade-type approximants with various degrees in each


variable both in the numerator and in the denominator. We shall only give
the general idea for obtaining these approximants without treating all the
cases in detail. The construction is similar to the one dimensional case; I can
be written as
m

I(t,s)=

L L ci/sj+tn+l/A(t,S)+sm+1/B(t,S)+tn+lsm+l/w(t,s)
i=Oj=O

with
00

IA(t, s)=

L L Ci+n+l,/sj,

i=Oj=O

00

Iw(t, S) =

00

L L Ci+n+1,j+m+1tisj.
i=Oj=O

We are looking for a rational approximation of I whose numerator has


degree n + kl in t, m + k2 in s and whose denominator has degree kl in t and
k2 in s. We want this approximation to match the series I up to the terms
t ism+k2 and tn+k'Si, Vi;;;. O.
Let us construct (k 1-1, k 2-1/k1, k 2)'w(t, s) with V(x, y) as generating
polynomial, (k 1 -l,k 2+m/k 1,k2+m+l)'A(t,s) with ym+1v(x,y) as
generating polynomial and (k1 + n, k2 -1/k 1 + n + 1, k 2)'B(t, s) with
x n+1V(x, y) as generatjng polynomial. These three approximants have the
same denominator V(t, s) since if v(t, s) = t n+1 V(t, s) then v(t, s) =
tn+k,+lSk2v(t-\ S-1) = tk'sk,V(t-\ S-1) = V(t, s). R_eplacing lA' IB and Iw by
their approximants we get an approximant with V as denominator and with
a numerator of degree k1 + n in t and k2 + m in s. From Theorem 4.1 it is
easy to see that the power series expansion of this approximant coincides
with I up to the terms in tism+k, and tn+k'Si for i;;;. O. We shall denote this
approximant by
(n + kl> m + k2/kl' k2),(t, s).

195

Generalizations

In the same way we can define the complete table of the approximants
(Ph P2/ql' Q2),(t, s)

with the fundamental result

Deorem 4.4
(Pl> P2/Ql> Q2),(t, s) = f(t, s)+O'(tisP,+I)+O'(tP,+ISi),

i ~o.

To construct all these approximants we first have to define a polynomial


V. It will be called the generating polynomial of the approximant under

consideration.

4.2.2. Basic properties


We shall now study the basic properties of the Pade-type approximants in
two variables we jrist defined.

Property 4.1. If f(t, s) = fl(t)f2(S) and if the generating polynomial of the


Pade-type approximant to f is the product of the generating polynomials for fl
and f2 then
(k l -l, k 2-1/k l , k2),(t, s) = (k l -l/k l )f,(t)(k 2-1/k2),,(s).

Proof. We set fl(t)


Then
cij

= ao+alt+ . .. , a(xi) = a;, f2(S) = bo+bls + ... , b(Xi) = bi

= a;bj and C(Xiyi) = a(xi)b(yj).

Let V, VI and V2 be the generating polynomials of (k l -l, k 2-1/k h k 2)f'


(kl-l/kl)f, and, (k 2 -l/k2 )" respectively and let us assume that V(x, y) =
VI(X)V2(y); then

W(t, s) = a(VI(x) - VI(t)b(V 2(y)- V2(s)


x-t
y-s

= WI(t)W2(S)

where W, WI and W2 are the polynomials associated with V, VI and V2


respectively and the property is proved.

Property 4.2. If f(t, s) = ft(t)f2(S) and if the generating polynomial of the


Pade-type approximant to f is the product of the generating polynomials for fl
and f2 then

Proof. We have separated this property from the preceding one because we
have to look more deeply into the structure of the approximant
(k h k2/kl> k 2)f. The notations will be the same as in Property 4.1. From
section 4.2.1 we have
(k h k2/kh k2),(t, s) = aobo+ t(k l -l, k2/kl' k2+ l)fJt, s)
+ s(kl> k2 -i/ki + 1, k 2)fs (t, s) + ts(k i -1, k2 -1/kl' k 2)fw(t, s)

196

Chapter 4

with
'"
'"
L
Ci+I,Ot i = bo L ai+Iti,
i=O

fA(t, s)=

;=0

fB(t, s) =

'"
'"
L
CO,j+ISj = a L bj+ls j,
j=O
j=O

fw(t, s) =

i~O j~O Ci+l,j+ItiS = (~O ai+Iti)(~O bj+ls j).


j

If we set
'"

gl(t) =

L ~+Iti,

i=O
'"

L bj+ls j

gZ(S) =

j=O

then
fA (t, s) = bOg l (t),
fB(t, s) = aogz(s),
fw(t, s) = gl(t)gZ(S).
The approximant (k l -1, kz/kl' kz + 1)tA is constructed from the generating
polynomial v(x,y)=yV(x,y)=yvl(x)vz(Y). Let WA be its associated
polynomial; then
- ,(YVI(x)VZ(y) + svl(t)vz{s) - yvl(t)VZ(y) - SV I(X)VZ(S)
( ) -C
WAt,S
(x-t)(y-s)

= C,(VI(X) - VI(t) yvz(y) - SVz(S)


x-t
y-s

where the functional c' is defined by


C'(Xiyi) = ~+Ibo = a(1)(x i )bo

Thus
and
WA(t, s)
6(t, s)

wil)(t)
bo --::----(
) = bo(k l -l/kl)g,(t).
VI t

An analogous result is true for the approximant of fB and from Property 4.1
we know that the approximant of fw is the product of the approximants of
gl and gz multiplied by aob o. Thus we finally get
(kl> kz/ kl> kz),(t, s) = (a o + t(k l -1/k l )g,(t))(bo + s(kz -l/k Z)g2(S
= (k 1 /k l )t,(t)(k z/k z)f2(s)

which ends the proof.

197

Generalizations

Properties 4.1 and 4.2 are called factorisation properties.


Property 4.3. If f(t, s) = f(s, t) and if the generating polynomial of the ap-

proximant satisfies V(x, y) = V(y, x) then

(k -1, k -11k, k),(t, s) = (k -1, k -11k, k),(s, t),


(k, klk, k)t(t, s) = (k, klk, k),(s, t).
Proof. Since f(t, s) = f(s, t) then cij = c(xiyj) = cji = C(Xiyi). Since V(x, y) =
V(y, x) then W(t, s) = W(s, t) and the result follows.
This property is called srmmetry property.
Property 4.4. Let fl(t)

= L ciOt i, let V be the generating polynomial of the


i=O

approximant to f and let v(x, 0) be the generating polynomial of the approximanttofl where v(X,y)=yk 2V(X, y-l); then
(k l -1, k2 -11k!> k2),(t, 0) = (k l -1Ik l ),,(t),
(k l , k21kb k2),(t, 0) = (kllkl),,(t).
Proof. From Lemma 4.2 we have
k,-l

W(t, 0) =

an,k2_ltk,-l-n

n=O

with
k,

L bik2Ci-l-n,O

a n,k2-1 =

;=1

and
k,

L b;k2Xk,-i.

V(t, 0) =

i=O

Now

k, k2

L L biiXiyk,-j,

V(X, y) =

i=Oj=O
k,

L bik2 Xi.

V(X, 0) =

;=0

Let the functional a be defined by a(xi) = CiO' Then

_(v(x, 0)- v(t,


x- t

w ()
t = a

0) = \:;-1
i.J wntn
n=O

with
k,

k,-n-l

Wn

;=0
k,

ciObn+ i+ 1,k2 =

L bik2Ci-l-n,O

;=1

i=n+l

bik2C;-1-n,O

198

Chapter 4

since cpq = for p < 0. Thus the first part of the result is proved by using the
definitions of (t,O) and w(t). Now

(k l, k2f k b k 2Mt,0)=c oo +t(k l -1, k2fkl' k 2+1)/A(t, 0).


But from the first part of the property
(k l -1, k2fkl' k2 + 1)fA (t, 0) = (k l -l/kl)g(t)
with g(t) =

L Ci+I,Ot i and

the result follows.

i~O

Obviously the same property also holds by exchanging the roles of t and
s. This property is called projection property.
Property 4.5. If f(t, s) = ft(t) + Ms) and if the generating polynomial of the
approximant to f is the product of the generating polynomials of the approximants to f1 and f2' then

(k l , k2fkl' k2Mt, s) = (klfkl),,(t) + (k 2fk 2)r,(s).


Proof. In the expansion of f, cij =

if ij =t- and so

fA(t, s) =

fB(t, s) =

Ci+1,Ot i,

=
CO,j+ISj,

j~O

fw(t, s) = 0.

We have fl(t) = c~o + fA (t, s) and Ms) = cgo + fB(t, s) with c~o + cgo = Coo. Thus
c~o + t(k l - 1,

and the same for fB'

k2f kb k2 + 1)/A (t, s) = (kIf kl)fl (t)

This property is called addition property.


Property 4.6. If the generating polynomials of the approximants are the same

for n,

m;<=

0.

Proof. If f is replaced by af then all the coefficients of the series are


multiplied by a and so are the numerators of the approximants. If a constant
term b is added to the series then the constant term of f + b will be coo + b
and the result is obviously true from the definition of the approximants.
This property is called linearity property.
Property 4.7. Let V be a polynomial of degree kl in t and k2 in s and let
be a polynomial of degree kl - 1 in t and k2 -1 in s such that

W(t, s) - V(t, s )f(t, s) = O(t isk2) + O(Sitkl),

i;<=

199

Generalizations

then W(t, s)/V(t... s) is the Pade~type approximant (k l -1, k z -1Ik l , kZ)f with
V(x, Y)=X k'yk 2V(X-I, y-l) as generating polynomial.
Proof. The series W(t, s)- V(t, s)f(t, s) has no terms in tisj for i<kl and
j < k z . Identifying the coefficients of the same powers of the variables we
find that the coefficients of V, Wand f are related by the relations used in
Lemma 4.2 and in Theorem 4.3. Thus W is the polynomial associated with
V and thus W(t, s)/V(t, s) is the corresponding Pade-type approximant with
V as generating polynomial.
Property 4.8. Let Vand

Wbe polynomials of degree kl

in t and k z in s, such

that
W(t, s) - V(t, s)f(t, s) = O(tiSk2+l) + O(Sitk,+l),

i;:. 0

then W(t, s)/V(t, s) = (k l , kz/kl' kz),(t, s) with V(x, y) = x k'yk 2V(X-I, y-l) as
generating polynomial.
Proof. From the proof of Theorem 4.3 we know that
k, k2
W(t, s) =
dNMtNs M

L L

N~O M~O

with
kl

dNM =

k2

L L bijCN+i-k"M+j-k2

i~Oj~O

which can be written as

dNM

k2

= cOO bk,-N,k2-M+

j~k2-M+l

k,

k,

i~k,-N+l

bi.k,-MCN+i-kt.O +

Thus we have

W(t, s) = coo V(t, s)+

SM

M~O

tI

k2

bijCN+i-kt.M+j-k2

i~k,-N+l j~k,-M+l

N~O tNM~O SM(~k2tM+l bk,-N,jCO,M+i-k2)

tN(,

N~O

N~O M~O

t
t .f

bi,k1-MCN+i-k"O)

,~k,-N+l

tNSM(

,~k,-N+l J~k,-M+l

bijCN+i-kt.M+j-k2)'

200

Chapter 4

1}te proof is now easy to complete. For example the third term is equal to
WA(t, s)= tk,-lSk2WA(t-I, S-l) with
_ ,(YV(x,Y)+SV(t,s)-YV(t,y)-sV(x,s)
( ) -c
WAt,S
(x-t)(y-s)
where the functional c' is defined by

c'(xiyi) =

Ci+1,O

By Lemma 4.2 it is easy to see that


k,-l k2
WA (t, s) =
anmtns m,

I I

n~O m~O

WA(t,s)=

k,-l

k2

n~O

m~O

I I

anmtk,-n-lsk2-m

with
k,

anm

= I bimci-n,O'

Changing k 1 -n-l=N and k 2-m=M we get

which is exactly the third term. The proofs are the same for the other terms
and the result is established.
Properties 4.7 and 4.8 are called first uniqueness properties.
Property 4.9. Let g be the reciprocal series

of f defined

by

f(t, s)g(t, s) = 1.
Then
(kl' k2/kb k2),(t, S)(kb k2/kl' k2)g(t, s) = 1
if the denominator
other one.

of one

approximant

is

identical with the numerator

Proof. We set
(kl' k2/kl' k2>t(t, s) = W(t, s)/V(t, s).
We have

W(t, s) - f(t, s) V(t, s) = O(t isk2+1) + O(t k, +1 Si),

i ~ O.

of the

201

Generalizations

Multiplying by g we get
g(t, s) W(t, s) - \1(t, s) = O(tiS~+l)+ O(tk,+lSi)

which shows, by Property 4.8, that \1(t, s)/W(t, s) = (kl> k2/k 1 , k2)g(t, s) constructed with W(x, y) = xk'yk2 W(x-t, y-l) as generating polynomial.
This property is called reciprocal covariance. A necessary and sufficient
condition for g to exist is that coo =/= o.
Property 4.10. We set
(k 1 , k2/kl> k2Mt, s) = U(t, s)/V(t, s)
and

A + Bf(t', s')
g(t, s) = C+ Df(t', s')
with t' = at/(1- bt), s' = es/(1- ds), ae=/= 0 and C+ Dcoo =/= O. Then

_ A + B(k 1 , k2/kl> k2),(t', s')


(kl> k2/kl> k2)g(t, s) - C+ D(k 1 , k2/k 1 , k2),(t', s')
if the denominator of (k 1 , k 2 /k 1 , k2 )g is
(1- bt)k' (1- ds)k>[ CV(t', s') + DU(t', s')].
Proof. This will be in two parts. We first set
g(t, s) = f(t', s')

and prove that


(kl> k2/k 1 , k2)g(t, s) = (kl> k2/k 1 , k2),(t', s')
if the denominator of (k 1 , k2/kl> k 2 )g is (1- bt)k'(1- ds)k2 V(t', s'). By definition we have
(kl> k2/kb k2),(t', s') - f(t', s') = O(t'i s ,k2 +1) + O(t,k,+l S'i),

i ~ O.

Replacing t' and s' by their expressions we get


(kl> k2/kl> k 2},{t', s')- g(t, s) = O(t isk2+1)+ O(tk,+lSi),

If we set
~

U(t, s) =

L L ai/s i

i~O i~O

then

and

V(t, s) =

L L b/si

i~O i~O

i ~O.

202

Chapter 4

Moreover
k,

k2

(1-bt)k,(1-ds)k 2U(t',S')=

I I

(1- bt)k'(1- ds )k2 V(t', s') =

L L bij(at)i(1- bt)k,-i(es)i (1- ds

k,

~i(at)i(1-bt)k,-i(es)i(1-ds)k2-i,

k2

)k2-i.

i=Oi=O

Thus (kl> k21k1' k 2>t(t', s') is the ratio of two polynomials with degrees k1 in t
and k2 in s which fits g up to the terms tk'Sk2. Thus, by Property 4.8, this
approximant is identical to (k 1, k21k1' k 2)g(t, s) constructed with (1- bt)k'(1-dS)k 2V(t', s') as a denominator.
Now, for the second part of the proof, we set

g(t, s) = [A + Bf(t, s)]/[C+ Df(t, s)].


We have

A V(t, s) + BV(t, s)(f(t, s)+ OVS k2 + 1 ) + 0(tkt+1S i


CV(t, s)+ DV(t, s)(f(t, s)+0(t isk2+1)+0(tk,+lSi

A V(t, s) + BU(t, s)
CV(t, s)+ DU(t, s)

A + Bf(t, s) + 0(t isk2+1) + (J(tk,+l Si)


C+ Df(t, s) + (J(t isk2+1) + (J(tk,+lSi)
If the constant term C + DCQO of the denominator is different from zero then
this is equal to

A + Bf(t, s) + (J( t's


- k +1) + (J( t'
k +1 -)
-----'-'-'--'s'

C+ Df(t, s)

i~O.

Thus [AV(t,s)+BU(t,s)]/[CV(t,s)+DU(t,s)] is, by Property 4.8,


(k1' k21k1' k 2)g(t, s) constructed with CV(t, s) + DU(t, s) as a denominator.
Gathering together the two parts of the proof ~ives the result if the
denominator of the approximant to g is (1-bt) '(1-ds)k 2[CV(t',s')+
DU(t', s')].
This property is called homographic covariance property.
Property 4.11. Let f(O, s) = 0, "Is and tg(t, s) = f(t, s). Then

t(k l -1, k2-:-l/k1' k 2)g(t, s) = (kl> k 2-1/k 1, k2>t(t, s)


if the denominators of both approximants are the same.
Proof. If f(O, s) = 0, "Is then
g(t, s) =

C Oj

= 0, Vj and

L L Ci+1/S i .

We have

t(k 1-1, k2 -l/k 1, k 2)g(t, s) - f(t, s) = O(tk,+l Si) + 0(t i +1Sk2),

= (J(tk,+l Si) + (J(t sk2),


i

i~
i~

Generalizations

203

since { and t(k l -1, k2 -1Ik l , k2 )g have no terms in tOsj. Moreover t(k l 1, k 2 -1/k l , k 2 )g is the ratio of a polynomial with degree kl in t and k 2 -1 in
s divided by a polynomial with degree kl in t and k2 in s. By a uniqueness
proof similar to that of Property 4.8 it is identical with (k l , k2 -1/ kl' k 2)t
constructed with the same denominator.
We also have the following similar results if the approximants are
constructed with the same denominators

Property 4.12. Let {(t, 0) = 0, 'fit and sg(t, s) = {(t, s). Then
s(k l -l, k 2 -1/k l , k 2 )g(t, s) = (k l -l, k2/kl' k2Mt, s).

Let {(t, 0) = {(O, s) = 0, 'fit and sand stg(t, s) = {(t, s). Then
st(k l -1, k2 - 1/ kl' k 2)g(t, s) = (kl> k2/ kl' k2Mt, s).

Properties 4.11 and 4.12 are called translation properties.


Let us now come to the link with polynomial interpolation. We first
need

Lemma 4.3
{(t, s) = cl- xt)-I(I- yS)-I).
Proof. We formally have

i=Oj=O

and the result follows.

We set g(x)=(I-xt)-1 and h(y)=(I-yst l . Let xI, ... ,Xk, and


YI, ... , Yk be arbitrary points in the complex plane. We assume that all the
Xi'S are distinct and that all the Yi'S are distinct.
Let P be the interpolation polynomial such that
2

P(xi , Yj) = g(x;)h(Yj)

for

i = 1, ... ,kl

and

j = 1, ... , k2

and let
u(x) = (x -

Xl) ...

(X - Xk,),

v(y) = (y - YI) ... (y - Yk)

The fundamental result is

Theorem 4.5
c(P) = (k l -l, k 2 -1/kl> k2Mt, s)

i{ the generating polynomial o{ the approximant is V(x, Y) = u(x)v(y).


Proof. First we must notice that if PI and P 2 are the interpolation polynomials of g and h at points Xl, . ,Xk, and Yl> ... , Yk2 respectively then
P(x, y) = P I (X)P2(Y).

Chapter 4

204

By the Lagrange interpolation formula we have

P 1 (x)=I

, u(x)
1,
;=1 U (x;)(x-x;) 1-x;t

P ( )=
2

I
j=l

v(y)
1
v'(Yj)(Y - Yj) 1- Yjs

and thus

k,

k2

L -.-(
)-1- L -;-()-1- W(x;, y)
;=1
X;
x;t
v Yj
YjS

c(P)=C(Pl(X)P2(Y)) =

j=l

with
Wet, S) = c(u(X) - u(t) v(y) - v(S))
x-t
Y-S

= c(u(x)v(y) + u(t)v(s) -

u(t)v(y) - u(x)v(s))
(x-t)(y-s)

= c(V(x, y)+ Vet, s)- V(t,

y)- vex, s)).


(x - t)(y - s)

Thus W is the polynomial associated with vex, y) = u(x)v(y). Moreover, for


a fixed value of i
1

k2

L -;-(
)-1- W(x;, Yj)
j=
Yj
Yjs
1

is the partial fraction decomposition of the rational function


S-l W(x;, S-l)/V(S-l).

Thus

-1 -1

s t

W(t-t, S-l)
u(t- 1 )v(t -1) = Wet, s)/V(t, s)

which ends the proof of the theorem.

We know that
P 1 (x)

= g(x)+ O[(xt)k,],

P2 (y) = h(y) + O[(ys )k2]

and thus
c(P) = c(g(x)h(y)) + c(g(x)O[(ys )k2]) + c(h(y )O[(xt)k,])

+ c(O[(xt)k, ]O[(yS)k2])
or

Generalizations

205

As the last term is included in the two preceding terms we get the result of
Theorem 4.3.
Let us now see how approximants with various degrees can be defined
from polynomial interpolation. We have

g(x) = l+xt+ ... +xntn+xn+ltn+lg(x),


g(x) = -(xtt l - ... - (xt)-(n-l) + x-n+1t- n+1g(x),
h(y) = 1 + ys + ... + ymsm + ym+lsm+lh(y),
h(y) = _(yS)-I- ... - (yst(m-l) + y-m+1 s-m+1h(y).
Let us, for example, take the first and the third preceding formulas
f(t, s) = c(g(x)h(y)) = c1 + xt + ... + x nn(1 + ys + ... + ymt m))

+cl+xt+ ... +x"tn)ym+lsm+lh(y))


+cl+ys+ ... +y mt m)x n+1t"+lg(x))
+ c(xn+1 tn+lym+l sm+l g(x)h(y)).
Let us replace, in this expression, g by its interpolation polynomial PI and h
by its interpolation polynomial P2 We get
n

L L Ci/si+sm+IcI+xt+ ... +xntn)ym+IP2(Y))


i~Oi~O

+ t"+lc1 + ys + ... + ymsm)xn+l PI (X))


+ t n + 1 Sm+lC(Xn+lym+1 PI (X)P2 (y )).
We have

c(1 + ys + ... + ymsm)x"+1 P1(x))


= c1 + ys + ... + y msm)x"+1 g(x))
+ cl + ys + ... + y msm)xn+10[(xt)kl])
= fA(t, S)+O(Sitkl).
Moreover c1 + ys + ... + ymsm )x n+1 P1(x)) is the ratio of a polynomial with
degree kl - 1 in t and m in s divided by a polynomial with degree kl in t
and 0 in s. Multiplying its numerator and its denominator by v(s) = s k2 V(S-I)
and using the uniqueness Property 4.7 we see that it is (k l -1, k2 +
mlk1' k2 + m + l)fJt, s) because the approximants constructed with u(x)v(y)
and ym+1 u(x)v(y) as generating polynomials have the same denominators.
The same is true for the two other expressions.
All these approximants are constructed with V(x, y) = u(x)v(y) as
generating polynomials. Thus Properties 4.1, 4.2 and 4.5 are automatically
satisfied. Property 4.3 is true if Xi = Yi for i = 1, ... , k. Moreover we have
Property 4.13. If the condition of Property 4.7 is satisfied with V(x, y) =
u(x)v(y) and if the zeros of u and v are simple then
(k l -1, k2 -II k1' k2Mt, s) = c(P)

Chapter 4

206

where P is the interpolation polynomial as constructed above on the zeros of u


and v.
If the condition of Property 4.8 is satisfied with V(x, y) = u(x)v(y) and if
the zeros of u and v are simple then
(k 1 , k 2 /k 1 , k 2 ),(t, s) = coo + tc(xP1 ) + sc(yP2 ) + stc(XYP1 P2 )

where PI and P 2 are the interpolation polynomials as defined above on the


zeros of u and v.
Proof. This consists in writing the partial fraction decomposition of the
approximant as was done previously.
Property 4.13 is called second uniqueness property.
Let us now come to some expressions for the error.

Theorem 4.6
-

W(t,s)-f(t,s)V(t,s)=t 's
Proof. From the definition of

2C

(V(X, y)- V(t-t, y)- V(x, S-I))


(l-xt)(l-ys)
.

W we

have

-( )_ k,-1 k2-1 (V(X,y)+V(t-t,S-I)-V(t-t,y)-V(X,S-I))


W t, s - t
s
c
(-1)(
.
x-t
y-s 1)
Multiplying both numerator and denominator by ts and using Lemma 4.3
we get the result..
Let us look a little bit more deeply into this theorem. We have

tk' s k2 C(V(X, y)g(x)h(y)) = O(tk' Sk2),


tk' Sk2c(V(t-t, y)g(x)h(y))=O(tis k2 ),
tk' s k2 C(V(X, s-l)g(x)h(y)) = O(tk'Si),

i~O

i ~ O.

More precisely we have

tk' s k2 C(V(t-t, y)g(x)h(y))


= tk' sk2

L L tisiC(XiyiV(t-t, y))
i=Oi=O

= t k' sk2

i~O si i~O tiIto t-lc( Xi mto blmym+i).

If we set i = I + n, the preceding expression becomes

207

Generalizations

for
c( Xl+n m~o brmym+i )

=0

n = -k 1, ... , -1-1.

if

Thus we get

If we set N= kl + nand M= k2+ j we find


~

SM

M=k2

tNdNM

N=O

with
k,

dNM

=L

k2

blmCI+N-k"m+M-k2

1=0 m=O

In the same way it can also be proved that


~

t k'sk2C (V(X, s-l)g(x)h(y

N=k,
~

t k'sk 2C (V(X, y)g(x)h(y

N=k,

tN

sMdNM,

M=O
~

tN

M=k2

sMdNM

and we get the expansion of the error given in the proof of Theorem 4.3.
Before giving another expression for the error term we shall prove a
lemma which will also be useful later
Lemma 4.4
dNM = c(X N- k'yM-k2V(x, y.

Proof.
k2

k,

L L biiC(Xi+N-k'yi+M-k2) = c(XN-k'yM-k,V(X, y.

dNM =

i=Oj=O

Theorem 4.7
W(1, s)- f(t, s)V(t, s) = t k'sk2C(V(X, y)g(x)h(y)(l- t- k'X- k'-S-k2y -k,.

Proof. Using Lemma 4.4 and the previous expansion for the error we get
tk'sk,c(V(t-\ y)g(x)h(y
~

L L SMtNc(X N- k'yM-k2V(X, y

M=k2

N=O
~

= sk,

L L sMtNC(XN-k'yMV(X, y
M=ON=O

= Sk2C (X- k, V(x, y)g(x)h(y.

208

Chapter 4

We also have
t k1 s k2 C(V(X, s-l)g(x)h(y

= t k1 C(y-k2V(X, y)g(x)h(y

and the result follows from Theorem 4.6.

An application of this result is to double Stieltjes series where

11
00

Cii

00

xiyi da(x, y)

where a is bounded and nondecreasing in [0,00) x [0,00). We get

Theorem 4.8. If f is a Stieltjes series and if Vex, y);?: 0,


[0,00) x [0,00) then

vex, y) E

Vet, s) E [0, 00) x [0,00).

Proof. dNM = c(X N - kl yM-k vex, y;?:


from Theorem 4.6.
2

and the result immediately follows

Before ending this section let us give another expression for the
approximants which could be useful for proving convergence results.
If we set
n

Snm

L L Ci/S i ,
i~Oi~O

then it is easy to check that


k,-I k 2 -1

(k l -1, k2 -1Ik l , k2>t(t, s) =

L L

Bn+l.m+lSnm

n=O m=O

and that

4.2.3. Higher order approximants


In the one variable case the error had the form
t kc(v(x)(I- xt)-l) = t k c(v(x)(1 + xt+ x 2 t 2 + ... )).
Thus is v is chosen such that
c(xiv) = 0,

for

= 0, ... , m ~ k - 1

we obtain approximants with higher orders of approximation. If m = k -1,


then v is completely determined by the set of equations and we get an
approximant with order 2k which is the Pade approximant [k -11k] to the
series f.
We shall now try to follow the same procedure for two variables
Pade-type approximants using the error term given in Theorem 4.6. There

209

Generalizations

are, obviously, many possibilities for annihilating the coefficients of the


successive powers t N SM. For example one can choose to set to zero the
coefficients of tNs M for N=0, ... ,k l -1 and M=k 2, ... ,2k2-1 or for
N = k 1 , , 2kl - 1 and M = 0, ... , k2 - 1 or for N = kh ... , 2kl -1 and
M = k 2, ... , 2k2 - 1. In all these cases we get kl k2 equations to determine
the kl k2 + kl + k2 + 1 unknown coefficients of V. For the two first sets of
indexes the symmetry property will not hold while it will be true for the
third choice if V is symmetric.
We shall study now a choice which preserves symmetry if kl = k2 = k.
Thus if the coefficient of tNs M is set to zero in the expression of the error,
then it is also necessary to set to zero the coefficient of tMS N We previously
saw that
oc

oc

L L dNMtNs M

tkskC(V(t-t, y)g(x)h(y

N=OM=k
oc

L L dN,M_N+ktNsM-N+k.
M=ON=O

In this sum we shall set to zero the coefficients corresponding to M


0, ... , k -1; that is
dN,M+k-N = 0,

M = 0, ... , k -1

for

and

N = 0, ... , M.

Symmetrically we shall set to zero the coefficients


dM+k-N,N= 0,

M = 0, ... , k -1

for

and

N = 0, ... , M.

In other words, using Lemma 4.4, we have


C(XN-kyM-NV(X, y
C(XM-NyN-kV(X, y

= 0,
=0

for M = 0, ... , k - 1 and N

0, ... , M.

We thus obtain k 2+ k relations to determine the P + 2k arbitrary


coefficients of V. These relations will be called orthogonality relations since,
in the one dimensional case, they lead to the definition of orthogonal
polynomials. Thus we must add k supplementary equations. These equations must be symmetric in x and y so that to preserve the symmetry
property.
For example we can choose to set to zero the sum of the preceding
coefficients for M = k and N = 1, ... , k. That is
d 2k - N,N+ d N,2k-N = 0,

for

N = 1, ... , k

or
CXN-kyk-N + Xk-NyN-k) Vex, y

= 0, for

= 1, ... , k.

This choice was proposed by Chisholm [41] to define Pade approximants for
double power series. The preceding equations uniquely determine V. We shall
call these approximants C-approximants and denote them by k -1/k)Mt)
without repeating the degree for each variable since it is the same.

210

Chapter 4

By construction we have
Theorem 4.9
k - 1/ k)>t(t, s) - f(t, s) = O(t i s 2k -

i ),

i = 0, ... , 2k.

It is easy to check that the properties of section 4.2.2 hold. If f(t, s) =


f(s, t) then Cii = C(Xiyi) = cii = C(xiyi) and interchanging x and y in the
orthogonality relations we get
C(yN-kxM-NV(y, x
C(XM-NyN-kV(X,

= C(XN-kyM-NV(X, y = 0,
= C(yM-NxN-kV(y, x = 0,

CXN-kyk-N + Xk-NyN-k) V(x,

= CXN-kyk-N + Xk-NyN-k) V(y, x = 0.


These relations are satisfied if V(x, y) = V(y, x). But V is uniquely determined by the orthogonality relations and the additional relations and thus V
is symmetric.
For the factorisation property Cii = aibi and we write V(x, y) = u(x)v(y).
The orthogonality relations give
c(XN-kyM-NU(X)V(Y = a(xN-ku(xb(yM-Nv(y
C(XM-NyN-kU(X)V(Y

for M

= 0,

= a(xM-Nu(xb(yN-kv(y =

= 0, ... , k - 1 and N = 0, ... ,M. These relations are satisfied if


a(xiu(x = bVv(y = 0, for i = 0, ... , k-1.

For the supplementary relations we have, from the preceding equalities


CXN-kyk-N + Xk-NyN-k)U(X)V(Y

+ a(xk-Nu(xb(yN-kv(y

= a(xN-ku(xb(yk-Nv(y
= 0, for N = 1, ... , k

and since V is unique then V(x, y) = u(x)v(y) and we have


k -l/k)>t(t, s) = [k -l/k]t.(t)[k -1/k]/2(s).

For the projection property


k -1/k)>t(t, 0) = (k -l/k)/t(t) = fl(t) + O(fk)

= [k -l/k]t.(t)
by the uniqueness property of Pade approximants in one variable.
The other properties of section 4.2.2 are also true and mainly the
covariance properties (but only with a = e for homographic covariance
because of the supplementary equations).
We can also construct higher order approximants with various degrees
in the numerator and in the denominator. For example if we set
(n + k, n + k/k, k>t(t, s) = U(t, s)/\1(t, s)

Generalizations

211

then we have

V(t,s){(t,s)-U(t,s)=

N=O

L
M=k+n+l

N=k+n+l

M=O

which can be written as


=

00

00

L M=k+n+l
L

N=O

M=O

L
N=k+n+l

00

L L
N=n+k+l M=n+k+l
The first sum is equal to
00

"L.J

"
L.Jd N,M-N+k+n+l t N S M-N+k+n+l

M=ON=O

and the second is


00

"
L.J

"d
tM-N+k+n+l SN
L.J
M-N+k+n+l,N
.

M=ON=O

We shall set to zero, in these two sums, the terms corresponding to


M = 0, ... , k - 1 and the sum of the terms with M = 0. That is to say
dN,M-N+k+n+l = 0,
dM-N+k+n+l,N= 0,

M = 0, ... , k -1

for

d2k-N+n+l,N+ dN,2k-N+n+l = 0,

for

and

N = 0, ... , M,

N = 1, ... , k.

Thus V is defined by
c(xN-kyM-N+n+l V(x, y = 0,
c(xM-N+n+lyN-kV(x,y=O,

for

M=O, ... ,k-1

cx N- ky k-N+n+1 + Xk- N+n+1 y N-k) V(x,

y = 0,

and N=O, ... ,M,


N = 1, ... , k

for

and then the approximants are defined as in section 4.2.1. They will be
denoted by n + k/k, and we get, by construction

Theorem 4.10
n+ k/k,(t, s)- {(t, s) = O(ti s n+2k+l-i),

For example if n =
c(x-1yV(x, y
C(xy-l V(x, y

and k

= 0,
= 0,

cx+y)V(x, y=O.

= 0, ... , n + 2k + 1.

= 1, V is defined by

212

Chapter 4

Taking bl1 = 1, these relations give


CO2 + blOCOl
C20 + bOl ClO

= 0,
= 0,

(e2l + Cl2) + bOl (ell + C02) + b lO (e20 + c ll ) + bOO(elO + COl) =

which are exactly Chisholm's relations and we get

U( t, s) =

t( cOOb Ol + ClO) +
+ st(cooboo + blOc lO +

COO +

s( cOOb lO + COl)
bOlCOl +c ll ).

We shall now give an expression for the error of higher order approximants
but we first need two lemmas

Lemma 4.5
k-l

(1- a)(1- b)

L L ajb

i-

j = 1-

i=O j=O

L ajb
j=O

k-

j+

L ajb

Proof. By induction. The property is obviously true for k


to be true for the index k. We set
k-l

Ak =

+H ,

j=l

= 1. We assume it

L L ajbi-i,

i=Oj=O
k

Bk =

L ajb

k-

j,

j=O
k

Ck

Lab +
j

1- j

j=l

Thus the lemma is


But
k

A k+ l = Ak +

L ajb k- j = Ak + Bk
j=O

and

A k + l (1- a)(1- b) = A k (1- a)(1- b)+ B k (1- a)(1- b)

= 1 - Bk + Ck +
=

since

Bk - aBk - bBk
1
k
1- b + _ aBk + abBk

abBk

213

Generalizations

We also have
abBk =

k+l

i=O

i=1

1 ai+lbk+l-i = 1 a i b k+2- i =
k+l

aBk

=1

a i +1b k- j

=1

j=O

CHI>

a j b k+1- j = Bk+1 - b k+1.

j=1

Finally
A k+1(1- a)(1- b) = 1- B k+1+ CHI.

Lemma 4.6.

itki~ aib i - i = [~ aib

k- i -

i~ a i b +1- i ](1-a)-1(1-b)-\
k

Vk~1.

Proof. Obviously true from Lemma 4.5 since


""

(1-a)-1(1-b)-1=

11 aibi-i.
i=Oi=O

Theorem 4.11. If V is chosen such that


C(XN-kyM-NV(X,
for M

= 0, ... , k - 1

y = C(XM-NyN-kV(X, y =

and N

= 0, ... , M

then

V(t, s)f(t, s)- W(t, s)


= tkskC(V(X, y)g(x)h(y)[(x-kt- k + y-kS-k)Hk(xt, ys)-1])

with
Hk(a, b)=

j=O

j=1

1 a i b k- i -1 a i b +1- i.
k

We also have
V(t, s)f(t, s)- W(t, s) = c(V(x, y)g(x)h(y)x- ky- kH 2k (xt, ys.
Proof
<X

c(V(x, y)g(x)h(y)x- k )

=1

1 tiSi-iC(Xi-kyi-iV(X, y

i=Oj=O

k-1

=1

1 tjsi-iC(Xi-kyi-iV(X, y

i=O j=O

The first sum is zero from the orthogonality relations which define V. Using
Lemma 4.6 we see that the second term is equal to
c(V(x, y)g(x)h(y)x-kHdxt, ys

and the first result follows from Theorem 4.7.

214

Chapter 4

The error term can be decomposed into three parts. The first is
M

00

tkskC(V(X, y)g(x)h(y =

I I

dN+k,M_N+ktN+kSM-N+k

M=O N=O

which has no terms with total degree less than 2k. The second term is
M

00

I L dN,M_N+ktNsM-N+k

SkC(V(X, y)g(x)h(y)x-kHdxt, ys

M=kN=O

whose first terms are to s 2k, ' .. , t ks k,


The third part of the error term is
M

00

tkc(V(x, y)g(x)h(y)y-kHk(xt, ys

L L dM_N+k,NtM-N+kSN

M=kN=O

whose first terms are tks\, .. , t 2k SO.


The second part can be written as '
00

k-l

I I

dN,M_N+ktNsM-N+k+

M=k N=O
00

00

<Xl

M=k

N=k

I I

dN,M_N+ktNsM-N+k

k-l

00

'\' '\' d
N M-N+k + '\'
'\' d N+k,M-N+k t N+k s M-N+k .
t... t...
N,M-N+k t s
t... t...
M=k N=O
M=O N=O

The third part is equal to


00

I I

00

dN+k,M_NtN+kSM-N =

M+k

I I

dN,M_N+ktNsM-N+k.

M=k N=k

M=k N=O

Summing these three parts we get


00

'\'
t...
M=k

M+k

(.0

'\' d
N M-N+k
'\' d
tN M-N
t...
N,M-N+k t s
= '\'
t...
t... N,M-N s
N=O
M=2k N=O
=

c(

x-ky-kV(X, y)

M~2k

N%O

(xt)N(YS)M-N).

We apply Lemma 4.6 and we get the second expression for the error.
Remarks. If s = 0 then H2k (xt, 0) = (xtfk and we get
Vet, O){(t, 0)- Wet, 0) = t 2k C(X ky- kV(X, y)g(x

which is the error term for Pad6 approximants in one variable since
k

c(xny-kV(x, y

=I

i=O

We also have

bikCn+i,O'

215

Generalizations

and thus
V(t, s)t(t, s)- Wet, s)
k 1
X-k V(x, y)
= t2k+l c(X + y-kV(x, y) - s 2k+l c(yk+1
-=--------'--'-

(1- ys)(xt- ys) .

(1- xt)(xt- ys)

In Theorem 4.11 we have not used the supplementary equations. Thus this
result is true for C-approximants.
From Lemma 4.5 all the orthogonality relations for V can be gathered
together in
c(V(x, y)g(x)h(y)x- k(1- Hdxt, ys)))

= 0,

'It, s,

c(V(x, y)g(x)h(y)y-k(1- Hk(xt, ys)

= 0,

'It, s.

Comparing the two expressions for the error we get the following relation
which can also be proved directly
x- ky- kH 2k (Xt, ys) = tkSk(X-kt- k + y-kS-k)Hk(xt, ys)- tkSk.

There is an important property which is not satisfied by Capproximants: it is the consistency property which means that if t is the
expansion of a rational function with numerator of degree k - 1 in t and
k - 1 in s divided by a denominator with degree k in t and k in s then the
higher order approximant (k -1, k -11k, k)f must be identical to f. This fact
comes from the supplementary conditions added by Chisholm because if
t(t, s) = A(t, s)/B(t, s) then we must have W(t, s) = aA(t, s) and Vet, s) =
aBet, s) and there is no reason that
CXN-kyk-N + Xk-NyN-k) Vex, y

= CXN-kyk-N + Xk-NyN-k)B(x,

for N = 1, ... , k.
We shall now use some other supplementary conditions which ensure
that the consistency property should be satisfied, in addition to the other
properties.
To have the consistency property we must set to zero additional
coefficients dNM instead of Chisholm's symmetrized equations. If we do not
want to lose the symmetry property we must set dMN also to zero. Since we
must only add k supplementary conditions then dNN must be zero if k is
odd. Apart from this restriction we are free for the choice of the indexes of
the terms to be set to zero.
Let us now study if the other properties impose some constraints on the
choice of the indexes. For the factorisation property we have
dNM = C(XN-kyM-kV(X, y = a(xN-ku(xb(yM-kv(y = 0,
dMN = C(XM-kyN-kV(X, y = a(xM-ku(xb(yN-kv(y = 0.

For (k -1, k -11k, k)f to be the product of the Pade approximants in one
variable it is necessary for u and v to be the orthogonal polynomials of
degree k with respect to a and b. That is to say
a(xiu(x = b(yiv(y = 0,

for

i = 0, ... , k-1.

216

Chapter 4

Thus we only have two possible choices for the indexes Nand M:
O~N-k~k-l and M arbitrary or O~M-k~k-1 and N arbitrary.
That is to say that (N, M) must belong to the lattice in the grey zone
(including the boundary)
M

Let E be this area.


Let us now look at the reciprocal covariance property. We set
(k, klk, k)r = urV'. We have

U-yt=

di/S i .

(i,j)eQk

For

VI U to be the approximant to g we must have

V - Ug =

L
1i,j)eQk

di/ Si =

-g

di/S i .

(i,j)eQk

Thus when we multiply by g we cannot diminish the degrees of the variables


in the right hand side. For example if we assume that (2i - 2, 2) . Ok and
that (2i - 1, 1) E Ok then, by multiplying by g, it will be impossible to create
a term in t2i - 2 S 2 . On the other hand if (i, j) . Ok and (i -1, j -1) E Ok then,
by multiplying by g, the term tisi will appear in Ok' This is Chisholm's
rectangle rule [42] which says that if (N, M) e Ok then (i, j) must not belong
to Ok for 0 ~ i ~ Nand 0 ~ j ~ M. Thus the indexes of the supplementary
terms to set to zero must belong to the intersection S4 of such a rectangle
with E.
Let us now look at the homographic covariance property. The reasoning is the same as Chisholm's. Let j be the coefficients of the new
expansion. Then Chisholm's equation (3.8) [41] is still true which shows that
d:j = 0, V(i, j) E S4' Thus we have more freedom than Chisholm in the choice
of S4 which is no longer necessarily the anti-diagonal from (0, 2k) to (2k, 0).
Moreover a can be different from e in the homographic covariance property.
These new approximants can be expressed as the ratio of two determinants by using Levin's result [84] without any modification.

d:

217

Generalizations

In practice we are interested in making simple choices for those


supplementary coefficients to be set to zero. For example we can choose
d 2k - N,N= d N,2k-N= 0 for N = k/2, ... , k -1 if k is even or for N =
1, ... , k/2. If k is odd then d kk = 0 and we can choose d 2k - N,N= d N,2k-N= 0
for N = (k + 1)/2, ... , k -1 or for N = 1, ... , (k -1)/2.
We must notice that these new approximants need less coefficients of
the initial series to achieve the same order of approximation. We shall
denote approximants satisfying all the preceding conditions for the choice of
S4 by
[k -1, k -11k, k],

and we shall call them Pade approximants in two variables. By construction


they satisfy
Property 4.14. If f is the expansion of a rational function whose numerator is
a polynomial of degree k - 1 in t and k - 1 in s and whose denominator is a
polynomial of degree k in t and k in s then [k -1, k -11k, k], is identical to f.

Proof. A unique polynomial V exists such that


W(t,s)-f(t,s)V(t,s)=

d/s j

(i,j)eOk

since we have the same number of equations and unknowns. If f(t, s) =


A(t, s)/B(t, s) then
A(t,s)-f(t,s)B(t,s)=O=

di/s j

(i,j)eQ.

For these Pade-type approximants in two variables many questions


remain unsolved for the moment, for instance,
- exact calculation of all the approximants (PI' P2/Ql' Q2) and systematical study of their properties.
- "best" choice of V.
- convergence theorems.
Concerning Pade approximants in two variables the preceding problems are
also of interest and moreover we can study
- general orthogonal polynomials in two variables where the orthogonality is defined by the equations that V must satisfy.
- practical computation of V. Existence of a "prong" structure as it is
the case for C-approximants [78].
The preceding reftexions on consistency suggest looking more deeply
into the conditions for a double power series to represent a rational
function. These conditions are published here for the first time and they will
end the section.
Let f\j be the set of nonnegative integers, let A and S be two subsets of
f\j2 and let A = f\j2 - A. We consider the formal double power series
f(t, s) =

L
(i,j)eN 2

c/s j

218

Chapter 4

Theorem 4.12. A necessary and sufficient condition for f to be a rational


function is that a ij , (i, i) E S not all zero, exist such that

aijCp-i,q-i

= 0,

V(p,q)EA

(i,j)ES

with
Cii

if

i<0

or

j < O.

Proof. Let us first prove that the condition is necessary. We assume that

Thus

(~ c/si) (~ a/s i) - ~ bi/Si = O.


Identifying the coefficients of tPs q we get

L
S

{O

V(p,q)EA
V(p,q)EA

aiiCp-i,q-j= bpq

with Cii = 0 if i or i is negative.


Let us now prove that the condition is sufficient. We set

V(p, q) E A.
We have

L bi/Si - f(t, s) L ai/s i = 0


A

which ends the proof.

Remark. If all the bpq are zero then f has no power series expansion as was
assumed.
Let (iI' il)' ... , (is> is) be the elements of S.

Corollary 4.1. If f(t, s) =

r bi/Si/r a;/si, then


A

Proof. From Theorem 4.12 we have

V(p, q)EA.

219

Generalizations

If we write this relation for p = g, q = qi' i = 1, ... , s then the determinant of

the homogeneous system is zero since the solution is not identically zero.

Let us give a converse to this result

Corollary 4.2. If

= 0,

V(g, qJ E

and if

1= 0,

V(g, qJ E

then

Proof. Since the first determinant is zero, aij not all zero exist such that
k

= 1, ... , s.

(4.1)

This system of linear equations has rank s - 1 and its leading minor is not
zero. Thus it has a unique solution with ai,j, = 1. This solution is given by the
remaining equations.
If the last equation in (4.1) is replaced by
V(p, q)EA

(4.2)

then the solution of the system of the remaining equations does not change
and thus the solution of (4.1) is also the same.
Thus (4.2) is satisfied V(p, q) E A with the same aij and, by Theorem
4.12, f is a rational function

where the bpq are given by


V(p, q) EA..

220

Chapter 4

It was not possible to find a generalization of Hankel determinants as to


obtain a characterization of rational series in two variables similar to the
well-known characterization of rational series in one variable [13].
Generalization to multiple series is obvious.

4.3.

Series of functions
Let us now assume that

f is a series of functions

f(t)

= L Cigi(t).

i=O
We shall try to generalize Pade-type approximants to such series.
Pade approximants for series of orthogonal polynomials have been
studied by Clenshaw and Lord [45], Gragg and Johnson [64], Fleisher [52],
Holdeman [75], Maehly [89] and Snyder [127]. All these authors are
looking for approximations of the form

The coefficients ai and bi are obtained by cross-multiplying by the


denominator and using the multiplication rule of the family {g;}, that is
gJt)gj(t) =

L d~,j)gk(t).
k

Thus deriving such rational approximations is a quite complicated work


because the multiplication rule is, in general, much more complicated that
the multiplication rule for powers of t: tit j = t i+ j which ensures the simplicity
of the definition of Pade approximants.
We shall follow a different approach which is due to Hornecker [76, 77]
and has been simplified by Paszkowski [95,96]. This approach consists in
looking for approximations of the form

L a/ i=O
L b/
p

i=O

and choosing the coefficients ai and bi so that the power series expansion
coincides with f as far as possible. This approach will be now studied in the
framework of the first chapter and generalized to Pade-type approximants.
We consider the series f and let G be the generating function of the
family {gJ (for properties and examples, see [74])
G(x, t) =

L Xigi(t).
i=O

Let

be the linear functional acting on

C(Xi) = Ci

i = 0, 1, ....

(i}

and defined by

221

Generalizations

We obviously have
Lemma 4.7

f(t)

= c(G(x, t.

We shall obtain an approximation of f by replacing G by its interpolation polynomial P at Xl> ... ,Xk' We have
k

P(x) =

L L~k)(X)G(~, t)
i=l

with

L~k)(X)=fI
j=l
j""i

x-xi =
v(x),
Xi - Xj (X - X;} V (X;)

and
v(X) = (x - Xl) ... (X - Xk)'

Thus we obtain
k

c(P) =

L A~k)G(Xi> t)
i=l

with
i)
A ~k) = c (L~k)( X = W(X
'()
I

Xi

and w defined by
w(t) = c(v(x) - v(t).
x-t

This is a quadrature formula as studied in section 2.5 and, by analogy, we


shall denote c(P) by (k -l/k)f(t) although it is not always a rational
function.

Theorem 4.13
00

L eigi(t)

(k -l/k),(t) =

i=O

with
k

eJ =

'\'
~

A~k)X!
I
I'

J';;'O

i=l

and

ei = ci ,

for i = 0, ... , k-1.

222

Chapter 4

Proof. From the theory of polynomial interpolation we have


k

xj=

L Llk)(x)xi,

for j

i=l

= 0, ... , k-1.

Thus
k

CJ

=~

for J' -- 0 ,

A(k)X!
,

k - 1

i=l

We have
k

'"

i=l

i=l

j=O

= j~O

Ct1 Alk)x{)gj(t)

(k -l/kMt) =

L Alk)G(x;, t) = L Al k) L x{gj(t)

and the result follows.

An obvious consequence of this result is


Theorem 4.14
f(t) - (k -l/k)f(t) =

L'" (ci - e;)gi(t) = O'(gk (t.

i=k
Let us now show how to construct the whole table of approximants. We
can write
n

G(x, t)=

'"

L Xigi(t)+X n+1 L Xign+i+1(t).

i=O
i=O
Let Gn be the generating function of the family {gn+i+1} [74]
Gn(x, t)=

i~O Xign+i+1(t) = [G(x, t)-ito Xigi(t)]!xn+1.

We have
n

f(t)

= L Cigi (t)+C(n+1)(Gn(X, t
i=O

where c(n+1)(x i ) = Cn+i+1'


An approximation to f will now be obtained by replacing Gn by its
interpolation polynomial P at Xl> ,Xk' We get

ito cigi(t) + C(n+1)(p) = ito (G - jt A~k)X;-n-1 )gi(t)


k

A~k)

n'+l G(X;, t)

i=l Xi

with

223

Generalizations

We shall of course assume that none of the X; 's is zero. By analogy, let us
denote this approximation by (n + k/k). We have
n

i=O

i=1

L bigi(t) + L B~k)G(X;, t)

(n + k/k),(t) =

with
b.I

= c. I

~ B~k)Xi,
i.J
J
J

i=O, ... , n,

j=1

B~k)

= A~k)/X~+\
k

.
n+l+1

= i.J
~

i= 1, ... , k,

B~k)X?+j+1
I

= 0, ... , k-1.

i=1

This last relation comes directly from


k

- ~ A(k) j
Cn+j+1 - t...
i
Xi

j=o, ... , k-1

i=1

and can be rewritten as (compare with [95])


j

= n + 1, ... , n + k.

Theorem 4.15
f(t) - (n + k/k>t(t) = O(gn+k+1(t.

Proof. We have
(n + k/k),(t) =

Cigi(t)-

i=O

ejgj(t) +

j=O

ejgj(t)

j=O

with ej =

L B~k)X{. Thus
i=1

(n + k/k),(t) =

00

i=O

j=n+1

L Cigi(t)+ L

ejgj(t)

and the result follows from the relations ej


Moreover we get

= cj

for j

= n + 1, ... , n + k.

00

f(t)-(n+k/k),(t)=

L (ci-e;)gi(t) .
i=n+k+1

Let us now consider the function G- n defined by


G_n(x, t) = x n- 1G(x, t).

G- n is the generating function of the family


that gj == for j < 0. We have
f(t)

{gi-n+1}

= c(x- n+1 x n- 1G(x, t = c(-n+1)(G_ n (x, t.

with the convention

224

Chapter 4

Let P be the interpolation polynomial of G- n at the points


let us replace G- n by P. We get
c<-n+l)(p) =

Xl, ... ,

Xn+k and

n+k

L A~n+k)G_n(Xi' t)

i=l

with
A~n+k)

= c<-n+l)(L\n+k)(x.

We have
C

.
-n+J+l

= c<-n+l)(x j ) =

n+k
~

~
i=l

A ~n+k)x!
I
"

j=o, ... , n+k-l.

That means that the numbers A\n+k) are given as the solution of the system
C.
J

n+k
~ A~n+k)xn+j-l
I..J
I
I
,

j=-n+l, ... , k.

i=l

By analogy, let us denote this approximation by (kIn + k). We have


Theorem 4.16
f(t)-(kln + k),(t) = O'(gk+1(t.

Proof
(kin + k),(t) =

n+k

00

i=l

j=O

L A\n+k)x~-l L x{gj(t)
00

=L

ejgj(t)

j=O

with
ej =

n+k

L A\n+k)x~+j-l.

i=l

Thus
k

(kIn + k),(t)

= L cjgj(t) +
j=O

00

L ejgj(t)
j=k+1

and the result follows. Moreover we get


00

f(t)-(kln + k),(t) =

(ci -eJgi(t).

i=k+l

Thus we are able to construct the whole table of Pade-type approximants with the property that
f(t) - (plq),(t) = O(gP+l(t.

The construction of higher order approximants proceeds exactly as in


Chapter 1 by choosing the interpolation points as the zero of orthogonal

Generalizations

225

polynomials. In that case we shall denote the approximants by [p/q] and we


have

Theorem 4.17. If the interpolation points Xl' ... ' Xq are the zeros of the
polynomial p:-q+l) of degree q which is orthogonal with respect to the
functional C(p-q+l) then

f(t) - [p/q]t(t) = O(gp+q+l(t.


Proof. The proof is the same as that in Chapter 1. It is due to the fact that
ei = Ci for

= 0, ... , p + q

instead of i = 0, ... , p in the case of Pade-type approximants.

From the practical point of view the construction of [p/q]t(t) needs the
determination of p:-q+l) by using the recurrence relation and then computing its zeros. This was the procedure followed by Hornecker [76]. It is
different from the one used for the classical Pade approximants since, in that
case, the denominator of the approximant is f><:-q+l) and the knowledge of
the zeros is not needed. It does not seem that such a method can be
developed in the general case.
In the particular case where gi is the Chebyshev polynomial of degree i,
Paszkowski [95, 96] has obtained an improvement of Hornecker's method in
which the zeros have not to be computed. Let us now give these results.
Let
gi(t) = Ti(t)

= cos (i arccos t),

and let us assume that


Co

f.

i=l

i = 0,1, ...

f is given by

f(t) =-+ l.J ciTi(t)

The generating function G is given by


1-x 2

2(1-2xt+X2)=2+i~1 x'Ti(t).
Let Ptn + 1 ) be the polynomial of degree k orthogonal with respect to the
functional c(n+1). We shall write it as

We shall write (n + k/k) as


(n + k/k)t(t)

= R(t)/S(t)

and we have

S(t) =ptn +l )(t)Pkn +l )(t-l)/2 =!

n (1- 2xit + x~).


k

i=l

226

Chapter 4

Paszkowski proved
Theorem 4.18
S(t) =!eO+el T 1(t) + ... +ekTk(t),

R(t) = !ho + hI T 1 (t) + ... + h,.+kTn+k(t)

with
k-i

ei

= L djdj + i ,

i=O, ... , k,

j=O

ho = !coeo +

L ciei,
i=1

hi

= !{cieo +.f

(cli-il + cj+j)ei ),

= 1, ... , n + k.

J=1

Proof. We shall not give it. Let us only say that it follows from the
generating function G and from the mUltiplication rule of Chebyshev
polynomials
'T;(t)1j(t) = !CI!i-il(t) + 'T;+j(t.

This section is only an introduction to Pade-type approximation for


series of functions. A more complete study remains to be done.

Appendix

To end the book let us give a conversational program to compute recursively sequences of Pade approximants. This subroutine is written in FORTRAN and it uses the relations given in section 3.1.3.
According to the computer some instructions have to be modified by
the user. So are the values of the variables NL, NI and ZE.
NL is the variable used in the READ instruction for the unit:
READ(NL, )....
NI is the variable used in the WRITE instruction for the unit:
WRITE (NI, ) ....
ZE is a parameter whose work is to avoid division by zero. If a divisor
is, in absolute value, less than ZE then a message is printed and the
computations are stopped.
The user can, of course, change the DIMENSION statement. MK is a
parameter indicating the maximum number of components of the vectors
appearing in the DIMENSION instruction. The aim of MK is to avoid
violation of memory.
No special knowledge of FORTRAN by the user is assumed. He only
has to know what are the formats 11, 12 and D21.15 to enter the data.
Let us now give the listing of the subroutine followed by an example.
Subroutines corresponding to other algorithms described in this book can be
found in
C. BREZINSKI
Programmes FORTRAN pour transformations de suites et de series. Publication
ANO-3, Laboratoire de Caicul, Univ. de Lille, 1979.

228

Appendix

SUBROUTINE TRAVEL
DOUBLE pRfCISION t(50),At(~O,,81(50),AZ(50),B2(50),Al(50l,R3(50),
IM1,H2,D(50),ZE
INTEGER 1'1,91
141(1150

CARDS Tn BE MODIFIED ACCORDING TO

TM~

NL"3
NIII4
ZElll,D-lO
C

INITIALIZATIONS
J'

WRrT~(NI,ll~l

WRITE (NT.1 00'


2 IIIRlTf:(NI,lO/l,
REAO(NL,IOI)Pl,QI
WRITfC~I,I02'PI,Gl

IFePt,LT,O~OR.Ql,LT,O)GO Tn 80

IF(Pl*91,EG,OlGO Tn I
WRIT~

(Ny, IOJ)

GO HI 2
eO

WRIT~(NI,122'

GO HI 2

IFCP1+QI,Nf,O)GO TO 5
PlaPI+1
!i MIIP1+91
IF(~.LT,MKlGO TO 4
IoIRIlfC fII 1.117l
GO TO 2
/I IoIRITP'tNt,1201
REAOCNL,lll'J
IFCJ,fIIf,OlGO TO 2
14"P !+Iil I

43 IoIRJTE(Nl,10b)M
MM .. M+I

REAO(NL,107)CCCI"r.I,MM)
WRITECNI,IOBlCCCtl,I a l,MM)
"RITE CfIIT, 120)
READCNL,tltU
IfCJ,Nf,OlGO Tn 43
IFCPt,FQ,OlGO TO 3
B1(l,1I1,OO
82(1"1,00
DO b 1111,1'\
H(!hC(Il
b A2ct)lIe(1l
A2(Pt+l,lIcrPI+ll
PhPhl
GO Tn 2'5
C

C
C

COMPUTATION OF THE RECIPROCAL SERIES


3

IFCOA~SCCClll,GT,l,O.30)GO

WRITEC N r.10q)
GO Tn 113
47 OCt lal.oO/CC! l
00 411 h2,"'"
0(1)110.00
LllI-t
DO /19 Jel,l
4'1 0(I)1I0CJ,+OCJ).C(I-J+l)
48 O(llll.Oell*OeI)
41(I)III,DO
A2(t llll,DO
00 50 Tal,IH
Bl (I)IIDtI)

Tn 47

COMPUTER

Appendix

229

50 IIi!CJ)aD(I)
1Ii!(GI.I)OfGI.ll
CALL PAINTtNI,ZE,N,PI,QI,A2,A2)
OIQt.l
IFCN.EQ.I)GO Tn 71
GO TO 14
C

C
C

THE TwO

KNO~N

APPROXIMANTS ARE IN THE SAME COLUMN

25 laPl.1
lIaGhl
tFCoA8Sr8ICK.LT.ZE)GO TO 77
llaU_I
b9 IF(Ll.GE.O)GO TO b4
WRITECN!,110,PI,K,l,K
GO TO 31
b4 WRITECNI,121)Pl,K,L,II,l,LI,Pt,Ll
31 AEADCNl,11tlJ
IolRlTf(Ny,I01)J
IF(J.GT~O.ANn.J.lT.7)GO TO 29
WAH(Nt,1l8)
GO TO 31
29 GO TOC1,8,b5,b.,9,39),J

FORMULA t
7 B3Cl).AtCL)*82Cl)
tFCK.LT~2)Gn Tn 33
DO 10 Id,K
10 83CI)aAtCl)*Ai!CI).A2CPlt2)*8ICY-I)
33 Bi!(K+l) AZ(PltZ)*81(K)
A3Ct)a.,CL)*A2Cl)
IFCL.LT.Z)GO TO 14
DO 1 t hi!, L
11 A1CI)aAtCL)*A2CI)Ai!(PI+i!)*AICY.I)
34 DO 12 Ial,l
12 U(l)d30)
DO 13 hl,K

13 82(I)a83eI)
CALL PAr NTCNJ,lE,N,PI,K,A2,82)
IF(N.EQ.llGO TO 77
GO Tn 10

FORMIJLA 4

8 IFCM.GF.PltQI+ZlGO TO 15
Na".1
"'IIPhQI.i!
IfCM.GT."'K-I)Gn TO 42
44 WRITECNY,ltZ)'"
101",=",+,

JaNtl
REAOCNL,107)CCCI),t a J,MM)
WRITEr NI,1(8)(CCIl,IIIJ,MMl
WRITEC~II,120)

READ(NL,UUJ
IFCJ.Nf.OlGO Tn 44
15 Hl a O.OO
H2 I1 0.DO
DO .. Ial,K
Hl I1 HI+CCP1+1+1)*ll(K-l+l)
tb H2I1H2tCCP1+It2)*Ri!CK-I+l)
JJIIO
82(K+1):0.DO
28 IfCOA8SCHI'.lT.ZElGO TO 77
H2aH2!HI
83 C1 )aR! C1)
JaKtl
no IT h2,J

Appendix

230

17 83Cl)-82CI).H2*B1Cl.1)
UCO-'2(1 ,

J-L+l

DO 18 hZ,J
18 43Cr)-A2Cl)-H2*Al(l-l)

Pl-L
C4LL PRr NTCNI,ZE,N,L,K,Al,9l)
l-L+t
1<-11'+1
DO 19 hl,l

Ai (J "'2 CI)
19 '2CI)-'lCl)
DO 20 181,11'
8ICI,.820)
20 82(n-8l0)
IF(JJ.fr.l.O)GO TO 8t
PI-Phi
91-;1+1
IFCN.EQ.I)GO TO 77
GO TO 25
81 IFCN.EQ.I)GO TO 77
GO TO III

FORt04UlA b

C
b5

IFCL1.Gf.O)GO TO b8
WRfTEC N r,lt8)

GO TO b9
b8 DO b7 hl,l
b7 A1CII_'I(1)*B2CK).A2CI)*81CI<)
AICl+I).8'Z(L+I,*BI(K)"

DO 70 181,1;11

70 81(1)_81(1)*82CI<)-92Cl)*81tK)

C'LL PRt NT(NI,lE,N,L,LI,AI,BI)


PI-Pit I
Ql-U

IFCN.EQ.l)GO TO 17

C
C

GO Tn 14

FOR t04 l1LA 7


bb 1FCLI.GE.OlGO TO 71
WRIT! (Nt, 118)
GO TO "9
71 IF(O'SS(BICI).LT,%E)GO TO 77
HI-82 Cl, 181( II
DO 72 181,pl

72 'l(t)_'ICI+t,*Hl-A2(I+l)
U(U-AI(L+U
DO 13 rd,Qt

73 83(1).BI(I+l)*HI-82CI+I,

C'LL PRtNTCNt,ZE,N,PI,Ll,A3,S3)
DO 111 hl,L
'2(1)-'1 (I)

74 '1(1'''30)
DO 75 hl,K
75 UeI)-Slf%)
DO 7" hl,1lIl
,,, Bun-83CI'

Ql-LI
IFCN.!Q.l)GO TO 77
C

THE TwO KNOWN

'PPROXI~'NT8

ARE IN TH! SAME ROW

III L-Pl+t
1<-91+1

IFCO'BSCBI(K.LT,ZE)GO TO 77
Lt-Pl.1

Appendix

41 IFClt.GE,O)GO TO 4&
WRITEC Nt,119)L,K,L,Gl
GO TO 32
41& WAtT~CNt,12t)Lt,K,L,K,l,Gl,Lt,Qt
32 REAOCNl, 11 t)J
WRlTE(NJ,I01)J
IFCJ,CT.O,AND,J.LT,7)GO TO 30
WAITE (NI, 118)
CO TO 32
30 GO TOC2t,22,51,52,9,39),J

C
C

FORIOUL' 2
21 IFCL1.G.0)GO TO 40
WRITEC N t,118)
GO TO 41
410 DO n hl,K
23 81(I)a'tCI.)*B2CI)-A2CL).81CI)
81CK+l).A1CI.)12(K+l)
IF(Pl.LT,I)GO TO l7
DO 241 hl,Pl
24 A1Cl)aAICL).,2CI),2CI.)*AI(I)
37 CALL PRt NT(Nt,lE,N,l.l,K,Al,8t)
PhLt
Glal\
IFCN,EO.I)GO TO 77
GO TO 25
FORMUl.A 3

C
C

22 tFCIO.GE.PI+Ql+2)GO TO 2&
NaM+l
"aPl+Ql+l
IFCM,GT.MK_l,GO TO 42
415 WRITE(Nt,lt2)M
""aM+l
J.N+l
REAOCNL,107)CCCI),IJ,MM)
WRITECNI,10e)CC(I),I.J,"")
"'AITE (Nt, 120)
AEADCNL,111)J
IFCJ,NE.O)GO TO 415
2& Hl a O.OO
H2aCCP1+K+2).e2(1)
DO 27 hl,K
HlaHl+C(Pl+1+l)*81(K-t+l)
27 H2aH2+CCP1+I+l,*82(KwI+2)
JJal
42(L+1"O.OO
CO TO 28
FOA"llL' 5
51 A3(t)aA2Cl)*81CK)
r'CL.LT~2)GO TO 54
DO
td,L
53 A3Cl'.'2(1)*81(I<)w'ICI-I)*81(K+,)
54 A2(I.+l)'-'ICL)*8lCI<+I)
83(1).82(1)*91(K)
DO 55 182,1(
55 83(I)a92C1)*91CI()-81(1-1)*82(1(+')
DO 5/1 hl,l
5/1 U(I).A3CI)
DO !l7 hl,1(
57 BZU).a,lI)
CALL PA1NTCN!,ZE,N,I.,Ql,A2,8l)
I'(N.EQ.l)GD TO 77
GO TO 25

5,

231

Appendix

232

c:
c:
C

FO"I'IULA I
52 IFCLt,GE.O)GO TO III
"'RITE eNy, 118)
GO TO 41
U rF(OABSeBlel)',LT.!flGO TO 77
Hl-S2 (1) IBt (1)
DO 58 hl,PI
58 A)Cl)-Al(I+1)*"'I- A2(I+l)
00 59 hI ,~t
59 BleIl.1l1 (I+l)*Hl .. S2C!+I)
BlCK)"a 2 (K+\ )

00 60 hl,L
bO A2Cn d ! (ll
DO 61 hi ,"1

61 Al(1).'3(1)
00 b2 IaI,K

82erh"l (I)
62 8t (IleA3(I)
CALL "~INTC~y,IE,N,LI,~I,AI,AI)
Pl:oPI-!
IFlN,EI'J,1>GO TO 71
GO TO 25
C

OUGt.l08TlClI

C
C

77 WRITECNy.1OS)PI,QI

7 9 FlEADCNL, \lIlJ

IFCJ,GT,O.ANO,J,LT.3)GO TO 78

WRITEe~lltlI8)

GO TO 79
78 GO TOe9,19),J
42 WRITE eNI.! 17)
9 \IIRlTE (Ny, 1111)
RETUFIN
C
C
C

FORMATS
100 FORMAT(III,' THIS IS A CONVERSATIONNAL PROGRAM TO COMPUTE',I,' REt

lURSlvELY SEQUENCES OF PAOE APPRoXIMANT",II,' EXAMPLES OF THE FOR


2MATS USED TO fNTFR THE DATAI',1,5X,'flI1"I,'SX,'12103',1,5X,'021,1
351+,12345b7890123 450+01',II)
101 FORMAHt2)
102 FORI<AT (5)

'OR~AT(/,' ONE OF THE DEGREES MUST BE lERO')


FORMATel,' ENTER THE DEGREES OF THE NUI'IE~ATOR AND THE DENOMINATOR'
1,1,' OF THE FIRST APPROXIMANT (r2)')
IO~ FORMATC/,' THE APP~OXIMANT (',I2,'/',I2,') SEEMS TO ~fLONG TO A SQ
lUARE BLnCK',/,' ENTER I TO STOP ANn 2 TO BfGtN AGAIN EVERYTHING (1

103

104

2t ) , )
lOb FORMATC/,' ENTER THE COEFFICIENTS Of THE SERIES fROM CCO) UP TO C(

1',12,') (021,15)')
107 FORMATt021,1~1

108 FORMAT(OJO,15)
109 FORMATCI " THE RECIPROCAL SERIES CANNOT BE CoMPUTED SINCE teo).o'
1)
110 fORMATC/,' ENTFR 1 IF YOU WANT Tn COMPUTE (',I2,'I',IZ,"
AND 2 I~
1',1,' YOU WANT TO COMPUTE (',IlI,'II,YZ,',,',I,' ENTER 5 I~ YOU WA
2NT TO STOP AND 6 TO BEGIN AGAIN EV~RYTHING (II")
111 fORMATOIl
112 fORMATCI,' [NTfR TH! COEfFTCIfNT ce',I2,') OF THE SERIES (021,IS"
1)

11" FORMATe/II,'
GonD BVE, SEE YOU LATER',III)
Itb FORMATCIHII
117 FORMATe/,' THE SW' OF THE nEGREE5 f5 TOO LARGE')
116 FORMAT(/,' ERROR')
119 FORMATC/,' ENTER Z IF YOU WANT TO COMPUTE (',12,'1',12,') AND 3 TO
1 COMPUTE (',r2,'I',I2,')',I,' ENT~R 5 TO STOP AND b TO ~EGYN AGAIN
2 EVFRYTHTNG tIlll)

Appendix
120

FOR~AT(/,'

11'1 NO ( I P ' )

233
on YOU WANT TO

~O~tFY

TME DATA? TvpE t FOR 'E8 AND 0 '0

121 FORMAT(/,' ENTER 1 IF YOU WANT TO COMPUTF (',12,'/',Ii,') , 2 TO C


10MPUTE (',12,'/',12,')',/,'] TO COMPUTE (',12,'1'.12,') AND AI TO
2COMPUTE (',12,'/',12,')',1,' f~TER 5 TO STOP AND. TO BEGIN AGAIN
3EVERYTMING (Tl)')
122 FOR~AT(/,' THl OEGREES MUST BE POSITyVE')
ENrl
SU8RnIJTyNF.: PRINT(NI,lE,N,P,Q,A,8)
INTEGER P,t:!
DOUAL~ pRECISION AISO),BC50),ZF,R
.... 0
IFIDABSr8Cl,LT,ZE)GO TO 3
WR1TE(~l,1t5)

WRITEC"I,112)P,Q
l"Ptl
I<"Q+l
DO 1 I-t,l
R~(1)/Rct)

J"hl
WRITE("lJ,101l)R,J
IoIRITE(~I,113)

DO 2 I=t,1<
R-B (l)lll ( 1)
JaY1
2 WRITE(Nl,101l)R,J
WRITE(NI.t15)
RETURN
3 N=1
RETURN
108 FOR~AT(D30.15,' X**',I2)
112 FORMATI' THE COEFFICIENTS OF (',12,'/',12,') AREI',/I,' NUME.RATOR'
t)

113 FORMATI/,' DENOMINATOR')


115 FORMATII//,3n(IH*,,/I/)
EN~

THIS IS A CONVERSATIONNAl PROGRAM To COMPUTE


~ECURSIVFL' SEQUENCES OF PAOE APPROXIMANT'
EXAMPLES OF THE FORMATS USED TO ENTER tHE DATAl
1113

12103
021,151+,12345&18 90123450+01

FNTR THE ~EG~EES OF THE ~UMERATOR AND THE DENOMINATOR


~f THE FJRST APP~OXIMANT (12)
2

OF THE

~NE

~EGREFS

MUST BE ZERO

FNTER THE ~EGPEES OF THE NUMERATOR AND THE OEN('IMINATOR


~F THE FJ~ST APPROXIMANT (T2)

&0

THE SUM OF THf DEGREES IS TOO LARGE


FNTER THE OEGRf'ES nF' THE NUMERATOR
~F THE FTRST APPROXIMANT (12)
"I

THE DEGREES MUST BE POSITIVE

At..I~

THE

DfNn~INHOR

234

Appendix

FNTER THE DEGREES OF THE NUMERAToR AND THE DENOMINATOR


~F THE FIRST APPROXIMANT (12)
I

o
~O

YOU WANT TO MODIFY THE DATA? TYPE 1 FOR YES AND 0 FOR NO tIl)

FNTER THE COEFFICIENTS OF THE SERIES FROM CeO) UP TO ce

t)

CDZI.IS)

.1000000000000010+01
_.50nooononOOOoJ70+00
~O

~OU

WANT TO MODIFY THE DATA? TYPE 1 FOR YES AND 0 FOR NO ell)

~NTER I IF YOI) WANT TO COMPUTE C 01 I) AND i! IF


vOl) WANT TO COMPUTE ( II 1)
~NTER 5 IF YOU WANT TO STOP AND 6 TO AEGIN AGAIN EVERYTHING (II)

::>

FNTER THE COEFFICIfNT ce 2) OF THE SERIES (021.15)


-.1333333333333400+00
~O

yOU WANT TO MODIFY THE DATA? TyPE t fOR VEl AND 0 FOR NO CII)

FNTER THE COEFFICIENT ce Z) OF THE SERIS t021.15)


.3333333333333400+00
~O

VOU WANT TO MOOIFV THE DATA? TYPE I FOR YES AND 0 FOR NO ell)

*****************************
THE COEFFICIENTS OF ( II I' ARE,
",UMERATOR
.1000000000000000+01
.1"6'6 6.050+00
~ENOMINATOR

.1000000000000000+01
6.6 66 420+00

X** 0
x** 1
X** 0
X** 1

*****************************
~NTER 1 IF YOU WANT TO COMPuTE ( 01 1) , 2 TO COMPUTE C 21 ')
1 To tOMPUTE ( 21 0) AND 4 TO COMPUTE ( 01 0)
f.NTER 5 TO STOP AND 6 TO BEGIN AGAIN EVERYTHING (II)

***********.*****************
THE COEFFICIENTS OF ( 01 1) ARE.
",UMERHOR
.IOoooooonooo0370+01

X** 0

~ENO"'INATOR

.1000000000000370+01

.50nononooooOt860+00

*****************************

X** 0
x** 1

235

Appendix

F,NTER 1 TF YOU WANT TO COMPUTE ( 01 2) , 2 TO COMPUTE ( 11


, Tn COMPUTE ( 11 0) ANO 4 TO COMPUTE ( 01 0) .
~NTER 5 TO SToP ANn ~ TO BEGIN AGAIN EYERYTHING (II)

J)

*****************************
THE COEFFICIENTS OF ( 01 2) AREI
"UMERATOR
.1000000000000370+01

Xu 0

nENOMINATOII
.10nOoOno0000007D+Ol
.5000000000000370+00

833333333332Q8&D-Ol

*****************************
~N'ER 2 IF YOU WANT TO CnMPuTE ( 11 2) AND 3 TO CO"PUTI ( 11 I)
F,NTER 5 TO STOP AND ~ TO BEGIN AGaIN F,YERYTHING (11)

:!

F.NTER THE COEFFICIENT C( 3) OF THE SERIES (D21.1S)


-.25000000n00001QO+OO
nO yOU WANT TO MODIFY THE DATA' TYPE 1 FOR YES AND 0 FOR NO Cll)

*****************************
THE COEFFICIENTS OF ( 11 2) AREI
"UMERATOP
.1000000000000370+01
.500000noOOOI1920+00

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Compo and Maths with Appls., 4 (1978) 157-171.
M. A. SNYDER
Chebyshev methods in numerical approximation. Prentice Hall, Englewood Cliffs,
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E. STIEFEL
Kernel polynomials in linear algebra and their numerical applications. NBS Appl.
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G. SZEGO
Orthogonal polynomials. Amer. Math. Soc., Providence, 1939.
Y. TAGAMLITZKI
Sur les suites verifiant certaines inegalites. C.R. Acad. Sc. Paris, 223A (1946) 940-942.
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Method of moments in applied mathematics. Gordon and Breach, New York, 1965.

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247

H. S. WALL
Continued fractions and totally monotone sequences. Trans. Amer. Math. Soc., 48
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H. S. WALL
The analytic theory of continued fractions. Van Nostrand, New York, 1948.
D. D. WARNER
Hermite interpolation with rational functions. Thesis, University of California, San
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P. J. S. WATSON
Algorithms for differentiation and integration. In "Pade approximants and their
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J. C. WHEELER
Modified moments and Gaussian quadratures. Rocky Mountains J. Math., 4 (1974)
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J. C. WHEELER, C. BLUMSTEIN
Modified moments for harmonic solids. Phys. Rev., B6 (1972) 4380-4382.
D. V. WIDDER
The Laplace transform. Princeton Univ. Press, Princeton, New Jersey, 1946.
D. V. WIDDER
An introduction to transform theory. Academic Press, New York, 1971.
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This bibliography is far from complete. Pade approximants, orthogonal polynomials, continued
fractions, moment problems, convergence acceleration are very wide subjects for which a very
wide literature exists. So it was impossible to give here an extensive bibliography containing

248

References

2000 items. Such a bibliography has been published as internal reports and is available on
request

C. BREZINSKI
A bibliography on Pade approximation and related subjects. Publication 96,
Laboratoire de Calcul, Universite de Lille, 1977.
C. BREZINSKI
A bibliography on Pade approximation and related subjects. Addendum I. Publication
118, Laboratoire de Calcul, Universite de Lille, 1978.

Index

A-acceptability 28-30
Additional conditions 32-33
Additional property 198
Adjacent systems of orthogonal-polynomials 91-105
Adjoint operator 80
Associated continued fraction 153
Associated polynomials 10, 53-57, 192
Baker algorithms 140
Baker notations 138
Biconjugate gradient method 90-91, 189
Bilinear form 69
Biorthogonalization method 79-84
Bordering method 46, 173
Bussonnais method 144-147
Canterbury approximants 190-191, 209217
Cauchy product 69
Cayley-Hamilton theorem 185
Characteristic polynomial 75-76, 78
Chebyshev method 47-48
Chebyshev series 225-226
Chisholm approximants 190-191, 209217
Cholesky factorization 48, 70
Christoffel-Darboux relation 50, 54-56
Compact formula 17-18,22
Completely definite functional 97
Completely monotonic functions 119
Conjugate gradient method 84-90, 186189
Consistency property 215-216
Contiguous systems of orthogonal-polynomials 91-105
Continued fractions 152-159
Contraction 158
Convergence acceleration 189
Convergent of a continued fraction 152
Cordellier extended cross rule 151-152
Cordellier relation 137, 164
Corresponding continued fraction 157158
C-polynomial 29
Cross rule 133-135, 162-163

Definite functional 41
Determinantal formulas 22,41, 127, 126
Difference equation 67
Diophantine equation 31
Division algorithm 152
Double power series 190-220
L1 99
Eigenvalues 75,78-79
Epsilon array 160
Epsilon algorithm 38, 84, 159-177, 178190
Error term 20-21,33-35,127-128,171172, 179, 206-208, 213-215, 222
Euler transformation 24
Exponential function 28-30, 129-130
Factorization properties 195-197
Functional 9, 20, 33, 40
Galerkin method 79
g-algorithm 160-161
Gaussian factorization 48, 70
Gaussian quadrature method 34, 61-67,
82-83
Generating function 220
Generating polynomial 13
Germain-Bonne method 182, 188
Gram-Schmidt orthogonalisation 42-43
G transformation 169, 181
Hadamard-Gerschgorin theorem 71
Hadamard polynomials 98-99
Hamburger moment sequence 116-118
Hankel determinants 34, 41, 95-97, 163,
181
Hankel polynomials 98-99
Hankel quadratic forms 74
Hausdorff moment sequence 117-123
Hermit interpolation 23-24
Holder inequalities 70, 117
Homographic covariance 15-16,201-202
Interpolatory quadrature methods 61-67
Invariant ratios 138-139
Inverse cross rule 135, 163

250
Jacobi matrices

Index
67-69

Kronecker division algorithm

152

Lagrange interpolation 21-23


Lanczos method 79-84
Laplace transform inversion 30
Linear functional 9, 20, 33, 40
Linear independence 43, 67
Linearity property 15, 198
Longman method 141
LR-algorithm 83-84, 170
Magnus identity 52
Matrix formalism 67-75, 131-133
Minimal polynomial 185
Modified moments 47-48
Moment 9,40
Moment method 75-79,176-177,189
Monic polynomials 46
Newton-Cotes quadrature 22, 61
Nonlinear equations 190
Normality 147-152
Nuttall compact formula 17-18, 35-36
Order of approximation 13, 194
Orthogonal polynomials 33-34, 40-115
Orthogonal series 220
Orthogonality relations 40-41, 209
Pade approximants 34,126-152,179,217
Pade-type approximants 9-39, 179, 191208, 220-226
Pade-type table 13
p-adic arithmetic 30-32
Partial fraction decomposition 21-22, 24,
204
Pindor algorithm 140
Polynomial interpolation 21-24, 203-206,
221
Positive definite functional 42, 58-60, 6869,71, 110-111, 115-116
Positive functional 27, 42, 115-125
Power method 83-84, 171
Pre-Hilbert space 70
Projection methods 75-91
Projection operator 75, 78
Projection property 197-198
Projectors 74
Prong 217
1T-~ algorithm 158

Quadratic forms 74
Quadrature method 21-22, 34, 61-67
Quasi-orthogonal polynomials 60, 66
Rational transformation 174
Rayleigh quotient 83-84, 171
Rayleigh-Ritz principle 74-75,78-79
Reciprocal covariance 14, 37, 127,201
Reciprocal functional 106
Reciprocal orthogonal polynomials 105115
Reciprocal series 13, 105-106, 200
Recurrence relation 43-47
Recursive computation of Pade approximants 135-147. 227-239
Reproducing kernels 51-53
Residue matrices 73
Rhombus algorithm 95
rs-algorithm 102
Schur theorem 69
Schwarz inequality 70
Second kind orthogonal polynomials 5357
Semi-definite functional 115
Separation of the zeros 58-60, 98
Series of functions 220-226
Shanks transformation 38, 162, 169-170,
181
Square blocks 148, 149
Stability of quadrature methods 63-64
Staircases 140, 141
Stieltjes moment sequence 116-118
Stieltjes series 27, 38, 60, 64-66, 208
Sturm sequence 69
Summation process 24
Supplementary conditions 209, 210, 211,
215,217
Symmetry property 197
Toeplitz theorem 25-26
Topological 6 -algorithm 178-190
Totally monotonic sequence 117-123, 165
Totally oscillating sequence 117,121,122
Translation properties 202-203
Unicity property 15, 35, 198-200, 205206
Uniform boundeness theorem 63-64
Watson algorithm

qd-algorithm 83-84,
161,166-167,170

94-97,

148-151,
Zeros

57-60

141-142