@@ -8,23 +8,23 @@ abstract type AbstractGramMatrix{T} <: LayoutMatrix{T} end
88 GramMatrix(W::AbstractMatrix, X::AbstractMatrix)
99
1010Construct a symmetric positive-definite Gram matrix with data stored in ``W``.
11- Given a family of orthogonal polynomials ``{ \\ bf P} (x) = \\ {p_0 (x), p_1 (x),\\ ldots \\ }``
12- and a continuous inner product ``\\ langle f, g\\ rangle ``, the Gram matrix is defined by:
11+ Given a family of orthogonal polynomials ``𝐏 (x) = {p₀ (x), p₁ (x),… }``
12+ and a continuous inner product ``⟨ f, g⟩ ``, the Gram matrix is defined by:
1313```math
14- W_{i,j} = \\ langle p_{i-1}, p_{j-1} \\ rangle .
14+ Wᵢⱼ = ⟨pᵢ₋₁, pⱼ₋₁⟩ .
1515```
16- Moreover, given ``X``, the transposed Jacobi matrix that satisfies ``x { \\ bf P} (x) = { \\ bf P} (x) X``,
17- the Gram matrix satisfies the skew-symmetric rank-2 displacement equation (``X = X_{ 1:n, 1:n} ``):
16+ Moreover, given ``X``, the transposed Jacobi matrix that satisfies ``x 𝐏 (x) = 𝐏 (x) X``,
17+ the Gram matrix satisfies the skew-symmetric rank-2 displacement equation (``X = X[ 1:n, 1:n] ``):
1818```math
19- X^ \\ top W - WX = GJG^ \\ top ,
19+ XᵀW - WX = GJGᵀ ,
2020```
21- where ``J = \\ begin{pmatrix} 0 & 1 \\\\ -1 & 0 \\ end{pmatrix} `` and where:
21+ where ``J = [0 1; -1 0] `` and where:
2222```math
23- G_{ :, 1} = e_n, \\ quad{ \\ rm and} \\ quad G_{:, 2} = W_{ n-1, :}X_{ n-1, n} - X^ \\ top W_{ :, n} .
23+ G[ :, 1] = 𝐞_n, G_{:, 2} = W[ n-1, :]X[ n-1, n] - Xᵀ W[ :, n] .
2424```
2525Fast (``O(n^2)``) Cholesky factorization of the Gram matrix returns the
26- connection coefficients between ``{ \\ bf P} (x)`` and the polynomials ``{ \\ bf Q} (x)``
27- orthogonal in the modified inner product, ``{ \\ bf P} (x) = { \\ bf Q} (x) R``.
26+ connection coefficients between ``𝐏 (x)`` and the polynomials ``𝐐 (x)``
27+ orthogonal in the modified inner product, ``𝐏 (x) = 𝐐 (x) R``.
2828"""
2929struct GramMatrix{T, WT <: AbstractMatrix{T} , XT <: AbstractMatrix{T} } <: AbstractGramMatrix{T}
3030 W:: WT
@@ -55,8 +55,8 @@ GramMatrix(W::WT, X::XT) where {T, WT <: AbstractMatrix{T}, XT <: AbstractMatrix
5555
5656Construct a GramMatrix from modified orthogonal polynomial moments and the multiplication operator.
5757In the standard (classical) normalization, ``p_0(x) = 1``, so that the moments
58- ``\\ mu_n = \\ langle p_{n-1}, 1\\ rangle `` are in fact the first column of the Gram matrix.
59- The recurrence is built from ``X^ \\ top W = WX``.
58+ ``µ_n = ⟨ p_{n-1}, 1⟩ `` are in fact the first column of the Gram matrix.
59+ The recurrence is built from ``XᵀW = WX``.
6060"""
6161GramMatrix (μ:: AbstractVector{T} , X:: XT ) where {T, XT <: AbstractMatrix{T} } = GramMatrix (μ, X, one (T))
6262function GramMatrix (μ:: AbstractVector{T} , X:: XT , p0:: T ) where {T, XT <: AbstractMatrix{T} }
@@ -221,12 +221,12 @@ end
221221
222222Construct a Chebyshev--Gram matrix of size `(length(μ)+1)÷2` with entries:
223223```math
224- W_{i,j} = \\ frac{\\ mu_ {|i-j|+1} +\\ mu_ {i+j-1}}{2}.
224+ W_{i,j} = \\ frac{µ_ {|i-j|+1} +µ_ {i+j-1}}{2}.
225225```
226226Due to the linearization of a product of two first-kind Chebyshev polynomials,
227227the Chebyshev--Gram matrix can be constructed from modified Chebyshev moments:
228228```math
229- \\ mu_ {n} = \\ langle T_{n-1}, 1\\ rangle .
229+ µ_ {n} = ⟨ T_{n-1}, 1⟩ .
230230```
231231Specialized construction and Cholesky factorization is given for this type.
232232
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