On the construction of Gaussian quadrature rules for inverting the Laplace transform

Some properties of a set of orthogonal polynomials that play a key role in the numerical inversion of the Laplace transform are emphasized. These properties are exploited in showing that the inversion can be obtained by means of the eigenvalues and first component of the eigenvectors of a tridiagona...

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Bibliographic Details
Published inProceedings of the IEEE Vol. 62; no. 5; pp. 637 - 638
Main Author Luvison, A.
Format Journal Article
LanguageEnglish
Published IEEE 01.01.1974
Subjects
Control systems
Convergence
Eigenvalues and eigenfunctions
Gaussian processes
Laplace equations
Polynomials
System analysis and design
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Summary:Some properties of a set of orthogonal polynomials that play a key role in the numerical inversion of the Laplace transform are emphasized. These properties are exploited in showing that the inversion can be obtained by means of the eigenvalues and first component of the eigenvectors of a tridiagonal matrix related to the polynomials.
ISSN:0018-9219
1558-2256
DOI:10.1109/PROC.1974.9487