NANACADec 22, 2016

Construction and implementation of asymptotic expansions for Laguerre-type orthogonal polynomials

arXiv:1612.0757813 citationsh-index: 25
AI Analysis

Provides a computational tool for numerical analysts and random matrix theorists needing high-order asymptotics of Laguerre-type polynomials, though it is an incremental extension of existing methods.

This work extends Vanlessen's Riemann-Hilbert analysis to efficiently compute arbitrary higher-order terms in asymptotic expansions for Laguerre-type orthogonal polynomials, with implementations for four complex-plane regions. The expansions enable faster and more accurate computation of Gauss-Laguerre quadrature rules for large degree.

Laguerre and Laguerre-type polynomials are orthogonal polynomials on the interval $[0,\infty)$ with respect to a weight function of the form $w(x) = x^α e^{-Q(x)}, Q(x) = \sum_{k=0}^m q_k x^k, α> -1, q_m > 0$. The classical Laguerre polynomials correspond to $Q(x)=x$. The computation of higher-order terms of the asymptotic expansions of these polynomials for large degree becomes quite complicated, and a full description seems to be lacking in literature. However, this information is implicitly available in the work of Vanlessen, based on a non-linear steepest descent analysis of an associated so-called Riemann--Hilbert problem. We will extend this work and show how to efficiently compute an arbitrary number of higher-order terms in the asymptotic expansions of Laguerre and Laguerre-type polynomials. This effort is similar to the case of Jacobi and Jacobi-type polynomials in a previous paper. We supply an implementation with explicit expansions in four different regions of the complex plane. These expansions can also be extended to Hermite-type weights of the form $\exp(-\sum_{k=0}^m q_k x^{2k})$ on $(-\infty,\infty)$, and to general non-polynomial functions $Q(x)$ using contour integrals. The expansions may be used, e.g., to compute Gauss-Laguerre quadrature rules in a lower computational complexity than based on the recurrence relation, and with improved accuracy for large degree. They are also of interest in random matrix theory.

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