BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//NA-M-89-09
       ENTRY:: January 28, 1996
ORGANIZATION:: Stanford University, Department of Computer Science, Numerical
               Analysis Project
       TITLE:: On generating polynomials which are orthogonal over several
               intervals
        TYPE:: Manuscript
      AUTHOR:: Golub, Gene H.
      AUTHOR:: Fischer, Bernd
        DATE:: August 1989
       PAGES:: 24
    ABSTRACT:: We consider the problem of generating the recursion
               coefficients of orthogonal polynomials for a given weight
               function. The weight function is assumed to be the weighted
               sum of weight functions, each supported on its own interval.
               Some of these intervals may coincide, overlap or are
               contiguous. We discuss three algorithms. Two of them are
               based on modified moments, whereas the other is based on an
               explicit expression for the desired coefficients. Several
               examples, illustrating the numerical performance of the
               various methods, are presented.
       NOTES:: [Adminitrivia V1/Prg/19960128]
         END:: STAN//NA-M-89-09