Updating and Downdating the Recurrences of Discrete Multiple Orthogonal Polynomials on the Real Line

Abstract

We study multiple orthogonal polynomials with orthogonality defined by multiple positive discrete measures on the real line. Focusing on type~I and type~II multiple orthogonal polynomials and their step-line recurrence relations, we consider the reconstruction of the associated banded upper Hessenberg recurrence matrix from given nodes and weights of the measures. We propose efficient updating and downdating procedures that modify an existing recurrence matrix when nodes are added to or removed from the discrete measures. The updating strategy is based on solving an inverse eigenvalue problem, while the downdating procedure relies on an eigenvalue deflation technique inspired by a QR-type of algorithm. Numerical experiments confirm the stability and efficiency of the proposed approaches.