A family of orthogonal rational functions and other orthogonal systems with a skew-Hermitian differentiation matrix

TL;DR

This paper introduces a novel family of rational orthogonal functions with a skew-Hermitian differentiation matrix, providing explicit formulas, rapid coefficient computation, and unique basis properties in L2(R).

Contribution

It presents a new class of rational orthogonal functions with a skew-Hermitian differentiation matrix, establishing their uniqueness and practical advantages.

Findings

The functions form an orthonormal basis for L2(R).

Expansion coefficients match classical Fourier coefficients of a modified function.

Examples of other orthogonal bases with similar properties are discussed.

Abstract

In this paper we explore orthogonal systems in $\mathrm{L}_2(\mathbb{R})$ which give rise to a skew-Hermitian, tridiagonal differentiation matrix. Surprisingly, allowing the differentiation matrix to be complex leads to a particular family of rational orthogonal functions with favourable properties: they form an orthonormal basis for $\mathrm{L}_2(\mathbb{R})$, have a simple explicit formulae as rational functions, can be manipulated easily and the expansion coefficients are equal to classical Fourier coefficients of a modified function, hence can be calculated rapidly. We show that this family of functions is essentially the only orthonormal basis possessing a differentiation matrix of the above form and whose coefficients are equal to classical Fourier coefficients of a modified function though a monotone, differentiable change of variables. Examples of other orthogonal bases with skew-Hermitian, tridiagonal differentiation matrices are discussed as well.