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The Jacobi matrix spectrum is the set of Gauss nodes

Statement

Let (a,b,m,r,μ) be moment data from Positive-measure Gaussian quadrature moment data with r≥2m−1. For 0≤j<m, let hj,αj be as in Monic orthogonal polynomials satisfy a three-term recurrence, and for 1≤j<m let βj=hj/hj−1. Put β0=0 and define the real symmetric tridiagonal Jacobi matrix Jm=(α0β1β1α1⋱⋱⋱βm−1βm−1αm−1), with the evident one-by-one interpretation for m=1. If a<x1<⋯<xm<b are the roots of pm, then spec⁡(Jm)={x1,…,xm}, where spectrum denotes the set of eigenvalues as in Eigenvalues, eigenvectors, eigenspaces Eλ(T)=ker⁡(T−λI), and the spectrum σF(T) of an endomorphism; every eigenvalue is simple. If qj:=pj/hj for 0≤j<m, then (q0(xi),…,qm−1(xi))T is a nonzero eigenvector of Jm for xi.

Facts & Assumptions

Given: Moment data and the monic orthogonal polynomials through degree m.

[F1]

Monic orthogonal polynomials satisfy a three-term recurrence: xpj=pj+1+αjpj+βjpj−1 for 1≤j<m, and xp0=p1+α0p0.

[F2]

The Gauss orthogonal polynomial has simple roots inside the interval: the degree-m polynomial pm has exactly m distinct roots xi∈(a,b).

[F3]

Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis.

[F5]

Nonnegative real square roots exist uniquely: every positive real βj has a unique positive square root.

Proof

1.1F1F2F5algebra

By [F1] and [F5], the normalized polynomials qj:=pj/hj satisfy xqj=βj+1qj+1+αjqj+βjqj−1 for 0≤j<m−1, with q−1=0. For the final index, the monic recurrence gives xpm−1=pm+αm−1pm−1+βm−1pm−2; at a root xi the pm term vanishes. After dividing by hm−1, this is the final row of Jmzi=xizi for zi=(q0(xi),…,qm−1(xi))T. When m=1, the identity xp0=p1+α0p0 gives the same conclusion at the sole root.

2.1F2step 1.1F5algebra

The vector zi is nonzero because q0=1/h0 and h0=μ([a,b])>0. Thus each of the m distinct roots in [F2] is an eigenvalue of Jm.

3.1F2F3F4F6step 2.1∎

The matrix Jm is real symmetric by its definition, so [F4] makes its endomorphism self-adjoint on Rm. By [F3], it has an orthonormal eigenbasis of m vectors; hence it has exactly m eigenvalues counted with multiplicity. The m distinct eigenvalues already exhibited in step 2.1 exhaust this list, so each is simple and there are no others. By [F6], this eigenvalue set is spec⁡(Jm).

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