Conjecture on monotonicity and floating-point accuracy of PSWF quadrature errors

Let c>1c>1 be real, let n>2c/πn>2c/\pi be an integer, and let SnS_n be the stated quadrature rule. For even integers mm with 0m<n0\leq m<n, let δn(ψm)\delta_n(\psi_m) be the quadrature error. Quadrature-error monotonicity conjecture. The function δn(ψm)\delta_n(\psi_m) is monotonically increasing as a function of even mm in the range 0m<n0\leq m<n. Moreover, in double-precision calculations, δn(ψm)\delta_n(\psi_m) is zero up to machine precision for every 0m<2c/π0\leq m<2c/\pi. The conjecture records numerical observations that had not been fully investigated; the source points to a theorem giving a related upper bound and to further numerical evidence.

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Primary source

Andrei Osipov and Vladimir Rokhlin, “On the evaluation of prolate spheroidal wave functions and associated quadrature rules”, arXiv:1301.1707 (2013).

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