% SPHT Stieltjes-Perron inversion and Hilbert transform. % % If iopt equals 1, this routine tries to compute to an accuracy % eps0 or better the weight function w(x) at a point x from the % first numax recurrence coefficients of the corresponding % orthogonal polynomials to be provided in the numax x 2 array ab. % In an attempt to implement the Stieltjes-Perron inversion % formula, it generates the Cauchy integral of w for a sequence % of n complex arguments approaching x from above and applies % the epsilon algorithm to their negative real parts (divided % by pi) to accelerate convergence. The accelerated values are % returned in the even-numbered columns of the n x (n+1) array E. % If iopt is different from 1, the routine tries to compute the % Hilbert transform of w at the point x using the same procedure % as above, but applying the epsilon algorithm to the negative % real parts of the Cauchy integrals. % The input parameter nu0 is an estimate of the backward % recurrence index to be used in the routine CAUCHY for % computing the Cauchy integrals. % function [E,w,nu0,nu]=SP(n,x,iopt,ab,nu0,numax,eps0) N=0; w=zeros(n,1); E=zeros(n,n+1); y=1; k=0; while y>0&k