IMA Journal of Numerical Analysis

On the limiting profile arising from orthonormalizing shifts of exponentially decaying functions

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It is shown that, under certain conditions, orthonormalizing the positive integer shifts of an exponentially decaying function on the half line by the Gram-Schmidt process leads to a limiting profile given by orthonormalizing all their integer shifts on the whole line. These results derive from properties of Cholesky factorization of bi-infinite and semi-infinite matrices. An example is provided by the negative exponential function and conjectures are given, supported by numerical evidence, for the Gaussian and Lorentz function.