Spectral approximation of convolution operator

We develop a unified framework for constructing matrix approximations for the convolution operator of Volterra type defined by functions that are approximated using classical orthogonal polynomials on [?1, 1]. The numerically stable algorithms we propose exploit recurrence relations and symmetric properties satisfied by the entries of these convolution matrices. Laguerrebased convolution matrices that approximate Volterra convolution operator defined by functions on [0, ?] are also discussed for the sake of completeness.