Re: orthogonal polynomials relative to measures with mass point



Then quad precision (if you are working on a 64-bit processor) may
help.

Failing that, there are improved orthogonalization techniques: Modified
Gram-Schmidt (MGS) instead of GS, and Kahan's theorem for MGS.
My source there is Parlett's The Symmetric Eigenvalue Problem, sec 6.9:
"orthogonalization in the face of roundoff" This classic has been
recently
reprinted by SIAM.

.