Computation of equilibrium measures

@article{Olver2011ComputationOE,
  title={Computation of equilibrium measures},
  author={Sheehan Olver},
  journal={Journal of Approximation Theory},
  year={2011},
  volume={163},
  pages={1185-1207}
}
We present a new way of computing equilibrium measures, based on the Riemann–Hilbert formulation. For equilibrium measures whose support is a single interval, the simple algorithm consists of a Newton–Raphson iteration where each step only involves fast cosine transforms. The approach is then generalized for multiple intervals.