Christoffel-Darboux formula


Let {ϕi}i=0n be orthonormal polynomialsMathworldPlanetmathPlanetmath (the degree of ϕk is k) and let kn be the coefficient of xn in ϕn. Then

k=0nϕk(x)ϕk(y)=knkn+1(ϕn(y)ϕn+1(x)-ϕn(x)ϕn+1(y)x-y)

The reason this formula is interesting is that the left-hand side is the integral kernel for the projection operator to the subspace spanned by the polynomials {ϕi}i=0n.

Title Christoffel-Darboux formulaMathworldPlanetmath
Canonical name ChristoffelDarbouxFormula
Date of creation 2013-03-22 16:20:32
Last modified on 2013-03-22 16:20:32
Owner rspuzio (6075)
Last modified by rspuzio (6075)
Numerical id 9
Author rspuzio (6075)
Entry type Theorem
Classification msc 42C05
Classification msc 33D45