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orthogonal polynomials
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(Definition)
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Polynomials of degree are analytic functions that can be written in the form
They can be differentiated and integrated for any value of , and are fully determined by the coefficients
. For this simplicity they are frequently used to approximate more complicated or unknown functions. In approximations, the necessary degree of the polynomial is not normally defined by criteria other than the quality of the approximation.
Using polynomials as defined above tends to lead into numerical difficulties when determining the , even for small values of . It is therefore customary to stabilize results numerically by using orthogonal polynomials over an interval , defined with respect to a positive weight
function by
 for 
Orthogonal polynomials are obtained in the following way: define the scalar product.
between the functions and , where is a weight factor. Starting with the polynomials , ,
, etc., from the Gram-Schmidt decomposition one obtains a sequence of orthogonal polynomials
, such that
. The normalization factors are arbitrary. When all are equal to one, the polynomials are called orthonormal.
Some important orthogonal polynomials are:
Orthogonal polynomials of successive orders can be expressed by a recurrence relation
This relation can be used to compute a finite series
with arbitrary coefficients , without computing explicitly every polynomial (Horner's Rule).
Chebyshev polynomials are also orthogonal with respect to discrete values :
 for 
where the depend on .
For more information, see [2,3].
- 1
- Originally from The Data Analysis Briefbook (http://rkb.home.cern.ch/rkb/titleA.html)
- 2
- M. Abramowitz and I.A. Stegun (Eds.), Handbook of Mathematical Functions, National Bureau of Standards, Dover, New York, 1974.
- 3
- W.H. Press, S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery, Numerical Recipes in C, Second edition, Cambridge University Press, 1995. (The same book exists for the Fortran language). There is also an Internet version which you can work from.
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"orthogonal polynomials" is owned by akrowne.
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Cross-references: information, discrete, orthogonal, Horner's rule, series, finite, relation, recurrence relation, orders, Hermite polynomials, Chebyshev polynomials, Legendre polynomials, orthonormal, sequence, Gram-Schmidt decomposition, factor, scalar product, weight, positive, interval, even, necessary, approximations, functions, coefficients, analytic functions, degree, polynomials
There are 6 references to this entry.
This is version 6 of orthogonal polynomials, born on 2002-01-04, modified 2005-04-24.
Object id is 1220, canonical name is OrthogonalPolynomials.
Accessed 9338 times total.
Classification:
| AMS MSC: | 33D45 (Special functions :: Basic hypergeometric functions :: Basic orthogonal polynomials and functions ) | | | 42C05 (Fourier analysis :: Nontrigonometric Fourier analysis :: Orthogonal functions and polynomials, general theory) |
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Pending Errata and Addenda
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