properties of orthogonal polynomials
A countable system of orthogonal polynomials
(1) |
on an interval , where a inner product of two functions
is defined with respect to a weighting function , satisfies the orthogonality condition (http://planetmath.org/OrthogonalVectors)
One also requires that
Such a system (1) may be used as basis for the vector space of functions defined on , i.e. certain such functions may be expanded as a series (http://planetmath.org/FunctionSeries)
where the coefficients have the expression
Other properties
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The basis property of the system (1) comprises that any polynomial of degree can be uniquely expressed as a finite linear combination
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Every member of (1) is orthogonal to any polynomial of degree less than .
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There is a recurrence relation
enabling to determine a .
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The zeros of are all real and belong to the open interval ; between two of those zeros there are always zeros of .
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The Sturm–Liouville differential equation
(2) where is a polynomial of at most degree 2 and a linear polynomial, gives under certain conditions, as http://planetmath.org/node/8719solutions a system of orthogonal polynomials corresponding suitable values (eigenvalues) of the parametre . Those satisfy the Rodrigues formula
where is a constant and
The classical Chebyshev (http://planetmath.org/ChebyshevPolynomial), Hermite (http://planetmath.org/HermitePolynomials), Laguerre (http://planetmath.org/LaguerrePolynomial), and Legendre polynomials all satisfy an equation (2).
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Title | properties of orthogonal polynomials |
Canonical name | PropertiesOfOrthogonalPolynomials |
Date of creation | 2013-03-22 19:05:34 |
Last modified on | 2013-03-22 19:05:34 |
Owner | pahio (2872) |
Last modified by | pahio (2872) |
Numerical id | 12 |
Author | pahio (2872) |
Entry type | Topic |
Classification | msc 42C05 |
Classification | msc 33D45 |
Related topic | HilbertSpace |
Related topic | TopicsOnPolynomials |
Related topic | IndexOfSpecialFunctions |
Related topic | OrthogonalityOfLaguerrePolynomials |
Related topic | OrthogonalityOfChebyshevPolynomials |
Defines | Rodrigues formula |