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Classroom
Chanchal Kumar
Indian Institute of Science
Education and Research
Mohali
chanchal@iisermohali.ac.in
\It is simple," I replied. \We just have to use the property that if p(x) is a polynomial of degree n such that
R1 k
x p(x)dx = 0 (0 d k d n 1) and p(1) = 1, then
1
p(x) = Pn (x), the Legendre polynomial of degree n. In
other words, the Legendre polynomial of degree n is the
unique polynomial orthogonal to 1; x; x2 ; : : : ; xn1 with
value 1 at x = 1."
\Of course, this is how it is done," he said. \But you are
already using properties of Legendre polynomials learnt
in a Dierential Equations course." He further enquired,
\Is it possible to derive Legendre polynomials entirely
from the orthogonalization process?"
This question of my colleague turned out to be interesting. In this article, we obtain the sequence fPn (x)g1
n=0
of Legendre polynomials by Gram{Schmidt orthogonal-
Keywords
Orthonormal subsets, moment
matrix, orthogonal polynomial
sequence, Legendre polynomials.
163
CLASSROOM
!
i1
X
hvi ; ej i
ej for i 2;
ei = ci vi
hej ; ej i
j=1
164
P
hvi ;ej i
where 0 6= ci 2 R. Observe that vi i1
j=1 hej ;ej i ej 6= 0
because of the linear independence of fv1 ; v2; : : :g. It is
a straightforward check that the subset fe1; e2 ; : : :g is an
orthogonal subset and it has the property that
Spanfv1 ; v2; : : : ; vi g = Spanfe1 ; e2 ; : : : ; ei g; for i 1
and ei ? vj for 1 d j < i. For orthogonalization process,
we usually take ci = 1 for all i and for orthonormalization process, we choose ci so that k ei k= 1, namely
!
i1
X
hvi ; ej i
ci = k vi
ej k1 ;
hej ; ej i
j=1
CLASSROOM
p
where norm is given by kvk = + hv; vi for v 2 V . We
recall that the norm on the inner product space (V; h ; i)
denes a distance function (metric). If V is a complete
metric space, then we say that (V; h ; i) is a (real) Hilbert
space.
Denition 1.1. An orthogonal (orthonormal) subset
fvi : i 2 g of a Hilbert space V is said to be complete if
whenever v 2 V such that v ? vi 8i 2 , we have v = 0.
A complete orthonormal subset fvi : i 2 g of a Hilbert
space V gives rise to a series expansion (analogues to
Fourier expansion)
X
v=
hv; vi ivi
i2
If a Hilbert space
(V, ) has a
complete orthonormal
subset fv1 ; v2 ; : : :g,
then every element
v V has an
expansion
P
v = i2 hv; vi ivi
l
analogues
to the
Fourier series. The
Fourier expansion
illustrates the
importance of
complete orthonormal
subsets.
165
CLASSROOM
f(x) =
are nite (this condition holds if (a; b) is a nite interval). Consider the (n + 1) (n + 1) moment matrix
Mn = [i+j ]0 d i;j d n , whose (i + 1; j + 1)th entry is
i+j . Suppose the determinant det(Mn ) = mn . Let
p(x) = a0 + a1x + : : : + an xn (ai 2 R) be a polynomial.
Then
X
hp; piw =
ai aj i+j = at Mn a;
0 d i;j d n
166
CLASSROOM
0 1
1 2
2 3
..
..
.
.
n n+1
: : : n1 1
: : : n
x X
n
2
: : : n+1 x =
Cof i+1;n+1 (Mn ) xi ;
.
.
...
..
.. i=0
: : : 2n1 xn
Why is the
determinant of a
positive definite
matrix positive?
hx ; qn i =
n
X
i=0
167
CLASSROOM
uniquely determined
(up to a sign)
by the moment
matrix.
sequence f~
qn g1
n=0 is uniquely determined by the moment
matrix Mn provided we demand that the leading coefcient of q~n is positive. If the interval (a; b) is nite,
then the orthonormal polynomial sequence f~
qn g1
n=0 determined by the moment matrix is also complete.
We now derive some properties of an orthogonal polynomial sequence.
2
Proposition 2.3. Let fpn g1
n=0 be an OPS in Lw (a; b)
with deg(pn ) = n. Then
(i) hxk ; pn iw =
: : : ; n 1.
Rb
a
xk pn (x)w(x)dx = 0 for k = 0; 1; 2;
k
X
ai hpi ; pn iw = 0:
i=0
168
CLASSROOM
hpn+1 ; pk i
hpn+1 n xpn ; pk i
hxpn ; pk i
=
=
n
hpk ; pk i
hpk ; pk i
hpk ; pk i
hpn+1 ; pk i
hpn ; xpk i
=
n
hpk ; pk i
hpk ; pk i
= 0
if k < n 1 (in view of (i)):
A real polynomial of
degree n can have at
most n real zeros.
But, if fpn gf1
n=0gis
an OPS in L2w (a,b)
with deg(pn) = n,
169
CLASSROOM
Qn (x) =
[2]
X
k=0
: : : + a[ n2 ] xn2[ 2 ] ;
where ak 2 R for k = 0; 1; 2; : : : ; [ n2 ]; and [ n2 ] is the
integral part of n2 .
Proof. We just need to prove part (i). The proof is
Rby1 induction on n. Since Q0(x) = 1; Q1 (x) = x and
f(x)dx = 0 for an odd continuous function f, the
1
170
CLASSROOM
lemma holds for n = 0 or n = 1. By induction hypothesis, we assume that the lemma holds for Qi (x) for i < n
and we shall show that it also holds for Qn (x). We have
hxn ; Qi i = 0 for i = n 1; n 3; : : :, as n and i have
dierent parity. Thus
2
3
[n
]
2
n
X hx ; Qn2k i
Qn (x) = cn 4xn
Qn2k (x)5 ;
hQ
n2k ; Qn2k i
k=1
and it is an odd
even function according as n is odd or
R 1 or
m
even. Thus 1 x Qn (x)dx = 0 if m and n have dierent
parity. By part (i), we immediately get (ii) and (iii).
A function
f : R ! R is even
(or odd) if f (x) = f (x)
(or f (x) = f (x)),
8x 2 R. For
example, cos x is an
even function, while
sin x is an odd
function. What are
even or odd
polynomial functions?
P[ n2 ]
n2k
From the last lemma, Qn (x) =
and in
k=0 ak x
order to obtain them, we just have to compute all the
[ n2 ] + 1 coecients a0 ; a1 ; : : : ; a[ n2 ] . Since Qn (1) = 1 and
hxn2i ; Qn i = 0 for i = 1; 2; : : : ; [ n2 ], we obtain equations
a0 + a1 + : : : + a[ n2 ] = 1
and
n
[2]
X
k=0
2
ak = 0
2n 2(i + k) + 1
or
equivalently
n
[2]
X
k=0
1
ak = 0:
2(n i k) + 1
k+1
n
; k = 0; 1; 2; : : : ; [ ];
171
CLASSROOM
where
1
2n1
1
= 2n3
..
2n2[1n ]+1
2
1
1
2n3
1
2n5
..
.
1
2n2[ n
]1
2
..
.
1
1
2(nk)1
1
2(nk)3
..
.
1
2(nk)2[ n
]+1
2
..
.
..
1
n
n
2(n[ ])2[ ]1
1
1
2(n[ n
])1
2
1
2(n[ n
])3
2
and k+1 is the determinant obtained from by replacing the (k + 1)th column by the column vector
2 3
1
607
6 7
6 .. 7 :
4.5
0
Clearly, k+1 = Cof 1;k+1() is the (1; k + 1)th cofactor
of . Let Ci be the ith column of . On subtracting the
(k + 1)th column Ck+1 from other columns, the determinant remains unchanged. Thus column operations
Ci Ck+1 , i 6= k + 1 yield
= det(C1 Ck+1 ; C2 Ck+1 ; : : : ; Ck Ck+1 ; Ck+1 ; Ck+2
Ck+1 ; : : : ; C[ n2 ]+1 Ck+1);
where the column vector Ci Ck+1 ; i 6= k + 1 is
2
3
0
6
7
6
7
2(i(k+1))
6
7
6
7
(2(ni)+1))(2(nk)1)
6
7
6
7
7:
2(i(k+1))
Ci Ck+1 = 6
6
7
(2(ni)1))(2(nk)3)
6
7
..
7
6
.
6
7
7
6
5
4
2(i(k+1))
(2(ni)2[ n
]1)(2(nk)2[ n
]+1)
2
2
172
CLASSROOM
10
[n
]+1
2
[2]
C @Y
BY
(2(i (k + 1)))A
=@
1
A
2(n
k)
2j
+
1
j=1
i=1
i6=k+1
properties of
determinants, we can
simplify the
calculations.
0 ;
where the determinant
0
0
1
1
2n1
2n3
1
1
2n5
0 = 2n3
..
..
.
.
1
1
2n2[ n ]+1 2n2[ n ]1
2
: ::
: ::
: ::
...
1
1
1
..
.
: :: 1
2(n[ n
])1
1
2(n[ n
])3
2
..
1
: : : 2(n[ n ])2[ n ]1
:::
:::
:::
...
i=1
i6=k+1
n
n
(2(i (k + 1))) = (1)k 2k k! 2[ 2 ]k ([ ] k)! :
2
173
CLASSROOM
(2 k!) 2 2 ([ 2 ] k)!
P
i
y= 1
i=0 i x ;
i 2 R. What are
conditions on
(2n 2k)!
2n k!(n k)!(n 2k)!
n
for k = 0; 1; : : : ; [ ]:
2
Thus
n
[2]
X
Qn (x) =
(1)k
k=0
(2n 2k)!
xn2k :
k)!(n 2k)!
2n k!(n
d2y
dy
+ n(n + 1)y = 0
2x
dx2
dx
2n + 1
n
Qn+1 (x) =
xQn (x)
Qn1 (x) 8n 1:
n+1
n+1
174
CLASSROOM
Consider the
1
8n:
x
2 n! dxn
polynomial
f (x) =
dn
(x2
dxn
1)n
of degree n, and
R1
xk f (x)dx = 0
fQn (x)g1
n=0
Proof. 1. Since
is a complete OPS, by Proposition 2.3, there is a recurrence relation of the form
Qn+1 (x) = (n x + n )Qn (x) + n Qn1 (x); 8n 1
where n ; n ; n are real constants depending on n. Now,
by Lemma 3.1, Qn (x) is an odd or even function of x
according as n is odd or even. Thus Qn (1) = 1 implies that Qn (1) = (1)n . On substituting x = 1 and
x = 1 in the recurrence relation, we get
n + n + n = 1 and n n + n = 1:
Thus n = 0 and n + n = 1. Also, n is the ratio
of the leading coecients of Qn+1 (x) and Qn (x). The
leading coecient of Qn (x) = 2n(2n)!
. Therefore,
(n!)2
n =
(2(n+1))!
2n+1 ((n+1)!)2
(2n)!
2n (n!)2
Thus n = 1 n =
formula.
n
.
n+1
2n + 1
:
n+1
d @
dxn
n
X
and
1
(1)k
k=[ n
]+1
2
1
2n k!(n
k)!
x2n2k A = 0;
175
CLASSROOM
The n th derivative
( f.g)(n) of the product of
two functions f and g
is given by Leibniz
formula.
For example:
Pn
1
k
2n2k
because
is a polynomial
]+1 (1) 2n k!(nk)! x
k=[ n
2
of degree strictly less than n. Thus
n
[2]
X
Qn (x) =
(1)k
(2n 2k)!
xn2k
k)!(n
2k)!
k=0
0 n
1
[2]
n
X
1
d @
=
(1)k n
x2n2k A
n
dx
2
k!(n
k)!
k=0
2n k!(n
[n]
2
d @X
1
=
(1)k n
x2n2k
n
dx
2
k!(n
k)!
k=0
0
@
n
X
1
1
x2n2k A
(1)k n
2 k!(n k)!
k=[ n
]+1
2
1 dn
= n
2 n! dxn
n
X
k=0
n!
(x2 )nk (1)k
k!(n k)!
n
1 d 2
x
1
:
2n n! dxn
n
3. Using Rodrigues' formula, it is a straightforward verication. Let w = (x2 1)n . On dierentiating it w.r.t.
x, we get (x2 1) dw
= 2nxw. Now dierentiating this
dx
expression n + 1 times using Leibniz formula, we can
n
see that ddxwn and hence Qn (x) is a solution of Legendre
equation with parameter n. Since Qn (1) = 1, we must
have Qn (x) = Pn (x).
Suggested Reading
[1]
[2]
[3]
176