22.

Orthogonal Polynomials
URS W. HOCHSTRASSER
Contents
Page
Mathematical Properties . . . . . . . . . . . . . . . . . . . . 773
22.1. Definition of Orthogonal Polynomials . . . . . . . . . . 773
22.2. Orthogonality Relations . . . . . . . . . . . . . . . . 774
22.3. Explicit Expressions . . . . . . . . . . . . . . . . . . 775
22.4. Special Values . . . . . . . . . . . . . . . . . . . . . 777
22.5. Interrelations . . . . . . . . . . . . . . . . . . . . . 777
22.6. Differential Equations . . . . . . . . . . . . . . . . . 781
22.7. Recurrence Relations . . . . . . . . . . . . . . . . . 782
22.8. Differential Relations . . . . . . . . . . . . . . . . . 783
22.9. Generating Functions . . . . . . . . . . . . . . . . . 783
22.10. Integral Reprsentntions . . . . . . . . . . . . . . . 784
22.11. Rodrigues' Formula . . . . . . . . . . . . . . . . . . 785
22.12. Sum Formulas . . . . . . . . . . . . . . . . . . . . 785
22.13. Integrals Involving Orthogonal Polynomials . . . . . . . 785
22.14. Inequalities . . . . . . . . . . . . . . . . . . . . . 786
22.15. Limit Relations . . . . . . . . . . . . . . . . . . . 787
22.16. Zeros . . . . . . . . . . . . . . . . . . . . . . . . 787
22.17. Orthogonal Polynomials of a Discrete Variable . . . . . . 788
Numerical Methods . . . . . . . . . . . . . . . . . . . . . . 788
22.18. Use and Extension of the Tables . . . . . . . . . . . . 788
22.19. Least Square Approximations . . . . . . . . . . . . . 790
22.20. Economization of Series . . . . . . . . . . . . . . . . 791
References . . . . . . . . . . . . . . . . . . . . . . . . . . 792
Table 22.1. Coefficients for the Jacobi Polynomials PF@(z). . . . . 793
n=0(1)6
Table 22.2. coefficients for the Ultraspherical Polynomials Cp)(z) and
for z" in Terms of Cg)(z) . . . . . . . . . . . . . . . . . . . . 794
n=0(1)6
Table 22.3. Coefficients for the Chebyshev Polynomials T,,(z) and for
zAin Terms of T,,,(z) . . . . . . . . . . . . . . . . . . . . . 795
n=0(1)12
Table 22.4. Values of the Chebyshev Polynomials Ta(z) . . . . . . . 795
n=0(1)12. z=.2(.2)1, 1OD
Table 22.5. Coefficients for the Chebyshev Polynomials Un(z) and for
z"in Terms of Urn(z) . . . . . . . . . . . . . . . . . . . . 796
n=0(1)12
Table 22.6. Values of the Chebyshev Polynomials Ua(Z) . . . . . . 796
n=0(1)12, z=.2(.2)1, 10D
1 Gueat Worker. National Bureau of Standards. from The American University. (Pres-
ently. Atomic Energy Commission. Switzerland.)
771
772 ORTHOGONAL POLYNOMIALS

page
Table 22.7. Coefficients for the Chebyshev Polynomials C,,(z) and for
z" in Terms of C,(z) . . . . . . . . . . . . . . . . . . . . . 797
n=0(1)12
Table 22.8. Coefficients for the Chebyshev Polynomials S,,(z) and for
z" in Terms of S,(z) . . . . . . . . . . . . . . . . . . . . . 797
n=0(1)12
Table 22.9. Coefficients for the Legendre Polynomials P,(z) and for z"
in Terms of P,(z) . . . . . . . . . . . . . . . . . . . . . . 798
n=0(1)12
Table 22.10. Coefficients for the Laguerre Polynomials L,(z) and for z"
in Terms of L,(z) . . . . . . . . . . . . . . . . . . . . . . 799
n=0(1)12
Table 22.11. Values of the Laguerre Polynomials L,(z) . . . . . . . 800
n=0(1)12, z=.5, 1, 3, 5, 10, Exact or 10D
Table 22.12. Coefficients for the Hermite Polynomials H,,(z) and for z"
in Terms of H,(z) . . . . . . . . . . . . . . . . . . . . . . 801
n=0(1)12
Table 22.13. Values of the Hermite Polynomials H,,(z) . . . . . . . 802
n=0(1)12, 5=.5, 1, 3, 5, 10, Exact or 11s
 22.1. Definition of Orthogonal Polynomials
A system of polynomialsf,(z), degree [fn(z)]=n,
is called orthogonal on the interval a <z<b,
with respect to the weight function ~ ( z )if,

22.1.1

1 W(z)jn(z)jm(z)dz=O
(n#m;n, m=O, 1,2,. . .)
The weight function zo(z)[w(z) 201 determines
the systemjn(z) up to a constant factor in each
polynomial. The specification of these factors is
referred to as standardization. For suitably
standardized orthogonal polynomials we set
22.1.2

1 zu(z)j2(z)dz=hn,jn(z)

important ones axe:

22.1.3
=k,z"+k:z"-'+ . . .

Werential Equation

gz(z>f~+gl(s)f~+aJn=o
(n=O, 1,2, . ...)
These polynomials satisfy a number of relation-
ships of the same general form. The most
The system
po~ynom~a~s~
{
where g(z) is a polynomial in z independent of n.
g} consists again of orthogonal

where g&), gl(z) are independent of n and an a

constant depending only on n.
Recurrenee Relation

22.1.4 fn+l= (an +~ b n > f n - ~ J n-1

where
22.1.5

bn=- k.+l, Un=bn(kk+1

kn G--
Z), cn=kn+lkn-lhn
k%n-I
Rodrigues' Formula

22.1.6 f=- 1 - dn FIGURE

22.1. Jacobi Polynomials P!a*8)(x),
' e,w(z) dx, I ~ ( m ( ~ ) l " l a=1.5, /3=-.5, n=1(1)5.
773
774 ORTHOGONAL POLYNOMIALS
d o h .-( d el e4 0 0 d 0
I I I I I I I
a a a
T ? c ? r r !
*
 ORTHOGONAL POLYNOMIALS 775
c
I
A
U
I
.y
P
E
.C1

h
b
t
4a
Y
D
-
.s
Y

v
II
(d .x
I
I
4 - IT
h n
Y
.I
LII t us
(d
0
+ I
e * e
8
0
J

h
5 1
6 8 8 8 8
v
j
@a
0 0 8 8
I I
a'
*
776 ORTHOGONAL POLYNOMIALS

Explicit Expresaiom Invobhg Trigonometric Functiom

s
fa(ms e)=Camcos (n-2m)e
m -0

f a ( ~ 8e) am Remarks

r(a+ m) r(a+n -m)

2~3.12 c:)(COS e) m!(n-m)![r(a)P a f O

1 2m 2n-2m
m u 3 P,(COS e) ;i;(m)( n-m)

22.3.14
cp(COS e)=-2 ws . n ~
1 12

22.3.15 T,,(COS e)=- ne

22.3.16 U,(COS e)=sin sin

(n+i>e
e

..-

22.2. Jacobi Polynomials P!..@)(z),

FIGURE
a=1(.2)2, 8=-.5, n=5.

22.3. Jacobi Polynomials P+@)(x),

FIGURE FIGURE
22.4. Gegenbaw (Ultraspherical)Palps.
a=1.5, @=-.8(.2)0, n=5. mials C$)(z), (1=.5,n=2(1)5.
 22.4. Special Values
fn (2) fn(-2) fn(1) fl(0) f0(4 fib)

22.4.1 p$'(,) (-l)"P:O*")(z) )

a
:
"
( * 1 ~1 [ a - b + ( a + 8 + 2 ) ~ 1

0, n=2m+l
22.4.2 Ct'(2) (- 1) act)(2) (n+?-l) / ( - 1 ) n / ~ ~ ~ ~ ~ n=2m
/ , ~ , 1 2UZ
a#O

2 (-l)m, n=2m~0
22.4.3 Cp(2) (- 1) nc:o) (2) -9n#O 1 22
n
IT0, n=2m+ 1
(-l)m, n=2m
22.4.4 T.(z) (- l)nTa(z) 1 1 2
I 0, n=2m+l

22.4.5 U.(Z) t- 1) mun(z) n+l (-l)m, n=2m 1 22

I 0, n=2m+l

22.4.6 P,(z) (-1)"P.b) 1 [Fn=2m

0, n=2m+ 1
(z), *
1 2

22.4.7 Lt'(2) Ca) 1 -z+a+l

y,
22.4.8 H.(z) (- 1) nHn(z)

Cia', x,
1 (-I)*

0, n=2m+l
n=2m
1 22

22.5. Interrelations
4
Interrelations Between Orthogonal Polynomials of the
Same Family

Jacobi Polynomiab
22.5.1
r(2n+a+B+1) G,(a+B+1,/3+1 ,
X+l T )
p'up'(x)=n! r(n+a+p+ 1)
22.5.2
Gn(Pt P, 2)' n! r (n+pi p p .g-1) (22-1)
r(2n+p)
(see [22.21]).
22.5.3

Fn(p,q,z)=(-l)"n! r (a) PIp-0*9-"(2x-l)

r(n+n)
~

(see [22.13]).

Ultraspherical Polynomials

1
22.5.4 Ct)(z)=lim - CLu)(z)
-ma

Chebyshev Polynomiab

22.5.5 T,(2)=3Cn(22) =Tz (

l+z T )
6- -1.5
FIGURE
22.5. Gegenbaw (U&rwpkrid)Polyno-
mi& CAa)(z), a=.2(.2)1, n=5. 22.5.6 Tn(z)=Un(z)--zUs-l(z)
 778 ORTHOGONAL POLYNOMIALS

22.5.7 Tn (2)= a n - 1(z)-Un -2 (2)

22.5.23 Pi-**-*)(z)=- ()
1 2 n Tn(z)
4" n
22.5.8 Tn(Z)=3 [un(z)-Un-*(z)l
22.5.24 Pko@o)(z)
=P,(z)
22.5.9 l+z
U,(Z) = S n (2%)=u$(7) Ultraspherical Polynomiab
22.5.25
22.5.10 Un-I(z)=-
1
1 - 9 [zT,(z) -Tn+l (z)]
c(a)( )='(a+n)n!22"p?-1.-c (2z2-1)
2n 2 r(a) (%)!

22.5.11 Cn(5)=2Tm
(;)=2T: Z+2
(7) 22.5.26 (azo)
C%(2$= r(a+n+l)n!22"+1 ,pia-+.+)
(29- 1)
22.5.12 cn(z)=Sm(z)-Sn-,(z) r (a)(2n+1) !
(a#0)
22.5.27
22-5-13 S,(z) =Urn (;)=U$(T) X+2 '(a+ 3) r('a+n) pp -1,a - 1)
C?)(x)=
Wa)r(a+n+3) (4
22.5.14 T:(z) =Tn(2~-1) = 3 Cn(4~--2)
22.5.28 (a #0)
(see [22.22]).
2
c:yx)=-$(Z)=2 (n- l)! d;pp* -1) (z)
~
*
22.5.15 ug(z)=Sn(4z-2)= Un(2z- 1) r(n++)
Chebymhev Polynomials
(see [22.22]).
22.529 T*,,+~(Z)=-n!& ~Pi-'.*)(22~-1)
Generalized Laguerre Polynomials r (n+ 4)
22.5.30 U*,,(~)=r(n+4)
n!fi pi'.-1) (29- 1)
22.5.16 LAO)(2)=L.(z)

22.5.17 zm
L/,"')(Z)=(-~)~CE" [Ln+m(z)] 22.5.31 T,(Z)=- n!f i pi-'*-*)
r (n+ 1)
(2)

Hermite Polynomials
22.5032 (n+l)!fi pp(z)
Un(z)=2r(n+$l

22.5.18
(see [22.20]).
Hen(z)=2-"'*Hn -
(3
22.5.19 Hn(z)=2""Hen(zJZ)
(see [22.13], [22.20]).

Interrelations Between Orthogonal Polynomials of

Different Families
Jacobi Polynomiale
22.5.20
p;a-i.a-,) r ( h ) r ( a + n B )cia)(Z.
(%)=r(2a+n)r(a++)
22.5.21
P$1) (z)= (3)n+l CkP(&-) 2+1
dy (a++)n+l

22.5.22 p? -"(z) =k

(3)
cg+*)
(@)
FIGURE
22.6. Chebyshev Polynomials Tn(z)i
(a+3). TI=1 (1)5.
*See page 11.
 Legendre Polynomiah

22.5.35 P,(z) =Pp (2)

22.5.36 P, (z)=cy)
(2)

22.5.37

G
d" [Pn(~)]=1.3 . . . (Zn~-1)Ci?+d)(z) (msn)

Generalized Laguerre Polynomiak

22.5.38 (-W
L:--""(2)=-%!2au H,a (@

FIGURE
22.7. Chebyshev Polynomials U,,(x), 22-5-39 (z)=~$:!&
LA112) Hsn+1(Jz)
%=1(1)5.
22.5.33 T,(z) =; CAO) (2)
22.5.40
Hermite Polynomiab

H,,(z)= (-1)m2Mm!a-112)(29
22.5.34 un(2)=cp(2) 22.5.41 H ~ , + ~ ( Z ) = ( - ~ ) ~ ~ ~ + ' ~ ! Z L ~ ' " ( ~ P )

geometric functions.

f"(4 d a b C g(z)

22.5.42 Pk"(2) ("3 -n n+a+B+l as1 -

1-2
2
2
22.5.43 PIl"*"(Z) (2n+;+B)C+)' -n -n-a -2n--a-@ -
l-x

22.5.44 P$" (2) (n; a)( F)" -n -n-8 a+l -

x- 1
z+1
B.5.45 P y )(2) (n+B
n )c+)" -n -n--a B+ 1 -
z+1
2- 1

222.5.46 cy(%) r(n+W

n!r(2a) -n n+2-a -a+)
-
1-2
2

22.5.47 Tn(z) 1 -n n 3 -
1-2
2

33.5.48 U,(Z) n+l -n n+2 * -

1-2
t 2

22.5.49 1 -x
-
P,(z) 1 -n n+ 1 1
2

22.5.50 P,(Z)
("n"(w" -n -n -2n
2
-
1-2

22-5-51 P,(Z) ("n"(9" --n2 -

I-fl
2 3-n
1-
22

22-5.52 P~,(Z) ( 2 4I
(-1)"gqJy -n n+3 3 21

22.5.53 9n+1(%) -gqJj7

(-1) .(2n+ 1)!z -n n+4 t 2'
Orthogonal Polynomiah no Coduent Hypergeometric 22.5.58
Functions (eee chapter 13)
H.(x) =2"~aeZ/aD,(Jzx) (-n+
=2r1aeza/aU ~ x )
22.5.54 L:a)(x)=(12+*)it4(-nJ
n a+1, Z)
(-n-i,
22.5.59 He.(x)=eeL'14D.(x)=e#/*U x)
Orthogonal Polynomial. ao Parabolic Cylinder
Functiono (see chapter 19)
Orthogonal Polynomial. EO Lqpndrc Functions
H, (x)=2"U(2-2 n, 2t x' (see chapter 8)
22.5.55
l 1 3 , 22.5.60
22.5.56 H2m(~)=(-1)"'7
(2m)!&+mJ ;,
.z) cy (x)=
22.5.57 r(a+3)r(%+n) [4
n!r(%)
:(xa-l) 1' p0-a)
n+a-h(x)

m.
H*+l(x)=(-l)=(2my)!zzM(-m, ;,2) (af 0)

22.9. hguerre Polynomials L,(x) ,

FIQURE
n=2(1)5.

II -.= I
FIGURE H.(4,
22.10. Hemile P o l y n o m ~ . T
FIGURE
22.8. Legendre Polynomials P,(x),
 ORTHOGONAL POLYNOMIALS 78 1
22.6. Differential J3quations
gz(z) v"+ n(z)Y' + Bo(4 Y = o

22.6.1 1-21 @-a- (a+p+.L)x

22.6.2 1-2' a - 8 + (a+-8-2)-t

22.6.3 1 0

1-4a' +---1-46'
-
22.6.4 1 0
16 sins f 16 cos?
1 2
+(n+'q)*

22.6.5 1 -22 - (2u+ 112 n(n+2u)

22.6.6 1-21 (2a -3 ) ~ (n+ 1) (n+ 2a- 1)

(n4-a)' 2+4a-4a2+z'
22.6.7 1 0
1-21 + 4 ( 1 -J*)*

22.6.8 (sin z)aC$)(cos z) 1 0

22.6.9 1-22 --t n2

22.6.10 1 0 nx

22.6.11 1-22 -5 nz- 1

22.6.12 1-22 -32

22.6.13 1-39 -2.z

22.6.14 1 0

22.6.15 2 a+1-2 n

22.6.16 0
n+Z+1-& a'
a+ 1

1 2n+a+l 1--az 1
22.6.17 0
~

22 42' 4
1 - 40'
22.6.18 1 0 4n + 2a + 2 -z2+-
41.'
22.6.19 1 -2.2 2n

22.6.20 1 0 2n+ 1 - 2 1
22.6.21 1 -X n

*See pnge 11.

 782

fa a4 a

22.7.1 (2n+a+B)a

22.7.2 - [2++ P)+ q(P- 1)1 (2n+p-2)4

(2nSp-2)~ (2n+p- 1)
22.7.3 n+l 0 2(n+a)
22.7.4 1 0 2
22.7.5 1 0 2
22.7.6 1 0 1
22.7.7 1 0 1 L

22.7.8 1 -2 4
22.7.9 I -2 4
22.7.10 n+l 0 2n+ 1
a2.7.11 n+l -2n-1 4n+2 n
22.7.12 n+l 2n+a+l -1 n+a
22.7.13 1 0 2 2n
22.7.14 1 0 1 n

Mi.ccll.neous Recurrenca Relations

22.7.27
 ORTHOGONAL POLYNOMIALS 783

(2n + Q +8)(1 -2') da-8- (2n+a+B)zI 2(n +Q)(n+ 8)

22.8.1
1-29 -tu n+2a-l
22.8.2
1-21 - T u n
22.8.3
1-21 -m n+l
22.8.4
1-29 -nz n
23.8.5
2 n -( n + d
22.8.6
1 0 2n
22.8.7
1 0 n
22.8.8

22.9. Generating Functions

Remarks

22.9.1 2-a-P

22.9.2

22.9.3 1 R-*

2a.9.4 1- -In Rl

22.9.5
X=COS e

92-9.6 2 ($g+l) -l<z<l

14<1
-1<2<1
22.9.7 M<l

22.9.8 -1 1-1 In fl uo= 1

-l<z<l
n
l4<1
1-22
- -1<2<1
22.9.9 I m l4<1
R-' -1<2<1
22.9.10 1 14<1
1 (I-ZZ+R)-"*
- -l<z<l
22.9.11 R IKl

*See page n.
 784 ORTHOGONAL POLYNOMIAL3

22.9. Generating Functions-Continued

Remarks

22.9.12 1 -l<z<l
bl<l
23.9.13 Z=COS e

11.9.14 1

tt.9.15 1

n.9.16

22.9.17 -
1
nl

at.9.18

22.9.19

22.10. Integral Representations

Contour Intgral Repreecntations
f.(z)=g jc[gl(s, z)pgl(z, z)dr where C is a closed contour taken around z=a in the positive sense
-
fn(z) a Remarks
-
1 f l outside C
22.10.1 P!aJ)(z) Z
(l-Zp(l+z)P
22.10.2 C?)(2) 1 0 Both zeros of
1 -%E+ z~oubideC,
Q>O
1-29 Both zeros of
22.10.3 T,@) 112 0 1 -222 +E* outeide C
r(1- 2zr+ 21)
1 Both zeros of
22.10.4 U,(z) 0 1 -%E + z*outside C
z(1- 2z2+ 2)

22.10.5 Pn(z) -12 (l--+r*)- 0 Both zeros of

1 -222 + z*outside C

a.10.6 PJr)
1 -
1
2
2; 2-2

at.10.7 L!-)(z) - e-. 2 Zero outside C

2-x

22.10.8 L$)(z) 1 1 +r
2
0 E= -2 outside C

22.10.9 H,(z) n! 0
-
M h e l l a w o u o Internal Representations
 ORTHOGONAL POLYNOMIAL8 785

22.10.12 P+(cos (cos e+i sin e cos +)+dtp

22.10.15

22.11. Rodrigues' Formula

The polynomials given in the following table are the only orthogonal polynomials which satisfy
this formula.

22.11.1 P> 0) (2) (1 -2)"(l +r)P 1-22

22.11.2 cp)(2) (1 -2Z)'--f 1-22

(1 -21)-4 1-23
22.11.3 T,(z)
22.11.4 u.(z) (1 -*)+ 1-21

22.11.5 P"(2) 1 1 --21

22.11.6 LIP)(2) e-=* 2
22.11.7 H,(z) e-'* 1
22.11.8 He.(z) e-Z*/2 1

22.12. Sum Formulas

Christoffel-Darboux Formula
22.12.1

Miscellaneous Sum Formulas (Only a Limited Selection

Ie Given Here.)
22.12.2 2 ~2m(z)=*[1+~2+(z)l
m-0
22.13.2

22.12.8

*See pnge 11.

786 ORTHOGONAL POLYNOMIALS

22.13.8 22.14. Inequalities

22.14.1

22.13.9

x zXP2.+1(z)dz =
(-ipr (n+i-;)

2 r (n+2+i) r
r (I+$)
(i-i)
22.14.2
tx>-2)
22.13.10

22.13.11 z'=O if n=2m; z'=maximum point nearest zero'

if n=,2m+l

22.14.6 JU,,(z)I<n+l (-15~11)

22.13.18

*See page 11.

 ORTHOGONAL POLYNOMIALS 787

22.14.17 IH,,(~)l<e"/)k2~R& k s 1.086435

1 22.15.4 lim
n+ m
[$$H2n+l(,$=)]=G
2 sin z

22.15. Limit Relatione 22.15.5

22.15.1

e!$=arccos z$m+l(o<ep<ep)< . . . <e?)<%) O<j,,<j,,< . . .

Relation

22.16.1

22.16.2

22.16.3

22.16.4

22.16.5

22.16.6

22.16.7

22.16.8

For error estimates see [22.0].

788 ORTHOGONAL POLYNOMIALS

22.17. Orthogonal Polynomials of a Discrete
Variable
In this section some polynomials fn(z)are listed
which are orthogonal with respect to the scalar
product
Cw*(zf) is finite. The constant factor which is
i
still free in each polynomial when only the orthogo-
nality condition is given is defined here by the
explicit representation (which corresponds to the
Rodriguas' formula)

22.17.1 (fn, fm)=X

i
W*(zt)fn(zr>ft,(zO*

The zr are the integers in the interval a_<zt_<b where g(z, n)=g(z)g(z-1) . . . g(z-n+l) and
and w*(zt) is a positive function such that g(z) is a polynomial in z independent of n.

Name b r. Remarka

Chebyshev N- 1 1 1In!

q-z!
Krawtchouk N (- l)w!
(2-n)!
Z!
Charlier m (-l)"G!
(2-n)!
Z!
Meixner m C"
(2-n)!
z!I'(b+z)
Hahn m n!
(Z -n) !r(b +I- n)

For a more complete list of the properties of these polynomials see [22.5] and [22.17].

Numerical Methods
22.18. Use and Extension of the Tables
Evaluation of an orthogonal polynomial for which the coefiienta are given numerically.
Example 1. Evaluate L(1.5) and its first and second derivative using Table 22.10 and the
Horner scheme.

1 -36 450 -2400 5400 -4320 720

2-1.5 1. 5 -51.75 597.375 - 2703.9375 4044.09375 -413. 859375
1 -34.5 398. 25 - 1802.625 2696.0625 -275.90625 306. 140625
306. 140625
1.5 1. 5 -49.5 523. 125 - 1919.25 1165. 21875 Le= 720
=. 42519 53
1 -33.0 348. 75 - 1279. 500 776. 8125 889.3125

Le 889.3125
- 1240. 875
8
1.5 1. .5 -47. 25 452. 250 -
e 720
= 1.23515 625
[-464.06251
1 -31. 5 301. 50 -827.250 -464.0625 L+2
720
=-1.28906 25
 ORTHOQONAL POLYNOMIALS 789
Eduatwn of an orthogonal polynomial wing the explicit representation when the coe$icient.s are not
given numerically.
If an isolated value of the orthogonal polynomial jn(z)is to be computed, use the proper explicit
expreasion rewritten in the form
jn(z) =dn(z)dzl
and generate %(x) recursively, where
bm
a,-l(z)=l-- j(x)a,(z) (m=n, n-1, . . ., 2, 1, a,(z)=l).
Cm
The d, ),,,b c,,f(z) for the polynomials of this chapter are listed in the following table:

(n-m+ 1) (a+ 13+ n + m) Zm(a+m)

(-1)s- 2(n-m+ l)(a+n+m- 1) m(2m- 1)

n!
2(n- m+ 1) (a+n+ m) m(2m+ 1)

(- 1)s 2(n-m+ l)(n+m- 1) m(2m- 1)

(-1)"(2n+l)z 2(n -m + 1) (n+ m) m(2m+ 1)
(-1)- 2(n- m+ 1) (n+ m) m(2m- 1)
(- 1)-2(n+ l)z P(n--m+l)(n+m+l) m(2m+ 1)
y(?) (n-m+ 1)(2n+2m- 1) m(2m- 1)

(--l)r
4 (""nf) (n+ l)z (n-m+ 1)(2n+2m+ 1) m(2m+ 1)

n-m+l m(a+m)

2(n-m+ 1) m(2m- 1)

2(n-m+ 1) m(2m+ 1)

m 8 7 6 5 4 3 2 1 0

a, 1 1. 132353 1.366667 1.841026 3.008392 6.849651 26.44156 223. 1091 6545.533

bm 18 34 48 60 70 78 84 88 90
.e 136 105 78 56 36 21 10 3 0

n 2 3 4 5 6

CA*)(2.5) 3. 65625 13. 08594 50.87648 207.0649 867.7516

Check: Compute Cif)(2.5)by the method of Example?.

 790 ORTHOGONAL POLYNOMIALS

Cban8c of Interval of Orthogonality

In some applicntions it is more convenient to use polynomials orthogonal on the interval [0, 11.
One can obtain the new polynominls from the ones given in this chapter by the substitution 2=22-1.
The coefficients of the new polynomial can be computed from the old by the following recursive scheme,
provided the stnndardizntion is not changed. If

5 4 3 2 1 0

-1 8= 0 -lo= 4-1 0 2.5=0:- 0

0 16 - 16 -4 4 1 - 1=.a;
1 32 -64 56 -48 50=a;
2 04 - 192 304 -400=0;
3 128 -512 1120=0;
4 256 - 128o=o;
5 512=0;

22.19. Least Square Approximations D a Continuourn Interval

Problem: Given R function j(z) (analytically or Example 5. Find a least square polynomial of
in form of a table) in a domnin D (which mny be
a continuous interval or a set of discrete pointa). degree 5 for f(z)=- , in the interval 2 1 2 1 5 ,
1 +z
Approximate f(z) by n polynomial F,(z) of given using the weight function
degree n such that a weighted sum of the squares
of the errors in D is least.
Solution: Let w(z)>O be the weight function
chosen according to the relntive importance of
the errors in different parts of D. Let fm(z)be which stress- the importance of the errors at the
orthogonal polynomials in D relative to w(z), Le. ends of the intervnl.
(f,,,,f.) =O for m f n , where 22-7
Reduction to interval [-1,1], t i 3
JDw(z)f(z)g(z)&
if D is a continuous interval
(f,9)=
C w(zm)f(zm) g ( 4
0-1
if D is a set of N discrete points z m. From 22.2, fm(t) = Tm(t)and
Theti
F. (2)= cn
m -0
%fm(Z)
-1
=- T,(t)dt
J 1 4 t+3
(mf0)
where
* un=(f,fm)/Vu, fn).

* f(z) has to be square integrable, see e.g. (22.171.

*See page 11.
 ORTHOGONAL POLYNOMIALS 791
Evaluating the integrals numerically we get

1+2
1
--.235703-.080880T1
22-7
(-j-)+.O13876T2
22-7
(7)-.002380T, (
22 7
T)
+.000408T4( 22-7
~)-.000070T,
(--f-)
22 7
D a Set of Dimrete Pointa
If xn=m(m=O, 1, 2, . . ., IV) and w(x)=l, use the Chebyshev polynomials in the discrete
range 22.17. It is convenient to introduce here a slightly difFerent standardization such that

2 f(4 - 2-10
2=- fo(9 fl(9 fa(9 f3G)
2

10 .3162 0 1 1 1 1
12 .2887 1 1 11; -112 -2
14 .2673 2 1 -1 0
16 .2500 3 1 - 11; - 11; 2
18 .2357 4 1 - -1

.271580 .039940 .0043571 .000310

f(X) .27158+.03994(3.5- . 2 5 ~+
) .0043571(23.5-3.52 4-.125d, +
. .00031(266-59.8333~
+4.3752-.lo4179)
f ( ~ -.59447-.04365&+
) .001900923- .0000322922
22.20. Economizationof Series
n
Problem: Given f(x)= C a,,@
m-0
in the interval
N
-1 -<s 5 1 and R>O. Find Y(x) =Cb,zn with N
ma0
as small as possible, such that If(x) -f(x) I <R.
I within the desired accuracy if
Solution: Express f(x) in terms of Chebyshev
polynomials using Table 22.3,
5 lbnl<R
m=N+1

a j(x) is evaluated most conveniently by using the

f ( z ) =WO'C brnTrnb) recurrence relation (see 22.7).
792 ORTHOGONAL P O L Y N O W S
Example 7. Economize j(z)= 1 +2/2+$/3
+Za/4+x4/5+1/6with R=.05.
From Table 22.3
References
Texts
[22.1] Bibliography on orthogonal polynomials, Bull. of
the National Research Council No. 103, Wash-
ington, D.C. (1940).
[22.2] P. L. Chebyshev, Sur linterpolation. Oeuvres,
vol. 2, pp. 59-68.
(22.31 R. Courant and D. Hilbert, Methods of mathe-
matical physica, vol. 1, oh. 7 (Interscience
Publishers, New York, N.Y., 1953).
(22.41 G. Doetsch, Die in der Statistik seltener Ereignisae
auftretenden Charlierschen Polynome und
eine damit zusammenhiingende Differential-
differenzengleichung, Math. Ann. 109, 257-266
(1934).
[22.5] A. ErdBlyi et al., Higher transcendental functions,
vol. 2, ch. 10 (McGraw-Rill Book Co., Inc.,
New York, N.Y., 1953).
[22.6] L. Gatteschi, Limitazione degli e m r i nelle formule
asintotiche per le funzioni speciali, Rend. Sem.
Mat. Univ. Torina 16,-94 (1956-57).
[22.7] T. L. Geronimus, Teoria ortogonalnikh mnogo-
chlenov (Moscow, U.S.S.R., 1950).
[22.8] W. Hahn, tfber Orthogonalpolynome, die q-
Differenzengleichungen geniigen, Math. Nachr.
2, 4-34 (1949).
[22.9] St. Kaczmarz and H. Steinhaus, Theorie der
Orthogonalreihen, ch. 4 (Chelsea Publishing Co.,
New York, N.Y., 1951).
(22.101 M. Krawtchouk, Sur une gBnnCalisation des poly-
nom- dHermite,C.R. Acad. h i . Paris 187,
620-622 (1929).
[22.11] C. Lanczos, Trigonometric interpolation of empir-
ical and analytica functions, J. Math. Phys.
17, 123-199 (1938).
[22.12] C. Lanczos, Applied analysis (Prentice-Hall,
Inc., Englewood CUTS, N.J., 1956).
(22.131 W. Magnus and F. Oberhettinger, Formeln und
Satze fiir die speziellen Funktionen der mathe-
matischen Physik, ch. 5, 2d ed. (Springer-
Verlag, Berlin, Germany, 1948).
so
[22.14] J. Meixner, Orthogonale Polynomsysteme mit
einer besonderen Gestalt der erzeugenden Funk-
tion, J. London Math. Soc. 9, &13 (1934).
[22.15] G. Sansone, Orthogonal functions, Pure and
Applied Mathematics, vol. IX (Interscience
Publishers, New York, N.Y., 1959).
[22.16] J. Shohat, Thbrie gBnBrale des polynomes ortho-
gonaux de Tchebichef, MBm. SOC. Math. 66
(Gauthier-Villars, Paris, France, 1934).
[22.17] G. SzegB, Orthogonal polynomials, Amer. Math.
SOC.Colloquium Publications 23, rev. ed. (1959).
[22.18] F. G. Tricomi, Vorlesungen iiber Orthogonalreihen,
chs. 4, 5, 6 (Springer-Verlag, Berlin, Germany,
1955).
Tables
[22.19] British Association for the Advancement of Science,
Legendre Polynomials, Mathematical Tables,
Part vol. A (Cambridge Univ. Press, Cambridge,
England, 1946). P,(z), z=0(.01)6, n=1(1)12,
7-8D.
[22.20] N. R. Jorgensen, Undersogelser over frekvens-
flader og korrelation (Busck, Copenhagen, Den-
mark, 1916). He&), z=0(.01)4, n=l(l)6,
exact.
[22.21] L. N. Karmazina, Tablitsy polinomov Jacobi
(Izdat. Akad. Nauk SSSR., Moscow, U.S.S.R., .
1954). G,(p, q, z), z=O(.O1)1, q=.l(.l)l,
p=1.1(.1)3, n=1(1)5, 7 0 .
[22.22] National Bureau of Standards, Tables of Cheby-
shev polynomiala S,(z) and C,(sr), Applied
Math. Series 9 (U.S. Government Printing
Office, Washington, D.C., 1952). 2=0(.001)2,
n=2(1)12, 12D; Coefficients for T,(z), U&),
C&), S.(z) for n=0(1)12.
[22.23] J. B. Russel, A table of Hermite functions,
J. Math. Phys. 12, 291-297 (1933). e-zzflHn(z),
~=0(.04)1(.1)4(.2)7(.5)8,n=0(1)11, 5D.
[22.24] N. Wiener, Extrapolation, interpolation and
smoothing of stationary time series (John Wiley
& Sons, Inc., New York, N.Y., 1949). L,(z),
n=O( 1)5, z=O(.Ol).l(.l) 18(.2)20(.5)21( 1)26(2)30,
3-50.