18.2 General Orthogonal Polynomials18.4 Graphics

§18.3 Definitions

Table 18.3.1 provides the definitions of Jacobi, Laguerre, and Hermite polynomials via orthogonality and normalization (§§18.2(i) and 18.2(iii)). This table also includes the following special cases of Jacobi polynomials: ultraspherical, Chebyshev, and Legendre.

Table 18.3.1: Orthogonality properties for classical OP’s: intervals, weight functions, normalizations, leading coefficients, and parameter constraints. In the second row \mathcal{A} denotes \ifrac{2^{{\alpha+\beta+1}}\mathop{\Gamma\/}\nolimits\!\left(n+\alpha+1\right)\mathop{\Gamma\/}\nolimits\!\left(n+\beta+1\right)}{((2n+\alpha+\beta+1)\mathop{\Gamma\/}\nolimits\!\left(n+\alpha+\beta+1\right)n!)}. For further implications of the parameter constraints see the Note in §18.5(iii).
Name p_{n}(x) (a,b) w(x) h_{n} k_{n} \ifrac{\tilde{k}_{n}}{k_{n}} Constraints
Jacobi \mathop{P^{{(\alpha,\beta)}}_{{n}}\/}\nolimits\!\left(x\right) (-1,1) (1-x)^{{\alpha}}(1+x)^{{\beta}} \mathcal{A} \dfrac{\left(n+\alpha+\beta+1\right)_{{n}}}{2^{n}n!} \dfrac{n(\alpha-\beta)}{2n+\alpha+\beta} \alpha,\beta>-1

Ultraspherical

(Gegenbauer)

\mathop{C^{{(\lambda)}}_{{n}}\/}\nolimits\!\left(x\right) (-1,1) (1-x^{2})^{{\lambda-\frac{1}{2}}} \dfrac{2^{{1-2\lambda}}\pi\mathop{\Gamma\/}\nolimits\!\left(n+2\lambda\right)}{(n+\lambda)\left(\mathop{\Gamma\/}\nolimits\!\left(\lambda\right)\right)^{2}n!} \dfrac{2^{n}\left(\lambda\right)_{{n}}}{n!} 0 \lambda>-\tfrac{1}{2},\lambda\neq 0

Chebyshev

of first kind

\mathop{T_{{n}}\/}\nolimits\!\left(x\right) (-1,1) (1-x^{2})^{{-\frac{1}{2}}} \begin{cases}\tfrac{1}{2}\pi,&\text{$n>0$}\\
\pi,&\text{$n=0$}\end{cases} \begin{cases}2^{{n-1}},&\text{$n>0$}\\
1,&\text{$n=0$}\end{cases} 0

Chebyshev

of second kind

\mathop{U_{{n}}\/}\nolimits\!\left(x\right) (-1,1) (1-x^{2})^{{\frac{1}{2}}} \tfrac{1}{2}\pi 2^{n} 0

Chebyshev

of third kind

\mathop{V_{{n}}\/}\nolimits\!\left(x\right) (-1,1) (1-x)^{{\frac{1}{2}}}(1+x)^{{-\frac{1}{2}}} \pi 2^{n} \tfrac{1}{2}

Chebyshev

of fourth kind

\mathop{W_{{n}}\/}\nolimits\!\left(x\right) (-1,1) (1-x)^{{-\frac{1}{2}}}(1+x)^{{\frac{1}{2}}} \pi 2^{n} -\tfrac{1}{2}

Shifted Chebyshev

of first kind

\mathop{T^{{*}}_{{n}}\/}\nolimits\!\left(x\right) (0,1) (x-x^{2})^{{-\frac{1}{2}}} \begin{cases}\tfrac{1}{2}\pi,&\text{$n>0$}\\
\pi,&\text{$n=0$}\end{cases} \begin{cases}2^{{2n-1}},&\text{$n>0$}\\
1,&\text{$n=0$}\end{cases} -\tfrac{1}{2}n

Shifted Chebyshev

of second kind

\mathop{U^{{*}}_{{n}}\/}\nolimits\!\left(x\right) (0,1) (x-x^{2})^{{\frac{1}{2}}} \tfrac{1}{8}\pi 2^{{2n}} -\tfrac{1}{2}n
Legendre \mathop{P_{{n}}\/}\nolimits\!\left(x\right) (-1,1) 1 \ifrac{2}{(2n+1)} \ifrac{2^{n}\left(\frac{1}{2}\right)_{{n}}}{n!} 0
Shifted Legendre \mathop{P^{{*}}_{{n}}\/}\nolimits\!\left(x\right) (0,1) 1 \ifrac{1}{(2n+1)} \ifrac{2^{{2n}}\left(\frac{1}{2}\right)_{{n}}}{n!} -\frac{1}{2}n
Laguerre \mathop{L^{{(\alpha)}}_{{n}}\/}\nolimits\!\left(x\right) (0,\infty) e^{{-x}}x^{{\alpha}} \ifrac{\mathop{\Gamma\/}\nolimits\!\left(n+\alpha+1\right)}{n!} \ifrac{(-1)^{n}}{n!} -n(n+\alpha) \alpha>-1
Hermite \mathop{H_{{n}}\/}\nolimits\!\left(x\right) (-\infty,\infty) e^{{-x^{2}}} \pi^{{\frac{1}{2}}}2^{n}n! 2^{n} 0
Hermite \mathop{\mathit{He}_{{n}}\/}\nolimits\!\left(x\right) (-\infty,\infty) e^{{-\frac{1}{2}x^{2}}} (2\pi)^{{\frac{1}{2}}}n! 1 0

For exact values of the coefficients of the Jacobi polynomials \mathop{P^{{(\alpha,\beta)}}_{{n}}\/}\nolimits\!\left(x\right), the ultraspherical polynomials \mathop{C^{{(\lambda)}}_{{n}}\/}\nolimits\!\left(x\right), the Chebyshev polynomials \mathop{T_{{n}}\/}\nolimits\!\left(x\right) and \mathop{U_{{n}}\/}\nolimits\!\left(x\right), the Legendre polynomials \mathop{P_{{n}}\/}\nolimits\!\left(x\right), the Laguerre polynomials \mathop{L_{{n}}\/}\nolimits\!\left(x\right), and the Hermite polynomials \mathop{H_{{n}}\/}\nolimits\!\left(x\right), see Abramowitz and Stegun (1964, pp. 793–801). The Jacobi polynomials are in powers of x-1 for n=0,1,\dots,6. The ultraspherical polynomials are in powers of x for n=0,1,\dots,6. The other polynomials are in powers of x for n=0,1,\dots,12. See also §18.5(iv).

Chebyshev

In this chapter, formulas for the Chebyshev polynomials of the second, third, and fourth kinds will not be given as extensively as those of the first kind. However, most of these formulas can be obtained by specialization of formulas for Jacobi polynomials, via (18.7.4)–(18.7.6).

In addition to the orthogonal property given by Table 18.3.1, the Chebyshev polynomials \mathop{T_{{n}}\/}\nolimits\!\left(x\right), n=0,1,\dots,N, are orthogonal on the discrete point set comprising the zeros x_{{N+1,n}},n=1,2,\dots,N+1, of \mathop{T_{{N+1}}\/}\nolimits\!\left(x\right):

18.3.1{\sum _{{n=1}}^{{N+1}}\mathop{T_{{j}}\/}\nolimits\!\left(x_{{N+1,n}}\right)\mathop{T_{{k}}\/}\nolimits\!\left(x_{{N+1,n}}\right)=0},0\leq j\leq N, 0\leq k\leq N, j\neq k,

where

18.3.2x_{{N+1,n}}=\mathop{\cos\/}\nolimits\!\left((n-\tfrac{1}{2})\pi/(N+1)\right).

When j=k\neq 0 the sum in (18.3.1) is \tfrac{1}{2}(N+1). When j=k=0 the sum in (18.3.1) is N+1.

For proofs of these results and for similar properties of the Chebyshev polynomials of the second, third, and fourth kinds see Mason and Handscomb (2003, §4.6).

For another version of the discrete orthogonality property of the polynomials \mathop{T_{{n}}\/}\nolimits\!\left(x\right) see (3.11.9).

Legendre

Legendre polynomials are special cases of Legendre functions, Ferrers functions, and associated Legendre functions (§14.7(i)). In consequence, additional properties are included in Chapter 14.