Paper 1, Section I, D

Numerical Analysis
Part IB, 2016

(a) What are real orthogonal polynomials defined with respect to an inner product ,?\langle\cdot, \cdot\rangle ? What does it mean for such polynomials to be monic?

(b) Real monic orthogonal polynomials, pn(x)p_{n}(x), of degree n=0,1,2,n=0,1,2, \ldots, are defined with respect to the inner product,

p,q=11w(x)p(x)q(x)dx\langle p, q\rangle=\int_{-1}^{1} w(x) p(x) q(x) d x

where w(x)w(x) is a positive weight function. Show that such polynomials obey the three-term recurrence relation,

pn+1(x)=(xαn)pn(x)βnpn1(x),p_{n+1}(x)=\left(x-\alpha_{n}\right) p_{n}(x)-\beta_{n} p_{n-1}(x),

for appropriate αn\alpha_{n} and βn\beta_{n} which should be given in terms of inner products.