The Classical Orthogonal Polynomials Apr 2026

∫abpn(x)pm(x)w(x)dx=hnδnmintegral from a to b of p sub n open paren x close paren p sub m open paren x close paren w open paren x close paren space d x equals h sub n delta sub n m end-sub is a normalization constant and δnmdelta sub n m end-sub

They can be expressed via repeated differentiation of a "basis" function: The Classical Orthogonal Polynomials

Pn+1(x)=(x−bn)Pn(x)−an2Pn−1(x)cap P sub n plus 1 end-sub open paren x close paren equals open paren x minus b sub n close paren cap P sub n open paren x close paren minus a sub n squared cap P sub n minus 1 end-sub open paren x close paren ∫abpn(x)pm(x)w(x)dx=hnδnmintegral from a to b of p sub