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classical orthogonal polynomials : ウィキペディア英語版
classical orthogonal polynomials
In mathematics, the classical orthogonal polynomials are the most widely used orthogonal polynomials: the Hermite polynomials, Laguerre polynomials, Jacobi polynomials (including as a special case the Gegenbauer polynomials), Chebyshev polynomials, and Legendre polynomials.〔See 〕
They have many important applications in such areas as mathematical physics (in particular, the theory of random matrices), approximation theory, numerical analysis, and many others.
Classical orthogonal polynomials appeared in the early 19th century in the works of Adrien-Marie Legendre, who introduced the Legendre polynomials. In the late 19th century, the study of continued fractions by P. L. Chebyshev and then A.A. Markov and T.J. Stieltjes led to the general notion of orthogonal polynomials.
For given polynomials Q, L: \R \to \R and \forall\,n \in \N_0 the classical orthogonal polynomials f_n:\R \to \R are characterized by being solutions of the differential equation
:Q(x) \, f_n^ + L(x)\,f_n^ + \lambda_n f_n = 0
with to be determined constants \lambda_n \in \R.
There are several more general definitions of orthogonal classical polynomials; for example, use the term for all polynomials in the Askey scheme.
== Definition ==

In general, the orthogonal polynomials P_n with respect to a weight W:\mathbb R \rightarrow \mathbb R^+
:\begin
&\deg P_n = n~, \quad n = 0,1,2,\ldots\\
&\int P_m(x) \, P_n(x) \, W(x)\,dx = 0~, \quad m \neq n~.
\end
The relations above define P_n up to multiplication by a number. Various normalisations are used to fix the constant, e.g.
: \int P_n(x)^2 W(x)\,dx = 1~.
The classical orthogonal polynomials correspond to the three families of weights:
:\begin
\text\quad &W(x) = \begin
(1 - x)^\alpha (1+x)^\beta~, & -1 \leq x \leq 1 \\
0~, &\text
\end \\
\text\quad &W(x) = \exp(- x^2) \\
\text\quad &W(x) = \begin
x^\alpha \exp(- x)~, &\quad x \geq 0 \\
0~, &\text
\end
\end
The standard normalisation (also called ''standardization'') is detailed below.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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