Jacobi, Gegenbauer, Chebyshev of first, second, third, fourth kind, Legendre, Laguerre, Hermite, shifted Chebyshev and Legendre polynomials using MATLAB.
- Definitions
- Jacobi polynomials
- Chebyshev polynomials of the first kind
- Chebyshev polynomials of the second kind
- Chebyshev polynomials of the third kind
- Chebyshev polynomials of the fourth kind
- Gegenbauer polynomials
- Legendre polynomials
- Shifted Chebyshev polynomials of the first kind
- Shifted Chebyshev polynomials of the second kind
- Shifted Chebyshev polynomials of the third kind
- Shifted Chebyshev polynomials of the fourth kind
- Shifted Gegenbauer polynomials
- Shifted Legendre polynomials
- Laguerre Polynomials
- Hermite He Polynomials (probabilist's Hermite polynomials)
- Hermite H Polynomials (physicist's Hermite polynomials)
- References
Orthogonality on intervals. A set of polynomials
Orthonormality on intervals. A set of polynomials
Recurrence relations. Assume that
Rodrigues' formula. Orthogonal polynomials can be expressed through Rodrigue's formula, which gives an analytic expression for polynomials through derivatives:
Pochhammer Symbol & Falling Factorial
Name | ||||||
---|---|---|---|---|---|---|
Jacobi | ||||||
Gegenbauer | ||||||
Chebyshev of first kind | ||||||
Chebyshev of second kind | ||||||
Chebyshev of third kind | ||||||
Chebyshev of fourth kind | ||||||
Legendre | ||||||
Laguerre | ||||||
Hermite | ||||||
Hermite |
The Jacobi polynomials
Definition. For
For
Another representation can be obtained using the Rodrigues' formula:
Recurrence relations.
where
with
Orthogonality.
Special values.
The Laguerre polynomials
Definition. The Laguerre polynomials are defined via Rodrigues' formula:
Recurrence relations.
where
with
Orthogonality.
$$\begin{align} L_{0}^{(5)}(x) &= 1,\\\ L_{1}^{(5)}(x) &= 6-x,\\\ L_{2}^{(5)}(x) &= \frac{x^2}{2}-7x+21,\\\ L_{3}^{(5)}(x) &= -\frac{x^3}{6}+4x^2-28x+56,\\\ L_{4}^{(5)}(x) &= \frac{x^4}{24}-\frac{3x^3}{2}+18x^2-84x+126,\\\ L_{5}^{(5)}(x) &= -\frac{x^5}{120}+\frac{5x^4}{12}-\frac{15x^3}{2}+60x^2-210x+252,\\\ L_{6}^{(5)}(x) &= \frac{x^6}{720}-\frac{11x^5}{120}+\frac{55x^4}{24}-\frac{55x^3}{2}+165x^2-462x+462,\\\ L_{7}^{(5)}(x) &= -\frac{x^7}{5040}+\frac{x^6}{60}-\frac{11x^5}{20}+\frac{55x^4}{6}-\frac{165x^3}{2}+396x^2-924x+792,\\\ L_{8}^{(5)}(x) &= \frac{x^8}{40320}-\frac{13x^7}{5040}+\frac{13x^6}{120}-\frac{143x^5}{60}+\frac{715x^4}{24}-\frac{429x^3}{2}+858x^2-1716x+1287,\\\ L_{9}^{(5)}(x) &= -\frac{x^9}{362880}+\frac{x^8}{2880}-\frac{13x^7}{720}+\frac{91x^6}{180}-\frac{1001x^5}{120}+\frac{1001x^4}{12}-\frac{1001x^3}{2}+1716x^2-3003x+2002,\\\ L_{10}^{(5)}(x) &= \frac{x^{10}}{3628800}-\frac{x^9}{24192}+\frac{x^8}{384}-\frac{13x^7}{144}+\frac{91x^6}{48}-\frac{1001x^5}{40}+\frac{5005x^4}{24}-\frac{2145x^3}{2}+\frac{6435x^2}{2}-5005x+3003. \end{align}$$
$$
\begin{alignat*}{1}
L_{0}^{(6)}(x) &= 1,\\
L_{1}^{(6)}(x) &= 7-x,\\
L_{2}^{(6)}(x) &= \frac{x^2}{2}-8x+28,\\
L_{3}^{(6)}(x) &= -\frac{x^3}{6}+\frac{9x^2}{2}-36x+84,\\
L_{4}^{(6)}(x) &= \frac{x^4}{24}-\frac{5x^3}{3}+\frac{45x^2}{2}-120x+210,\\
L_{5}^{(6)}(x) &= -\frac{x^5}{120}+\frac{11x^4}{24}-\frac{55x^3}{6}+\frac{165x^2}{2}-330x+462,\\
L_{6}^{(6)}(x) &= \frac{x^6}{720}-\frac{x^5}{10}+\frac{11x^4}{4}-\frac{110x^3}{3}+\frac{495x^2}{2}-792x+924,\\
L_{7}^{(6)}(x) &= -\frac{x^7}{5040}+\frac{13x^6}{720}-\frac{13x^5}{20}+\frac{143x^4}{12}-\frac{715x^3}{6}+\frac{1287x^2}{2}-1716x+1716,\\
L_{8}^{(6)}(x) &= \frac{x^8}{40320}-\frac{x^7}{360}+\frac{91x^6}{720}-\frac{91x^5}{30}+\frac{1001x^4}{24}-\frac{1001x^3}{3}+\frac{3003x^2}{2}-3432x+3003,\\
L_{9}^{(6)}(x) &= -\frac{x^9}{362880}+\frac{x^8}{2688}-\frac{x^7}{48}+\frac{91x^6}{144}-\frac{91x^5}{8}+\frac{1001x^4}{8}-\frac{5005x^3}{6}+\frac{6435x^2}{2}-6435x+5005,\\
L_{10}^{(6)}(x) &= \frac{x^{10}}{3628800}-\frac{x^9}{22680}+\frac{x^8}{336}-\frac{x^7}{9}+\frac{91x^6}{36}-\frac{182x^5}{5}+\frac{1001x^4}{3}-\frac{5720x^3}{3}+6435x^2-11440x+8008.
\end{alignat*}
$$
$$
\begin{align*}
L_{0}^{(7)}(x) &= 1,\\
L_{1}^{(7)}(x) &= 8-x,\\
L_{2}^{(7)}(x) &= \frac{x^2}{2}-9x+36,\\
L_{3}^{(7)}(x) &= -\frac{x^3}{6}+5x^2-45x+120,\\
L_{4}^{(7)}(x) &= \frac{x^4}{24}-\frac{11x^3}{6}+\frac{55x^2}{2}-165x+330,\\
L_{5}^{(7)}(x) &= -\frac{x^5}{120}+\frac{x^4}{2}-11x^3+110x^2-495x+792,\\
L_{6}^{(7)}(x) &= \frac{x^6}{720}-\frac{13x^5}{120}+\frac{13x^4}{4}-\frac{143x^3}{3}+\frac{715x^2}{2}-1287x+1716,\\
L_{7}^{(7)}(x) &= -\frac{x^7}{5040}+\frac{7x^6}{360}-\frac{91x^5}{120}+\frac{91x^4}{6}-\frac{1001x^3}{6}+1001x^2-3003x+3432,\\
L_{8}^{(7)}(x) &= \frac{x^8}{40320}-\frac{x^7}{336}+\frac{7x^6}{48}-\frac{91x^5}{24}+\frac{455x^4}{8}-\frac{1001x^3}{2}+\frac{5005x^2}{2}-6435x+6435,\\
L_{9}^{(7)}(x) &= -\frac{x^9}{362880}+\frac{x^8}{2520}-\frac{x^7}{42}+\frac{7x^6}{9}-\frac{91x^5}{6}+182x^4-\frac{4004x^3}{3}+5720x^2-12870x+11440,\\
L_{10}^{(7)}(x) &= \frac{x^{10}}{3628800}-\frac{17x^9}{362880}+\frac{17x^8}{5040}-\frac{17x^7}{126}+\frac{119x^6}{36}-\frac{1547x^5}{30}+\frac{1547x^4}{3}-\frac{9724x^3}{3}+12155x^2-24310x+19448.
\end{align*}
$$
$$
\begin{align*}
L_{0}^{(9)}(x) &= 1,\\
L_{1}^{(9)}(x) &= 10-x,\\
L_{2}^{(9)}(x) &= \frac{x^2}{2}-11x+55,\\
L_{3}^{(9)}(x) &= -\frac{x^3}{6}+6x^2-66x+220,\\
L_{4}^{(9)}(x) &= \frac{x^4}{24}-\frac{13x^3}{6}+39x^2-286x+715,\\
L_{5}^{(9)}(x) &= -\frac{x^5}{120}+\frac{7x^4}{12}-\frac{91x^3}{6}+182x^2-1001x+2002,\\
L_{6}^{(9)}(x) &= \frac{x^6}{720}-\frac{x^5}{8}+\frac{35x^4}{8}-\frac{455x^3}{6}+\frac{1365x^2}{2}-3003x+5005,\\
L_{7}^{(9)}(x) &= -\frac{x^7}{5040}+\frac{x^6}{45}-x^5+\frac{70x^4}{3}-\frac{910x^3}{3}+2184x^2-8008x+11440,\\
L_{8}^{(9)}(x) &= \frac{x^8}{40320}-\frac{17x^7}{5040}+\frac{17x^6}{90}-\frac{17x^5}{3}+\frac{595x^4}{6}-\frac{3094x^3}{3}+6188x^2-19448x+24310,\\
L_{9}^{(9)}(x) &= -\frac{x^9}{362880}+\frac{x^8}{2240}-\frac{17x^7}{560}+\frac{17x^6}{15}-\frac{51x^5}{2}+357x^4-3094x^3+15912x^2-43758x+48620,\\
L_{10}^{(9)}(x) &= \frac{x^{10}}{3628800}-\frac{19x^9}{362880}+\frac{19x^8}{4480}-\frac{323x^7}{1680}+\frac{323x^6}{60}-\frac{969x^5}{10}+\frac{2261x^4}{2}-8398x^3+37791x^2-92378x+92378.
\end{align*}
$$
$$
\begin{align*}
L_{0}^{(10)}(x) &= 1,\\
L_{1}^{(10)}(x) &= 11-x,\\
L_{2}^{(10)}(x) &= \frac{x^2}{2}-12x+66,\\
L_{3}^{(10)}(x) &= -\frac{x^3}{6}+\frac{13x^2}{2}-78x+286,\\
L_{4}^{(10)}(x) &= \frac{x^4}{24}-\frac{7x^3}{3}+\frac{91x^2}{2}-364x+1001,\\
L_{5}^{(10)}(x) &= -\frac{x^5}{120}+\frac{5x^4}{8}-\frac{35x^3}{2}+\frac{455x^2}{2}-1365x+3003,\\
L_{6}^{(10)}(x) &= \frac{x^6}{720}-\frac{2x^5}{15}+5x^4-\frac{280x^3}{3}+910x^2-4368x+8008,\\
L_{7}^{(10)}(x) &= -\frac{x^7}{5040}+\frac{17x^6}{720}-\frac{17x^5}{15}+\frac{85x^4}{3}-\frac{1190x^3}{3}+3094x^2-12376x+19448,\\
L_{8}^{(10)}(x) &= \frac{x^8}{40320}-\frac{x^7}{280}+\frac{17x^6}{80}-\frac{34x^5}{5}+\frac{255x^4}{2}-1428x^3+9282x^2-31824x+43758,\\
L_{9}^{(10)}(x) &= -\frac{x^9}{362880}+\frac{19x^8}{40320}-\frac{19x^7}{560}+\frac{323x^6}{240}-\frac{323x^5}{10}+\frac{969x^4}{2}-4522x^3+25194x^2-75582x+92378,\\
L_{10}^{(10)}(x) &= \frac{x^{10}}{3628800}-\frac{x^9}{18144}+\frac{19x^8}{4032}-\frac{19x^7}{84}+\frac{323x^6}{48}-\frac{646x^5}{5}+1615x^4-12920x^3+62985x^2-167960x+184756.
\end{align*}
$$
The probabilist's Hermite polynomials
$p_n \left( x \right)=He_{n}(x)$
$\left(-\infty,\infty\right)$
$\omega \left( x \right)=\mathrm{e} ^ { - \frac{1}{2} x^2}$
Definition. The probabilist's Hermite polynomials are defined via Rodrigues' formula:
$$He_{n}(x)=(-1)^n\mathrm{e}^{\frac{1}{2}x^2}\frac{{\mathrm{d}}^{n}}{{\mathrm{d}x}^{n}}\left[\mathrm{e}^{-\frac{1}{2}x^2}\right].$$
Recurrence relations.
$$He_{n+1}\left(x\right)=(A_{n}x+B_{n})He_{n}\left(x\right)-C_{n}He_{n-1}\left(x\right).$$
where
$$
\begin{align*}
A_{n} &= 1,\\
B_{n} &= 0,\\
C_{n} &= n,
\end{align*}
$$
with
$$
\begin{align*}
He_{0} \left( x \right) &= 1,\\
He_{1} \left( x \right) &= A_0 x + B_0.
\end{align*}
$$
Orthogonality.
$$
\int_{-\infty}^{\infty}He_{n}\left(x\right)He_{m}\left(x\right)\omega\left(x\right)\mathrm{d}x=\sqrt{2\pi}n!\delta_{mn}.
$$
$$
\begin{align*}
He_{0}(x) &= 1,\\
He_{1}(x) &= x,\\
He_{2}(x) &= x^2-1,\\
He_{3}(x) &= x^3-3x,\\
He_{4}(x) &= x^4-6x^2+3,\\
He_{5}(x) &= x^5-10x^3+15x,\\
He_{6}(x) &= x^6-15x^4+45x^2-15,\\
He_{7}(x) &= x^7-21x^5+105x^3-105x,\\
He_{8}(x) &= x^8-28x^6+210x^4-420x^2+105,\\
He_{9}(x) &= x^9-36x^7+378x^5-1260x^3+945x,\\
He_{10}(x) &= x^{10}-45x^8+630x^6-3150x^4+4725x^2-945.
\end{align*}
$$
$$
\begin{align*}
H_{0}(x) &= 1,\\
H_{1}(x) &= 2x,\\
H_{2}(x) &= 4x^2-2,\\
H_{3}(x) &= 8x^3-12x,\\
H_{4}(x) &= 16x^4-48x^2+12,\\
H_{5}(x) &= 32x^5-160x^3+120x,\\
H_{6}(x) &= 64x^6-480x^4+720x^2-120,\\
H_{7}(x) &= 128x^7-1344x^5+3360x^3-1680x,\\
H_{8}(x) &= 256x^8-3584x^6+13440x^4-13440x^2+1680,\\
H_{9}(x) &= 512x^9-9216x^7+48384x^5-80640x^3+30240x,\\
H_{10}(x) &= 1024x^{10}-23040x^8+161280x^6-403200x^4+302400x^2-30240.
\end{align*}
$$
- NIST Digital Library of Mathematical Functions. https://dlmf.nist.gov/, Release 1.2.0 of 2024-03-15. F. W. J. Olver, A. B. Olde Daalhuis, D. W. Lozier, B. I. Schneider, R. F. Boisvert, C. W. Clark, B. R. Miller, B. V. Saunders, H. S. Cohl, and M. A. McClain, eds.