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Orthogonal polynomials

Summary

In mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal to each other under some inner product.

The most widely used orthogonal polynomials are the classical orthogonal polynomials, consisting of the Hermite polynomials, the Laguerre polynomials and the Jacobi polynomials. The Gegenbauer polynomials form the most important class of Jacobi polynomials; they include the Chebyshev polynomials, and the Legendre polynomials as special cases.

The field of orthogonal polynomials developed in the late 19th century from a study of continued fractions by P. L. Chebyshev and was pursued by A. A. Markov and T. J. Stieltjes. They appear in a wide variety of fields: numerical analysis (quadrature rules), probability theory, representation theory (of Lie groups, quantum groups, and related objects), enumerative combinatorics, algebraic combinatorics, mathematical physics (the theory of random matrices, integrable systems, etc.), and number theory. Some of the mathematicians who have worked on orthogonal polynomials include Gábor Szegő, Sergei Bernstein, Naum Akhiezer, Arthur Erdélyi, Yakov Geronimus, Wolfgang Hahn, Theodore Seio Chihara, Mourad Ismail, Waleed Al-Salam, Richard Askey, and Rehuel Lobatto.

Definition for 1-variable case for a real measure

Given any non-decreasing function α on the real numbers, we can define the Lebesgue–Stieltjes integral ${\displaystyle \int f(x)\,d\alpha (x)}$  of a function f. If this integral is finite for all polynomials f, we can define an inner product on pairs of polynomials f and g by ${\displaystyle \langle f,g\rangle =\int f(x)g(x)\,d\alpha (x).}$

This operation is a positive semidefinite inner product on the vector space of all polynomials, and is positive definite if the function α has an infinite number of points of growth. It induces a notion of orthogonality in the usual way, namely that two polynomials are orthogonal if their inner product is zero.

Then the sequence (Pn)
n=0
of orthogonal polynomials is defined by the relations ${\displaystyle \deg P_{n}=n~,\quad \langle P_{m},\,P_{n}\rangle =0\quad {\text{for}}\quad m\neq n~.}$

In other words, the sequence is obtained from the sequence of monomials 1, x, x2, … by the Gram–Schmidt process with respect to this inner product.

Usually the sequence is required to be orthonormal, namely, ${\displaystyle \langle P_{n},P_{n}\rangle =1,}$  however, other normalisations are sometimes used.

Absolutely continuous case

Sometimes we have ${\displaystyle d\alpha (x)=W(x)\,dx}$  where ${\displaystyle W:[x_{1},x_{2}]\to \mathbb {R} }$  is a non-negative function with support on some interval [x1, x2] in the real line (where x1 = −∞ and x2 = ∞ are allowed). Such a W is called a weight function.[1] Then the inner product is given by ${\displaystyle \langle f,g\rangle =\int _{x_{1}}^{x_{2}}f(x)g(x)W(x)\,dx.}$  However, there are many examples of orthogonal polynomials where the measure (x) has points with non-zero measure where the function α is discontinuous, so cannot be given by a weight function W as above.

Examples of orthogonal polynomials

The most commonly used orthogonal polynomials are orthogonal for a measure with support in a real interval. This includes:

Discrete orthogonal polynomials are orthogonal with respect to some discrete measure. Sometimes the measure has finite support, in which case the family of orthogonal polynomials is finite, rather than an infinite sequence. The Racah polynomials are examples of discrete orthogonal polynomials, and include as special cases the Hahn polynomials and dual Hahn polynomials, which in turn include as special cases the Meixner polynomials, Krawtchouk polynomials, and Charlier polynomials.

Meixner classified all the orthogonal Sheffer sequences: there are only Hermite, Laguerre, Charlier, Meixner, and Meixner–Pollaczek. In some sense Krawtchouk should be on this list too, but they are a finite sequence. These six families correspond to the NEF-QVFs and are martingale polynomials for certain Lévy processes.

Sieved orthogonal polynomials, such as the sieved ultraspherical polynomials, sieved Jacobi polynomials, and sieved Pollaczek polynomials, have modified recurrence relations.

One can also consider orthogonal polynomials for some curve in the complex plane. The most important case (other than real intervals) is when the curve is the unit circle, giving orthogonal polynomials on the unit circle, such as the Rogers–Szegő polynomials.

There are some families of orthogonal polynomials that are orthogonal on plane regions such as triangles or disks. They can sometimes be written in terms of Jacobi polynomials. For example, Zernike polynomials are orthogonal on the unit disk.

The advantage of orthogonality between different orders of Hermite polynomials is applied to Generalized frequency division multiplexing (GFDM) structure. More than one symbol can be carried in each grid of time-frequency lattice.[2]

Properties

Orthogonal polynomials of one variable defined by a non-negative measure on the real line have the following properties.

Relation to moments

The orthogonal polynomials Pn can be expressed in terms of the moments

${\displaystyle m_{n}=\int x^{n}\,d\alpha (x)}$

as follows:

${\displaystyle P_{n}(x)=c_{n}\,\det {\begin{bmatrix}m_{0}&m_{1}&m_{2}&\cdots &m_{n}\\m_{1}&m_{2}&m_{3}&\cdots &m_{n+1}\\\vdots &\vdots &\vdots &\ddots &\vdots \\m_{n-1}&m_{n}&m_{n+1}&\cdots &m_{2n-1}\\1&x&x^{2}&\cdots &x^{n}\end{bmatrix}}~,}$

where the constants cn are arbitrary (depend on the normalization of Pn).

This comes directly from applying the Gram–Schmidt process to the monomials, imposing each polynomial to be orthogonal with respect to the previous ones. For example, orthogonality with ${\displaystyle P_{0}}$  prescribes that ${\displaystyle P_{1}}$  must have the form${\displaystyle P_{1}(x)=c_{1}\left(x-{\frac {\langle P_{0},x\rangle P_{0}}{\langle P_{0},P_{0}\rangle }}\right)=c_{1}(x-m_{1}),}$ which can be seen to be consistent with the previously given expression with the determinant.

Recurrence relation

The polynomials Pn satisfy a recurrence relation of the form

${\displaystyle P_{n}(x)=(A_{n}x+B_{n})P_{n-1}(x)+C_{n}P_{n-2}(x)}$

where An is not 0. The converse is also true; see Favard's theorem.

Zeros

If the measure dα is supported on an interval [ab], all the zeros of Pn lie in [ab]. Moreover, the zeros have the following interlacing property: if m < n, there is a zero of Pn between any two zeros of Pm. Electrostatic interpretations of the zeros can be given.[citation needed]

Combinatorial interpretation

From the 1980s, with the work of X. G. Viennot, J. Labelle, Y.-N. Yeh, D. Foata, and others, combinatorial interpretations were found for all the classical orthogonal polynomials. [3]

Other types of orthogonal polynomials

Multivariate orthogonal polynomials

The Macdonald polynomials are orthogonal polynomials in several variables, depending on the choice of an affine root system. They include many other families of multivariable orthogonal polynomials as special cases, including the Jack polynomials, the Hall–Littlewood polynomials, the Heckman–Opdam polynomials, and the Koornwinder polynomials. The Askey–Wilson polynomials are the special case of Macdonald polynomials for a certain non-reduced root system of rank 1.

Multiple orthogonal polynomials

Multiple orthogonal polynomials are polynomials in one variable that are orthogonal with respect to a finite family of measures.

Sobolev orthogonal polynomials

These are orthogonal polynomials with respect to a Sobolev inner product, i.e. an inner product with derivatives. Including derivatives has big consequences for the polynomials, in general they no longer share some of the nice features of the classical orthogonal polynomials.

Orthogonal polynomials with matrices

Orthogonal polynomials with matrices have either coefficients that are matrices or the indeterminate is a matrix.

There are two popular examples: either the coefficients ${\displaystyle \{a_{i}\}}$  are matrices or ${\displaystyle x}$ :

• Variante 1: ${\displaystyle P(x)=A_{n}x^{n}+A_{n-1}x^{n-1}+\cdots +A_{1}x+A_{0}}$ , where ${\displaystyle \{A_{i}\}}$  are ${\displaystyle p\times p}$  matrices.
• Variante 2: ${\displaystyle P(X)=a_{n}X^{n}+a_{n-1}X^{n-1}+\cdots +a_{1}X+a_{0}I_{p}}$  where ${\displaystyle X}$  is a ${\displaystyle p\times p}$ -matrix and ${\displaystyle I_{p}}$  is the identiy matrix.

Quantum polynomials

Quantum polynomials or q-polynomials are the q-analogs of orthogonal polynomials.

References

1. ^ Demo of orthonormal polynomials obtained for different weight functions
2. ^ Catak, E.; Durak-Ata, L. (2017). "An efficient transceiver design for superimposed waveforms with orthogonal polynomials". 2017 IEEE International Black Sea Conference on Communications and Networking (BlackSeaCom). pp. 1–5. doi:10.1109/BlackSeaCom.2017.8277657. ISBN 978-1-5090-5049-9. S2CID 22592277.
3. ^ Viennot, Xavier (2017). "The Art of Bijective Combinatorics, Part IV, Combinatorial theory of orthogonal polynomials and continued fractions". Chennai: IMSc.
• Abramowitz, Milton; Stegun, Irene Ann, eds. (1983) [June 1964]. "Chapter 22". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. Vol. 55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first ed.). Washington D.C.; New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. p. 773. ISBN 978-0-486-61272-0. LCCN 64-60036. MR 0167642. LCCN 65-12253.
• Chihara, Theodore Seio (1978). An Introduction to Orthogonal Polynomials. Gordon and Breach, New York. ISBN 0-677-04150-0.
• Chihara, Theodore Seio (2001). "45 years of orthogonal polynomials: a view from the wings". Proceedings of the Fifth International Symposium on Orthogonal Polynomials, Special Functions and their Applications (Patras, 1999). Journal of Computational and Applied Mathematics. 133 (1): 13–21. Bibcode:2001JCoAM.133...13C. doi:10.1016/S0377-0427(00)00632-4. ISSN 0377-0427. MR 1858267.
• Foncannon, J. J.; Foncannon, J. J.; Pekonen, Osmo (2008). "Review of Classical and quantum orthogonal polynomials in one variable by Mourad Ismail". The Mathematical Intelligencer. 30. Springer New York: 54–60. doi:10.1007/BF02985757. ISSN 0343-6993. S2CID 118133026.
• Ismail, Mourad E. H. (2005). Classical and Quantum Orthogonal Polynomials in One Variable. Cambridge: Cambridge Univ. Press. ISBN 0-521-78201-5.
• Jackson, Dunham (2004) [1941]. Fourier Series and Orthogonal Polynomials. New York: Dover. ISBN 0-486-43808-2.
• Koornwinder, Tom H.; Wong, Roderick S. C.; Koekoek, Roelof; Swarttouw, René F. (2010), "Orthogonal Polynomials", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W. (eds.), NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, MR 2723248.
• "Orthogonal polynomials", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
• Szegő, Gábor (1939). Orthogonal Polynomials. Colloquium Publications. Vol. XXIII. American Mathematical Society. ISBN 978-0-8218-1023-1. MR 0372517.
• Totik, Vilmos (2005). "Orthogonal Polynomials". Surveys in Approximation Theory. 1: 70–125. arXiv:math.CA/0512424.
• C. Chan, A. Mironov, A. Morozov, A. Sleptsov, arXiv:1712.03155.