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Christoffel-Darboux Identity


The Christoffel-Darboux identity gives the Christoffel-Darboux kernel for a family with general normalization, for x!=y as

 sum_(k=0)^m(phi_k(x)phi_k(y))/(gamma_k)=(phi_(m+1)(x)phi_m(y)-phi_m(x)phi_(m+1)(y))/(a_mgamma_m(x-y)),

where phi_k(x) are orthogonal polynomials with weighting function W(x) on [a,b] such that

 gamma_m=int_a^b[phi_m(x)]^2W(x)dx,

and a_k=A_(k+1)/A_k, where A_k is the leading coefficient of x^k in phi_k(x).


See also

Christoffel-Darboux Formula, Christoffel-Darboux Kernel, Christoffel Formula, Orthogonal Polynomials

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References

Hildebrand, F. B. Introduction to Numerical Analysis. New York: McGraw-Hill, p. 322, 1956.Trott, M. "General Properties of Orthogonal Polynomials." §2.1 in The Mathematica GuideBook for Symbolics. New York: Springer-Verlag, 2006. https://doi.org/10.1007/0-387-28815-5. https://www.mathematicaguidebooks.org/.

Referenced on Wolfram|Alpha

Christoffel-Darboux Identity

Cite this as:

Weisstein, Eric W. "Christoffel-Darboux Identity." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Christoffel-DarbouxIdentity.html

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