MATH36022 Numerical Analysis 2 Approximation of Functions – Week 3 Exercises

1. Show that the Chebyshev polynomials are orthogonal on $(-1,1)$ with respect to the weight function $(1-x^2{)}^{-1/2}$.
   Ans: $T_n(x)=\cos (n\arccos x)$
   $${\int }_{-1}^1{T}_n(x)T_m(x)(1-x^2{)}^{-1/2}\text{d}x$$$$={\int }_{\pi }^0\cos n\theta \cos m\theta \frac{1}{\sin \theta }\text{d}\cos \theta$$$$={\int }_0^{\pi }\cos n\theta \cos m\theta \text{d}\theta$$ = ∫ 0 π cos ⁡ n θ cos ⁡ m θ d θ