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Orthogonal polynomials ou o B w x I4,4 yay Chek
4 GI I
YCH I4264 x x I43Gt N Z x't X Io
To find an orthogonal family of polynomials or Eaib w
r b w we can use a linear transformation
b a x ta then the resultingpolynomials are orthogonal onGib
Fa Gib El I these polynomials are called Legendre polynomials
Y I These are scaled
H siennaCould Sealethem
such that
The giver f Cab IR there 114ill Ice da
exists a unique polynomialRER thenthey would besuch that orthonormal
Hfpullz min Hf91kohCPu
Phoefi Yo 4h family of orthogonalpolynomials andwe
normalisethem guy 48114yd 1 01 in
Every q cPu is of the form qlxkfbo4CAT tbhYukBie IR
Goal choose Bi such that on mimmies Hf ohh overall REPDefine ECG ibn If q f q f oh
the 25ha Lanelift 2 picky t fBsBuGn4D
riZuo Ba Chas 5tMk okhq
Minimum will be attained for indepsofpsi
Bg Cf xD jeo in
RCA pothole t t Bfydx is the uniqueminimize
Thin ThePu is the best ft polynomial forD
f Cab IR if and only if f pin is orthogonal to
everydhePu i e f ph q D for all
IFFP
P
Practical computationof ph for giver fyo en orthogonal 4g iffy Bj Chula
pulxk BoyG t it Bn4hCx
p4Gy
t t Ba k1144711
go4 G t 1 JonYuk
8s Shaggy Hid a o inLazier
Examples Beat fit polynomial in 12 of f x ex overo D with wkle I
4 Gl l
i E 9ir f eI de
to Ge
k 210 e 570G Ifk
Pdx e l t 18 Ge x E t 210 e 570 tf
loNumerical integration quadrature
f a b IR continuous diffable
wetflak w x O
Newton Ghs allowed to compute integralsexactly forpolynomialsup to degree n i we fixed nodes to as being uniform
In Gauss quadrature we allow thosepoints to change and
hope to find more accurate rules
wklflxtde E.tw Skiµ fquadrahmudes
weights
we assume to be determined Xo in and instead ofLagrange interpelation let us try Hermite interpolation
Parti EgotthG fkn tEKaCx fkxuHermite interpolationof f using
Hu xj 1 if heyMdb Xo a
else HIGH O
Kala's o Kiley l k j0 else
fabwcxtfklden fawklpznticxlde
Zflxnlfbh.CHHdx1det fYxuawHkuk
we don't want to involve flag Wh K
so can we find quadraturepoints such that Yeo heon h
n l Genus points integrate polynomials
q to b up todegree Intl exactly
me 2 Y tb comparedtoNewton Coles whenca is n anti