Difference between revisions of "Laguerre polynomials"
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''Chebyshev–Laguerre polynomials'' | ''Chebyshev–Laguerre polynomials'' | ||
− | Polynomials that are orthogonal on the interval | + | Polynomials that are orthogonal on the interval $ ( 0 , \infty ) $ |
+ | with weight function $ \phi ( x) = x ^ \alpha e ^ {-} x $, | ||
+ | where $ \alpha > - 1 $. | ||
+ | The standardized Laguerre polynomials are defined by the formula | ||
− | + | $$ | |
+ | L _ {n} ^ \alpha ( x) = \ | ||
+ | |||
+ | \frac{x ^ {- \alpha } e ^ {x} }{n!} | ||
+ | |||
+ | \frac{d ^ {n} }{dx ^ {n} } | ||
+ | ( x ^ {\alpha + n } e ^ {-} x ) ,\ \ | ||
+ | n = 0 , 1 , . . . . | ||
+ | $$ | ||
Their representation by means of the [[Gamma-function|gamma-function]] is | Their representation by means of the [[Gamma-function|gamma-function]] is | ||
− | + | $$ | |
+ | L _ {n} ^ \alpha ( x) = \ | ||
+ | \sum _ { k= } 0 ^ { n } | ||
+ | |||
+ | \frac{\Gamma ( \alpha + n + 1 ) }{\Gamma ( \alpha + k + 1 ) } | ||
+ | |||
+ | \frac{( - x ) ^ {k} }{k ! ( n - k ) ! } | ||
+ | . | ||
+ | $$ | ||
In applications the most important formulas are: | In applications the most important formulas are: | ||
− | + | $$ | |
+ | ( n + 1 ) L _ {n+} 1 ^ \alpha ( x) = \ | ||
+ | ( \alpha + 2n + 1 - x ) L _ {n} ^ \alpha ( x) | ||
+ | - ( \alpha + n ) L _ {n-} 1 ^ \alpha ( x) , | ||
+ | $$ | ||
− | + | $$ | |
+ | x L _ {n-} 1 ^ {\alpha + 1 } ( x) = ( n + \alpha | ||
+ | ) L _ {n-} 1 ^ \alpha ( x) - n L _ {n} ^ \alpha ( x) , | ||
+ | $$ | ||
− | + | $$ | |
+ | ( L _ {n} ^ \alpha ( x) ) ^ \prime = - L _ {n-} 1 ^ {\alpha + 1 } ( x) . | ||
+ | $$ | ||
− | The polynomial | + | The polynomial $ L _ {n} ^ \alpha ( x) $ |
+ | satisfies the differential equation (Laguerre equation) | ||
− | + | $$ | |
+ | x y ^ {\prime\prime} + ( \alpha - x + 1 ) y ^ \prime + | ||
+ | n y = 0 ,\ n = 1 , 2 , . . . . | ||
+ | $$ | ||
The generating function of the Laguerre polynomials has the form | The generating function of the Laguerre polynomials has the form | ||
− | + | $$ | |
+ | |||
+ | \frac{e ^ {- x t / ( 1 - t ) } }{( 1 - t ) ^ {\alpha + 1 } } | ||
+ | = \ | ||
+ | \sum _ { n= } 0 ^ \infty | ||
+ | L _ {n} ^ \alpha ( x) t ^ {n} . | ||
+ | $$ | ||
The orthonormal Laguerre polynomials can be expressed in terms of the standardized polynomials as follows: | The orthonormal Laguerre polynomials can be expressed in terms of the standardized polynomials as follows: | ||
− | + | $$ | |
+ | \widehat{L} {} _ {n} ^ \alpha ( x) = (- 1) ^ {n} | ||
+ | L _ {n} ^ \alpha ( x) | ||
+ | \sqrt { | ||
+ | \frac{\Gamma ( n + 1 ) }{\Gamma ( \alpha + n + 1 ) } | ||
+ | } . | ||
+ | $$ | ||
− | The set of all Laguerre polynomials is dense in the space of functions whose square is integrable with weight | + | The set of all Laguerre polynomials is dense in the space of functions whose square is integrable with weight $ \phi ( x) $ |
+ | on the interval $ ( 0 , \infty ) $. | ||
− | Laguerre polynomials are most frequently used under the condition | + | Laguerre polynomials are most frequently used under the condition $ \alpha = 0 $; |
+ | these were investigated by E. Laguerre [[#References|[1]]], and are denoted in this case by $ L _ {n} ( x) $( | ||
+ | in contrast to them, the $ L _ {n} ^ \alpha ( x) $ | ||
+ | are sometimes known as generalized Laguerre polynomials). The first few Laguerre polynomials $ L _ {n} ( x) $ | ||
+ | have the form | ||
− | + | $$ | |
+ | L _ {0} ( x) = 1 ,\ L _ {1} ( x) = 1 - x , | ||
+ | $$ | ||
− | + | $$ | |
+ | L _ {2} ( x) = 1 - 2 x + | ||
+ | \frac{x ^ {2} }{2} | ||
+ | , | ||
+ | $$ | ||
− | + | $$ | |
+ | L _ {3} ( x) = 1 - 3 x + | ||
+ | \frac{3 x ^ {2} }{2} | ||
+ | - | ||
+ | \frac{x ^ {3} }{6} | ||
+ | , | ||
+ | $$ | ||
− | + | $$ | |
+ | L _ {4} ( x) = 1 - 4 x + 3 x ^ {2} - | ||
+ | \frac{2 x ^ {3} }{3} | ||
+ | + | ||
+ | \frac{x ^ {4} }{24} | ||
+ | . | ||
+ | $$ | ||
− | The Laguerre polynomial | + | The Laguerre polynomial $ L _ {n} ^ \alpha ( x) $ |
+ | is sometimes denoted by $ L _ {n} ( x ; \alpha ) $. | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> E. Laguerre, "Sur le transformations des fonctions elliptiques" ''Bull. Soc. Math. France'' , '''6''' (1878) pp. 72–78</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> V.A. Steklov, ''Izv. Imp. Akad. Nauk.'' , '''10''' (1916) pp. 633–642</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> G. Szegö, "Orthogonal polynomials" , Amer. Math. Soc. (1975)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> P.K. Suetin, "Classical orthogonal polynomials" , Moscow (1979) (In Russian)</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> E. Laguerre, "Sur le transformations des fonctions elliptiques" ''Bull. Soc. Math. France'' , '''6''' (1878) pp. 72–78</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> V.A. Steklov, ''Izv. Imp. Akad. Nauk.'' , '''10''' (1916) pp. 633–642</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> G. Szegö, "Orthogonal polynomials" , Amer. Math. Soc. (1975)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> P.K. Suetin, "Classical orthogonal polynomials" , Moscow (1979) (In Russian)</TD></TR></table> | ||
− | |||
− | |||
====Comments==== | ====Comments==== |
Revision as of 22:15, 5 June 2020
Chebyshev–Laguerre polynomials
Polynomials that are orthogonal on the interval $ ( 0 , \infty ) $ with weight function $ \phi ( x) = x ^ \alpha e ^ {-} x $, where $ \alpha > - 1 $. The standardized Laguerre polynomials are defined by the formula
$$ L _ {n} ^ \alpha ( x) = \ \frac{x ^ {- \alpha } e ^ {x} }{n!} \frac{d ^ {n} }{dx ^ {n} } ( x ^ {\alpha + n } e ^ {-} x ) ,\ \ n = 0 , 1 , . . . . $$
Their representation by means of the gamma-function is
$$ L _ {n} ^ \alpha ( x) = \ \sum _ { k= } 0 ^ { n } \frac{\Gamma ( \alpha + n + 1 ) }{\Gamma ( \alpha + k + 1 ) } \frac{( - x ) ^ {k} }{k ! ( n - k ) ! } . $$
In applications the most important formulas are:
$$ ( n + 1 ) L _ {n+} 1 ^ \alpha ( x) = \ ( \alpha + 2n + 1 - x ) L _ {n} ^ \alpha ( x) - ( \alpha + n ) L _ {n-} 1 ^ \alpha ( x) , $$
$$ x L _ {n-} 1 ^ {\alpha + 1 } ( x) = ( n + \alpha ) L _ {n-} 1 ^ \alpha ( x) - n L _ {n} ^ \alpha ( x) , $$
$$ ( L _ {n} ^ \alpha ( x) ) ^ \prime = - L _ {n-} 1 ^ {\alpha + 1 } ( x) . $$
The polynomial $ L _ {n} ^ \alpha ( x) $ satisfies the differential equation (Laguerre equation)
$$ x y ^ {\prime\prime} + ( \alpha - x + 1 ) y ^ \prime + n y = 0 ,\ n = 1 , 2 , . . . . $$
The generating function of the Laguerre polynomials has the form
$$ \frac{e ^ {- x t / ( 1 - t ) } }{( 1 - t ) ^ {\alpha + 1 } } = \ \sum _ { n= } 0 ^ \infty L _ {n} ^ \alpha ( x) t ^ {n} . $$
The orthonormal Laguerre polynomials can be expressed in terms of the standardized polynomials as follows:
$$ \widehat{L} {} _ {n} ^ \alpha ( x) = (- 1) ^ {n} L _ {n} ^ \alpha ( x) \sqrt { \frac{\Gamma ( n + 1 ) }{\Gamma ( \alpha + n + 1 ) } } . $$
The set of all Laguerre polynomials is dense in the space of functions whose square is integrable with weight $ \phi ( x) $ on the interval $ ( 0 , \infty ) $.
Laguerre polynomials are most frequently used under the condition $ \alpha = 0 $; these were investigated by E. Laguerre [1], and are denoted in this case by $ L _ {n} ( x) $( in contrast to them, the $ L _ {n} ^ \alpha ( x) $ are sometimes known as generalized Laguerre polynomials). The first few Laguerre polynomials $ L _ {n} ( x) $ have the form
$$ L _ {0} ( x) = 1 ,\ L _ {1} ( x) = 1 - x , $$
$$ L _ {2} ( x) = 1 - 2 x + \frac{x ^ {2} }{2} , $$
$$ L _ {3} ( x) = 1 - 3 x + \frac{3 x ^ {2} }{2} - \frac{x ^ {3} }{6} , $$
$$ L _ {4} ( x) = 1 - 4 x + 3 x ^ {2} - \frac{2 x ^ {3} }{3} + \frac{x ^ {4} }{24} . $$
The Laguerre polynomial $ L _ {n} ^ \alpha ( x) $ is sometimes denoted by $ L _ {n} ( x ; \alpha ) $.
References
[1] | E. Laguerre, "Sur le transformations des fonctions elliptiques" Bull. Soc. Math. France , 6 (1878) pp. 72–78 |
[2] | V.A. Steklov, Izv. Imp. Akad. Nauk. , 10 (1916) pp. 633–642 |
[3] | G. Szegö, "Orthogonal polynomials" , Amer. Math. Soc. (1975) |
[4] | P.K. Suetin, "Classical orthogonal polynomials" , Moscow (1979) (In Russian) |
Comments
Laguerre polynomials can be written as confluent hypergeometric functions (cf. Confluent hypergeometric function) and belong to the classical orthogonal polynomials. They have a close connection with the Heisenberg representation: as matrix elements of irreducible representations and as spherical functions on certain Gel'fand pairs (cf. Gel'fand representation) associated with the Heisenberg group. See the references given in [a1], Chapt. 1, §9.
References
[a1] | G.B. Folland, "Harmonic analysis in phase space" , Princeton Univ. Press (1989) |
Laguerre polynomials. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Laguerre_polynomials&oldid=17042