3.II.19F

Numerical Analysis | Part IB, 2007

Prove that the monic polynomials Qn,n0Q_{n}, n \geq 0, orthogonal with respect to a given weight function w(x)>0w(x)>0 on [a,b][a, b], satisfy the three-term recurrence relation

Qn+1(x)=(xan)Qn(x)bnQn1(x),n0Q_{n+1}(x)=\left(x-a_{n}\right) Q_{n}(x)-b_{n} Q_{n-1}(x), \quad n \geq 0

where Q1(x)0,Q0(x)1Q_{-1}(x) \equiv 0, Q_{0}(x) \equiv 1. Express the values ana_{n} and bnb_{n} in terms of QnQ_{n} and Qn1Q_{n-1} and show that bn>0b_{n}>0.

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