4.I.8D

Numerical Analysis | Part IB, 2008

Show that the Chebyshev polynomials, Tn(x)=cos(ncos1x),n=0,1,2,T_{n}(x)=\cos \left(n \cos ^{-1} x\right), n=0,1,2, \ldots obey the orthogonality relation

11Tn(x)Tm(x)1x2dx=π2δn,m(1+δn,0)\int_{-1}^{1} \frac{T_{n}(x) T_{m}(x)}{\sqrt{1-x^{2}}} d x=\frac{\pi}{2} \delta_{n, m}\left(1+\delta_{n, 0}\right)

State briefly how an optimal choice of the parameters ak,xk,k=1,2na_{k}, x_{k}, k=1,2 \ldots n is made in the Gaussian quadrature formula

11f(x)1x2dxk=1nakf(xk)\int_{-1}^{1} \frac{f(x)}{\sqrt{1-x^{2}}} d x \sim \sum_{k=1}^{n} a_{k} f\left(x_{k}\right)

Find these parameters for the case n=3n=3.

Typos? Please submit corrections to this page on GitHub.