Chapter 7

Laguerre Polynomials

by

Sandip Banerjee

Department of Mathematics
Indian Institute of Technology Roorkee
Roorkee 247667, Uttarakhand.
E-mail: sandipbanerjea@gmail.com
Module 2: Recurrence relations and Orthogonal
property of Laguerre polynomials.

1. Recurrence Relation
In trying to find a formula for some mathematical sequence, a common inter-
mediate step is to find the nth term, not as a function of n, but in terms of
earlier terms of the sequence. Such relations are called recurrence relations.
In mathematics, a recurrence relation is an equation that recursively defines a
sequence or multidimensional array of values.

Recurrence Relation I: (n + 1)Ln+1 (x) = (2n + 1 − x)Ln (x) −

nLn−1 (x).
Proof: The generating function of Laguerre polynomial gives
∞
X exp{−xt/(1 − t)}
Ln (x)tn =
n=0
1−t

We differentiate both sides with respect to t to obtain

∞
X 1 −xt 1 −xt x
Ln (x).ntn−1 = e 1−t − × e 1−t ×
n=0
(1 − t)2 1−t (1 − t)2
∞ ∞
1 X x X
= Ln (x)tn − Ln (x)tn
1 − t n=0 (1 − t)2 n=0

Multiplying both sides by (1 − t)2 and simplifying, we obtain

∞
X ∞
X ∞
X ∞
X
nLn (x)tn−1 − 2 nLn (x)tn + nLn (x)tn+1 = Ln (x)tn
n=0 n=0 n=0 n=0
X∞ X∞
− Ln (x)tn+1 − x Ln (x)tn (1)
n=0 n=0

We now equate the coefficients of tn from both sides in (1) to get

(n + 1)Ln+1 (x) − 2nLn (x) + (n − 1)Ln−1 (x) = Ln (x) − Ln−1 (x) − xLn (x)

⇒ (n + 1)Ln+1 (x) = (2n + 1 − x)Ln (x) − nLn−1 (x)

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 ′
Recurrence Relation II: xLn (x) = nLn (x) − nLn−1 (x).
Proof: The generating function of Laguerre polynomial gives
∞
X exp{−xt/(1 − t)}
Ln (x)tn = (2)
n=0
1−t

We now differentiate both sides of (2) with respect to x, to obtain

∞    
X ′
n 1 xt −t
Ln (x)t = .exp − .
n=0
1−t 1−t 1−t
∞ ∞
X ′ −t X
Ln (x)tn = Ln (x)tn , (by (2)
n=0
1 − t n=0

∞ ∞
X ′ X
(1 − t) Ln (x)tn = −t Ln (x)tn
n=0 n=0
∞ ∞ ∞
X ′ X ′ X
Ln (x)tn − Ln (x)tn+1 = Ln (x)tn+1 (3)
n=0 n=0 n=0

Equating the coefficients of tn from both sides, (3) gives

′ ′
Ln (x) − Ln−1 (x) = −Ln−1 (x)
′ ′
⇒ Ln−1 (x) = Ln (x) + Ln−1 (x) (4)
′ ′
⇒ Ln (x) = Ln+1 (x) + Ln (x) (replacing n by n+1)
′ ′
⇒ Ln+1 (x) = Ln (x) − Ln (x) (5)

Recurrence Relation I:

(n + 1)Ln+1 (x) = (2n + 1 − x)Ln (x) − nLn−1 (x) (6)

We differentiate (6) with respect to x to obtain

′ ′ ′
(n + 1)Ln+1 (x) = (2n + 1 − x)Ln (x) − Ln (x) − nLn−1 (x) (7)
′ ′
Substituting the values of Ln−1 (x) and Ln+1 (x) from (4) and (5) in (7), we get
′ ′ ′
(n + 1)[Ln (x) − Ln (x)] = (2n + 1 − x)Ln (x) − Ln (x) − n[Ln (x) + Ln−1 (x)]
′
xLn (x) = nLn (x) − nLn−1 (x), (on simplification)

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 ′ Pn−1
Example 1. Show that Ln (x) = − r=0 Lr (x).

Solution The generating function of Laguerre polynomial gives

∞
X exp{−xt/(1 − t)}
Ln (x)tn = (8)
n=0
1−t

We differentiate both sides of (8) with respect to x to obtain

∞    
X ′ 1 xt −t
Ln (x)tn = .exp − .
n=0
1−t 1−t 1−t
 X∞ ∞
−t X
⇒ Lr (x)tr = −t(1 − t)−1 Lr (x)tr (using (8)).
1 − t r=0 r=0

∞
X ∞
X
= −t ts Lr (x)tr , (by binomial expansion)
s=0 r=0

∞ ∞ X
∞
X ′ X
⇒ Ln (x)tn = − Lr (x)tr+s+1 (9)
n=0 r=0 s=0
′
It is clearly seen that the coefficient of tn on the left hand side of (9) is Ln (x).
To obtain the coefficients of tn on right hand side of (9), we put r + s + 1 = n
so that s = n − r − 1. Now, for a fixed value of r, the coefficient of tn on right
hand side of (9) is −Lr (x). Since, s ≥ 0 ⇒ n − r − 1 ≥ 0 ⇒ r ≤ n − 1, the
all possible values of r are 0,1,2,...,n-1. For all these values of r, −Lr (x) is the
coefficient of tn . Therefore, the total coefficients of tn on right hand side of (9)
is given by
n−1
X
− Lr (x)
r=0

Thus, equating the coefficients of tn from both sides of (9), we get

n−1
′ X
Ln (x) = − Lr (x)
r=0

Example 2. Using
∞ n  
X t 1 −tx
Ln (x) = exp ,
n=0
n! 1−t 1−t

show that
′
h ′ i
(i) Ln (x) = n Ln−1 (x) − Ln−1 (x)
′
(ii) xLn (x) = nLn (x) − n2 Ln−1 (x)

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 Solution (i): We have
∞ n
X t 1 −tx
Ln (x) = e 1−t (10)
n=0
n! 1 − t
We differentiate both sides of (10) with respect to x, to obtain
∞ n  
X t ′ 1 −tx t
L (x) = e 1−t −
n=0
n! n 1−t 1−t

∞ n ∞
X t ′ t X tn
L (x) = − Ln (x), (using (10))
n=0
n! n 1 − t n=0 n!
∞ n ∞ n
X t ′ X t
⇒ (1 − t) L (x) = = −t Ln (x)
n=0
n! n n=0
n!
∞ n ∞ n+1 ∞ n+1
X t ′ X t ′ X t
⇒ L (x) = Ln (x) − Ln (x)
n=0
n! n n=0
n! n=0
n!

∞ n ∞ n+1 ∞ n+1
X t ′ X t ′ X t
⇒ L (x) = Ln (x) − Ln (x) (11)
n=0
n! n n=0
n! n=0
n!
Equating the coefficients of tn on both sides of (11), we have
1 ′ 1 ′ 1
L (x) = L (x) − Ln−1 (x)
n! n (n − 1)! n−1 (n − 1)!
′
h ′ i
⇒ Ln (x) = n Ln−1 (x) − Ln−1 (x)

Solution (ii): Recurrence relation I:

Ln+1 (x) = (2n + 1 − x)Ln (x) − nLn−1 (x) (12)

We differentiate both sides of (12) with respect to x, to obtain
′ ′ ′
Ln+1 (x) = (2n + 1 − x)Ln (x) − Ln (x) − nLn−1 (x) (13)
′
h ′
i
Already proved in (i) Ln (x) = n Ln−1 (x) − Ln−1 (x) (14)
′
h ′ i
⇒ Ln+1 (x) = (n + 1) Ln (x) − Ln (x) (15)
(replacing n by n+1)
Again, from (14), we get
′ ′
nLn−1 (x) = Ln (x) + nLn−1 (x) (16)
Using (15) and (16), (13) reduces to
h ′ i ′
h ′ i
(n + 1) Ln (x) − Ln (x) = (2n + 1 − x)Ln (x) − Ln (x) − n Ln (x) + nLn−1 (x)
′
xLn (x) = nLn (x) − n2 Ln−1 (x) (on simplification)

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2. Orthogonality properties of Laguerre polyno-
mials.
If Lm (x) and Ln (x) are Laguerre’s polynomials (m,n being positive integers),
then,
Z ∞
e−x Ln (x)Lm (x) dx = δmn
0

where 
0 m6=n
δmn =
1 m=n
Proof: The generating function for Laguerre’s polynomial gives
n o
xt
X∞ exp − 1−t
Ln (x)tn =
n=0
1−t
n o
xs
X∞ exp − 1−s
Lm (x)sm =
m=0
1−s
∞ X
∞
X e−x{t/(1−t)+s/(1−s)}
⇒ Ln (x)Lm (x)tn sm = (17)
n=0 m=0
(1 − t)(1 − s)

We now multiply both sides of (17) by e−x and integrate both sides from 0 to
∞ with respect to x, which gives
∞ X
X ∞ Z ∞ 
e Ln (x)Lm (x) dx tn sm
−x

n=0 m=0 0
∞
1
Z
= e−x{1+t/(1−t)+s/(1−s)} dx
(1 − t)(1 − s) 0
 e−x{1+t/(1−t)+s/(1−s)} ∞
 
1
=
 
t s
(1 − t)(1 − s)  −{1 + 1−t + 1−s } 
 
0
1 1 1
= . t s =
(1 − t)(1 − s) 1 + 1−t + 1−s
1 − st
∞
X
= (1 − st)−1 = 1 + st + (st)2 + (st)3 + ... = s n tn
n=0

∞ X
X ∞ Z ∞  ∞
X
−x
Therefore, e Ln (x)Lm (x) dx tn sm = s n tn (18)
n=0 m=0 0 n=0

When m 6= n, equating coefficients of tn sm on both sides of (18) gives

Z ∞
e−x Ln (x)Lm (x) dx = 0.
0

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When m = n, equating coefficients of tn sn from both sides of (18) gives
Z ∞
e−x [Ln (x)]2 dx = 1
0

Combining we get
Z ∞
e−x Ln (x)Lm (x) dx = δmn
0

where 
0 m6=n
δmn =
1 m=n

R∞
Example 3. Prove that x
e−y Ln (y) dy = e−x [Ln (x) − Ln−1 (x)].

Solution: We integrate the given integral by parts, taking e−y as second

function.
Z ∞ Z ∞
′
e−y Ln (y) dy = [−e−y Ln (y)]∞
x − (−e−y )Ln (y) dy
x
Z ∞ x
′
−x
= e Ln (x) + (e−y )Ln (y) dy
x
′ Pn−1
Using the property Ln (y) = − r=0 Lr (y), we get,
n−1
( )
Z ∞ Z ∞ X
−y −x −y
e Ln (y) dy = e Ln (x) + (e ) − Lr (y) dy
x x r=0
n−1
XZ ∞
= e−x Ln (x) − e−y Lr (y) dy
r=0 x
Z ∞ n−1
XZ ∞
e−y Ln (y) dy + e−y Lr (y) dy = e−x Ln (x) (19)
x r=0 x
n Z
X ∞
⇒ e−y Lr (y) dy = e−x Ln (x) (20)
r=0 x

Subtracting (19) from (20), we get

n Z
X ∞ Z ∞ n−1
XZ ∞
−y −y
e Lr (y) dy − e Ln (y) dy − e−y Lr (y) dy = 0
r=0 x x r=0 x
Z ∞ n Z
X ∞ n−1
XZ ∞
⇒ e−y Ln (y) dy = e−y Lr (y) dy − e−y Lr (y) dy
x r=0 x r=0 x

= e−x Ln (x) − e−x Ln−1 (x) (using 20)

= e−x [Ln (x) − Ln−1 (x)]