Rodrigues Formula and Orthogonality

Jeannette Van Iseghem Universit des Sciences et Technologies de Lille U.F.R de Mathmatiques 59655 Villeneuve d'Ascq cedex

Abstract : The aim of this paper is to give a direct proof of the following result : if a family Pn is de ned by a Rodrigues formula, it is an orthogonal family, i.e. it satis es a three terms recurrence relation. A direct proof is also given of the fact that the Pn satisfy the di erential recurrence relation, often called structure relation.
Precisely, a family is said to be de ned by the Rodrigues formula in the following situation ; there exist a function , two polynomials ; of degree respectively 2 and 1 and constants Kn such that D( ) = ; Pn(x) (x) = KnDn ( n (x)); n 0: The orthogonal caracter of the family is a consequence, unknown as far as the author knows, of a lemma of Nikiforov and Uvarov ( 3] p 14). The result is opposite to a common opinion, summarized for example by Rasala ( 4]). So, the Rodrigues formula is a caracterisation of the classical orthogonal polynomials. One of the advantage of this caracterisation is 0for example, to prove that the classical caracter is preserved by any change of variable x = ax + b, for complex number a and b, and only by these ones. A direct proof is also given for the equivalence between the classical orthgonality de ned through the structure relation and the Rodrigues formula.

From Rodrigues formula to orthogonality Theorem. If the (Pn ) satisfy the Rodrigues formula

(x)Pn (x) = 1=n!Dn ( n (x) (x)) d0 2; d0 1; where D( ) = , being holomorphic in a neighbourhood of zero, then they satisfy a three terms recurrence relation and so, are orthogonal. The proof follows the idea of 3], already quoted. The proof is done, using the integral equivalent of the Rodrigues formula. 1 Z n(s) (s) ds; Pn(z) (z) = 2i n+1 C (s ? z ) where C is a closed Jordan curve containing z, in the interior of which n is holomorphic. P We are looking for three functions A1 ; A2 ; A3 such that 3=1 Ai Pn?2+i = 0 i
3 X
i=1

Ai Pn?2+i =

Z C

s) (s) P (s)ds: (s ? z)n+2

n?1 (

2 This expression is zero, in particular if there exists a polynomial Q such that

s) (s) P (s) = d n(s) (s) Q(s) (s ? z)n+2 ds (s ? z)n+1

Identifying both sides, and taking in account that D( ) = , it follows

n?1 (

P (s) = A1 (s ? z)2 + A2 (s)(s ? z) + A3 2 (s) ? = (s ? z)( + (n ? 1) 0 ) ? (n + 1) Q(s) + (s ? z) (s)Q0 (s)

which proves that P is of degree 4 (2 if is of degree 1), so Q must be of degree 2 (0 if 00 = 0). Taking the Taylor expansion of all the polynomials in powers of X = s ? z , and identifying the powers of X k ; k = 0; 4 in the previous equation, a linear system follows. The notations are summarized rst X =s?z + (n ? 1) 0 = n?1(s) = 0 + 1X (s) = 0 + 1 X + 2 X 2 P (s) = A1 X 2 + A2X ( 0 + 1 X + 2 X 2 ) + A3 ( 0 + 1 X + 2X 2 )2 Q(s) = q0 + q1 X + q2 X 2: So the following system, with respect to the unknowns A1 ; A2 ; A3 ; q0; q1 ; q2 is now obtained
2 A3 0 = ?(n + 1) 0 q0 A2 0 + 2 0 1 A3 = q0( 0 ? (n + 1) 1 ) ? nq1 0 2 A1 + A2 1 + A3( 1 + 2 0 2 ) = q0( 1 ? (n + 1) 2 ) + q1 ( 0 ? n 1 ) ? (n ? 1) 0 q2 A2 2 + 2 1 2 A3 = q1( 1 ? n 2 ) + q2( 0 ? (n ? 1) 1 ) 2 A3 2 = q2( 1 ? (n ? 1) 2 )

The system always has solutions, so there exist A1; A2 ; A3 such that A1 Pn?1 + A2Pn + A3 Pn+1 = 0: It remains to prove that the functions Ai (z) are polynomials in z of the right degree. The system is now solved. One of the unknowns can be de ned arbitrarily, so A3 is taken as n + 1. It follows that q0 = ? 0 . The system is rst solved, taking q1 ; q2 as parameters, all the functions being functions of z only.
8( > > > > > < ( > > > > > :

A1 = 0 1 ? 0( 1 + (n + 1) 2 ) + q1 0 ? (n ? 1) 0 q2 A2 = ?( 0 + (n + 1) 1 ) ? nq1 q1 1 + q2 ( 0 ? (n ? 1) 1 ) = ?( 0 ? (n + 1) 1 ) 2 2 q2( 1 ? (n ? 1) 2 ) = (n + 1) 2

3 Coming back to the polynomials similarly 0 = + (n ? 1) 0 , 1 = 8 > A1 = 0 ( + (n ? 1) 0 ) ? > > <

> > > :

A2 = ?( + 2n 0 ) ? nq1 A3 = n + 1 8 0 00 0 00 > q1 ( + (n ? 1) ) + q2 = ?( ? 2 ) =2 > > < q ( 0 + n ? 1 00 ) = n + 1 002 > 2 2 4 > > : q0 = ? A3 and q2 are constants, A2 and q1 are polynomials of degree 1, A1 and q0 are polynomials of degree 2. It remains to prove that A1 is in fact a constant. If 00 = 0, then, from the de nition of Q or from the system, q1; q2 are zero, and directly A1 is a polynomial whose derivative is zero, so is constant. Let us suppose now that 00 6= 0, from the fth equation of the system, then 0 + n?1 00 6= 0. 2 0 + (n ? 1) 00 = 0, then equations 3 and 5 of the system become First if A1 = ? n + 1 00 ? (n ? 1) q2 2 002 ? n ? 1 00 q2 = (n + 1) 4 ; 2 so, A1 = 0. The family (Pn ) is orthogonal, but degenerated. 0 Now, if 0 + (n ? 1) 00 6= 0, thanks to equation 4 of the system, q1 then q1 and q2 are 01 succesively replaced in the expression of A 00 0 A01 = ? n + 1 00 0 + ( + (n ? 1) 0 )( 00 + q1) ? 2 + 0 00 ? ( + (n ? 1) 0 )q2 2 ! 00 ? 002 + 0q2 ? q = ( + (n ? 1) 0 ) 2 ? 2 0 + (n ? 1) 00 2
0 00

? ( 0 + 3n2 1 00 ) + q1 ( + (n ? 1) 0 ) ? (n ? 1) q2

and , = (z), 1 = 0 (z), = 00 (z)=2, and 0 + (n ? 1) 0 00 . Finally, the system is2written as

0 2 00 00 00 = ( + (n ? 1) 0 ) 2 1 ? 0 + (? ? 1) 00 ? 0 (n (+ 1) 1) 00 n + n? =0 In any case, the Pn satisfy a recurrence relation ( (n + 1)Pn+1 = ?A2Pn ? A1 Pn?1; n 1; d0A2 = 1; d0A1 = 0 : P0 = 1; P1 = and, so form an orthogonal family. If there exists an integer n such that 0 + (n ? 1) 00 = 0, then the orthogonality is with respect to a degenerate functional, but it is not proved it is the only degenerate case.

From Rodrigues formula to the structure relation

Now, if the polynomials are de ned by a Rodrigues formula, they are orthogonal, and it is possible to prove directly, what can be called the algebraic caracterization of the classical orthogonal polynomials. First the "algebraic" caracterization of the classical orthogonal polynomials (see P.Maroni 1], 2] for a complete study) is recalled ( it can also be found in a review done for a universitary course J.VI]) Theorem If (Pn ) is orthogonal with respect to c, and if the sequence of the derivatives 0 (Pn )n is orthogonal with respect to c, then the following recurrence relations are satis ed ~ (R)
(

(R1) Pn+1 = (x ? n)Pn ? nPn?1 n 1 0 (R2) Pn = an Pn+1 + bn Pn + cnPn?1 n 1

polynomial of d 2

0 The converse is true : If the polynomials Pn and Pn satisfy the relations (R), then they form two orthogonal families. Now, let us give the following direct proof Theorem If a sequence (Pn) satis es the Rodrigues formula, then it satis es the recurrence relations (R). From the previous theorem, the polynomials are orthogonal. For sake of simplicity, we consider the polynomials de ned by the Rodrigues formula and normalized by Pn( ) (x) = Dn (n ): Pn+1 is expanded in two ways

If 00 = 0, i.e. if is of degree less than two, the second relation is the requested relation (R2 ). In the other cases, the last term is eliminated between the two relations and the relation (R2 ) (valid in all cases) is then obtained 0 (P10 + n ") Pn = (Pn+1 ? (P1 + n 0 )Pn)(P10 + n ? 1 ") 2 As a remark, if d0 = 0, the rst relation is the three terms relation (R1 ), and then (R2 ) 0 is reduced to Pn = nP10 Pn?1.

Dn+1 ( n+1 ) = Dn (D( n )) = Dn ( n (P1 + n 0 )) = (P1 + n 0 )Dn ( n ) + n(P10 + n 00 )Dn?1 ( n ) = Dn+1 ( n ) + (n + 1) 0 Dn ( n ) + n(n2+ 1) Dn?1 ( In terms of the polynomials, it follows Pn+1 = (P1 + n 0 ) Pn + n(P10 + n ")Dn?1 ( n ) 0 = Pn + (P1 + n 0 ) Pn + n(n2+ 1) 00 Dn?1 ( n )

):

5 This ends the proof that the Rodrigues formula is caracteristic not only of the classical caracter, but more basicaly, of the orthogonal and classical properties of the family Pn : orthogonality of the derivatives, di erential equation, three terms relation and structure relation.

References

1] P.Maroni Prolgomnes l'tude des polynmes orthogonaux semi-classiques. Ann. Mat. pura e appl.149(4) 1987 165-184. 2] P.Maroni Variations autour des polynmes orthogonaux classiques. C.R. Acad. Sci. Paris. 313, I(1991), 209-212. 3] A.F.Nikiforov, V.B.Uvarov Special functions of Mathematical Physics. Birkhaser. Basel-Boston. 4] R.Rasala The Rodrigues Formula and Polynomial Di erential Operators. J. Math. Anal. and Appl. 84. 443-481 (1981). 5] J. Van Iseghem Orthogonal Polynomials and Rational Approximation. To appear.