Lecture NO.13

Importance of orthogonal polynomials
Some Important Orthogonal Polynomials

Function Approximation using Jacobi Polynomials
Exercise
Orthogonal Polynomials
Department of Mathematics and Statistics

Virtual University of Pakistan, Lahore, Pakistan.
imrantalib@vu.edu.pk
Imran Talib VU Lecture NO.13 1

Exercise
Outline
1 Importance of orthogonal polynomials
Orthogonal Functions
Orthonormal Functions
Orthonormal Polynomials
Properties of Orthogonal Polynomials
2 Some Important Orthogonal Polynomials
Orthogonal Shifted Jacobi Polynomials
Exercise
Weight function
Exercise
Orthogonality Condition
Exercise
3 Function Approximation using Jacobi Polynomials
(α,β)
MATLAB code to determine the constant factor RT ,j , j = 0, 1, 2, ..., n, ...
Exercise
MATLAB code to determine the series coefficients Ci , i = 0, 1, 2, ...
4 Imran Talib VU Lecture NO.13 2
Exercise
Outline
Exercise
Weight function
Exercise
Exercise
(α,β)
Exercise
Exercise
Outline
Exercise
Weight function
Exercise
Exercise
(α,β)
Exercise
Exercise
Outline
Exercise
Weight function
Exercise
Exercise
(α,β)
Exercise
Exercise
Orthogonal polynomials are very much important in view of the

development of the numerical schemes of certain types of differential
equations.
The numerical solution of many fractional and integer order ordinary and
partial differential equations is based on the orthogonal polynomials. A
number of research articles are available in the existing literature in which
the numerical schemes have been developed using orthogonal polynomials.
These polynomials exhibit the numerical solution in a series form.
Frequently used orthogonal polynomials are Legendre polynomials, Jacobi
polynomials, Bernstein polynomials, and Hermite polynomials.
There we get the precise idea of these polynomials.

Exercise
Two functions fi (x) and fj (x) are orthogonal on an interval [a, b], if
Z b
fi (x)fj (x)dx = 0 (1.1)
a
Mathematically, we say that the inner product of the functions fi (x) and
fj (x) is zero.

Exercise
Two functions fi (x) and fj (x) are said to be orthonormal, if

Z b
fi (x)fj (x)dx = δij ,
a (1.2)
where
δij = 1, i = j
(1.3)
= 0, i 6= j

Exercise
A set of orthogonal polynomials is an infinite sequence of polynomials,

p0 (x), p1 (x), p2 (x), ...pn (x), ....
Where pn (x) is a polynomial of degree n.
Any two polynomials in the set are orthogonal to each other, that is,
Z b
pi (x)pj (x)dx = 0, i 6= j (1.4)
a

Exercise
The set of polynomials is orthonormal, if

Z b
pi (x)pj (x)dx = δij . (1.5)
a
Note:
The interval [a, b] is known as the interval of orthogonality and may be
infinite at one or both ends.
Any infinite sequence of polynomials pn , with pn having degree n forms a
basis for the infinite-dimensional vector space of all polynomials.

Exercise
Any polynomial g (x) of degree n can be expressed as a linear combination

of orthogonal polynomials:
n
X
g (x) = ci pi (x). (1.6)
i=0
Where ci is constant and can be determined easily.

Given an orthogonal set of polynomials p0 (x), p1 (x), p2 (x), ..., pn (x), ...,
each polynomial, pk (x), is orthogonal to any polynomial of degree < k.
Each polynomial in p0 (x), p1 (x), p2 (x), ..., pn (x), ... has all n of its roots
real distinct and strictly within the interval of orthogonality. That is not on
its ends.

Importance of orthogonal polynomials Exercise
Some Important Orthogonal Polynomials Weight function
Function Approximation using Jacobi Polynomials Exercise
Exercise Orthogonality Condition
Exercise
Jacobi polynomials was first introduced by Carl Gustav Jacob Jacobi

(1804–1851).
These polynomials are solutions of the second order homogeneous
differential equations of the form:
(1 − x 2 )y 00 (z) + (β − α − (β + α + 2)) y 0 (z) + n (n + α + β + 1) y (z) = 0.

(2.1)
The two parametric shifted Jacobi polynomials defined on [0, τ ] in one

dimension is defined as:
i
X (−1)(i−k) Γ(i + β + 1)Γ(i + k + α + β + 1)
Pn(α,β) (x) = xk,
Γ(k + β + 1)Γ(i + α + β + 1)Γ(i − k + 1)Γ(k + 1)τ k
k=0
(2.2)
where i = 0, 1, 2, ...

Exercise
Orthogonal Shifted Jacobi Polynomials Contd.
The two parametric orthogonal shifted Jacobi polynomials defined in (2.2)

is also known as the function vector in one dimension.
Example:
(α,β)
Construct the function vector Pn (x) (Orthogonal Shifted Jacobi
Polynomials) defined on [0, T ] of degree 0, 1, 2, and 3 using equation (2.2).
Solution:
For i = 0, k is also equal to zero, and we get P0 (x) = 1.
2x
For i = 1, k varies from 0 to 1, and we get P1 (x) = T − 1.
2
For i = 2, k varies from 0 to 2, and we get P2 (x) = 6Tx2 − 6Tx + 1.
2 3
For i = 3, k varies from 0 to 3, and we get P3 (x) = 12Tx − 30Tx2 + 20Tx3 − 1.

Exercise
Solution Contd.
In matrix form (vector form), the required polynomials can be written as:
1
   
P0 (x)
2 x
T −1
 P1 (x)   
  = 6 x2 6x

T 2 −2 T + 13
 P2 (x)   
P3 (x) 12 x 30 x 20 x
T − T2 + T3 − 1

Exercise
Solution Contd.
(α,β)
The MATLAB code for the construction of function vector, Pn (x)
(Orthogonal Shifted Jacobi Polynomials) is as under:
function P=Jacobfunvec(M,alpha,beta)
clc;
clear all;
close all;
syms xTk
alpha=0;
beta=0;
M=4;
for i=0:M-1
a1 = (−1)( i − k);
a2 = gamma(i + beta + 1);
a3 = gamma(i + k + alpha + beta + 1);

Exercise
Solution Contd.
d 1 = gamma(k + beta + 1);

d 2 = gamma(i + alpha + beta + 1);
d 3 = gamma(i − k + 1);
d 4 = gamma(k + 1);
d5 = T k;
aa = (a1 ∗ a2 ∗ a3)/(d 1 ∗ d 2 ∗ d 3 ∗ d 4 ∗ d 5);
P(i + 1) = symsum(aa ∗ x k , k, 0, i);
end
P = transpose(P);

Exercise
Solution Contd.
Function vector generated by using orthogonal shifted Jacobi polynomial,
(α,β)
Pn (x).
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Figure: Orthogonal shifted Jacobi Polynomials generated by taking i = 0, 1, 2, 3

Exercise
Construct the function vectors (Orthogonal Shifted Jacobi

(α,β)
Polynomials,Pn (x) ) defined in (2.2) on the interval[0, 1] by taking
α = 1, β = 2, and scale level M = 10.
Note:
Scale level M means, the parameter i varies from 0 : 10. In this case, 10
function vectors of different degrees will be generated.

Exercise
(α,β)
The weight function WT (x) is defined as under:
(α,β)
WT (x) = (T − x)α x β , (2.3)
where α and β are the parameters.

The MATLAB code for defining the weight function is as follow:
function W=weightfuncjacob(x,alpha,beta,T)
clc;
clear all;
close all;
syms T x alpha beta
W = x beta ∗ (T − x)alpha ;

Exercise
(α,β)
Construct the weight function, WT (x) defined in (2.3) on the
interval[0, 1] by taking α = 1, β = 2.
(α,β)
Construct the weight function, WT (x) defined in (2.3) on the
interval[0, 1] by taking α = 0, β = 0.

Exercise
The orthogonality condition for the Jacobian Polynomial with respect to

weight function is as under:
Z T
(α,β) (α,β) (α,β) (α,β)
PT ,i (x)PT ,j (x)WT ,j (x)dx = RT ,j δ(i,j) ,
0 (2.4)
where
(α,β) T α+β+1 Γ(j + α + 1)Γ(j + β + 1)

RT ,j = (2.5)
(2j + α + β + 1)Γ(j + 1)Γ(j + α + β + 1)

Exercise
Exercise:
(α,β)
Check the orthogonality of orthogonal shifted Jacobi polynomial, Pn (x)
on [0, T ], by choosing α = 1, β = 1 with respect to the weight function
(α,β)
WT (x).

Importance of orthogonal polynomials (α,β)
MATLAB code to determine the constant factor R , j = 0, 1, 2,
Some Important Orthogonal Polynomials T ,j
Exercise
Exercise
The orthogonality relation defined above allows us to approximate

f (x) ∈ C ([0, T ]) in terms of Jacobi series as follows:
∞
(α,β)
X
f (x) = Ci Pi (x), (3.1)
i=0
where C ([0, T ]) is a space of continuous functions defined on [0, T ].

Exercise
Exercise
Function Approximation using Jacobi Polynomials Contd.
The series coefficients Ci can be easily determined using the orthogonality

relationship of Jacobi Polynomials. That is
Z T
1 (α,β) (α,β)
Ci = (α,β)
f (x)WT (x)Pi (x)dx. (3.2)
RT ,j 0

Exercise
Exercise
(α,β)
The constant factor RT ,j defined in (2.5) is computed in MATLAB as
function R=testcaseorthogonalitycheck(alpha,beta,T,M)
clc;
clear all;
close all;
syms i alpha beta T
M=4;
alpha=1;
beta=1;
T=1;
for i=0:M-1
a1 = T (alpha+beta+1) ;
a2=gamma(i+alpha+1);
a3=gamma(i+beta+1);

Exercise
Exercise
(α,β)
MATLAB code to determine the constant factor RT ,j
contd.
d1=(2*i+alpha+beta+1);
d2=gamma(i+1);
d3=gamma(i+alpha+beta+1);
R(i+1)=(a1*a2*a3)/(d1*d2*d3);
end
R=transpose(R)

Exercise
Exercise
Constant factor involved in orthogonality condition of Jacobian Polynomial.
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(α,β)
Figure: MATLAB code for generating the constant factor RT ,j .

Exercise
Exercise
Compute the constant factor defined in (2.5) for j = 0 : 5 and for α = 2,

and β = 3.
Compute the constant factor defined in (2.5) for choosing scale level
M = 7 and α = 3, and β = 1.

Exercise
Exercise
The series coefficients defined in (3.2) can be computed using MATLAB

using the following code:
function C=coefvec(f,x,M,alpha,beta,T)
syms x f alpha beta T
alpha=1;
beta=1;
T=1;
M=4;
W=weightfuncjacob(x,alpha,beta,T);
P=Jacobfunvec(x,M,alpha,beta,T);
PW=f*P*W;
for i=0:M-1
R=orthogonal(i,alpha,beta,T);
aa=PW(i+1);
C(i+1)=(1/R)*int(aa,x,0,T);
end
C=transpose(C)
Exercise
Exercise
Computation of the series coefficients Ci , i = 0, 1, 2, 3, 4 defined in (3.2).

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Ci , i = 0, 1, 2, 3, 4.

Exercise
Compute the series coefficients Ci of Jacobi Polynomials for i = 0 : 10 and

α = 1, β = 2.
Compute the series coefficients Ci of Jacobi Polynomials for scale level
M = 6 and α = 2, β = 1.

Lecture NO.13

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Importance of orthogonal polynomials

Some Important Orthogonal Polynomials

Department of Mathematics and Statistics

Imran Talib VU Lecture NO.13 1

Orthogonal polynomials are very much important in view of the

Imran Talib VU Lecture NO.13 3

Imran Talib VU Lecture NO.13 4

Two functions fi (x) and fj (x) are said to be orthonormal, if

Imran Talib VU Lecture NO.13 5

A set of orthogonal polynomials is an infinite sequence of polynomials,

Imran Talib VU Lecture NO.13 6

The set of polynomials is orthonormal, if

Imran Talib VU Lecture NO.13 7

Any polynomial g (x) of degree n can be expressed as a linear combination

Where ci is constant and can be determined easily.

Imran Talib VU Lecture NO.13 8

Jacobi polynomials was first introduced by Carl Gustav Jacob Jacobi

(1 − x 2 )y 00 (z) + (β − α − (β + α + 2)) y 0 (z) + n (n + α + β + 1) y (z) = 0.

The two parametric shifted Jacobi polynomials defined on [0, τ ] in one

Imran Talib VU Lecture NO.13 9

Orthogonal Shifted Jacobi Polynomials Contd.

The two parametric orthogonal shifted Jacobi polynomials defined in (2.2)

Imran Talib VU Lecture NO.13 10

Imran Talib VU Lecture NO.13 11

Imran Talib VU Lecture NO.13 12

d 1 = gamma(k + beta + 1);

Imran Talib VU Lecture NO.13 13

Figure: Orthogonal shifted Jacobi Polynomials generated by taking i = 0, 1, 2, 3

Construct the function vectors (Orthogonal Shifted Jacobi

Imran Talib VU Lecture NO.13 15

where α and β are the parameters.

Imran Talib VU Lecture NO.13 16

Imran Talib VU Lecture NO.13 17

The orthogonality condition for the Jacobian Polynomial with respect to

(α,β) T α+β+1 Γ(j + α + 1)Γ(j + β + 1)

Imran Talib VU Lecture NO.13 18

Imran Talib VU Lecture NO.13 19

The orthogonality relation defined above allows us to approximate

where C ([0, T ]) is a space of continuous functions defined on [0, T ].

Imran Talib VU Lecture NO.13 20

Function Approximation using Jacobi Polynomials Contd.

The series coefficients Ci can be easily determined using the orthogonality

Imran Talib VU Lecture NO.13 21

Imran Talib VU Lecture NO.13 22

Imran Talib VU Lecture NO.13 23

Constant factor involved in orthogonality condition of Jacobian Polynomial.

spaningset.m R $ %-- 1/ 19/ 17 12 : 11 PH

testcaseorthogonalitycheck.m (1.1ATLAB Function 0 . 0889 ~ (

Imran Talib VU Lecture NO.13 24

Compute the constant factor defined in (2.5) for j = 0 : 5 and for α = 2,

Imran Talib VU Lecture NO.13 25

The series coefficients defined in (3.2) can be computed using MATLAB

Computation of the series coefficients Ci , i = 0, 1, 2, 3, 4 defined in (3.2).

;0 ~ I d' -.a • It) ~ I ~ ~ ~ I ~ I Current Folder: IV:\ Siides_MatlabVU\ Script files

~ Taylororder2.m 7 - W=weightfunc j acob (x , a l pha,beta , T) ;

~ spaningset.m 16 - C;:tran s pose (C) S %-- 1 / 2 0/ 1 7 2 : 2~ Pl1

Imran Talib VU Lecture NO.13 27

Compute the series coefficients Ci of Jacobi Polynomials for i = 0 : 10 and

Imran Talib VU Lecture NO.13 28

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