Constr Approx

DOI 10.1007/s00365-015-9321-3

An Orthogonality Property of the Legendre Polynomials

L. Bos1 · A. Narayan2 · N. Levenberg3 ·

F. Piazzon4

Received: 23 May 2015 / Revised: 15 October 2015 / Accepted: 23 November 2015

© Springer Science+Business Media New York 2015

Abstract We give a remarkable additional othogonality property of the classical

Legendre polynomials on the real interval [−1, 1]: polynomials up to degree n from
this family are mutually orthogonal under the arcsine measure weighted by the nor-
malized degree-n Christoffel function.

Keywords Legendre polynomials · Christoffel function · Equilibrium measure

Mathematics Subject Classification 33C45 · 41A10 · 65C05

Communicated by Edward B. Saff.

A. Narayan is supported by AFOSR FA9550-15-1-0467 and NSF DMS-1552238.

B L. Bos
leonardpeter.bos@univr.it
A. Narayan
akil@sci.utah.edu
N. Levenberg
nlevenbe@indiana.edu
F. Piazzon
fpiazzon@math.unipd.it

1 Department of Computer Science, University of Verona, Verona, Italy

2 Mathematics Department, Scientific Computing and Imaging Institute (SCI), University of Utah,
Salt Lake City, UT, USA
3 Department of Mathematics, Indiana University, Bloomington, IN, USA
4 Department of Mathematics, University of Padua, Padua, Italy

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 Constr Approx

Let Pn (x) denote the classical Legendre polynomial of degree n and

√
2n + 1
Pn∗ (x) := √ Pn (x)
2

its orthonormalized version. Thus, with δi, j the Kronecker delta, the family Pn∗ satisfies
 1
Pi∗ (x)P j∗ (x) dx = δi, j , i, j ≥ 0.
−1

We consider the normalized (reciprocal of) the associated Christoffel function

1   ∗ 2
n
K n (x) := Pk (x) . (1)
n+1
k=0

As is well known, K n (x)dx tends weak-star to the equilibrium measure of complex

potential theory for the interval [−1, 1], and more precisely,

1 1
lim K n (x) = √ , x ∈ (−1, 1),
n→∞ π 1 − x2

locally uniformly. In other words,

1 1 1
lim √ = 1, x ∈ (−1, 1),
n→∞ K n (x) π 1 − x 2

locally uniformly, and it would not be unexpected that, at least asymptotically,

 1 1 1 1
Pi∗ (x)P j∗ (x) √ dx ≈ δi j , 0 ≤ i, j ≤ n.
−1 K n (x) π 1 − x 2

The purpose of this paper is to show that the above is actually an identity.

Theorem 1 With the above notation,

 1 1 1 1
Pi∗ (x)P j∗ (x) √ dx = δi j , 0 ≤ i, j ≤ n. (2)
−1 K n (x) π 1 − x 2

We expect this result to have use in applied approximation problems. For example, one
application lies in polynomial approximation of functions
 from point-evaluations.
n Our
 n
result indicates that the functions Q j (x) j=0 := √ K1 (x) P j∗ (x) are an ortho-
n j=0
normal set on (−1, 1) under the Lebesgue density √ 1 2 . If we generate Monte Carlo
π 1−x
samples from this density, evaluate an unknown function at these samples, and perform
least-squares regression using Q j as a basis, then a stability factor for this problem is

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Constr Approx

given by max x∈[−1,1] nj=0 Q 2j (x) = n + 1 [2]. In fact, this is the smallest attainable
stability factor, and therefore this approximation strategy has optimal stability.
Note that (2) is equivalent to the following:
 1 1 1 1
Pi∗ (x)P j∗ (x) √ dx = δi j , 0 ≤ i + j ≤ 2n,
−1 K n (x) π 1 − x 2

and, for any polynomial p of degree at most 2n,

 1  1
p(x)
√ dx = p(x)dx.
−1 π K n (x) 1 − x 2 −1

Written in this last form, our result (or rather, a transformed version on the unit circle
shown later in (3)) bears a strong resemblance to Berstein–Szegö approximations (also
referred to as a “Geronimus formula”) for orthogonal polynomials on the unit circle,
(e.g., [3], section V.2, p. 198). Given a measure dμ on the unit circle with associated
orthogonal polynomial family n (z), such results have the form
 π  π
p(z)
dθ = p(z)dμ(θ )
−π |n (z)|2 −π

for any polynomial p of degree 2n or less and z = exp(iθ ). There are also analogues
of this type of formula on the real line, e.g., [4]. However, the precise formula we
have derived has a factor of K n (z) in the denominator, instead of a squared orthogonal
polynomial modulus. To our knowledge, the formula (2) cannot be concluded in a
straightforward manner from existing Bernstein–Szegö results. Additionally, whereas
the Bernstein–Szegö formula is valid for a general class of measures dμ, it is shown
in [1] that formula (2) does not hold for any other orthogonal polynomial family.
The remainder of this document is devoted to the proof of (2).

Proof of Theorem 1 We change variables, letting x = cos(θ ), to arrive at the equiva-

lent expression
 π Pi∗ (cos(θ ))P j∗ (cos(θ ))
1
dθ = δi j , 0 ≤ i, j ≤ n,
π 0 K n (cos(θ ))

which by symmetry is equivalent to

 2π Pi∗ (cos(θ ))P j∗ (cos(θ ))
1
dθ = δi j , 0 ≤ i, j ≤ n. (3)
2π 0 K n (cos(θ ))

We will make use of the scaled Joukowski map J on C given by

 
1 1
J (z) = z+ .
2 z

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 Constr Approx

For z = eiθ in the integral (3), we obtain dθ = −i z −1 dz, cos(θ ) = J (z), and the
equation becomes

 z −1 P ∗ (J (z))P ∗ (J (z))
1 i j
dz = δi j , 0 ≤ i, j ≤ n, (4)
2πi C K n (J (z))

where C is the unit circle, oriented in the counter-clockwise direction.

The proof is a direct calculation of (4) based on the following lemmas.

First note that K n (cos(θ )) is a positive trigonometric polynomial (of degree 2n). By
the Fejér–Riesz factorization theorem, there exists a trigonometric polynomial, Tn (θ )
say, such that

K n (cos(θ )) = |Tn (θ )|2 .

In general, the coefficients of the factor polynomial, Tn (θ ) in this case, are algebraic
functions of the coefficients of the original polynomial. However, in our case we have
the explicit (essentially) rational factorization.

Proposition 1 (Féjer–Riesz Factorization of K n (J (z))) Let

d n+1  z n−1 (z 2 − 1)

Fn (z) := z Pn (J (z)) = (n + 1)z n Pn (J (z)) + Pn (J (z)). (5)

dz 2

Then
1
K n (J (z)) = Fn (z)Fn (1/z). (6)
2(n + 1)

Proof To begin, one may easily verify that

   
z n−1 z 2 − 1
Fn (1/z) = z −2n (n + 1)z n Pn (J (z)) − Pn
(J (z)) . (7)
2

Hence

  2 
z2 − 1
Fn (z)Fn (1/z) = z −2n (n + 1)2 z 2n (Pn (J (z)))2 − z 2(n−1) (Pn
(J (z))2
2
 2
z2 − 1  2
= (n + 1)2 (Pn (J (z)))2 − z −2 Pn
(J (z) .
2

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Constr Approx

Now notice that

 2  
−2 z2 − 1 1 1 2
z = z−
2 4 z
 
1 2 1
= z +2+ 2 −4
4 z
= J 2 (z) − 1,

so that
 2
Fn (z)Fn (1/z) = (n + 1)2 (Pn (J (z)))2 − (J (z)2 − 1) Pn
(J (z)) .

The result follows then from Lemma 1, below. 



Lemma 1 For all x ∈ C, we have

1  2 
K n (x) = (n + 1)2 (Pn (x))2 − (x 2 − 1) Pn
(x) .
2(n + 1)

Proof First, we collect the following known identities concerning Legendre polyno-
mials [5]:
(Christoffel–Darboux formula)


n
n+1

Pk2 (x) = Pn+1 (x)Pn (x) − Pn+1 (x)Pn
(x) , (8a)
2
k=0

(Three-term recurrence)

(n + 1)Pn+1 (x) = (2n + 1)x Pn (x) − n Pn−1 (x), (8b)

(Differentiated three-term recurrence)

 
(n + 1)Pn+1 (x) = (2n + 1) Pn (x) + x Pn
(x) − n Pn−1

(x), (8c)
(x2
− 1)Pn
(x)
= n (x Pn (x) − Pn−1 (x)) , (8d)

(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x). (8e)

We easily see from the Christoffel–Darboux formula that

1

K n (x) = Pn+1 (x)Pn (x) − Pn+1 (x)Pn
(x) .
2

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 Constr Approx

Hence the result holds if and only if

(x)P (x) − (n + 1)P
(n + 1)Pn+1

n n+1 (x)Pn (x)


2
= (n + 1) (Pn (x)) − (x − 1) Pn (x)
2 2 2

(8c), (8b), (8d)

   

(x) P (x)
(2n + 1) Pn (x) + x Pn
(x) − n Pn−1 n
− {(2n + 1)x Pn (x) − n Pn−1 (x)} Pn
(x)
= (n + 1)2 (Pn (x))2 − n (x Pn (x) − Pn−1 (x)) Pn
(x)


(x)P (x) + n P
(2n + 1) (Pn (x))2 − n Pn−1

n n−1 (x)Pn (x)

= (n + 1) (Pn (x)) − nx Pn (x)Pn (x) + n Pn−1 (x)Pn
(x)
2 2

(x)P (x) = −nx P (x)P
(x)
−n 2 (Pn (x))2 − n Pn−1 n n n


(x)
x Pn
(x) = n Pn (x) + Pn−1
(8c)


2n+1 (n + 1)Pn+1 (x) + n Pn−1 (x) − Pn (x) = n Pn (x) + Pn−1 (x)

1

(n + 1)Pn+1 (x) = (n + 1)Pn−1 (x) + (2n + 1)(n + 1)Pn (x),

and this last relation is the same as the relation (8e). 



There is somewhat more that can be said about Fn (z).

Lemma 2 Let Fn (z) be the polynomial of degree 2n defined in (5). Then all of its
zeros are simple and lie in the interior of the unit disk.

Proof The polynomial

 
Q n (z) := z n+1 Pn (J (z)) = z z n Pn (J (z))

has a zero at z = 0 and its other zeros are those of Pn (J (z)), namely, those z ∈ C for
which J (z) = r ∈ (−1, 1), a zero of Pn (x). But

J (z) = r ∈ (−1, 1)
⇐⇒ (z + 1/z)/2 = r
⇐⇒ z 2 − 2r z + 1 = 0

⇐⇒ z = r ± i 1 − r 2.

In particular |z| = 1 for the zeros of z n Pn (J (z)). It follows then from the Gauss-Lucas
Theorem that the zeros of Fn (z) are in the convex hull of z = 0 and certain points on
the unit circle, i.e., are all in the closed unit disk.

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Constr Approx

Suppose a zero of Fn (z) satisfies |z| = 1. By Proposition 1,

1
K n (J (z)) = Fn (z)Fn (1/z),
2(n + 1)

so that K n (J (z)) also vanishes. But |z| = 1 implies that J (z) ∈ [−1, 1], and K n (J (z))
thus cannot vanish. Therefore, no zeros of Fn lie on the unit circle.
To see that the zeros are all simple, an elementary calculation and the ODE for
Legendre polynomials gives us

Fn
(z) = 2n(n + 1)z n−1 Pn (J (z)) + nz n − (n + 1)z n−2 Pn
(J (z)).

Hence Fn (z) = Fn
(z) = 0 if and only if
    
z 2 −1 z n Pn (J (z))
n+1 0
2 = .
2n(n+1)
z nz − n+1 z
z n−1 Pn
(J (z)) 0

But the determinant of this matrix is

(n + 1)(nz − (n + 1)/z) − n(n + 1)(z 2 − 1)/z = −(n + 1)/z = 0.

Hence Fn (z) = Fn
(z) = 0 if and only if z n Pn (J (z)) = z n−1 Pn
(J (z)) = 0 if and only
if Pn (J (z)) = Pn
(J (z)) = 0, which is not possible as Pn (x) has only simple zeros.  

The integral (4) can therefore be expressed as

 z −1 P ∗ (J (z))P ∗ (J (z))  2(n + 1)z −1 P ∗ (J (z))P ∗ (J (z))
1 i j 1 i j
dz = dz
2πi C K n (J (z)) 2πi C Fn (z)Fn (1/z)
 2(n + 1)z 2n−1 P ∗ (J (z))P ∗ (J (z))
1 i j
= dz
2πi C Fn (z)z 2n Fn (1/z)
 2(n + 1)z 2n−1 P ∗ (J (z))P ∗ (J (z))
1 i j
= dz,
2πi C Fn (z)G n (z)

where we define the polynomial of degree 2n,

G n (z) := z 2n Fn (1/z). (9)

As all the zeros of Fn (z) are in the interior of the unit disk, the zeros of G n (z) are all
exterior to the (closed) unit disk.
The following formulas for Fn (z) and G n (z) will be useful.

Lemma 3 We have

z n  
Fn (z) = (2n + 1)z 2
− 1 Pn (J (z)) − 2nz Pn−1 (J (z)) ,
z2 − 1

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 Constr Approx

and

z n  2 
G n (z) = z − (2n + 1) Pn (J (z)) + 2nz Pn−1 (J (z)) .
z2 − 1

Proof From the formula (5), we have

z2 − 1

Fn (z) = (n + 1)z n Pn (J (z)) + z n−1 Pn (J (z)),

2
and from (7),

z2 − 1

G n (z) = (n + 1)z n Pn (J (z)) − z n−1 Pn (J (z)).

2

From the Legendre polynomial identity (8d) with x = J (z), we obtain

z2 − 1
z n+1 z n+1
z n−1 Pn (J (z)) = 2n 2 J (z)Pn (J (z)) − 2n 2 Pn−1 (J (z)).
2 z −1 z −1

Combining these gives the result. 



It is also interesting to note that Fn (z) is a certain hypergeometric function.

Lemma 4 We have
1. The polynomial y = Fn (z) is a solution of the ODE

(n − 2)z 2 − n

(1 − z 2 )y

+ 2 y + 6ny = 0.
z

2. If Fn (z) =: f n (z 2 ), then y = f n (z) is a solution of the hypergeometric ODE

z(1 − z)y

+ (c − (a + b + 1)z)y
− aby = 0,

with a = −n,b =3/2, and c = 1/2 − n.

2n
3. f n (z) = 2−2n 2 F1 (a, b; c; z).
n 
2n
4. Fn (z) = 2−2n 2 F1 (a, b; c; z ).
2
n
5.
  n  2
2n (2k + 1) nk 2k
Fn (z) = 2−2n 2n  z
n
k=0 2k
n   
2k 2n − 2k 2k
= 2−2n (2k + 1) z .
k n−k
k=0

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Constr Approx

n
6. If we write Fn (z) = k=0 ck z
2k , then


n
G n (z) = cn−k z 2k
k=0
n
2(n − k) + 1 2k
= ck z .
2k + 1
k=0

Proof Equation (1) is easily verified using the ODE for Pn (x) and the definition of
Fn (z), (5).
(2) follows by changing variables z
= z 2 .
(3) follows as 2 F1 (a, b; c; z) is the only polynomial solution of the hypergeometric
ODE. The constant of proportionality is calculated by noting that the leading coefficient
of 2 F1 (a, b; c; z) is 2n + 1, whereas that of f n (z) is (2n + 1)/2n times the leading
coefficient of Pn (x), i.e., (2n + 1)/2n × 2n n /2 .
n

(4) is trivial from the definition f n (z 2 ) := Fn (z).

(5) follows from the fact that


n
(a)k (b)k z k
2 F1 (a, b; c; z) = ,
(c)k k!
k=0

with (a)k the rising factorial, and calculating

n! (2k + 1)! (2n)!(n − k)!

(a)k = (−1)k , (b)k = 2−2k , (c)k = (−1)k 2−2k ,
(n − k)! k! (2n − 2k)!n!

so that
n 2
1 (a)k (b)k (2k + 1) k
= 2n  .
k! (c)k
2k

n
(6) follows easily from the fact that G n (z) := z n Fn (1/z) = k=0 cn−k z
k and that
cn−k is easily computed from the formula for ck given in (5). 


Returning to the proof of the theorem, we will actually show that:


1 2(n + 1)z 2n−1 Pk (J (z))
(a) dz = 0, 1 ≤ k ≤ 2n,
2πi C Fn (z)G n (z)

1 2(n + 1)z 2n−1 P0 (J (z))
(b) dz = 2.
2πi C Fn (z)G n (z)
The theorem follows directly, as, for i, j ≤ n, we may expand


2n
Pi∗ (x)P j∗ (x) = ak Pk (x)
k=0

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 Constr Approx

for certain coefficients ak . From (a) and (b), we then conclude that
 2(n + 1)z 2n−1 P ∗ (J (z))P ∗ (J (z))
1 i j
dz = 2a0 .
2πi C Fn (z)G n (z)

But for i = j,
 1
1
a0 = Pi∗ (x)P j∗ (x)P0 (x)dx = 0,
2 −1

as P0 (x) = 1 and Pi∗ (x) and P j∗ (x) are orthogonal. While for i = j, we have
 1
1 1
a0 = (Pi∗ (x))2 P0 (x)dx = .
2 −1 2

We will now compute the partial fraction decomposition of the integrands in (a)
and (b),

2(n + 1)z 2n−1 Pk (J (z))

,
Fn (z)G n (z)

which will involve the following two pairs of families of functions.

Definition 1 We define
(n) (n)
A0 (z) := z n−1 , A1 (z) := z n−2 ,
(n) (n)
B0 (z) := z n−1 , B1 (z) := z n ,

with
(n) (n) (n)
(n + k + 1)Ak+1 := (2(n + k) + 1)J (z)Ak (z) − (n + k)Ak−1 (z), k = 1, 2, . . . ,

and
(n)
(n + k + 1)Bk+1 := (2(n + k) + 1)J (z)Bk(n) (z) − (n + k)Bk−1
(n)
(z), k = 1, 2, . . . .

Further, we let

(n) (n) (2n + 1)z 2 − 1

C0 (z) := z n−1 , C1 (z) := z n−2 ,
2n
(n) (n) (2n + 1) − z 2
D0 (z) := z n−1 , D1 (z) := z n−2 ,
2n
with
(n) (n) (n)
(n−k)Ck+1 (z) := (2(n−k)+1)J (z)Ck (z)−(n−k +1)Ck−1 (z), 1 ≤ k ≤ n − 1,

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Constr Approx

and
(n) (n) (n)
(n − k)Dk+1 (z) := (2(n − k) + 1)J (z)Dk (z) − (n − k + 1)Dk−1 (z),
1 ≤ k ≤ n − 1.

Proposition 2 We have

(n) (n)
2(n + 1)z 2n−1 Pn+k (J (z)) = Ak (z)G n (z) + Bk (z)Fn (z), k = 0, 1, 2, . . . , (10)

so that

2(n + 1)z 2n−1 Pn+k (J (z)) A(n) (z) B (n) (z)

= k + k , k = 0, 1, 2, . . . ,
Fn (z)G n (z) Fn (z) G n (z)

and
(n) (n)
2(n + 1)z 2n−1 Pn−k (J (z)) = Ck (z)G n (z) + Dk (z)Fn (z), 0 ≤ k ≤ n, (11)

so that

2(n + 1)z 2n−1 Pn−k (J (z)) C (n) (z) D (n) (z)

= k + k , 0 ≤ k ≤ n.
Fn (z)G n (z) Fn (z) G n (z)

(n) (n) (n) (n)

Proof (by induction). As A0 = C0 = z n−1 and B0 = D0 = z n−1 , the k = 0
case is in common, and we calculate

= z n−1 (Fn (z) + G n (z))

(Lemma 3) n−1 z
n   
= z (2n + 1)z 2
− 1 + z 2
− (2n + 1) Pn (J (z))
z2 − 1
1 
= z 2n−1 2 2(n + 1)z 2 − 2(n + 1) Pn (J (z))
z −1
= 2(n + 1)z 2n−1 Pn (J (z)),

as desired.
We now prove (10) for the case k = 1. We calculate, using Lemma 3,

(n) (n)
A1 (z)G n (z) + B1 (z)Fn (z)
= z n−2 G n (z) + z n Fn (z)
= z n−2 (G n (z) + z 2 Fn (z))
z n  2  
= z n−2 2 z − (2n + 1) Pn (J (z)) + 2nz Pn−1 (J (z))
z −1
  
+z 2
(2n + 1)z 2 − 1 Pn (J (z)) − 2nz Pn−1 (J (z))

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 Constr Approx

z 2n−2 
= (2n + 1)(z 4 − 1)Pn (J (z)) − 2nz(z 2 − 1)Pn−1 (J (z))
z −1
2

= z 2n−2 (2n + 1)(z 2 + 1)Pn (J (z)) − 2nz Pn−1 (J (z))
= z 2n−1 {(2n + 1)(z + 1/z)Pn (J (z)) − 2n Pn−1 (J (z))}
= z 2n−1 {(2n + 1)2J (z)Pn (J (z)) − 2n Pn−1 (J (z))}
(8b)
= 2(n + 1)z 2n−1 Pn+1 (J (z)).

Now for (11) for k = 1, calculate, again using Lemma 3,

C1(n) (z)G n (z) + D1(n) (z)Fn (z)

 
(2n + 1)z 2 − 1 (2n + 1) − z 2
= z n−2 G n (z) + Fn (z)
2n 2n
   
z n (2n + 1)z − 1
2
= z n−2 2 z 2 − (2n + 1) Pn (J (z)) + 2nz Pn−1 (J (z))
z −1 2n
(2n + 1) − z 2   
+ (2n + 1)z − 1 Pn (J (z)) − 2nz Pn−1 (J (z))
2
2n
 
z 2n−2 (2n + 1)z 2 − 1 (2n + 1) − z 2
= 2 2nz − Pn−1 (J (z))
z −1 2n 2n
z 2n−1  
= 2 2(n + 1)z 2 − 2(n + 1) Pn−1 (J (z))
z −1
= 2(n + 1)z 2n−1 Pn−1 (J (z)).

The rest of the proof proceeds by induction. Assuming that (10) and (11) hold from
0 up to a certain k, we prove that they also hold for k + 1. To this end, we calculate

(n) (n)
Ak+1 (z)G n (z) + Bk+1 (z)Fn (z)
(n) (n)
(2(n + k) + 1)J (z)Ak (z) − (n + k)Ak−1 (z)
= G n (z)
n+k+1
(n) (n)
(2(n + k) + 1)J (z)Bk (z) − (n + k)Bk−1 (z)
+ Fn (z)
n+k+1
1   
(n) (n)
= (2(n + k) + 1)J (z) Ak (z)G n (z) + Bk (z)Fn (J (z))
n+k+1
 
(n) (n)
− (n + k) Ak−1 (z)G n (z) + Bk−1 Fn (J (z))
1
= 2(n + 1)z 2n−1 {(2(n + k) + 1)J (z)Pn+k (J (z))
n+k+1
− (n + k)Pn+k−1 (J (z))} (by the induction hypothesis)
= 2(n + 1)z 2n−1 Pn+k+1 (J (z)),

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Constr Approx

by the three-term recursion formula for Legendre polynomials (8b) with degree m =
n + k.
Similarly,

(n) (n)
Ck+1 (z)G n (z) + Dk+1 (z)Fn (z)
(n) (n)
(2(n − k) + 1)J (z)Ck (z) − (n − k + 1)Ck−1 (z)
= G n (z)
n−k
(n) (n)
(2(n − k) + 1)J (z)Dk (z) − (n − k + 1)Dk−1 (z)
+ Fn (z)
n−k
1  
(n) (n)

= (2(n − k) + 1)J (z) Ck (z)G n (z) + Dk (z)Fn (J (z))
n−k
 
(n) (n)
− (n − k + 1) Ck−1 (z)G n (z) + Dk−1 Fn (J (z))
1 
= 2(n + 1)z 2n−1 (2(n − k) + 1)J (z)Pn−k (J (z))
n−k

− (n − k + 1)Pn−(k−1) (J (z)) (by the induction hypothesis)
= 2(n + 1)z 2n−1 Pn−(k+1) (J (z)),

using the reverse three-term recursion

m Pm−1 (x) = (2m + 1)x Pm (x) − (m + 1)Pm+1 (x),

with m = n − k. 


Due to the J (z) factor in the recursive definitions of Definition 1, the functions
A(n) (n) (n) (n)
k (z), Bk (z), C k (z), and Dk (z) are all Laurent polynomials. It is easy to verify
that they have the forms:

(n)

n+(k−3)
• Ak (z) = a j z j , k ≥ 1,
j=n−(k+1)

(n)

n+(k−1)
• Bk (z) = b j z j , k ≥ 1,
j=n−(k−1)

(n)

n+(k−1)
• Ck (z) = c j z j , 1 ≤ k ≤ n,
j=n−(k+1)

(n)

n+(k−1)
• Dk (z) = d j z j , 1 ≤ k ≤ n.
j=n−(k+1)

(n) (n) (n)

In particular, for 0 ≤ k ≤ n − 1, the functions Ak (z), Bk (z), Ck (z) are all
polynomials of degree at most 2n − 2.

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 Constr Approx

Hence, for 1 ≤ k ≤ 2n − 1,

   
1 2(n + 1)z 2n−1 Pk (J (z)) 1 p(z) q(z)
dz = dz + dz
2πi C Fn (z)G n (z) 2πi C Fn (z) C G n (z)

 polynomials p(z) and q(z) of degree at most 2n − 2.

for certain
q(z)
Now, dz = 0 as all the zeros of G n (z) lie outside the (closed) unit disk.
C G n (z)
Further, if we let z j 1 ≤ j ≤ 2n be the (simple) zeros of Fn (z), we may write

p(z) p(z)/cn  Rj 2n
= = ,
Fn (z) Fn (z)/cn z − zj
j=1

where cn is the leading coefficient of Fn (z). Hence

  2n
1 p(z) 1
dz = 2πi Rj.
2πi C Fn (z) 2πi
j=1

But 2n j=1 R j is the leading coefficient (of z

2n−1 ) of p(z)/c , i.e., 0, as p(z) is of
n
degree at most 2n − 2. It follows that


1 2(n + 1)z 2n−1 Pk (J (z))
dz = 0, 1 ≤ k ≤ 2n − 1.
2πi C Fn (z)G n (z)

The cases P0 (J (z)) and P2n (J (z)) are special.

First consider the case P2n (J (z)). We have from Proposition 2, with k = n,

2(n + 1)z 2n−1 P2n (J (z)) = A(n) (n)

n (z)G n (z) + Bn (z)Fn (z).

2n−3 2n−1
However, A(n)
n (z) = a j z j has a z −1 , while Bn(n) (z) = b j z j is still a
j=−1 j=+1

Bn(n) (z)
polynomial, of degree at most 2n−1. Therefore it is still the case that dz = 0
C G n (z)
(the zeros of G n (z) being all outside the unit disk). We need to show that
 (n)
An (z) (n)
dz = 0. We write An (z) = q(z) + c/z, where q(z) is a polynomial of
C Fn (z)
degree 2n − 3. Then

 (n)  
An (z) q(z) 1
dz = dz + c dz.
C Fn (z) C Fn (z) C z Fn (z)

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Constr Approx

The first integral on the right is zero, as the coefficient in q(z) of z 2n−1 is 0. For the
second integral, decompose
   
1 1 1 (Fn (z) − Fn (0))/z
c dz = c − dz
C z Fn (z) C Fn (0) z Fn (z)
  
1 1 (Fn (z) − Fn (0))/z
= dz − dz.
Fn (0) C z C Fn (z)

The first integral is trivially 2πi, while the second is 2πi times the coefficient of z 2n−1
in (Fn (z) − Fn (0))/z divided by the leading coefficient (of z 2n ) in Fn (z), i.e., 2πi × 1.
Hence, indeed,

A(n)
n (z)
dz = 0.
C Fn (z)

Lastly we calculate
 
1 2(n + 1)z 2n−1 P0 (J (z)) 1 2(n + 1)z 2n−1
dz = dz.
2πi C Fn (z)G n (z) 2πi C Fn (z)G n (z)

We still have (11) from Proposition 2,

2(n + 1)z 2n−1 Pn−n (z) = Cn(n) (z)G n (z) + Dn(n) (z)Fn (z).

However, Cn(n) (z) and Dn(n) (z) have the form


2n−1 
2n−1
Cn(n) (z) = ck z k , Dn(n) (z) = dk z k ,
j=−1 j=−1

i.e., are both of the form p(z) + c/z, where p(z) is a polynomial of degree 2n − 1.
(n) (n)
Specifically, we write Cn (z) = p(z) + c/z and Dn (z) = q(z) + d/z. We thus have
the following expression:
  (n)  (n)
1 2(n + 1)z 2n−1 P0 (z) 1 Cn (z) 1 Dn (z)
dz = dz + dz
2πi C Fn (z)G n (z) 2πi C Fn (z) 2πi C G n (z)
 
1 p(z) c
= dz + dz
2πi C Fn (z) C z Fn (z)
  
q(z) d
+ dz + dz .
C G n (z) C zG n (z)

We need to show that this expression has value

 2. Now we have already shown
1 q(z)
that dz = 0 and also remarked that dz = 0. Hence we need to
C z Fn (z) C G n (z)

123
 Constr Approx

 
1 p(z) 1 d
calculate dz and dz. But the first of these is just the
2πi C Fn (z) 2πi C zG n (z)
(n)
(leading) coefficient of z 2n−1 in p(z), i.e., in Cn (z) divided by the leading coefficient
of Fn (z). From Lemma 4, we have that
 
2n 2n
Fn (z) = 2−2n (2n + 1) z + ··· ,
n
 
2n 2n
and it is easy to verify by induction that also Cn(n) (z) =2 −2n
(2n + 1) z + · · ·.
n
Hence

1 p(z)
dz = 1.
2πi C Fn (z)

For the second integral, decompose as before,

   
1 d d 1 1 (G n (z) − G n (0))/z
dz = − dz.
2πi C zG n (z) 2πi G n (0) C z G n (z)

The second integral above is zero, as all the zeros of G n (z) are outside the closed unit
disk. The first integral is trivially d/G n (0). From Lemma 4 parts 4 and 6, we have
that
 
2n
G n (0) = (2n + 1)Fn (0) = 2−2n (2n + 1) ,
n

whereas the coefficient of z −1 in Bn(n) (z) is easily verified by induction to have the
same value. Hence

1 d
dz = 1,
2πi C zG n (z)

and we have shown that


1 2(n + 1)z 2n−1 P0 (J (z))
dz = 1 + 1 = 2,
2πi C Fn (z)G n (z)

as claimed. 


References
1. Bos, L., Ware, A.F.: On the uniqueness of an orthogonality property of the Legendre polynomials (2015)
(preprint)
2. Cohen, A., Davenport, M.A., Leviatan, D.: On the stability and accuracy of least squares approximations.
Found. Comput. Math. 13(5), 819–834 (2013)
3. Freud, G.: Orthogonal Polynomials. Pergamon Press/Akadémiai Kiadó, Budapest (1971)

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4. Lubinsky, D.: Applications of new Geronimus type identities for real orthogonal polynomials. Proc.
Am. Math. Soc. 138(6), 2125–2134 (2010)
5. Szegö, G.: Orthogonal Polynomials, 4th edn. American Mathematical Society, Providence (1975)

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