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Biorthogonal polynomial

In mathematics, a biorthogonal polynomial is a polynomial that is orthogonal to several different measures. Biorthogonal polynomials are a generalization of orthogonal polynomials and share many of their properties. There are two different concepts of biorthogonal polynomials in the literature: introduced the concept of polynomials biorthogonal with respect to a sequence of measures, while Szegő introduced the concept of two sequences of polynomials that are biorthogonal with respect to each other.

Polynomials biorthogonal with respect to a sequence of measures

A polynomial p is called biorthogonal with respect to a sequence of measures μ<sub>1</sub>, μ<sub>2</sub>, ... if

whenever i ≤ deg(p).

Biorthogonal pairs of sequences

Two sequences ψ<sub>0</sub>, ψ<sub>1</sub>, ... and φ<sub>0</sub>, φ<sub>1</sub>, ... of polynomials are called biorthogonal (for some measure μ) if

whenever m&nbsp;≠&nbsp;n.

The definition of biorthogonal pairs of sequences is in some sense a special case of the definition of biorthogonality with respect to a sequence of measures. More precisely two sequences ψ<sub>0</sub>, ψ<sub>1</sub>, ... and φ<sub>0</sub>, φ<sub>1</sub>, ... of polynomials are biorthogonal for the measure μ if and only if the sequence ψ<sub>0</sub>, ψ<sub>1</sub>, ... is biorthogonal for the sequence of measures φ<sub>0</sub>μ, φ<sub>1</sub>μ, ..., and the sequence φ<sub>0</sub>, φ<sub>1</sub>, ... is biorthogonal for the sequence of measures ψ<sub>0</sub>μ, ψ<sub>1</sub>μ,....

References