15.2 Orthogonal expansions 419
Therefore
and this is in agreement with the coefficient ofP
0
shown in (15.6).
0 Exercises 1, 2
The general case
Letg
n
(x),n 1 = 1 1, 2, 3, =, be a set of functions, possibly complex, that are orthogonal
in the intervala 1 ≤ 1 x 1 ≤ 1 bwith respect to the weight functionw(x):
(15.10)
(g*
m
1 = 1 g
m
for real functions). Letf(x)be an arbitrary function, defined in the interval
a 1 ≤ 1 x 1 ≤ 1 b, that can be expanded in the set{g
n
(x)},
(15.11)
Then, multiplication byg*
m
(x)and integration with respect to weight functionw(x)
in the interval ato bgives
so that (replacing mby n),
(15.12)
The denominator in this expression is the normalization integral of the function
g
n
(x); it is the square of the norm
(15.13)
g
gxgx xdx
n
a
b
nn
= Z
*() () ()w
c
gxfx xdx
gxgx xdx
n
a
b
n
a
b
nn
=
Z
Z
*
() () ()
*() () ()
w
w
=cgxgxxdx
m
a
b
mm
Z
*
() () ()w
ZZ
a
b
m
n
n
a
b
mn
gxfx xdx c gxgx
*
()() ()
*
ww= () () (
=
∑
0
∞
xxdx)
fx cg x
n
nn
()= ()
=
∑
0
∞
Z
a
b
mn
gxgx xdx*() () ()w =≠0ifmn
ca
aaa a
l
l
l
00
246
0
2
357 21
=++++=
=
∑
∞