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Discrete Chebyshev polynomials

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Through Interval (mathematics), Integer and Polynomial

Elementary Definition

The discrete Chebyshev polynomial tnN(x) is a polynomial of degree n in x, for n=0,1,2,…,N−1, constructed such that two polynomials of unequal degree are orthogonal with respect to the weight function w(x)=∑r=0N−1δ(x−r), with δ(⋅) being the Dirac delta function. That is, ∫−∞∞tnN(x)tmN(x)w(x)dx=0 if n≠m.

The integral on the left is actually a sum because of the delta function, and we have, ∑r=0N−1tnN(r)tmN(r)=0 if n≠m.

Thus, even though tnN(x) is a polynomial in x, only its values at a discrete set of points, x=0,1,2,…,N−1 are of any significance. Nevertheless, because these polynomials can be defined in terms of orthogonality with respect to a nonnegative weight function, the entire theory of orthogonal polynomials is applicable. In particular, the polynomials are complete in the sense that ∑n=0N−1tnN(r)tnN(s)=0 if r≠s.

Chebyshev chose the normalization so that ∑r=0N−1tnN(r)tnN(r)=N2n+1∏k=1n(N2−k2).

This fixes the polynomials completely along with the sign convention, tnN(N−1)>0.

If the independent variable is linearly scaled and shifted so that the end points assume the values −1 and 1, then as N→∞, tnN(⋅)→Pn(⋅) times a constant, where Pn is the Legendre polynomial.

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