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    Orthogonal Polynomials

    Definition

    Orthogonal polynomials are classes of polynomials {p_n(x)} defined over a range [a, b] that obey an orthogonality relation integral_a^b w(x) p_m(x) p_n(x) d x = δ_(m n) c_n, where w(x) is a weighting function and δ_(m n) is the Kronecker delta. If c_n = 1, then the polynomials are not only orthogonal, but orthonormal.