Christoffel–Darboux formula

E947533

The Christoffel–Darboux formula is a key result in the theory of orthogonal polynomials that provides an explicit expression for sums of products of such polynomials, with important applications in approximation theory and mathematical physics.

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Predicate Object
instanceOf mathematical formula
result in orthogonal polynomial theory
appliesTo Chebyshev polynomials NERFINISHED
Hermite polynomials NERFINISHED
Jacobi polynomials NERFINISHED
Laguerre polynomials NERFINISHED
Legendre polynomials NERFINISHED
families of polynomials satisfying a three-term recurrence
orthogonal polynomials on the unit circle
orthogonal polynomials with respect to a measure
context Hilbert space of square-integrable functions
reproducing kernel Hilbert spaces
describes sum of products of orthogonal polynomials
field analysis
approximation theory
mathematical physics
mathematics
orthogonal polynomials
random matrix theory
spectral theory
gives closed form for kernel of orthogonal polynomials
expression for partial sums of orthogonal expansions
hasVariant continuous Christoffel–Darboux formula NERFINISHED
discrete Christoffel–Darboux formula
multivariate Christoffel–Darboux formula NERFINISHED
involves orthogonality measure
three-term recurrence coefficients of orthogonal polynomials
namedAfter Elwin Bruno Christoffel NERFINISHED
Gaston Darboux NERFINISHED
relatedTo Gaussian quadrature
orthogonal polynomial ensembles
random matrix kernels
reproducing kernel
spectral methods
three-term recurrence relation
relates orthogonal polynomials of consecutive degrees
reproducing kernels of polynomial subspaces
usedFor Gaussian quadrature error analysis
analysis of convergence of orthogonal series
analysis of interpolation processes
approximation of functions by orthogonal polynomials
asymptotic analysis of orthogonal polynomials
construction of Christoffel–Darboux kernels
derivation of universality limits in random matrix theory
spectral approximation of differential operators
study of eigenvalue distributions in random matrices
study of zeros of orthogonal polynomials

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Elwin Bruno Christoffel notableWork Christoffel–Darboux formula
Elwin Bruno Christoffel notableWork Christoffel–Darboux formula
this entity surface form: Christoffel–Darboux kernel