Sets of polynomials Pn(x) that satisfy an orthogonality relationship on an interval a<x<b with respect to some inner product, i.e.:
/b
| W(x)P (x)P (x) dx = 0, k ≠ n
/a n k
where W(x) is an arbitrary weight function. Most orthogonal polynomials have a representation in the form of a
Rodrigues formula that involves differentiation, and obey a
recurrence relation.
The most common orthogonal polynomials include the Legendre polynomials, Laguerre polynomials, Hermite polynomials, Chebyshev polynomials, Gegenbauer polynomials, and Jacobi polynomials.