In Rn[X] with inner product ⟨P,Q⟩=∫−11P(t)Q(t)dt, construct the first three Legendre polynomials by orthonormalizing (1,X,X2).
Hint
Apply Gram–Schmidt.
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Solution
Step 1: normalize 1.⟨1,1⟩=∫−11dt=2, so u1=21.
Step 2: orthogonalize X against u1.⟨X,1⟩=∫−11tdt=0, so X is already orthogonal to 1. Norm: ⟨X,X⟩=∫−11t2dt=32,u2=2/3X=23X.
Step 3: orthogonalize X2 against u1,u2. ⟨X2,1⟩=∫−11t2dt=32,⟨X2,X⟩=∫−11t3dt=0. So the orthogonal part is X2−⟨1,1⟩⟨X2,1⟩⋅1=X2−22/3=X2−31. Its squared norm: ∫−11(t2−31)2dt=∫−11t4dt−32∫−11t2dt+91∫−11dt=52−94+92=4518−20+10=458. Hence u3=8/45X2−1/3=845(X2−31)=2235(X2−31).
The orthonormal triple. u1=21,u2=23X,u3=2235(X2−31). They satisfy ⟨ui,uj⟩=δij.
Standard Legendre polynomials. Rescaling to monic (or to the classical normalization), one gets P0=1,P1=X,P2=23X2−1. These are proportional to u1,u2,u3 and orthogonal for the integral inner product on [−1,1].
Conclusion. The first three Legendre polynomials (unnormalized) are P0=1, P1=X, P2=23X2−1; the corresponding orthonormal vectors are u1,u2,u3 above.