Hello Everybody!

I am trying to comprehend the underlying theory of orthogonal polynomials in the context of Gaussian quadrature formulae; the abscissas in the N-point quadrature formula are the N-roots (or zeros) of a polynomial orthogonal with respect to the weight function.

So, one needs to evaluate the family of orthogonal polynomials corresponding to an arbitrary weight function. Gram Schmidt algorithm can be used to generate these orthogonal polynomials starting from a set of linearly independent monomials (1, x, x^2, x^3,.....). A more simpler way is to make use of a three term recurrence formula; I am seeking suggestions to gather easy-to-grasp material (as I lack adequate background in this area) that helps me to understand how this recurrence formula is derived and how it is normalized? and how one can figure out if a given recurrence formula is normalized or not.

Thanks in advance!

KD

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