With the inner product $<f,g>=\int_{-1}^{1} f(x)g(x) dx$, apply the gram-schmidt algorithm to construct orthogonal polynomials from basis elements {1,x,x^2}.
I am thinking that the answer would simply be:
$p_0(x)=1$
$p_1(x)=x-\frac{<x,p_0>}{<p_0,p_0>}p_0(x)$
$p_0(x)=x^2-\frac{<x^2,p_0>}{<p_0,p_0>}p_0(x)-\frac{<x^2,p_1>}{<p_1,p_1>}p_1(x)$
is this correct?
Best Answer
It looks correct to me, with one caveat: $\langle 1, 1\rangle = 2$, so some rescaling is necessary if you want your answers to be orthonormal.