Generalized Laguerre polynomials

The library uses the monic, sign-reversed normalization

$$P_n^{(\alpha)}(x) = n!\, L_n^{(\alpha)}(-x) = \sum_k \binom{n}{k} (\alpha+k+1)_{n-k}\, x^k,$$

so that the zeros are nonpositive. For $\alpha \geq -1$:

For $\alpha > -1$ the family is also orthogonal on the positive half-line:

$$\int_0^\infty P_m^{(\alpha)}(-x)\, P_n^{(\alpha)}(-x)\, x^\alpha e^{-x}\, dx = 0 \qquad (m \neq n).$$

References

G. Szegő, Orthogonal Polynomials, American Mathematical Society Colloquium Publications 23 (1939), Chapter V. The general three-term theory is on the Favard page.

Definitions

  • Generalized Laguerre polynomials

    Polynomial.generalizedLaguerresource
    noncomputable def generalizedLaguerre (n : ℕ) (α : R) : R[X] :=
      ∑ k ∈ range (n + 1),
        C ((Nat.choose n k : R) *
          (ascPochhammer R (n - k)).eval (α + k + 1)) * X ^ k

Theorems

  • Generalized Laguerre polynomials are real-rootedMain result

    RealRooted.generalizedLaguerre_splitssource
    theorem generalizedLaguerre_splits (n : ℕ) {α : ℝ} (hα : -1 ≤ α) :
        (generalizedLaguerre n α).Splits
  • Generalized Laguerre polynomials have negative roots for α > -1

    RealRooted.generalizedLaguerre_roots_negsource
    theorem generalizedLaguerre_roots_neg (n : ℕ) {α : ℝ} (hα : -1 < α) :
        ∀ r ∈ (generalizedLaguerre n α).roots, r < 0
  • Generalized Laguerre polynomials have simple roots

    RealRooted.generalizedLaguerre_hasSimpleRootssource
    theorem generalizedLaguerre_hasSimpleRoots (n : ℕ) {α : ℝ} (hα : -1 ≤ α) :
        HasSimpleRoots (generalizedLaguerre n α)
  • Consecutive generalized Laguerre polynomials interlace

    RealRooted.generalizedLaguerre_strictInterl_succsource
    theorem generalizedLaguerre_strictInterl_succ (n : ℕ) {α : ℝ} (hα : -1 ≤ α) :
        StrictInterl (generalizedLaguerre n α) (generalizedLaguerre (n + 1) α)
  • Generalized Laguerre polynomials satisfy a Favard recurrence

    RealRooted.generalizedLaguerre_satisfiesFavardRecurrencesource
    theorem generalizedLaguerre_satisfiesFavardRecurrence (α : ℝ) :
        SatisfiesFavardRecurrence
          (fun n ↦ generalizedLaguerre n α)
          (fun n ↦ generalizedLaguerreDiag n α)
          (fun n ↦ generalizedLaguerreSubdiag n α)
  • Generalized Laguerre polynomials are orthogonal on the half-line

    RealRooted.generalizedLaguerre_integral_orthogonalsource
    theorem generalizedLaguerre_integral_orthogonal
        {α : ℝ} (hα : -1 < α) {m n : ℕ} (hmn : m ≠ n) :
        (∫ x in Ioi 0,
          (generalizedLaguerre m α).eval (-x) *
            (generalizedLaguerre n α).eval (-x) *
              x ^ α * Real.exp (-x)) = 0

Lean source RealRooted/Challenges/LaguerrePolynomials.lean at revision 5827550b.