Definition: | set of functions, such that each of them is orthogonal to any other Note 1 to entry: Examples: - Legendre polynomials P constitute a system of orthogonal functions on the interval [−1, +1] because ∫ +1 −1Pk(x)Pl(x)dx=0 for any integers k≠l.
- Laguerre polynomials L constitute a system of orthogonal functions on the interval [0, +∞] with the weight exp(−x) because ∫ +∞ 0Lk(x)Ll(x)exp(−x)dx=0 for any integers k≠l.
- Trigonometric functions sine and cosine constitute a system of orthogonal functions on the interval [0, 2π] because ∫ 2π 0sin(kx)sin(lx)dx=0 and ∫ 2π 0cos(kx)cos(lx)dx=0 for any integers k≠l, and ∫ 2π 0sin(kx)cos(lx)dx=0 for any integer k and l.
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