Orthogonality of Sturm-Liouville eigenfunctions (${\int }_a^{b}w\overline{y_m}{y}_{n}dx=0$)

For a regular self-adjoint Sturm-Liouville problem with positive weight $w$ and self-adjoint boundary conditions, eigenfunctions with distinct eigenvalues are orthogonal in the weighted inner product $\int w\overline{u}v$. Integration by parts proves this by equating $\int \overline{u}Lv$ and $\int \overline{Lu}v$.

For the Sturm-Liouville problem $-(p{y}_n^{\prime }{)}^{\prime }={\lambda }_{n}w{y}_n$, assume that the boundary term $[p{y}_n^{\prime }{y}_m{]}_a^b$ vanishes. One integration by parts gives the displayed identity. Distinct eigenvalues make the right side zero by orthogonality of Sturm-Liouville eigenfunctions, so the derivatives are orthogonal with weight $p$, while the original functions are orthogonal with weight $w$. This conclusion uses the absence of the $qy$ term: for a general potential the extra integral $-\int q{y}_n{y}_m$ need not vanish. For the Chebyshev polynomial of the second kind of degree $n-1$, the two weights are $w=\sqrt{1-x^2}$ and $p=(1-x^2{)}^{3/2}$.