Past exam of the mathematics course of the University of Cambridge / 2018 / ib / Paper 2 / 19D / Solution

This is the Gram-Schmidt process applied degree by degree. Inductively, subtracting projections onto $p_0,\dots ,p_n$ makes $p_{n+1}$ orthogonal to every earlier polynomial. Since every subtracted polynomial has degree at most $n$, the leading coefficient of the monic $q_{n+1}$ remains one, so $p_{n+1}$ is a real monic orthogonal polynomial of degree exactly $n+1$.

Now take $q_{n+1}=x{p}_n$. For $k\le n-2$, symmetry of the inner product givesbecause $x{p}_k$ has degree at most $n-1$. Only the $p_n$ and $p_{n-1}$ projections remain, yielding the three-term recurrence for monic orthogonal polynomialswhereThe second identity uses $x{p}_{n-1}=p_n$ plus lower-degree terms.

For the symmetric Legendre inner product, parity gives ${\alpha }_n=0$. Starting with $p_0=1$, one obtains $p_1=x$, thenThus the first four monic Legendre polynomials are