Klaas van Aarsen said:
Don't we have:
$$a_2=-\frac{\langle x\cdot P_{1}, P_{1}\rangle_w}{\langle P_{1}, P_{1}\rangle_w}=-\frac{\langle x\cdot \left (x-\frac 12\right ), x-\frac 12\rangle_w}{\langle x-\frac 12, x-\frac 12\rangle_w}=-\frac{\int_0^1x\cdot \left (x-\frac 12\right )^2\cdot w(x)\, dx}{\int_0^1\left (x-\frac 12\right )^2\cdot w(x)\, dx}$$
That is, with a square in the numerator? (Thinking)
Ahh yes. I did the calculations again and now I get the following:
\begin{align*}&a_1=-\frac{\langle x\cdot P_0, P_0\rangle_\omega}{\langle P_0, P_0\rangle_\omega}
= -\frac{\langle x\cdot 1, 1\rangle_\omega}{\langle 1, 1\rangle_\omega}
= -\frac{\int_0^1 \omega(x)x\,dx}{\int_0^1 \omega(x)\,dx}
= -\frac{\int_0^1 x\,dx}{\int_0^1 dx}
= -\frac {\frac 12}1 \\
&P_1(x)=(a_1+x)P_0(x)+c_1P_{-1}(x)
= \left(-\frac 12+x\right)1+c_1\cdot 0 = x-\frac 12
\end{align*}
\begin{align*}&a_2=-\frac{\langle x\cdot P_{1}, P_{1}\rangle_w}{\langle P_{1}, P_{1}\rangle_w}=-\frac{\langle x\cdot \left (x-\frac 12\right ), x-\frac 12\rangle_w}{\langle x-\frac 12, x-\frac 12\rangle_w}=-\frac{\int_0^1x\cdot \left (x-\frac 12\right )^2\cdot w(x)\, dx}{\int_0^1\left (x-\frac 12\right )^2\cdot w(x)\, dx}=-\frac{\int_0^1x\cdot \left (x-\frac 12\right )^2\, dx}{\int_0^1\left (x-\frac 12\right )^2\, dx}=-\frac{\frac{1}{24}}{\frac{1}{12}}=-\frac{1}{2} \\ & c_2=-\frac{\langle P_{1}, P_{1}\rangle_w}{\langle P_{0}, P_{0}\rangle_w}=-\frac{\langle x-\frac 12, x-\frac 12\rangle_w}{\langle 1, 1\rangle_w}=-\frac{\int_0^1\left (x-\frac 12\right )^2\cdot w(x)\, dx}{\int_0^1 w(x)\, dx}=-\frac{\int_0^1\left (x-\frac 12\right )^2\, dx}{\int_0^1 1\, dx}=-\frac{\frac{1}{12}}{1}=-\frac{1}{12} \\ & P_2(x)=(a_2+x)P_{1}(x)+c_2P_{0}(x)=\left (-\frac{1}{2}+x\right )\cdot \left (x-\frac{1}{2}\right )-\frac{1}{12}\cdot 1=x^2-x+\frac{1}{6}
\end{align*}
\begin{align*}&a_3=-\frac{\langle x\cdot P_{2}, P_{2}\rangle_w}{\langle P_{2}, P_{2}\rangle_w}=-\frac{\langle x\cdot \left (x^2-x+\frac{1}{6} \right ), x^2-x+\frac{1}{6}\rangle_w}{\langle x^2-x+\frac{1}{6}, x^2-x+\frac{1}{6}\rangle_w}=-\frac{\int_0^1 x\cdot \left (x^2-x+\frac{1}{6} \right )^2\, dx}{\int_0^1 \left ( x^2-x+\frac{1}{6}\right )^2\, dx}=-\frac{\frac{1}{360}}{\frac{1}{180}}=-\frac{1}{2} \\ & c_3=-\frac{\langle P_{2}, P_{2}\rangle_w}{\langle P_{1}, P_{1}\rangle_w}=-\frac{\langle x^2-x+\frac{1}{6}, x^2-x+\frac{1}{6}\rangle_w}{\langle x-\frac 12, x-\frac 12\rangle_w}=-\frac{\int_0^1\left ( x^2-x+\frac{1}{6}\right )^2\, dx}{\int_0^1\left ( x-\frac 12\right )^2\, dx}=-\frac{\frac{1}{180}}{\frac{1}{12}}=-\frac{1}{15} \\ & P_3(x)=(a_3+x)P_{2}(x)+c_3P_{1}(x)=\left (-\frac{1}{2}+x\right )\left (x^2-x+\frac{1}{6}\right )-\frac{1}{15}\left (x-\frac 12\right )=x^3-\frac{3}{2}x^2+\frac{3}{5}x-\frac{1}{20}\end{align*}
\begin{align*}&a_4=-\frac{\langle x\cdot P_{3}, P_{3}\rangle_w}{\langle P_{3}, P_{3}\rangle_w}=-\frac{\int_0^1x\cdot \left (x^3-\frac{3}{2}x^2+\frac{3}{5}x-\frac{1}{20}\right )^2\, dx}{\int_0^1\left (x^3-\frac{3}{2}x^2+\frac{3}{5}x-\frac{1}{20}\right )^2\, dx}=-\frac{\frac{1}{5600}}{\frac{1}{2800}}=-\frac{1}{2} \\ &c_4=-\frac{\langle P_{3}, P_{3}\rangle_w}{\langle P_{2}, P_{2}\rangle_w}=-\frac{\int_0^1 \left (x^3-\frac{3}{2}x^2+\frac{3}{5}x-\frac{1}{20} \right )^2\, dx}{\int_0^1\left (x^2-x+\frac{1}{6}\right )^2\, dx}=-\frac{\frac{1}{2800}}{\frac{1}{180}}=-\frac{9}{140} \\ &P_4= (a_4+x)P_{3}(x)+c_4P_{2}(x)=\left (-\frac{1}{2}+x\right )\left (x^3-\frac{3}{2}x^2+\frac{3}{5}x-\frac{1}{20}\right )-\frac{9}{140}\left (x^2-x+\frac{1}{6}\right )=x^4-2x^3+\frac{9}{7}x^2-\frac{2}{7}x+\frac{1}{70}\end{align*}
Is there a way s that we can verify if we got the correct polynomial? (Wondering)
Klaas van Aarsen said:
We wouldn't get exactly the same roots, since we have scaled [-1,1] to [0,1].
But we should get more or less the same distribution yes.
And I would also expect the roots to be in the interval [0,1], because otherwise we cannot use them to calculate $f(x_i)$. (Worried)
Now we get these roots:
Wolfram, which are in the interval $[0,1]$.
(Wondering)