Christoffel–Darboux formula

In mathematics, the Christoffel–Darboux formula or Christoffel–Darboux theorem is an identity for a sequence of orthogonal polynomials, introduced by Elwin Bruno Christoffel (1858) and Jean Gaston Darboux (1878).

Christoffel–Darboux formulaif a sequence of polynomials are of degrees , and orthogonal with respect to a probability measure , then

where are the squared norms, and are the leading coefficients.

There is also a "confluent form" of this identity by taking limit:

Christoffel–Darboux formula, confluent form