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Show that the given set of functions is orthogonal with respect to the given weight on the prescribed interval. Find the norm of each function in the set.

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Answer/Explanation

The complete question is:

Show that the set function {1, cos x, cos 2x, . . .} is orthogonal with respect to given weight on the prescribed interval [- π, π]

Explanation:

If we make the identification For ∅° (x) = 1 and ∅n(x) = cos nx, we must show that ∫ lim(π) lim(-π) .∅°(x)dx = 0 , n ≠0, and ∫ lim(π) lim(-π) .∅°(x)dx = 0, m≠n.

Therefore, in the first case, we have

(∅(x), ∅(n)) ∫ lim(π) lim(-π) .∅°(x)dx = ∫ lim(π) lim(-π) cosn(x)dx

This will therefore be equal to :

1/n sin nx lim(π) lim(-π) = 1/n [sin nπ - sin(-nπ)] = 0 , n ≠0 (In the first case)

and in the second case, we have,,

(∅(m) , ∅(n)) = ∫ lim(π) lim(-π) .∅°(x)dx

This will therefore be equal to:

∫ lim(π) lim(-π) cos mx cos nx dx

Therefore, 1/2 ∫ lim(π) lim(-π)( cos (m+n)x + cos( m-n)x dx (Where this equation represents the trigonometric function)

1/2 [ sin (m+n)x / m+n) ]+ [ sin (m-n)x / m-n) ] lim(π) lim(-π) = 0, m ≠ n

Now, to go ahead to find the norms in the given set intervals, we have,

for ∅°(x) = 1 we have:

//∅°(x)//² = ∫lim(π) lim(-π) dx = 2π

So therefore, //∅°(x)//² = √2π

For ∅°∨n(x) = cos nx , n > 0.

It then follows that,

//∅°(x)//² = ∫lim(π) lim(-π) cos²nxdx = 1/2 ∫lim(π) lim(-π) [1 + cos2nx]dx = π

Thus, for n > 0 , //∅°(x)// = √π

It is therefore ggod to note that,

Any orthogonal set of non zero functions {∅∨n(x)}, n = 0, 1, 2, . . . can be normalized—that is, made into an orthonormal set by dividing each function by its norm. It follows from the above equations that has been set.

Therefore,

{ 1/√2π , cosx/√π , cos2x/√π...} is orthonormal on the interval {-π, π}.

User Johan Danforth
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