Poularikas A. D.

Laguere Polynomials
The Handbook of Formulas and Tables for Signal Processing.
Ed. Alexander D. Poularikas
Boca Raton: CRC Press LLC,1999

1999 by CRC Press LLC


1999 by CRC Press LLC

23

Laguerre Pol ynomi al s

23.1 Laguerre Polynomials

23.2 Recurrence Relations

23.3 Laguerre Series

23.4 Associated Laguerre Polynomials
(or Generalized)

23.5 Recurrence Relations

23.6 Laguerre Series

23.7 Tables of Laguerre Polynomials

References

23.1 Laguerre Polynomials

23.1.1 Denition

Figure 23.1 shows several Laguerre polynomials.

FIGURE 23.1

L t
n t
k n k
n t
n
k
n k k
( )
( ) !
( !) ( )!
, , , ,

<

0
2
1
0 1 2 0 L

1999 by CRC Press LLC

23.1.2 Rodrigues Formula
23.1.3 Laguerre Polynomials
23.1.4 Generating Function

23.2 Recurrence Relations

23.2.1 Recurrence Relations

1.
2.
3.
4.
5.

23.2.2 Laguerre Equation

23.3 Laguerre Series

23.3.1 Orthogonality Relation
23.3.2 Orthonormal Functions
23.3.3 Laguerre Series

L t
e
n
d
dt
t e n
n
t n
n
n t
( )
!
( ) , , ,

0 1 2 L
L t L t t L t t t
L t t t t L t t t t t
0 1 2
1
2
2
3
1
3
3 2
4
1
4
4 3 2
1 1 4 2
9 18 6 16 72 96 24
( ) , ( ) , ( ) ( ),
( ) ( ), ( ) ( )
!
! !
+ +
+ + + +
w t x x
tx
x
L t x x t
n
n
n
( , ) ( ) exp ( ) ,

1
]
1
< <

1
1
1 0
1
0

+

L t L t L t n
n n n
( ) ( ) ( ) , ,
1 1
0 1 2 L


+
L t L t L t n
n n n 1
1 2 ( ) ( ) ( ) , ,L

+

L t L t L t n
n n n 1 1
1 2 ( ) ( ) ( ) , ,L

( ) ( ) ( ) ( ) ( ) ( ) , , n L t t n L t L t n L t n
n n n n
+ + + +
+
1 1 2 0 1 2
1 1
L

t L t n L t n L t n
n n n

( ) ( ) ( ) , ,
1
1 2 L
t L t t L t n L t
n n n
+ + ( ) ( ) ( ) ( ) 1 0
0
0

e L t L t dt n m
t
n m
( ) ( )

n
t
n
t e L t n ( ) ( ) , ,
/

2
0 1 2L
f t C L t t
n
n n
( ) ( ) <

0
0

1999 by CRC Press LLC

23.4 Associated Laguerre Polynomials (or Generalized)

23.4.1 Denitions

For a real

a

> 1 the general Laguerre polynomials are dened by the formula
Using Leibnizs formula
For

23.4.2 Polynomials

23.5 Recurrence Relations

23.5.1 Recurence Relations

1.
2.

23.6 Laguerre Series

23.6.1 Orthogonality Relations
23.6.2 Orthonormal Functions

C e f t L t dt n
n
t
n

0
0 1 2 ( ) ( ) , , L

L t e
t
n
d
dt
e t n
n
a t
a n
n
t n a
( )
!
( ) , ,

+
0 1 2L
L t
n a
k a
t
k n k
t
n
a
k
n
k
( )
( )
(
( )
!( )!

+ +
+ +

<

0
1
1
0

a L t L t
n
a
n
0, ( ) ( ) become
L t L t a t L t a a a t t
a a a
0 1 2
1
2
2
1 1 1 2 2 2 ( ) , ( ) , ( ) [( )( ) ( ) ],... + + + + +

L t L t L t n
n
a
n
a
n
a

+

( ) ( ) ( ) , ,
1 1
0 1 2 L

t L t n L t n a L t n
n
a
n
a
n
a

( ) ( ) ( ) ( ) , ,
1
1 2 L

0
0
2
0 1
1
1 0 1 2

>

+ +
>
e t L t L t dt n m a
e t L t dt
n a
n
a n
t a
m
a
n
a
t a
n
a
( ) ( )
[ ( )]
( )
!
, ,

n
a t a
n
a
t
n
n a
e t L t n t ( )
!
( )
( ) , ,
/
/ /

+ +

1
]
1
<

1
0 1 2 0
1 2
2 2
L

1999 by CRC Press LLC

23.6.3 Series

The Laguerre series is given by

Example

The function

t

b

can be expanded in series
The steps to nd

C

n

were: a) substitution of (23.4.1), b) integration by parts

n

times, c) multiplication
numerator and denominator by

!

(

b



n

+ 1). In particular if

b

=

m

=

positive integer

If

a

= 0 we obtain the expansion

Example

The function

f

(

t

) =

e

bt

, with and

t

> 0, is expanded as follows
and thus

f t C L t t
C
n
n a
e t f t L t dt n
n
n n
a
n
t a
n
a
( ) ( )
!
( )
( ) ( ) , ,
<

+ +

0
0
0
1
0 1 2

L
t C L t b a
b
n
n n
a
> +

0
1
2
1 ( ) ( )

C
n
n a
t e L t dt
n
n a
e t
e t
n
d
dt
t e dt
n a
t
d
dt
t e dt
b b b
n
b a t
n
a t b a
t a n
n
n a t
b
n
n
n a t
n

+ +

+ +

+ +

+

+

!
( )
( )
!
( ) !
( )
( )
( )
( ) ( ) (

1 1
1
1
1 1
0 0
0
L nn
n a
e t dt
b
n b b n
e t dt
b b a
n b b n
t b a
n t b a n
+
+ +

+
+ + +

+ + +
+ + +

+ +

1
1
1
1
1 1
1
1 1
1 1
0
0
1 1
)
( )
( )
( )
( ) ( )
( )
( ) ( )
( ) ( )
( )

t m a m
L t
n a m n
t a m
m
n
m n
n
a
+ +

+ +
< >

( ) !
( ) ( )
( )( )!
, , , 1
1
1
0 1 0 1 2
0
and L
t m m
L t
n m n
m
n
m m
n
+

( ) !
( ) ( )
!( )!
1
1
0
b >
1
2

C
n
n a
e t L t dt
n a
e
d
dt
e t dt
b
n a
e t dt
b
b
n
n
b t a
n
a bt
n
n
t n a
n
b t n a
n
n a

+ +

+ +

+ +

+

+

+

+ +
+ +

!
( )
( )
( )
( )
( ) ( )
, ,
( )
( )

1
1
1
1 1
0 1 2
0
1
0
0
1
1
L

1999 by CRC Press LLC

For

a

= 0

23.7 Tables of Laguerre Polynomials

TABLE 23.1

Properties of the Laguerre Polynomials

1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
e b
b
b
L t t
bt a
n
n
n
a

+
+

_
,
<

( ) ( ) 1
1
0
1
0
e b
b
b
L t t
bt
n
n
n

+
+

_
,
<

( ) ( ) 1
1
0
1
0
L t
n t
k n k k
n
k
t
n
k
n k k
k
n
k k
( )
( ) !
( !) ( )!
( )
!

_
,

0
2
0
1
1
1

n t < 0 1 2 0 , , , , L
L t
e
n
d
dt
t e
n
t n
n
n t
( )
!
( )


n 0 1 2 , , L
L t L t t L t t t
0 1 2
1
2
2
1 1 4 2 ( ) , ( ) , ( ) ( ),
!
+ +
L t t t t L t t t t t
3
1
3
3 2
4
1
4
4 3 2
9 18 6 16 72 96 24 ( ) ( ), ( ) ( )
! !
+ + + +
L L n L n n
n n n
( ) , ( ) , ( ) ( ) 0 1 0 0 1
1
2

( ) ( ) ( ) ( ) ( ) n L t t n L t n L t
n n n
+ + +
+
1 1 2 0
1 1

n 1 2 3 , , ,L
+

L t L t L t
n n n
( ) ( ) ( )
1 1
0

n 1 2 3 , , ,L
( ) ( ) ( ) ( ) ( ) ( ) n L t t n L t L t n L t
n n n n
+ + + +
+
1 1 2 0
1 1
n 1 2 3 , , ,L

+
L t L t L t
n n n 1
( ) ( ) ( )
t L t n L t n L t
n n n


( ) ( ) ( )
1
n 1 2 3 , , ,L
t L t t L t n L t
n n n
+ + ( ) ( ) ( ) ( ) , 1 0 Laguerre differential equation
w t x x
tx
x
L t x
n
n
n
( , ) ( ) exp ( )

1
]
1

1
1
1
0
generating function
0
0

e L t L t dt k n
t
n k
( ) ( )
0
2
1

e L t dt
t
n
[ ( )]
f t C L t
n
n n
( ) ( )

0
0 < t
C e f t L t dt
n
t
n

0
( ) ( )

n 0 1 2 , , L
L t
d
dt
L t
n
m m
m
m n m
( ) ( ) [ ( )]
+
1

m 0 1 2 , , L
L t
n m t
n k m k k
n
m
k
n k k
( )
( ) ( )!
( )!( )! !

+
+

0
1

m 0 1 2 , , L
( ) ( ) ( ) ( ) ( ) ( ) n L t t n m L t n m L t
n
m
n
m
n
m
+ + + +
+
1 1 2 0
1 1
t L t n L t n m L t
n
m
n
m
n
m
+ +

( ) ( ) ( ) ( )
1
0

1999 by CRC Press LLC

18.
19.
20.
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.
31.
32.
33.
, orthonormal sequence,
34.
35.
36.

TABLE 23.1

Properties of the Laguerre Polynomials (continued)
L t
n
e t
d
dt
e t
n
m t m
n
n
t n m
( )
!
( )
+
1
Rodrigues formula
L t L t L t
n
m
n
m
n
m

+
1
1
0 ( ) ( ) ( )
L t L t
n
m
n
m


+
( ) ( )
1
1
L
n m
n m
n
m
( )
( )!
! !
0
+
0
0
1

<

'

e t L t dt
k n
n k n
t k
n
n
( )
( ) !
0 0
1
t
k n
t
n k n k n k
L x L t x dx L x dx L t L t


+ + + +
( ) ( ) ( ) ( ) ( )

t
x
n
m t
n
m
n
m
e L x dx e L t L t m

( ) [ ( ) ( )] , , .
1
0 1 2 L

0
1 1
1
0 1 2
t
m
n
m
n
m
t x L x dx
m n
m n
t L t m

+ +

+ +
( ) ( )
! !
( )!
( ) , , .L
0
1
1
1
1
1
1 0

+ +
+ + +
> >
+
x x L tx dx
b n a
n a b
L t a b
a b
n
a
n
a b
( ) ( )
( ) ( )
( )
( ) ,

0
0 1

> e t L t L t dt k n a
t a
n
a
k
a
( ) ( ) ,
0
2
1
1

+ +
> e t L t dt
n a
n
a
t a
n
a
[ ( )]
( )
!

0
1 2
1
2 1 1

+ +
+ + > e t L t dt
n a
n
n a a
t a
n
a
[ ( )]
( )
!
( )

L t
n
H t
n
n
n n

1 2
2 2
1
2
/
( )
( )
!
( )
L t
n
H t
t
n
n
n
n 1 2
2 1
2 1
1
2
/
( )
( )
!
( )

+
+
f t C L t
n
n n
m
( ) ( )

0
C
n
n m
e t f t L t dt
n
t m
n
m

+ +

!
( )
( ) ( )
1 0

n
m t m
n
m
n
n m
e t L t
+ +

1
]
1

!
( )
( )
/
/ /
1
1 2
2 2

n 0 1 2 , , L
t p
p
n
L t
p
n
p
n
n

_
,

! ( ) ( )
0
1
e a
a
a
L t a
at
n
n
n

+
+

_
,
>

( ) ( ) 1
1
1
0
1
2
0
0
1 1

+

+
e
x
dx
L t
n
t x
n
n
( )

1999 by CRC Press LLC

References

Abramowitz, M. and I. S. Stegun,

Handbook of Mathematical Functions

, Dover Publications, Inc., New
York, NY, 1965.
Andrews, L. C.,

Special Functions for Engineers and Applied Mathematicians

, MacMillan Publishing
Co. New York, NY. 1985.
Hochstadt, H.,

The Functions of Mathematical Physics

, Dover Publications Inc., New York, NY, 1986.
McLachlan, N. W.,

Bessel Functions for Engineers

, 2nd Edition, Oxford, London, 1961.
Sansone, G.,

Orthogonal Functions

, Interscience Publishers, New York, NY., 1959.