Relationship between Chebyshev Polynomial of the First and Second Kind/Formulation 3

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Theorem

Let $\map {T_n} x$ denote the Chebyshev polynomial of the first kind of order $n$.

Let $\map {U_n} x$ denote the Chebyshev polynomial of the second kind of order $n$.


Then:

$\ds \map {U_n} x = \dfrac 1 \pi \int_{-1}^1 \dfrac {\map {T_{n + 1} } v \rd v} {\paren {v - x} \sqrt {1 - v^2} }$


Proof



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