Relationship between Chebyshev Polynomial of the First and Second Kind/Formulation 4

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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:

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


Proof



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