A set of orthogonal polynomials induced by a given orthogonal polynomial (Q1312268)

Suppose one knows a system of orthogonal polynomials \(\pi_ n(x)\) \((n=0,1,2,\ldots)\) with respect to some measure \(d \sigma\) on the real line and that one wants to find the orthogonal polynomials \(\hat\pi_{n,m}\) \((n=0,1,2,\ldots)\) with respect to the modified measure \(\pi_ m^ 2(x)d\sigma(x)\). The authors recall that the computational method for solving this problem is basically a finite number of steps of the QR algorithm with shift acting on the Jacobi matrix for the orthogonal polynomials \(\pi_ n\). Then the problem is solved explicitly when \(\pi_ n\) are the Chebyshev polynomials of the first, second, third and fourth kind, in which case an analytic expression is given for the polynomials with the modified weights and for the coefficients in the three-term recurrence relation. Some interlacing properties for the zeros of \(\pi_ n\) and \(\hat\pi_{n+1,n}\) and some comments regarding the orthogonality of the polynomials \(\hat\pi_{n,n-1}\) are given.