Finite sequences of orthogonal polynomials connected by a Jacobi matrix (Q1819889)

Given an orthogonal sequence of monic polynomials \(p_ j\) of exact degree j for \(j=0,...,n\), then the requirement \(p_ j=c_ jq_{n-j- 1}p_{n-1}\) at the zeros of \(p_ n\) with suitable constants \(c_ j\) defines a series of monic polynomials \(q_ j\) which are orthogonal with respect to a possibly differently weighted scalar product. These two sequences are the upper, respectively lower right, principal minors of the matrix t-J (J a suitable tridiagonal matrix). The sequence \(\{q_ j\}\) occurs in the characterization of the discrete least-squares approximation to f from \(span(p_ 0,...,p_ j)\) in terms of the (n-j- 1)-order divided differences of \(f/p_{n-1}\) at the zeros of \(p_ n\). A complete characterization of the pair (U,V) of zero sets of \(p_{j-1}\) and \(q_{n-j}\) is given, an application is made to the problem of recovering a Jacobi matrix from such data.