An Introduction to Orthogonal Polynomials

In this introductory talk, we first revisit with proof for illustration purposes some basic properties of a specific system of orthogonal polynomials, namely the Chebyshev polynomials of the first kind. Then we define the notion of orthogonal polynomials and provide with proof some basic properties such as: The uniqueness of a family of orthogonal polynomials with respect to a weight (up to a multiplicative factor), the matrix representation, the three-term recurrence relation, the Christoffel-Darboux formula and some of its consequences such as the separation of zeros and the Gauss quadrature rules.