Properties

Theorem (Orthogonality): The following formulas hold: $$\int_{-1}^1 \dfrac{T_m(x)T_n(x)}{\sqrt{1-x^2}} dx = \left\{ \begin{array}{ll} 0 &; m \neq n \\ \dfrac{\pi}{2} &; m=n\neq 0 \\ \pi &; m=n=0 \end{array} \right.$$ and $$\int_{-1}^1 \dfrac{U_m(x)U_n(x)}{\sqrt{1-x^2}} dx = \left\{ \begin{array}{ll} 0 &; m \neq n \\ \dfrac{\pi}{2} &; m=n\neq 0\\ 0 &; m=n=0. \end{array} \right.$$

Proof: █