§18.31 Bernstein–Szegő Polynomials

Let $\rho (x)$ be a polynomial of degree $\mathrm{\ell }$ and positive when $-1\le x\le 1$. The Bernstein–Szegő polynomials $\{p_n(x)\}$, $n=0,1,\mathrm{\dots }$, are orthogonal on $(-1,1)$ with respect to three types of weight function: ${(1-x^2)}^{-\frac{1}{2}}{(\rho (x))}^{-1}$, ${(1-x^2)}^{\frac{1}{2}}{(\rho (x))}^{-1}$, ${(1-x)}^{\frac{1}{2}}{(1+x)}^{-\frac{1}{2}}{(\rho (x))}^{-1}$. In consequence, $p_n(\cos \theta )$ can be given explicitly in terms of $\rho (\cos \theta )$ and sines and cosines, provided that in the first case, in the second case, and in the third case. See Szegő (1975, §2.6).