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How to generate Orthogonal Polynomials?

• To: mathgroup at smc.vnet.net
• Subject: [mg44388] How to generate Orthogonal Polynomials?
• From: bigohrob at hotmail.com (Big Oh Rob)
• Date: Fri, 7 Nov 2003 05:16:53 -0500 (EST)
• Sender: owner-wri-mathgroup at wolfram.com

I'm having problems generating orthagonal polynomials using the
GramSchmidt function.

I'm given a weight.

And my innerproduct looks like:

<f,g>=Integrate(from -1 to 1)[f(x)g(x)w(x)]

w(x) is the wight and is give.  It could be anything like x, x^2 or
x^2+1.

Any help is appreciated.  Thanks