The orthogonality of the generalized Laguerre polynomials, {L(n)((alph
a))(x)} (n greater than or equal to 0), is a well known fact when the
parameter alpha is a real number but not a negative integer. In fact,
for -1 <alpha, they are orthogonal on the interval [0 + infinity) with
respect to the weight function rho(x) = x(alpha)e(-x), and for alpha
< -1, but not an integer, they are orthogonal with respect to a non-po
sitive definite linear functional. In this work we will show that, for
every value of the real parameter alpha, the generalized Laguerre pol
ynomials are orthogonal with respect to a non-diagonal Sobolev inner p
roduct, that is, an inner product involving derivatives. (C) 1996 Acad
emic Press, Inc.