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Gauss–Jacobi nodes and weights are well-defined

Statement

Assume Countable Choice. For n≥1 and α,β>−1, the measure and order-2n−1 moment datum in The Gauss–Jacobi quadrature rule are valid Gaussian quadrature data. In particular the monic orthogonal polynomial exists, its n roots are distinct points of (−1,1), and the Lagrange weights and finite rule are well-defined.

Facts & Assumptions

Given: Countable Choice, an integer n≥1, and real α,β>−1.

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is assumed for construction of the Jacobi measure.

[F1]

The Jacobi weight defines a finite positive measure with full support: μα,β is a finite positive Borel measure whose relative support is all of [−1,1] and whose moments of every finite degree are finite.

[F2]

Positive-measure Gaussian quadrature moment data: order-2n−1 moment data require a finite positive measure, at least n+1 support points, and finite absolute moments through degree 2n−1.

[F3]

The Gauss–Jacobi quadrature rule and The m-node Gaussian quadrature rule for a positive measure: the Jacobi rule is the general Gaussian rule for this moment datum, with roots of its monic orthogonal polynomial as nodes and Lagrange-integral weights.

[F4]

The Gaussian nodes, cardinal polynomials and weights are well-defined: for order-2n−1 Gaussian moment data, the nodes can be ordered as distinct interior roots, each Lagrange polynomial is defined, every weight is finite, and the rule is a finite real sum.

Proof

1.1A1F1F2givenalgebraconstruct

By [F1], the measure is finite and positive, all required moments are finite, and each of the n+1 explicit points tj=−1+2j/n for j=0,…,n lies in its support; these points are distinct because n≥1. Thus the data satisfy [F2].

2.1F3F4step 1.1∎

Applying [F4] to the moment datum of step 1.1 gives distinct roots in (−1,1), nonzero node differences, finite Lagrange-weight integrals, and a finite rule. These are exactly the asserted well-definedness properties in [F3].

Depends on

Used by

Cited to discharge well-definedness by The Gauss–Jacobi quadrature rule.

Dependency tree · two levels

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Sources