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The Gaussian nodes, cardinal polynomials and weights are well-defined
Statement
For moment data with order , the nodes and rule defined in The m-node Gaussian quadrature rule for a positive measure exist as stated: the roots can be ordered in , every cardinal polynomial is defined, every weight integral is finite, and is a finite real number whenever is real-valued at the nodes.
Facts & Assumptions
Given: Moment data and the rule of The m-node Gaussian quadrature rule for a positive measure.
Positive-measure Gaussian quadrature moment data: moments through degree are finite.
Monic orthogonal polynomials exist uniquely through the quadrature order and The Gauss orthogonal polynomial has simple roots inside the interval: is monic and has exactly distinct roots in .
Cardinal-polynomial interpolation: for distinct nodes, ; every denominator is a nonzero node difference.
Cardinal interpolation functions are polynomials of the stated degrees: each is a polynomial of degree at most and has the cardinal values at the nodes.
The Lebesgue integral is linear on : a finite linear combination of integrable monomials is integrable and its integral is the corresponding finite linear combination of moments.
Proof
By [F2], the roots of form a finite set of exactly distinct points in , so sorting them defines without ambiguity. Their pairwise differences are nonzero, so [F3] defines every . By [F4], each cardinal polynomial has degree at most .
Each is a finite linear combination of monomials of degrees at most . These moments are finite by [F1], so [F5] makes every finite.
For any real values , the expression has finitely many finite real summands, hence is a defined real number. This establishes the stated well-definedness of .
Depends on
- The m-node Gaussian quadrature rule for a positive measure
- Positive-measure Gaussian quadrature moment data
- Monic orthogonal polynomials exist uniquely through the quadrature order
- The Gauss orthogonal polynomial has simple roots inside the interval
- Cardinal-polynomial interpolation
- Cardinal interpolation functions are polynomials of the stated degrees
- Existence and uniqueness of the cardinal-polynomial interpolant
- Integrable real and complex functions, and their integrals
- The Lebesgue integral is linear on $L^1(\mu)$
Used by
- Tensor-product Gaussian quadrature Definition
- Gauss–Jacobi nodes and weights are well-defined Lemma
- One-node Gauss data are midpoint data Lemma
- Gaussian quadrature is exact through degree 2m−1 and has positive weights Theorem
Cited to discharge well-definedness by The m-node Gaussian quadrature rule for a positive measure.
Dependency tree · two levels
44 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- John A. Gubner, Gaussian Quadrature and the Eigenvalue Problem, §§2–5, 2020 (standard reference, not scraped)
- MATH 373 Lecture Notes, Lecture 14: Gaussian Quadrature, §§10.2–10.5 (standard reference, not scraped)
- Walter Gautschi, The Interplay Between Classical Analysis and (Numerical) Linear Algebra, §2.1 (standard reference, not scraped)