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The Gaussian nodes, cardinal polynomials and weights are well-defined

Statement

For moment data with order 2m−1, 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 (a,b), every cardinal polynomial is defined, every weight integral is finite, and Qm(f) is a finite real number whenever f is real-valued at the nodes.

Facts & Assumptions

Given: Moment data (a,b,m,2m−1,μ) and the rule of The m-node Gaussian quadrature rule for a positive measure.

[F1]

Positive-measure Gaussian quadrature moment data: moments through degree 2m−1 are finite.

[F3]

Cardinal-polynomial interpolation: for distinct nodes, ℓi(X)=∏j≠i(X−xj)/(xi−xj); every denominator is a nonzero node difference.

[F4]

Cardinal interpolation functions are polynomials of the stated degrees: each ℓi is a polynomial of degree at most m−1 and has the cardinal values at the nodes.

[F5]

The Lebesgue integral is linear on L1(μ): a finite linear combination of integrable monomials is integrable and its integral is the corresponding finite linear combination of moments.

Proof

1.1F2F3F4construct

By [F2], the roots of pm form a finite set of exactly m distinct points in (a,b), so sorting them defines x1<⋯<xm without ambiguity. Their pairwise differences are nonzero, so [F3] defines every ℓi. By [F4], each cardinal polynomial has degree at most m−1.

1.2F1F4F5

Each ℓi is a finite linear combination of monomials of degrees at most m−1. These moments are finite by [F1], so [F5] makes every wi=∫ℓi dμ finite.

2.1F1step 1.2algebra∎

For any real values f(x1),…,f(xm), the expression ∑iwif(xi) has finitely many finite real summands, hence is a defined real number. This establishes the stated well-definedness of Qm(f).

Depends on

Used by

Cited to discharge well-definedness by The m-node Gaussian quadrature rule for a positive measure.

Dependency tree · two levels

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Sources