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Tensor-product Gaussian quadrature preserves coordinatewise exactness
Statement
For , take one-dimensional Gaussian rules with orders and moment data , and form their tensor rule as in Tensor-product Gaussian quadrature. For every coordinatewise tensor polynomial of Coordinatewise product-moment functional for tensor polynomials, The tensor rule has exactly distinct nodes. In particular, using the same nodes in each coordinate requires node evaluations, exponential growth in .
Facts & Assumptions
Given: The finite family of one-dimensional Gaussian rules and a coordinatewise tensor polynomial.
Tensor-product Gaussian quadrature: the tensor rule sums over all node tuples and multiplies the one-dimensional weights.
Coordinatewise product-moment functional for tensor polynomials: acts on a monomial by the product of its one-dimensional moments and extends by finite linearity.
Gaussian quadrature is exact through degree 2m−1 and has positive weights: each coordinate rule is exact on every monomial of degree at most .
Finite sums and finite products, by recursion, The product of a finite list in a monoid, by recursion, with the empty product () equal to the identity, and Laws of finite sums and finite products: finite sums distribute over finite products and finite products obey their recursive product rule.
The reals form a field: multiplication and finite sums obey distributivity.
Proof
For a coordinate monomial , substitute the rule definition [F1] and distribute the finite sums:
Since , [F3] makes the th factor in step 1.1 equal to . Their product is exactly by [F2].
A coordinatewise tensor polynomial is a finite linear combination of these monomials. Both and are linear finite sums, so step 2.1 extends term by term and proves .
Each one-dimensional node list has distinct entries by The Gauss orthogonal polynomial has simple roots inside the interval. Two different tuples differ in at least one coordinate, whose node entries are distinct, so they give different points. The nested index loops in [F1] enumerate tuples for ; appending coordinate replaces each prior tuple by exactly distinct extensions. Iterating this finite recurrence gives exactly nodes, hence when every .
Depends on
- Tensor-product Gaussian quadrature
- Coordinatewise product-moment functional for tensor polynomials
- The Gauss orthogonal polynomial has simple roots inside the interval
- Gaussian quadrature is exact through degree 2m−1 and has positive weights
- Finite sums and finite products, by recursion
- The product $g_0 g_1 \cdots g_{n-1}$ of a finite list in a monoid, by recursion, with the empty product ($n = 0$) equal to the identity
- Laws of finite sums and finite products
- The reals form a field
Used by
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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)