2.II.18D

Numerical Analysis | Part IB, 2006

(a) For a positive weight function ww, let

11f(x)w(x)dxi=0naif(xi)\int_{-1}^{1} f(x) w(x) d x \approx \sum_{i=0}^{n} a_{i} f\left(x_{i}\right)

be the corresponding Gaussian quadrature with n+1n+1 nodes. Prove that all the coefficients aia_{i} are positive.

(b) The integral

I(f)=11f(x)w(x)dxI(f)=\int_{-1}^{1} f(x) w(x) d x

is approximated by a quadrature

In(f)=i=0nai(n)f(xi(n))I_{n}(f)=\sum_{i=0}^{n} a_{i}^{(n)} f\left(x_{i}^{(n)}\right)

which is exact on polynomials of degree n\leqslant n and has positive coefficients ai(n)a_{i}^{(n)}. Prove that, for any ff continuous on [1,1][-1,1], the quadrature converges to the integral, i.e.,

I(f)In(f)0 as n\left|I(f)-I_{n}(f)\right| \rightarrow 0 \quad \text { as } \quad n \rightarrow \infty

[You may use the Weierstrass theorem: for any ff continuous on [1,1][-1,1], and for any ϵ>0\epsilon>0, there exists a polynomial QQ of degree n=n(ϵ,f)n=n(\epsilon, f) such that maxx[1,1]f(x)Q(x)<ϵ.]\left.\max _{x \in[-1,1]}|f(x)-Q(x)|<\epsilon .\right]

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