Paper 4, Section I, C

Numerical Analysis | Part IB, 2009

Suppose that w(x)>0w(x)>0 for all x(a,b)x \in(a, b). The weights b1,,bnb_{1}, \ldots, b_{n} and nodes x1,,xnx_{1}, \ldots, x_{n} are chosen so that the Gaussian quadrature formula

abw(x)f(x)dxk=1nbkf(xk)\int_{a}^{b} w(x) f(x) d x \sim \sum_{k=1}^{n} b_{k} f\left(x_{k}\right)

is exact for every polynomial of degree 2n12 n-1. Show that the bi,i=1,,nb_{i}, i=1, \ldots, n are all positive.

When w(x)=1+x2,a=1w(x)=1+x^{2}, a=-1 and b=1b=1, the first three underlying orthogonal polynomials are p0(x)=1,p1(x)=xp_{0}(x)=1, p_{1}(x)=x, and p2(x)=x22/5p_{2}(x)=x^{2}-2 / 5. Find x1,x2x_{1}, x_{2} and b1,b2b_{1}, b_{2} when n=2n=2.

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