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Math 6610 • Analysis of Numerical Methods I

Fall 2011 • Question 4

Numerical Quadrature

Show that there is no set of nodes \(x_1,x_2,\ldots ,x_n\) and coefficients \(\alpha _1,\alpha _2,\ldots ,\alpha _n\) such that the quadrature rule \[ \sum _{j=1}^n \alpha _j f(x_j) \] exactly equals to the integral \(\int _a^b f(x)w(x)dx\) for all polynomials \(f(x)\) of degree less than or equal to \(2n\). \(w(x)\) is the weight function.

Raw LaTeX

{Numerical Quadrature}

Show that there is no set of nodes \(x_1,x_2,\ldots,x_n\) and coefficients
\(\alpha_1,\alpha_2,\ldots,\alpha_n\) such that the quadrature rule
\[
  \sum_{j=1}^n \alpha_j f(x_j)
\]
exactly equals to the integral \(\int_a^b f(x)w(x)dx\) for all polynomials
\(f(x)\) of degree less than or equal to \(2n\). \(w(x)\) is the weight function.