(a) For a positive weight function w, let
∫−11f(x)w(x)dx≈i=0∑naif(xi)
be the corresponding Gaussian quadrature with n+1 nodes. Prove that all the coefficients ai are positive.
(b) The integral
I(f)=∫−11f(x)w(x)dx
is approximated by a quadrature
In(f)=i=0∑nai(n)f(xi(n))
which is exact on polynomials of degree ⩽n and has positive coefficients ai(n). Prove that, for any f continuous on [−1,1], the quadrature converges to the integral, i.e.,
∣I(f)−In(f)∣→0 as n→∞
[You may use the Weierstrass theorem: for any f continuous on [−1,1], and for any ϵ>0, there exists a polynomial Q of degree n=n(ϵ,f) such that maxx∈[−1,1]∣f(x)−Q(x)∣<ϵ.]