Suppose that w(x)>0 for all x∈(a,b). The weights b1,…,bn and nodes x1,…,xn are chosen so that the Gaussian quadrature formula
∫abw(x)f(x)dx∼k=1∑nbkf(xk)
is exact for every polynomial of degree 2n−1. Show that the bi,i=1,…,n are all positive.
When w(x)=1+x2,a=−1 and b=1, the first three underlying orthogonal polynomials are p0(x)=1,p1(x)=x, and p2(x)=x2−2/5. Find x1,x2 and b1,b2 when n=2.