A Gaussian quadrature formula provides an approximation to the integral
∫−11(1−x2)f(x)dx≈k=1∑νbkf(ck)
which is exact for all f(x) that are polynomials of degree ⩽(2ν−1).
Write down explicit expressions for the bk in terms of integrals, and explain why it is necessary that the ck are the zeroes of a (monic) polynomial pν of degree ν that satisfies ∫−11(1−x2)pν(x)q(x)dx=0 for any polynomial q(x) of degree less than ν.
The first such polynomials are p0=1,p1=x,p2=x2−1/5,p3=x3−3x/7. Show that the Gaussian quadrature formulae for ν=2,3 are