Abstract
Consider a Markov system of functions whose linear span is dense with respect to the uniform norm in the space of the continuous functions on a finite interval. Gaussian rules are those which correctly integrate as many successive basis functions as possible with the lesser number of nodes. In this paper we provide a simple proof of the fact that such rules converge for all bounded Riemann-Stieltjes integrable functions. The proposed proof is also valid for any sequence of quadrature rules with positive coefficients which converge for the basis functions. Taking the nodes of the Gaussian rules as nodes for Lagrange interpolation, we give a sufficient condition for the convergence in L 2-norm of such processes for bounded Riemann-Stieltjes integrable functions.
Similar content being viewed by others
REFERENCES
P. J. Davis and P. Rabinowitz, Methods of Numerical Integration, Academic Press, New York, 1984.
W. Gautschi, A survey of Gauss-Christoffel quadrature formulae, in E. B. Christoffel, The Influence of his Work on Mathematics and the Physical Sciences, P. L. Butzer and F. Fehér, eds., Birkhäuser, Basel, 1981, pp. 72–147.
P. González-Vera, F. Pérez-Acosta, and J. C. Santos-León, Convergence of quadratures based on the zeros of certain orthogonal rational functions, VI Simposium of orthogonal polynomials and its applications, Gijón (1989), pp. 155–167.
S. Karlin and W. J. Studden, Tchebycheff Systems with Applications in Analysis and Statistics, Interscience, New York, 1966.
P. E. Koch, An extension of the theory of orthogonal polynomials and Gaussian quadrature to trigonometric and hyperbolic polynomials, J. Approx. Theory, 43:2 (1985), pp. 157–177.
M. Krein, The ideas of P.L. Chebysheff and A.A. Markov in the theory of limiting values of integrals and their further development, Uspekhi Fiz. Nauk, (1951), pp. 3–120 (in Russian); Amer. Math. Soc. Transl., (Ser. 2) 12 (1959), pp. 1–121.
O. Njåstad, Laurent polynomials and Gaussian quadrature, Det Konglege Norske Videnskapers Selskap, Skrifter, 2 (1989), pp. 102–120.
G. Szegö, Orthogonal Polynomials, Amer. Math. Soc. Colloq. Publ., vol. 23 Providence, RI, 1939.
W. Van Assche and I. Vanherwegen, Quadrature formulas based on rational interpolation, Math. Comp., 61 (1993), pp. 765–783.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Pérez-Acosta, F., Santos-Léon, J.C. Convergence of Gaussian Quadrature and Lagrange Interpolation in Haar Systems. BIT Numerical Mathematics 39, 579–584 (1999). https://doi.org/10.1023/A:1022378905061
Issue Date:
DOI: https://doi.org/10.1023/A:1022378905061