Author： Prentice J. S. C.
Publisher： Taylor & Francis Ltd
ISSN： 1464-5211
Source： International Journal of Mathematical Education in Science and Technology, Vol.42, Iss.1, 2011-01, pp. : 109-117
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Abstract
We present a comprehensive proof of the theorem that relates the weights and nodes of a Gaussian quadrature rule to its degree of precision. This level of detail is often absent in modern texts on numerical analysis. We show that the degree of precision is maximal, and that the approximation error in Gaussian quadrature is minimal, in a least-squares sense.
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