Interpolatory quadrature

ID: interpolatory-quadrature

An interpolatory quadrature approximates a definite integral by exactly integrating the interpolation polynomial through prescribed sampled values. For distinct quadrature nodes , its quadrature weights are , where are the Lagrange cardinal polynomials. It is exact for all polynomials of polynomial degree at most , because polynomial interpolation reproduces them. Newton-Cotes quadrature adds equal spacing of the quadrature nodes.

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