For positive quadrature weights summing to the total mass , a quadrature rule exact on polynomials through polynomial degree satisfies for every such polynomial . This follows by subtracting the exactly integrated and applying the triangle inequality to the integral and weighted sum. For Gauss-Legendre quadrature with nodes, and . Exponentially decaying Chebyshev series coefficients therefore yield a bound proportional to when .
Past exam of the numerical analysis course of the University of Oxford 2021 1 c ii Solution 2026-10-25
Truncate the Chebyshev series at the full degree of precision of a quadrature rule:Since on , the geometric series estimate givesThe same bound proves uniform convergence of the original Chebyshev series, so its sum and the tail estimate are justified. Gauss-Legendre quadrature is exact on . Its positive quadrature weights sum to , henceTherefore one explicit choice proving exponential convergence of Gaussian quadrature isUsing exactness through polynomial degree doubles the exponent compared with truncating at polynomial degree .