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 .
Set . For column indices , the product has polynomial degree at most , so exactness of Gauss-Legendre quadrature and orthonormality give
Thus is a square matrix with , and therefore is an orthogonal matrix: as well. It follows that
Equivalently, the rows of the generalized Vandermonde matrix are orthogonal and
The normalization matters: here , where is the conventional Legendre polynomial used above. Thus a formula containing only the nodes and the question's orthonormal polynomials is
This identity is the discrete orthogonality of Gaussian quadrature.
Truncate the Chebyshev series at the full degree of precision of a quadrature rule:
Since on , the geometric series estimate gives
The 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 , hence
Therefore one explicit choice proving exponential convergence of Gaussian quadrature is
Using exactness through polynomial degree doubles the exponent compared with truncating at polynomial degree .