Define the cardinal polynomialsThey satisfy . Hence evaluating the proposed polynomial interpolation formula at gives , so the required coefficients areThe polynomial has degree at most and takes every prescribed value. Its uniqueness follows because the difference of two such polynomials would have distinct roots while having degree at most .
For fixed interpolation nodes , interpolate any asIntegrating shows that the unique weights making the quadrature rule exact through degree are
Now let the nodes be the zeros of the degree- orthogonal polynomial . Given any , polynomial division givesOrthogonality gives , while makes the quadrature sum for vanish. The rule is already exact on , so it is exact on . This is the defining precision property of Gaussian quadrature.
The displayed Rodrigues formula gives the Legendre polynomialA four-node Gaussian rule is exact through degree . Solving first for gives the four nodesThe rule is not exact for every polynomial of degree eight: its quadrature value on is zero because every node is a root of , whereas
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