Past exam of the mathematics course of the University of Cambridge / 2021 / ii / Paper 2 / 11H / d / Solution

Let ${\ell }_j$ be the Lagrange interpolation polynomial for the roots ${\omega }_j$, and defineFor $\mathrm{deg}Q\le 2n-1$, polynomial division gives $Q=S{P}_n+R$ with $\mathrm{deg}S,\mathrm{deg}R<n$. Orthogonality kills the first term, while interpolation gives $R={\sum }_{j}R({\omega }_j){\ell }_j$. ThereforeTaking $Q={\ell }_j$ proves uniqueness. Taking $Q={\ell }_j^2$ also showsThis is Gaussian quadrature.