Why Does Gaussian Integration Work?

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SUMMARY

Gaussian Integration in one dimension with n points integrates exactly with a polynomial of order 2n-1 due to its ability to approximate the integrand using a polynomial function that passes through those n points. The approximation is accurate when the integrand is a polynomial of degree n-1, resulting in an exact integration outcome. This method leverages the properties of polynomial interpolation to achieve precise results for specific classes of functions.

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  • Understanding of polynomial functions and their degrees
  • Familiarity with numerical integration techniques
  • Knowledge of Gaussian quadrature methods
  • Basic calculus concepts, particularly integration
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  • Explore polynomial interpolation techniques
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Faceless Master
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Hi all,
why does Gaussian Integration in one dimension with n points integrate exactly with a polynomial of order 2n-1 ?

thanks
 
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Because Gaussian integration, on n points, effectively approximates the integrand by a polynomial function passing through those n points. And that polynomial is a polynomial of degree n-1.

If the integrand itself is a polynomial of degree n-1, the "approximation" Gaussian integration uses would be the integrand and so would give an exact result.
 

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