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Title: Nodes and weights of Gauss–Lobatto quadrature Definition: For $n\geq 2$ the Gauss–Lobatto quadrature rule with $n$ points is the- unique rule $\int_{-1}^{1} f(x)\,dx \approx \sum_{k=1}^{n} w_k f(x_k)$ with $x_1=-1$- and $x_n=1$ that is exact for every polynomial $f$ of degree at most $2n-3$ CITE{Wiki}.- Listed are its nodes $x_1<\cdots<x_n$ and its weights $w_k$.+ unique rule $\int_{-1}^{1} f(x)\,\mathrm{d}x \approx \sum_{k=1}^{n} w_k f(x_k)$+ with $x_1=-1$ and $x_n=1$ that is exact for every polynomial $f$ of degree at most+ $2n-3$ CITE{Wiki}. Listed are its nodes $x_1<\cdots<x_n$ and its weights $w_k$. Parameters: n:
at the endpoints $P_{n-1}(\pm1)^2=1$, so $w_1=w_n=\dfrac{2}{n(n-1)}$. formula-secondary: $w_k=\dfrac{q(x_k)}{\omega_n'(x_k)}$, where $\omega_n=(x^2-1)P_{n-1}'=\dfrac{n(n-1)}{2n-1}\,(P_n-P_{n-2})$- is the polynomial whose roots are the nodes and $q(x)=\int_{-1}^{1}\dfrac{\omega_n(t)-\omega_n(x)}{t-x}\,dt+ is the polynomial whose roots are the nodes and $q(x)=\int_{-1}^{1}\dfrac{\omega_n(t)-\omega_n(x)}{t-x}\,\mathrm{d}t =\dfrac{n(n-1)}{2n-1}\,(q_n-q_{n-2})$ with $q_n$ the HREF{Secondary_polynomials_of_the_Legendre_polynomials}[secondary polynomial of $P_n$].- formula-exactness: $\sum_{k=1}^{n} w_k x_k^m=\int_{-1}^{1}x^m\,dx=\dfrac{1+(-1)^m}{m+1}$+ formula-exactness: $\sum_{k=1}^{n} w_k x_k^m=\int_{-1}^{1}x^m\,\mathrm{d}x=\dfrac{1+(-1)^m}{m+1}$ for $0\leq m\leq 2n-3$, and not for $m=2n-2$.- formula-remainder: $\int_{-1}^{1}f(x)\,dx-\sum_{k=1}^{n}w_kf(x_k) =-\dfrac{n(n-1)^3\,2^{2n-1}\,((n-2)!)^4}{(2n-1)\,((2n-2)!)^3}\,f^{(2n-2)}(\xi)$+ formula-remainder: $\int_{-1}^{1}f(x)\,\mathrm{d}x-\sum_{k=1}^{n}w_kf(x_k) =-\dfrac{n(n-1)^3\,2^{2n-1}\,((n-2)!)^4}{(2n-1)\,((2n-2)!)^3}\,f^{(2n-2)}(\xi)$ for some $\xi\in(-1,1)$ CITE{AS}. formula-symmetry: $x_{n+1-k}=-x_k$, $w_{n+1-k}=w_k$, $w_k>0$ and $\sum_{k=1}^{n}w_k=2$.
nodes are the roots of the Jacobi polynomial $P^{(1,1)}_{n-2}$, orthogonal on $[-1,1]$ for the weight $1-x^2$.- formula-lagrange: $w_k=\int_{-1}^{1}\ell_k(x)\,dx$ with $\ell_k(x)=\prod_{j\neq+ formula-lagrange: $w_k=\int_{-1}^{1}\ell_k(x)\,\mathrm{d}x$ with $\ell_k(x)=\prod_{j\neq k}\frac{x-x_j}{x_k-x_j}$ the Lagrange basis polynomial of the nodes, as for every interpolatory rule.
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