Optimal quadratures for analytic functions

For integrals _–1 ¹ w(x)f(x)dx with and with analytic integrands, we consider the determination of optimal abscissasx _i ^o and weightsA _i ^o , for a fixedn, which minimize the errorE _n (f)= _–1 ¹ w(x)f(x)dx – _i ⁼¹ⁿ A _i f(x _i ) over an appropriate Hilbert spaceH ²(E ; w(z)) of analytic functions. Simultaneously, we consider the simpler problem of determining intermediate-optimal weightsA _i *, corresponding to (preassigned) Gaussian abscissasx _i ^G , which minimize the quadrature error. For eachw(x), the intermediate-optimal weightsA _i * are obtained explicitly, and these come out proportional to the corresponding Gaussian weightsA _i ^G . In each case,A _i ^G =A _i *+O( ^–4n ), . For , a complete explicit solution for optimal abscissas and weights is given; in fact, the set {x _i ^G ,A _i *;i=1,...,n} to provides the optimal abscissas and weights. For otherw(x), we study the closeness of the set {x _i ^G ,A _i *;i=1,...,n} to the optimal solution {x _i ^o ,A _i ^o ;i=1,...,n} in terms of _n (), the maximum absolute remainder in the second set ofn normal equations. In each case, _n () is, at least, of the order of ^–4n for large.