The error norm of Gauss-Lobatto quadrature formulae for weight functions of Bernstein-Szegö type

Summary In certain spaces of analytic functions the error term of the Gauss-Lobatto quadrature formula relative to a (nonnegative) weight function is a continuous linear functional. Here we compute the norm of the error functional for the Bernstein-Szegö weight functions consisting of any of the four Chebyshev weights divided by an arbitrary quadratic polynomial that remains positive on –1, 1]. The norm can subsequently be used to derive bounds for the error functional. The efficiency of these bounds is illustrated with some numerical examples.Work supported in part by a grant from the Research Council of the Graduate School, University of Missouri-Columbia.