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Gaussian Quadrature, win-win situation

Methods based on Taylor series using N points will integrate exactly a polynomial P of degree N-1 . If a function f(x) can be approximated with a polynomial of degree N-1 \begin{equation*} f(x)\approx P_{N-1}(x), \end{equation*} with N mesh points we should be able to integrate exactly the polynomial P_{N-1} .

Gaussian quadrature methods promise more than this. We can get a better polynomial approximation with order greater than N to f(x) and still get away with only N mesh points. More precisely, we approximate \begin{equation*} f(x) \approx P_{2N-1}(x), \end{equation*} and with only N mesh points these methods promise that \begin{equation*} \int f(x)dx \approx \int P_{2N-1}(x)dx=\sum_{i=0}^{N-1} P_{2N-1}(x_i)\omega_i, \end{equation*}