Weighted convergence of Lagrange interpolation based on Gauss-Kronrod nodes

The Gauss-Kronrod quadrature scheme, which is based on the zeros of Legendre polynomials and Stieltjes polynomials, is the standard method for automatic numerical integration in mathematical software libraries. For a long time, very little was known about the underlying Lagrange interpolation processes. Recently, the authors proved new bounds and asymptotic… CONTINUE READING