I'm attempting to modify a standard Gauss-Legendre quadrature set to include fixed nodes that I specify.
A quick description of my problem: Construct an -point quadrature ( is even) with 2 symmetric fixed nodes so that the degree of exactness is as high as possible. The quadrature should look like
is the function to integrate, is the error, is the fixed node with weight , and is the set of free nodes. The degree of exactness is defined as
where is the space of polynomials of degree less than or equal to .
Initially, I thought with 2 constraints and unknowns, the highest degree of exactness is (since there are equations).
Unfortunately, it seems that for an arbitrary positioning of the fixed nodes, the solution of those equations can give nodes outside the interval of integration (or even imaginary solutions). I'm guessing that if I'm willing to give up another one or two (or more) degrees of exactness, I could find a quadrature set which includes the constrained nodes, but I haven't figured out how to do this.
I've read a number of papers on related problems, but none of them address arbitrary interior fixed nodes.
Thanks for any help you can offer.