Finite distinct nodes reproduce polynomial moments at any point
ProvedReal.exists_finite_moment_weightslinear-algebrapolynomial-interpolation
Let be distinct real numbers, and let . There are real weights such that
Thus weighted evaluation at the nodes reproduces evaluation at for every polynomial of degree less than . The weights need not be nonnegative. The empty case is allowed. This follows by solving the transpose Vandermonde system. For boundary extension, take negative nodes and to match finitely many normal derivatives.
Preamble
import Mathlib.LinearAlgebra.Vandermonde import Mathlib.LinearAlgebra.Matrix.NonsingularInverse import Mathlib.Data.Real.Basic set_option autoImplicit false
Formal statement
theorem Real.exists_finite_moment_weights (N : ℕ) (v : Fin N → ℝ) (hv : Function.Injective v) (a : ℝ) :
∃ c : Fin N → ℝ, ∀ r : Fin N, ∑ j : Fin N, c j * v j ^ (r : ℕ) = a ^ (r : ℕ) := by sorrySource
Sung-Jin Oh, Lecture Notes for Math 222A, March 19, 2024, proof of Proposition 11.13, Step 2, printed p. 158, equations (11.3)-(11.4), https://math.berkeley.edu/~sjoh/pdfs/notes-math222a.pdf . Generalization of the finite Vandermonde system there from a constant right-hand side to evaluation at an arbitrary point.