Legendre polynomials have all their roots in (-1, 1)
Statement
Let and . Prove that (the polynomial that defines the Legendre polynomial up to a constant) has distinct real roots, all in .
Hint
Show by induction on that where has distinct roots in . Rolle's theorem creates one new root between two consecutive roots.
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Solution
Claim. For , , where is a polynomial of degree with distinct roots in .
Degree check. has degree , so . Hence the roots are all the roots of , and they are simple.
Start. : and has roots.
Inductive step. Suppose the claim holds for some . Then vanishes at the distinct points
because . By Rolle's theorem applied to on each of the intervals between consecutive points, vanishes at some point in each of them: that gives distinct roots in .
Moreover, differentiating a product with leaves a factor , so for a polynomial . By the degree count, has degree , so the roots found are all its roots.
Conclusion. For , has distinct roots in .
Remark. A degree polynomial cannot have more than roots, so these are all of them. This is the key property of the Legendre polynomials in numerical integration (Gauss quadrature).