The techniques for polynomial interpolation and Gaussian quadrature are generalized to matrix-valued functions. It is shown how the zeros and rootvectors of matrix orthonormal polynomials can be used to get a quadrature formula with the highest degree of precision. © 1994.
Sinap, A., & Van Assche, W. (1994). Polynomial interpolation and Gaussian quadrature for matrix-valued functions. Linear Algebra and Its Applications, 207(C), 71–114. https://doi.org/10.1016/0024-3795(94)90005-1