In Which the Riesz Representation Theorem is Very Mysterious
Define \[\langle p, q \rangle = \int_{-1}^1 p(x)q(x)\,dx\] to be an inner product on \( \mathscr{P}_n(\mathbb{R}) \), the space of polynomials of degree at most \(n\) with real coefficients. Note that \(\varphi(p)=p(0)\) is a linear functional on \( \mathscr{P}_n(\mathbb{R}) \). Therefore, by the Riesz representation theorem, there must exist a unique polynomial \(q_n(x)\) such that \[\int_{-1}^1 p(x)q(x)\,dx = p(0)\] for all \(p\) with degree at most \(n\).