It wasn't until bagging an Oscar for John Madden's Shakespeare In Love that Gwyneth Paltrow really arrived in Hollywood. Since then she's had an eclectic career, taking roles in lowbrow comedies like Shallow Hal (2002) and Austin Powers In Goldmember (2002) as well as highbrow projects like Sylvia (2003). Proof is definitely a more cerebral affair that sees her re-team with Madden.

You performed this role on stage before doing it on film. It seems like it would be an emotionally exhausting process...

Yes, I was completely and utterly exhausted by the process every day. When I was doing the play I was absolutely using up all of my resources, but it was a two-hour period in the evening and then it was finished. And also there was one trajectory, one arc, it was from beginning to end. There were some really emotional bits but you got through them and that was that. But what I found so difficult about the film is that we would be doing one scene that was super emotional and we'd be doing it all day long and there was no end to it. It was hard to be in that state for hours and hours at a time.

Did the character of Catherine evolve in any way as you transferred her from stage to screen?

I think that doing the play was such an amazingly intense experience. I spent such a long time being with her and thinking about her and studying her and being in her skin that by the time we got to do the film I felt very comfortable with it. I felt at one with her and that I got to understand her experience in a lot of ways. So I felt very blessed to be able to do it in two different mediums. It's hard for me to see how my performance might have shifted from one to the other because obviously I'm so close to it. But John Madden, when he talked about it, said it was very similar in terms of how I did it and how it was built. It was strange and very exhilarating to do the film after. It just made me feel that I never rehearse anything enough. When you do a film you think "How can I ever do a film again without doing the play of it first?" It's like I'm so under prepared.

The story deals with the pressure of parental expectations. Did you find you could relate to that?

My parents were gently discouraging of me becoming an actor. They never really wanted me to do it. They wanted me to do something more academic, or more noble. But it was in there. I wanted to do it from the time I knew what it was. My father said that he never remembered a time when I didn't want to be an actor. It's funny because in some families there are children who are absolutely disinterested in what their parents do and then there are some that really connect with it and find it appealing. Not only in this kind of world but in accounting, in physics or whatever. So in my mind there was never any doubt that I was going to do it. I was very sure that I would do it. I don't know where it came from but I always really had a strong, burning desire to do it.

Anthony Hopkins plays your father in this. Did you have any trepidation about his expectations of you?

Probably in any other circumstances I would have felt more trepidation about it, but because I had done the play and I was so prepared I felt quite - not so much confident - but I knew what I was doing, I knew what my approach was, I knew the words, I knew the character very well. I was just really excited about it. I admire him so much, he has so much power as an actor and he's a very lovely guy. We had a really great chemistry together and I definitely think it raises the game any time you work with someone who is better than you, or has been doing it longer than you. It was great. I felt very lucky to work with him.

Could you compare that onscreen relationship with the relationship you had with your own father?

I think the only way in which it compares is that my father and I, in real life, understood each other very, very well. We were similar creatures, and I think Catherine and her father are similar creatures. There's a lot of love between them and the same with me and my father. But I think the similarities end there. My father was very much my parent figure and I think Catherine was her father's guardian in a lot of ways.

Do you know if there was there any resistance from the studio about the understated ending?

I think that, because the play won a Pulitzer Prize and was a highly regarded play in America, you're kind of safe from that sort of tinkering that happens all the time. I've been in films that have been ruined by that kind of thing. But luckily it was a little safer this time because it would be like trying to change the ending to The Cherry Orchard where everybody knows how it ends. You have to be as faithful to it as you can. They really struggled because what happens is the audience is so used to being spoon-fed a perfect completion - everything's tied up in a bow and it's happy. So if a film ends a bit ambiguously they say "What is this?" and "What do we make of this?" Not everybody, but there are some... I would personally rather a film made less money but remained true to what it is. But I think I'm in a minority in Hollywood.

Proof is released in UK cinemas on Friday 10th February 2006.