Previous |  Up |  Next

Article

Title: A Numerical study of Newton interpolation with extremely high degrees (English)
Author: Breuß, Michael
Author: Kemm, Friedemann
Author: Vogel, Oliver
Language: English
Journal: Kybernetika
ISSN: 0023-5954 (print)
ISSN: 1805-949X (online)
Volume: 54
Issue: 2
Year: 2018
Pages: 279-288
Summary lang: English
.
Category: math
.
Summary: In current textbooks the use of Chebyshev nodes with Newton interpolation is advocated as the most efficient numerical interpolation method in terms of approximation accuracy and computational effort. However, we show numerically that the approximation quality obtained by Newton interpolation with Fast Leja (FL) points is competitive to the use of Chebyshev nodes, even for extremely high degree interpolation. This is an experimental account of the analytic result that the limit distribution of FL points and Chebyshev nodes is the same when letting the number of points go to infinity. Since the FL construction is easy to perform and allows to add interpolation nodes on the fly in contrast to the use of Chebyshev nodes, our study suggests that Newton interpolation with FL points is currently the most efficient numerical technique for polynomial interpolation. Moreover, we give numerical evidence that any reasonable function can be approximated up to machine accuracy by Newton interpolation with FL points if desired, which shows the potential of this method. (English)
Keyword: polynomial interpolation
Keyword: Newton interpolation
Keyword: interpolation nodes
Keyword: Chebyshev nodes
Keyword: Leja ordering
Keyword: fast Leja points
MSC: 65-05
MSC: 65D05
MSC: 97N50
idZBL: Zbl 06890420
idMR: MR3807715
DOI: 10.14736/kyb-2018-2-0279
.
Date available: 2018-05-30T16:02:16Z
Last updated: 2020-01-05
Stable URL: http://hdl.handle.net/10338.dmlcz/147194
.
Reference: [1] Atkinson, K. E.: An Introduction to Numerical Analysis. Second edition..John Wiley and Sons, Inc., New York 1989. MR 1007135
Reference: [2] Baglama, J., Calvetti, D., Reichel, L.: Iterative methods for the computation of a few eigenvalues of a large symmetric matrix..BIT 36 (1996), 3, 400-421. MR 1410088, 10.1007/bf01731924
Reference: [3] Baglama, J., Calvetti, D., Reichel, L.: Fast Leja points..ETNA, Electron. Trans. Numer. Anal. 7 (1998), 124-140. MR 1667643
Reference: [4] Calvetti, D., Reichel, L.: Adaptive Richardson iteration based on Leja points..J. Comput. Appl. Math. 71 (1996), 2, 267-286. MR 1399896, 10.1016/0377-0427(96)87162-7
Reference: [5] Calvetti, D., Reichel, L.: On the evaluation of polynomial coefficients..Numer. Algorithms 33 (2003), 1-4, 153-161. MR 2005559, 10.1023/a:1025555803588
Reference: [6] Boor, C. de: A Practical Guide to Splines. Revised edition..Springer-Verlag, Inc., New York 2001. MR 1900298
Reference: [7] Eisinberg, A., Fedele, G.: On the inversion of the Vandermonde matrix..Appl. Math. Comput. 174 (2006), 2, 1384-1397. MR 2220623, 10.1016/j.amc.2005.06.014
Reference: [8] Gautschi, W.: Numerical Analysis. An Introduction..Birkhäuser, Boston 1997. MR 1454125
Reference: [9] Higham, N. J.: Stability analysis of algorithms for solving confluent Vandermonde-like systems..SIAM J. Matrix Anal. Appl. 11 (1990), 1, 23-41. MR 1032215, 10.1137/0611002
Reference: [10] Horner, W. G.: A new method of solving numerical equations of all orders, by continuous approximation..In: Philosophical Transactions of the Royal Society of London, 1819, pp. 308-335. 10.1098/rstl.1819.0023
Reference: [11] Natanson, I. P.: Konstruktive Funktionentheorie..Mathematische Lehrbücher und Monographien. I. Abteilung, Bd. VII., Akademie-Verlag. XIV, 515 S., 2. Abb. (1955), Berlin 1955. MR 0640867
Reference: [12] Reichel, L.: Newton interpolation at Leja points..BIT 30 (1990), 2, 332-346. MR 1039671, 10.1007/bf02017352
Reference: [13] Runge, C.: Über empirische Funktionen und die Interpolation zwischen äquidistanten Ordinaten..Schlömilch Z. 46 (1901), 224-243.
Reference: [14] Tal-Ezer, H.: High degree polynomial interpolation in Newton form..SIAM J. Sci. Stat. Comput. 12 (1991), 3, 648-667. MR 1093210, 10.1137/0912034
Reference: [15] Trefethen, L. N.: Approximation Theory and Approximation Practice..PA: Society for Industrial and Applied Mathematics (SIAM), Philadelphia 2013. Zbl 1264.41001, MR 3012510
.

Files

Files Size Format View
Kybernetika_54-2018-2_4.pdf 491.4Kb application/pdf View/Open
Back to standard record
Partner of
EuDML logo