MATH 590: Meshfree Methods

Chapter 8: Examples of Conditionally Positive Definite Functions

Greg Fasshauer

Department of Applied Mathematics

Illinois Institute of Technology

Fall 2010

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Outline

1 Example 1: Generalized Multiquadrics

2 Example 2: Radial Powers

3 Example 3: Thin Plate Splines

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We present some strictly conditionally positive definite (radial)
functions that are covered by the Fourier transform
characterization theorem of the previous chapter.
The generalized Fourier transforms for these examples are
explicitly computed in [Wendland (2005a)].
Instead of going through these complicated calculations we will
establish the strict conditional positive definiteness of these
functions in the next chapter with the help of completely monotone
functions.
The examples include some of the best known radial basic
functions such as
the multiquadric due to [Hardy (1971)],
and the thin plate spline due to [Duchon (1976)].

fasshauer@iit.edu MATH 590 Chapter 8 3

 Example 1: Generalized Multiquadrics

Generalized multiquadric

(x) = (1 + kxk2 ) , x Rs , R \ N0 (1)

Generalized Fourier transform

21+

() = kks/2 K+s/2 (kk), 6= 0,
()

of order m = max(0, de).

Here
de: smallest integer ,
K : modified Bessel functions of the second kind of order

Remark
We need to exclude N0 since this would lead to polynomials of
even degree (see the related discussion in Example 2 and in HW 1).

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 Example 1: Generalized Multiquadrics

Since the generalized Fourier transforms are positive with a singularity

of order m at the origin, the FT characterization theorem from the
previous chapter tells us that the functions

(x) = (1)de (1 + kxk2 ) , 0<

/ N,

are strictly conditionally positive definite of order m = de (and higher).

Remark
For < 0 the Fourier transform is a classical one and we are back to
the generalized inverse multiquadrics of Chapter 4.
These functions are again shown to be strictly conditionally positive
definite of order m = 0, i.e., strictly positive definite.

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 Example 1: Generalized Multiquadrics

Figure: Hardys multiquadric with = 12 (left) and a generalized multiquadric

with = 52 (right) centered at the origin in R2 .
Remark
The generalized multiquadrics are no longer bump functions (as most
of the strictly positive definite functions were), but functions that grow
with the distance from the origin.
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 Example 1: Generalized Multiquadrics

Together with our earlier theorem on scattered data interpolation with

constant precision we have now established that we can use Hardys
multiquadrics
N
X q
Pf (x) = ck 1 + kx x k k2 + d, x Rs ,
k =1

together with the constraint

N
X
ck = 0
k =1

to solve the scattered data interpolation problem.

The resulting interpolant will be exact for constant data.

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 Example 1: Generalized Multiquadrics

We can scale the basis functions with a shape parameter by

replacing kxk by ||kxk.

This does not affect the well-posedness of the interpolation problem.

A small value of gives rise to flat basis functions,

whereas a large value of produces very narrow functions.

The accuracy of the fit will generally improve with decreasing

while the stability will tend to decrease, and the numerical results
will become increasingly less reliable.

Remark
For the plots of the MQs we used the shape parameter = 1.

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 Example 1: Generalized Multiquadrics

Remark
By a theorem we will discuss below we can also solve the scattered
data interpolation problem using the simpler expansion
N
X q
Pf (x) = ck 1 + kx x k k2 , x Rs .
k =1

This is what Hardy proposed to do in his work in the early 1970s (see,
e.g., [Hardy (1971)]).

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 Example 2: Radial Powers

Radial powers

(x) = kxk , x Rs , 0 <

/ 2N, (2)

Generalized Fourier transforms

2+s/2 ( s+
2 )

() = kks , 6= 0,
(/2)

of order m = d/2e.

Therefore, the functions

(x) = (1)d/2e kxk , 0<

/ 2N,

are strictly conditionally positive definite of order m = d/2e (and

higher).

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 Example 2: Radial Powers

This shows that the basic function (x) = kxk2 used for the
distance matrix fits earlier are strictly conditionally positive definite
of order one.

According to the scattered data interpolation theorem from the

previous chapter we should have used these basic functions
together with an appended constant.

However, another theorem below provides the justification for their

use as a pure distance matrix.

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 Example 2: Radial Powers

Figure: Radial cubic (left) and quintic (right) centered at the origin in R2 .

Remark
Radial cubics ( = 3) are strictly conditionally positive definite of
order 2,
quintics ( = 5) are strictly conditionally positive definite of order 3.
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 Example 2: Radial Powers

Remark
We had to exclude even powers in (2).
This is clear since an even power combined with the square root
in the definition of the Euclidean norm results in a polynomial
and we have already decided that polynomials cannot be used for
interpolation at arbitrarily scattered multivariate sites.
Note that radial powers are not affected by a scaling of their
argument. In other words, radial powers are shape parameter
free.
This has the advantage that the user need not worry about finding a
good value of .
On the other hand, we will see below that radial powers will not be
able to achieve the spectral convergence rates that are possible
with some of the other basic functions such as Gaussians and
generalized (inverse) multiquadrics.
If the even radial powers are multiplied by a log term, then we are
back in business (see next example).

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 Example 3: Thin Plate Splines

Duchons thin plate splines (or Meinguets surface splines)

(x) = kxk2 log kxk, x Rs , N, (3)

Generalized Fourier transforms

() = (1)+1 221+s/2 ( + s/2)!kks2

of order m = + 1.

Therefore, the functions

(x) = (1)+1 kxk2 log kxk, N,

are strictly conditionally positive definite of order m = + 1.

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 Example 3: Thin Plate Splines

In particular, we can use thin plate splines

N
X
Pf (x) = ck kxx k k2 log kxx k k+d1 +d2 x+d3 y , x = (x, y ) R2 ,
k =1

together will the constraints

N
X N
X N
X
ck = 0, ck xk = 0, ck yk = 0,
k =1 k =1 k =1

to solve the scattered data interpolation problem in R2 provided the

data sites are not all collinear.

The resulting interpolant will be exact for data coming from a bivariate
linear function.

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 Example 3: Thin Plate Splines

Figure: Classical thin plate spline (left) and order 3 thin plate spline (right)
centered at the origin in R2 .

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 Example 3: Thin Plate Splines

Remark
Classical thin plate splines (with = 1) are strictly conditionally
positive definite of order 2,
(x) = kxk4 log kxk (with = 2) is strictly conditionally positive
definite of order 3.

Note that these functions are not monotone.

Also, both graphs contain a portion with negative function values.

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 Example 3: Thin Plate Splines

As with radial powers, use of a shape parameter in conjunction

with thin plate splines is pointless.
The families of radial powers and thin plate splines are often
referred to collectively as polyharmonic splines.

Remark
There is no result that states that interpolation with thin plate splines
(or any other strictly conditionally positive definite function of order
m 2) without the addition of an appropriate degree m 1 polynomial
is well-posed.
The later theorem mentioned several times before covers only the
case m = 1.

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 Appendix References

References I

Buhmann, M. D. (2003).
Radial Basis Functions: Theory and Implementations.
Cambridge University Press.
Fasshauer, G. E. (2007).
Meshfree Approximation Methods with M ATLAB.
World Scientific Publishers.
Iske, A. (2004).
Multiresolution Methods in Scattered Data Modelling.
Lecture Notes in Computational Science and Engineering 37, Springer Verlag
(Berlin).
Wendland, H. (2005a).
Scattered Data Approximation.
Cambridge University Press (Cambridge).

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 Appendix References

References II

Duchon, J. (1976).
Interpolation des fonctions de deux variables suivant le principe de la flexion des
plaques minces.
Rev. Francaise Automat. Informat. Rech. Opr., Anal. Numer. 10, pp. 512.
Hardy, R. L. (1971).
Multiquadric equations of topography and other irregular surfaces.
J. Geophys. Res. 76, pp. 19051915.

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