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# Num.

Meth.
Phys.

Part II

D-MATH

## Interpolation and Approximation

4.5

p. 260
Introduction Num.
Meth.
Phys.

## Goal: reconstruction of a (continuous) function f : D 7 Rd satisfying interpolation conditions

f (xi) = yi, i = 1, . . . , m

## smoothness of f , e.g. f C 1, etc.

D-MATH
shape of f (positivity, monotonicity, convexity)
Example 4.0.1 (Constitutive relations (ger. Kennlinien) from measurements).

In this context: t, y =
two state variables of a physical system, a functional dependence y = y(t) is
assumed.

4.0

p. 261
Known: several accurate measurements y Num.
Meth.
Phys.
(ti, yi) , i = 1, . . . , m

Examples:
t y
voltage U current I
pressure p density t
magnetic field H magnetic flux B
t1 t2 t3 t4 t
Fig. 485

Meaning of attribute accurate: justification for interpolation. If measured values yi were affected by
considerable errors, one would not impose the interpolation conditions but opt for data fitting.

D-MATH

## Goal: f : D 7 Rd such that the difference f e

Find a simple() function e f is small() 4.0

p. 262
(): simple described by small amount of information, easy to evaluate (e.g, polynomial or piece-
Num.
Meth.
wise polynomial e
f) Phys.

() small f e
f small for some norm kk on space C(D) of continous functions, e.g. L2-norm
2 R
kgk2 := |g(x)|2dx, maximum norm kgk := max |g(x)|
D xD

## Example 4.0.2 (Taylor approximation).

f (k)(t0)
f C k (I),I interval, k N, Tk (t) := (t t0)k , t0 I .
k!
The Taylor polynomial Tk of degree k approximates f in a neighbourhood J I of t0 (J can be
D-MATH
small!). The Taylor approximation is easy and direct but inefficient: a polynomial of lower degree
gives the same accuracy.
3

## Another technique: Approximation by interpolation

sampling interpolation
f (xi, yi := f (xi))m e e
i=1 f : f (xi) = yi .

4.0
free choice of nodes xi
p. 263
Num.
Remark 4.0.3 (Interpolation and approximation: enabling technologies). Meth.
Phys.

Approximation and interpolation are useful for several numerical tasks, like integration, differentiation
and computation of the solutions of differential equations.

## Remark 4.0.4 (Function representation).

!
General function f : D R 7 K, D interval, contains an infinite amount of information. D-MATH

## Idea: parametrization, a finite number of parameters 1, . . . , n, n N, characterizes f .

4.0

p. 264
Special case: Representation with finite linear combination of basis functions
Num.

bj : D R 7 K, j = 1, . . . , n: Meth.
Phys.

Xn
f= b , j K .
j=1 j j
f finite dimensional function space Vn := Span {b1, . . . , bn}.
bj (t) = tj1 leads to polynomial interpolation
bj (t) = cos((j 1) arccos t) leads to Chebychev interpolation
bj (t) = e2ijt leads to trigonometrical interpolation

D-MATH

4.0

p. 265
Num.
Meth.
Phys.

5 Polynomial Interpolation

5.1 Polynomials

D-MATH

## Obvious: Pk is a vector space. What is its dimension?

5.1

p. 266
' \$

Num.
Theorem 5.1.1 (Dimension of space of polynomials). Meth.
Phys.

& %

## Easy to compute, integrate and differentiate

Vector space & algebra
Analysis: Taylor polynomials & power series D-MATH

## p(t) = (t t(t(nt + n1) + n2) + + 1) + 0 . (5.1.2) p. 267

Num.
Meth.
Code 5.1.3: Horner scheme, polynomial in python format Phys.

def h o r n e r ( p , x ) :
y = p
f o r i i n xrange ( 1 , l e n ( p ) ) :
y = x y + p[ i ]
re t urn y

D-MATH

## 5.2 Newton basis and divided differences [10, Sect. 8.2.4]

Want: adding another data point should not affect all basis polynomials! 5.2

p. 268
Tool: update friendly representation: Newton basis for Pn
Num.
Meth.
n1
Y Phys.

i=0

## aj R: a0N0(tj ) + a1N1(tj ) + + anNn(tj ) = yj , j = 0, . . . , n .

D-MATH

1 0 0
1 (t1 t0) ... ... a0 y0
.. ... ... a1 y1
. 0 . = . .
n1
.. ..
Q
1 (tn t0) (tn ti) an yn
i=0

## Solution of the system with forward substitution:

5.2

a0 = y0 , p. 269
y1 a0 y1 y0 Num.
a1 = = , Meth.
Phys.
t1 t0 t1 t0
y2 y0 y1 y0
y2 y0 (t2 t0) yt1t
y0
y2 a0 (t2 t0)a1 t t0 t1 t0
a2 = = 1 0
= 2 ,
(t2 t0)(t2 t1) (t2 t0)(t2 t1) t2 t1
...

## Observation: same quantities computed again and again !

In order to find a better algorithm, we turn to a new interpretation of the coefficients aj of the interpo-
lating polynomials in Newton basis.

D-MATH

## Newton basis polynomial Nj (t): degree j and leading coefficient 1

aj is the leading coefficient of the interpolating polynomial p0,...,j

## Recursion for leading coefficients a,...,m of interpolating polynomials p,...,m, 0 m n:

a+1,...,m a,...,m1
a,...,m = .
tm t
5.2

p. 270
Simpler and more efficient algorithm using divided differences:
Num.
Meth.
Phys.
y[ti] = yi
y[ti+1, . . . , ti+k ] y[ti, . . . , ti+k1]
y[ti, . . . , ti+k ] = (recursion) (5.2.2)
ti+k ti
Recursive calculation by divided differences scheme

t0 y[t0]
> y[t0, t1]
t1 y[t1] > y[t0, t1, t2]
> y[t1, t2] > y[t0, t1, t2, t3], (5.2.3)
t2 y[t2] > y[t1, t2, t3]
> y[t2, t3]

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the elements are computed from left to right, every > means recursion (5.2.2).
If a new datum (tn+1, yn+1) is added, it is enough to compute n + 2 new terms

## y[tn+1], y[tn , tn+1], . . . , y[t0, . . . , tn+1].

5.2

p. 271
Code 5.2.1: Divided differences, recursive implementation, in situ computation Num.
Meth.
1 def d i v d i f f ( t , y ) : Phys.

2 n = y . shape [ 0 ] 1
3 i f n > 0:
4 y [0:n] = divdiff ( t [0:n] , y[0:n ])
5 f o r j i n xrange ( 0 , n ) :
6 y[n] = (y[n] y[ j ]) / ( t [n] t [ j ])
7 re t urn y

## Code 5.2.2: Divided differences, non-recursive implementation, in situ computation

1 def d i v d i f f ( t , y ) :
2 n = y . shape [ 0 ] 1
3 f o r l i n xrange ( 0 , n ) :
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4 f o r j i n xrange ( l +1 ,n +1) :
5 y[ j ] = (y[ j ] y[ l ]) / ( t [ j ] t [ l ])
6 re t urn y

By derivation: computed finite differences are the coefficients of interpolating polynomials in New-
ton basis:
n1
Y
p(t) = a0 + a1(t t0) + a2(t t0)(t t1) + + an (t tj ) (5.2.4)
j=0 5.2

## a0 = y[t0], a1 = y[t0, t1], a2 = y[t0, t1, t2], . . . . p. 272

Backward evaluation of p(t) in the spirit of Horners scheme ( Rem. 5.1.2, [10, Alg. 8.20]): Num.
Meth.
Phys.

## O(n) for every single evaluation of p(t).

Remark 5.2.3 (Divided differences and derivatives).

If y0, . . . , yn are the values of a smooth function f in the points t0, . . . , tn, that is, yj := f (tj ), then Gradinaru

D-MATH

f (k)()
y[ti, . . . , ti+k ] =
k!
for a certain [ti, ti+k ], see [10, Thm. 8.21].

5.3

p. 273
5.3 Error estimates for polynomial interpolation Num.
Meth.
Phys.

## X Yes! Recall the Weierstrass theorem:

A continuous function f on the interval [a, b] R can be uniformly approximated by Gradinaru

D-MATH

polynomials.

## ! But not by the interpolation on a fixed mesh [42, pag. 331]:

(j) (j)
Given a sequence of meshes of increasing size {Tj }
j=1, Tj = {x1 , . . . , xj } [a, b],
(j) (j) (j)
a x1 < x2 b, there exists a continuous function f such that
< < xj
the sequence interpolating polynomials of f on Tj does not converge uniformly to f as
j .
5.3

p. 274
We consider Lagrangian polynomial interpolation on node set
Num.
Meth.
Phys.
T := {t0, . . . , tn} I, I R, interval of length |I|.

## IT (f ) := IT (y) Pn with y := (f (t0), . . . , f (tn))T Kn+1.

 

Goal: estimate of the interpolation error norm kf IT f k (for some norm on C(I)). Gradinaru

  D-MATH

## Interpolation of f (t) = sin t on equispaced nodes in I = [0, ]: T = {j/n}n

j=0.
Interpolating polynomial p := IT f Pn.

5.3

p. 275
0
10
Num.
Meth.
2
||fpn|| Phys.
10

||fp ||
n 2 computer-experiment: computation of the norms.
4
10

## L-norm: sampling on a grid of meshsize

6
Error norm

10
/1000.
L2-norm: numerical quadrature ( Chapter 7)
8
10

10
10 with trapezoidal rule (7.2.2) on a grid of mesh-
12
size /1000.
10

14
10
2 4 6 8 10 12 14 16
Fig. 49
n
3

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## In the previous experiment we observed a clearly visible qualitative behavior of kf IT f k as we

increased the polynomial degree n. The prediction of the decay law for kf IT f k is one goal in the
study of interpolation errors.

Often this goal can be achieved, even if a rigorous quantitative bound for a norm of the interpolation
error remains elusive.

5.3

p. 276
Important terminology for the qualitative description of kf IT f k as a function of the polynomial Num.
Meth.
Phys.
degree n:

' \$

## p > 0: T (n) np : algebraic convergence, with rate p > 0 ,

n N .
0 < q < 1: T (n) q n : exponential convergence ,
& %

Convergence behavior of interpolation error is often expressed by means of the Landau-O-notation: D-MATH

## Algebraic convergence: kf IT f k = O(np)

for n (asymptotic!)
Exponential convergence: kf IT f k = O(q n)

## Remark 5.3.3 (Exploring convergence).

5.3
Given: pairs (ni, i), i = 1, 2, 3, . . ., ni =
polynomial degrees, i =
norms of interpolation error
p. 277
Conjectured: algebraic convergence: i Cnp Num.
Meth.
Phys.

## log(i) log(C) p log ni (affine linear in log-log scale).

Apply linear regression (numpy.polyfit) to points (log ni, log i) estimate for rate p.

## log i log(C) ni (affine linear in lin-log scale). .

Apply linear regression (Ex. 3.0.1, numpy.polyfit) to points (ni, log i) estimate for q :=
exp().

D-MATH

## convergence of a sequence (e.g. of iterates x(k) Sect. 1.1 )

convergence of an approximation (dependent on an approximation parameter, e.g. n) 5.3

## Example 5.3.4 (Runges example). Ex. ?? p. 278

Polynomial interpolation of f (t) = 1 with equispaced nodes:
1+t2 Num.
Meth.

n on 1
Phys.

T := tj := 5 + 10
n j , yj = 2
.j = 0, . . . , n .
j=0 1 + tj

## Code 5.3.5: Computing the interpolation error for Runges example

1 # Interpolation error plot for Runges example
2
3 from numpy import l i n s p a c e , a r r a y , p o l y f i t , p o l y v a l , max , abs , hstack ,
vstack
4 from m a t p l o t l i b . p y p l o t import
5
6 # Exact values D-MATH

7 x = l i n s p a c e ( 5 , 5 , 1001)
8 f = lambda x : 1 . 0 / ( 1 . 0 + x 2)
9
0 fv = f ( x )
1
2 # Compute approximation of increasing degree
3 err = [ ]
4
5 f o r d i n xrange ( 1 , 21) : 5.3
6 t = l i n s p a c e ( 5 , 5 , d +1)
p. 279
Num.
7 p = polyf it ( t , f ( t ) , d) Meth.
Phys.
8 y = polyval (p , x )
9
0 e r r . append ( h sta ck ( [ d , max( abs ( yf v ) ) ] ) )
1
2 err = array ( err )
3
4 # Plot
5 figure ()
6 semilogy ( e r r [ : , 0 ] , e r r [ : , 1 ] , " r +" )
7 x l a b e l ( r " Degree d " )
8 y l a b e l ( r " I n t e r p o l a t i o n e r r o r ( maximum norm ) " )
9 s a v e f i g ( " . . / PICTURES / rungeerrmax . eps " ) Gradinaru

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5.3

p. 280
2 Num.
2 Meth.
1/(1+x )
Phys.
Interpolating polynomial

1.5

0.5

0.5
5 4 3 2 1 0 1 2 3 4 5
Fig. 50 Fig. 51

D-MATH

## Observation: Strong oscillations of IT f near the endpoints of the interval:

n
kf IT f kL(]5,5[) .

5.3

3 p. 281
' \$

Num.
Theorem 5.3.1 (Representation of interpolation error). [10, Thm. 8.22], [29, Thm. 37.4] Meth.
Phys.

## f C n+1(I): t I : t ] min{t, t0, . . . , tn}, max{t, t0, . . . , tn}[:

n
f (n+1)(t) Y
f (t) IT (f )(t) = (t tj ) . (5.3.2)
(n + 1)!
j=0

& %

n
Q
Proof. Write q(t) := (t tj ) Pn+1 and fix t I .
j=0

## t 6= tj q(t) 6= 0 c(t) R: f (t) IT (f )(t) = cq(t)

(x) := f (x) IT (f )(x) cq(x) has n + 2 distinct zeros t0, . . . , tn, t. By iterated application of the
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## t I: (n+1)(x) = f (n+1)(t) c(n + 1)! = 0 .

f (n+1)(t) 5.3
This fixes the value of c = (n+1)!
. 2
p. 282
The theorem can also be proved using the following lemma. Num.

' \$
Meth.
Phys.

Z1 Z1 Zn1Zn

## f (t) IT (f )(t) = f (n+1)(t0 + 1(t1 t0) +

0 0 0 0
n
Y
+ n(tn tn1) + (t tn)) d dn d1 (t tj ) .
j=0
& %
Proof. By induction on n, use (??) and the fundamental theorem of calculus [44, Sect. 3.1]:
Remark 5.3.6. Lemma 5.3.2 holds also for general polynomial interpolation with multiple nodes, see

(??). D-MATH

## In the equation (5.3.2) we can

first bound the right hand side via f (n+1)(t) f (n+1) ,
L(I)
then increase the right hand side further by switching to the maximum (in modulus) w.r.t. t (the
5.3
resulting bound does no longer depend on t!),
p. 283
and, finally, take the maximum w.r.t. t on the left of . Num.
Meth.
Phys.

## This yields the following interpolation error estimate:

(n+1)
f
L(I)
Thm. 5.3.1 kf IT f kL(I) max |(t t0) (t tn)| . (5.3.3)
(n + 1)! tI

D-MATH

## Example 5.3.7 (Error of polynomial interpolation). Ex. 5.3.2 cntd

Theoretical explanation for exponential convergence observed for polynomial interpolation of f (t) =
sin(t) on equidistant nodes: by Thm. 5.3.2 and (5.3.3)
1

(k)
f 1, kf pkL(I) max (t 0)(t n )(t 2
n ) (t )
L(I)
(1 + n)! tI

1  n+1
k N0 . 5.3

n+1 n p. 284
Uniform asymptotic exponential convergence of the interpolation polynomials Num.
Meth.
Phys.
(independently of the set of nodes T . In fact, kf pkL(I) decays even faster than expo-
nential!)
3

## Example 5.3.8 (Runges example). Ex. 5.3.4 cntd

How can the blow-up of the interpolation error observed in Ex. 5.3.4 be reconciled with Thm. 5.3.2 ?

Here 1
f (t) = 1+t 2 allows only to conclude |f (n)(t)| = 2nn! O(|t|2n) for n .
Possible blow-up of error bound from Thm. 5.3.1 for n .

D-MATH

## Remark 5.3.9 (L2-error estimates for polynomial interpolation).

Thm. 5.3.1 gives error estimates for the L-Norm. And the other norms?

## From Lemma. 5.3.2 using Cauchy-Schwarz inequality:

Z Z1 Z1 Zn1Zn
Yn
2

kf IT (f )k2L2(I) = f (n+1)(. . .) d dn d1 (t tj ) dt
5.3
I 0 0 0 0 j=0
| {z } p. 285
|ttj ||I|
Z Z
Num.
2n+2 (n+1) 2
|I| vol(n+1)(Sn+1) |f (. . .)| d dt Meth.
Phys.

I | {z } Sn+1
=1/(n+1)!
Z Z
|I|2n+2
= vol(n)(Ct, ) |f (n+1)( )|2 d dt ,
I (n + 1)! I | {z }
2(n1)/2/n!
where

## Sn+1 := {x Rn+1: 0 xn xn1 x1 1} (unit simplex) ,

Ct, := {x Sn+1: t0 + x1(t1 t0) + + xn(tn tn1) + xn+1(t tn) = } .
This gives the bound for the L2-norm of the error:
Z
2(n1)/4|I|n+1  1/2 D-MATH

## kf IT (f )kL2(I) p |f (n+1)( )|2 d . (5.3.4)

(n + 1)!n! I

(n)
Notice: f 7 f 2 defines a seminorm on C n+1(I)
L (I)
(Sobolev-seminorm, measure of the smoothness of a function).

Estimates like (5.3.4) play a key role in the analysis of numerical methods for solving partial differential
equations ( course Numerical methods for partial differential equations).
5.4

p. 286
5.4 Chebychev Interpolation Num.
Meth.
Phys.

 

 

D-MATH

## Mesh of nodes: T := {t0 < t1 < < tn1 < tn}, n N,

function f : I R continuous; without loss of generality I = [1, 1].

1
(n+1)
Thm. 5.3.1: kf pkL(I) f kwkL(I) ,
(n + 1)! L (I)
w(t) := (t t0) (t tn) .

5.4

p. 287
Idea: choose nodes t0, . . . , tn such that kwkL(I) is minimal! Num.
Meth.
Phys.
Equivalent to finding q Pn+1, with leading coefficient = 1, such that kqkL(I) is
minimal.
Choice of t0, . . . , tn = zeros of q (caution: tj must belong to I ).

## Heuristic: t extremal point of q |q(t)| = kqkL(I),

q has n + 1 zeros in I ,
|q(1)| = |q(1)| = kqkL(I).

Definition 5.4.1 (Chebychev polynomial). D-MATH

## The nth Chebychev polynomial is Tn(t) := cos(n arccos t), 1 t 1.

5.4

p. 288
1 1 n=5
n=6 Num.
n=7 Meth.
0.8 0.8 n=8 Phys.
n=9
0.6 0.6

0.4 0.4

0.2 0.2
T (t)

Tn(t)
0 0
n

0.2 0.2

n=0
0.4 0.4
n=1

## 0.6 n=2 0.6

n=3
0.8 n=4 0.8

1 1

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1 1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1
t Fig. 52 t Fig. 53

## Chebychev polynomials T0, . . . , T4 Chebychev polynomials T5, . . . , T9 Gradinaru

D-MATH

 
2k 1
Zeros of Tn: tk = cos , k = 1, . . . , n . (5.4.1)
2n
Extrema (alternating signs) of Tn:

k
|Tn(tk )| = 1 k = 0, . . . , n: tk = cos , kTnkL([1,1]) = 1 .
n
Chebychev nodes tk from (5.4.1): 5.4

p. 289
20

Num.
18 Meth.
Phys.
16

14

12
n

10

t

## Remark 5.4.1 (3-term recursion for Chebychev polynomial). Gradinaru

D-MATH

3-term recursion by cos(n + 1)x = 2 cos nx cos x cos(n 1)x with cos x = t:

## This implies: Tn Pn,

Tn linearly independent,
Tn basis of Pn = Span {T0, . . . , Tn}, n N0.
5.4

p. 290
' \$

Num.
Theorem 5.4.2 (Minimax property of the Chebychev polynomials). Meth.
Phys.

& %

## q Pn , leading coefficient = 2n1: kqkL([1,1]) < kTnkL([1,1]) .

(Tn q)(x) > 0 in local maxima of Tn
(Tn q)(x) < 0 in local minima of Tn

D-MATH

## Tn q changes sign at least n + 1 times

Tn q has at least n zeros
Tn q 0, because Tn q Pn1 (same leading coefficient!)

5.4

## Application to approximation by polynomial interpolation: p. 291

n   o
For I = [1, 1] optimal interpolation nodes T = cos 2k+1 , k = 0, . . . , n ,
Num.
Meth.
2(n+1) Phys.

## Then, by Thm. 5.3.1,

2n
(n+1)
kf IT (f )kL([1,1]) f . (5.4.3)
(n + 1)! L ([1,1])

Remark 5.4.2 (Chebychev polynomials on arbitrary interval). D-MATH

## Scaling argument: interval transformation requires the transport of the functions

t 7 t := a + 12 (b
b t + 1)(b a)
[1, 1] [a, b] fb(b
t) := f (t) .

tj ) = fb(b
p Pn p(tj ) = f (tj ) pb Pn pb(b tj ) . 5.4

p. 292
dnfb b 1 n dn f Num.
Meth.
With transformation formula for the integrals & (t) = ( 2 |I|) n (t): Phys.

b
dt n dt

2 n d n+1 fb
b
kf IT (f )kL(I) = f ITb (fb) n+1
L ([1,1]) (n + 1)! db t
L ([1,1])
22n1 n+1
(n+1)
|I| f . (5.4.4)
(n + 1)! L (I)

' \$

## The Chebychev nodes in the interval I =

D-MATH
 
2k + 1 
tk := a + 12 (b a) cos +1 ,
2(n + 1)
(5.4.5)
k = 0, . . . , n .
a b& %

5.4

p. 293
5.4.2 Chebychev interpolation error estimates Num.
Meth.
Phys.

## Example 5.4.3 (Polynomial interpolation: Chebychev nodes versus equidistant nodes).

Runges function f (t) = 1 , see Ex. 5.3.4, polynomial interpolation based on uniformly spaced
1+t2
nodes and Chebychev nodes:

2 1.2
2 Function f
1/(1+x )
Interpolating polynomial Chebychev interpolation polynomial
1
1.5

0.8
1
0.6 D-MATH

0.4
0.5

0.2

0
0

0.5 0.2
5 4 3 2 1 0 1 2 3 4 5 5 4 3 2 1 0 1 2 3 4 5
t
3

5.4

p. 294
Num.
Remark 5.4.4 (Lebesgue Constant for Chebychev nodes). Meth.
Phys.

3.2

## Theory [7, 56, 55]: 2.8

2 2.6
T log(1 + n) + o(1) ,

T

2.4

T 2 log(1 + n) + 1 . (5.4.6)
2.2

2

D-MATH
1.8
0 5 10 15 20 25
Polynomial degree n

## For I = [a, b] let xl := a + ba

N l, l = 0, ..., N, N = 1000 we approximate the norms of the error

## ||f p|| max |f (xl ) p(xl )| 5.4

0lN p. 295
ba X   Num.

||f p||22 2
|f (xl ) p(xl )| + |f (xl+1) p(xl+1)| 2 Meth.
Phys.
2N
0l<N

## f (t) = (1 + t2)1, I = [5, 5] (see Ex. 5.3.4)

Interpolation with n = 10 Chebychev nodes (plot on the left).

1
10

1.2
Function f
||fpn||
Chebychev interpolation polynomial
||fpn||2
1

0.8 0
10
D-MATH

Error norm
0.6

0.4

1
10
0.2

0.2
5 4 3 2 1 0 1 2 3 4 5 2
10
t 2 4 6 8 10 12 14 16 18 20
Polynomial degree n

5.4

## Notice: exponential convergence of the Chebychev interpolation: p. 296

Num.
Meth.
pn f , kf Inf kL2([5,5]) 0.8n Phys.

1
10

2
10
||fpn||

||fp ||
n 2
3
10

## Now: the same function f (t) = (1 + t2)1 4

10

Error norm
on a smaller interval I = [1, 1]. 5
10

## (Faster) exponential convergence: 6

10
kf Inf kL2([1,1]) 0.42n. 7
10 D-MATH

8
10

9
10
2 4 6 8 10 12 14 16 18 20
Polynomial degree n

f (t) = max{1 |t|, 0}, I = [2, 2], n = 10 nodes (plot on the left).
f C 0(I) but f
/ C 1(I).

5.4

p. 297
1.2
0
10 Num.
Function f ||fpn|| Meth.
Chebychev interpolation polynomial ||fpn||2 Phys.
1

0.8

Error norm
0.6
1
10

0.4

0.2

2
0.2 10
2 1.5 1 0.5 0 0.5 1 1.5 2 2 4 6 8 10 12 14 16 18 20
t Polynomial degree n

0
||fpn||
||fpn||2 D-MATH

Error norm 1
10

## From the double logarithmic plot, notice

no exponential convergence
algebraic convergence (?)
2
10
0 1 2 5.4
10 10 10
Polynomial degree n
p. 298
(
1 (1 + cos t) |t| < 1 Num.
f (t) = 2 I = [2, 2], n = 10 (plot on the left). Meth.

0 1 |t| 2 Phys.

0
1.2 10
Function f ||fpn||
Chebychev interpolation polynomial ||fp ||
n 2
1

0.8
1
10

Error norm
0.6

0.4

2
10
0.2

D-MATH
3
0.2 10
0 1 2
2 1.5 1 0.5 0 0.5 1 1.5 2 10 10 10
t Polynomial degree n

## Summary of observations, cf. Rem. 5.3.3: 5.4

p. 299
Essential role of smoothness of f : slow convergence of approximation error of the Cheychev Num.
Meth.

## interpolant if f enjoys little smoothness, cf. also (5.3.3), Phys.

for smooth f C approximation error of the Cheychev interpolant seems to decay to zero
exponentially in the polynomial degree n.

' \$

## Theorem 5.4.3 (Orthogonality of Chebychev polynomials). D-MATH

The Chebychev polynomials are orthogonal with respect to the scalar product
Z 1
1
hf, gi = f (x)g(x) dx . (5.4.7)
1 1x 2
& %

5.4

p. 300
' \$

Num.
Theorem 5.4.4 (Discrete orthogonality of Chebychev polynomials). Meth.
Phys.

The Chebychev polynomials T0, . . . , Tn are orthogonal in the space Pn with respect to the
scalar product:
n
X
(f, g) = f (xk )g(xk ) , (5.4.8)
k=0
where x0, . . . , xn are the zeros of Tn+1.
& %

## Computation of the coefficients of the interpolation polynomial in Chebychev form:

' \$

Theorem 5.4.5 (Representation formula). D-MATH

The interpolation polynomial p of f in the Chebychev nodes x0, . . . , xn (the zeros of Tn+1) is
given by:
1
p(x) = c0 + c1T1(x) + . . . + cnTn(x) , (5.4.9)
2
with
n     
2 X 2l + 1 2l + 1
ck = f cos cos k . (5.4.10)
n+1 n+1 2 n+1 2
& % 5.4
l=0

p. 301
For sufficiently large n (n 15) it is convenient to compute the ck with the FFT; the direct computation Num.
Meth.

of the coefficients needs (n + 1)2 multiplications, while FFT needs only O(n log n).
Phys.

' \$

## Theorem 5.4.6 (Clenshaw algorithm).

Let p Pn be an arbitrary polynomial,
1
p(x) = c0 + c1T1(x) + . . . + cnTn(x) .
2

D-MATH
dn+2 = dn+1 = 0
dk = ck + (2x) dk+1 dk+2 for k = n, n 1, . . . , 0. (5.4.11)

## Then p(x) = 12 (d0 d2).

& %

5.4

p. 302
Code 5.4.6: Clenshaw algorithm Num.
Meth.
1 def clenshaw ( a , x ) : Phys.

2 # Degree of polynomial
3 n = a . shape [ 0 ] 1
4 d = t i l e ( reshape ( a , n + 1 ,1 ) , ( x . shape [ 0 ] , 1 ) )
5 d = d.T
6 f o r j i n xrange ( n , 1 , 1) :
7 d [ j 1 , : ] = d [ j 1 , : ] + 2.0 x d [ j , : ]
8 d [ j 2 ,:] = d [ j 2 ,:] d [ j , : ]
9 y = d [ 0 , : ] + x d [ 1 , : ]
10 re t urn y

While using recursion it is important how the error (e.g. rounding error) propagates. D-MATH

Simple example:

xn+1 = 10xn 9,
x0 = 1 xn = 1 n
en = 1 + 10n.
x0 = 1 + x
5.4
This is not a problem here: Clenshaw algorithm is stable.
p. 303
' \$

Num.
Theorem 5.4.7 (Stability of Clenshaw algorithm). Meth.
Phys.

## dek = ck + 2x dek+1 dek+2 + k , k = n, n 1, . . . , 0

P n
1
with den+2 = den+1 = 0. Set pe(x) = 2 (de0 de2). Then |e
p(x) p(x)| |j | for |x| 1.
& j=0 %

## Computers use approximation by sums of Chebychev polynomials in the computation of functions

like log, exp, sin, cos, . . .. The evaluation through Clenshaw algorithm is much more efficient than Gradinaru

5.5

## You should know: p. 304

what are the divided differences and thier use for polynomial interpolation Num.
Meth.

## error behavior for polynomial interpolation on equally spaced points

reasons for uing rather Chebychev interpolation
definition and properties of the Chebychev polynomials
error behavior for Chebychev interpolation
how to compute with Chebychev polynomials