FAST AND STABLE RATIONAL INTERPOLATION IN ROOTS OF UNITY AND CHEBYSHEV POINTS

被引：21

作者：

Pachon, Ricardo ^{[1
]}

Gonnet, Pedro ^{[1
]}

van Deun, Joris ^{[2
]}

机构：

[1] Univ Oxford, Math Inst, Oxford OX1 3LB, England

[2] Univ Antwerp, Dept Math & Comp Sci, B-2020 Antwerp, Belgium

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 2012年 / 50卷 / 03期

基金：

瑞士国家科学基金会;

关键词：

rational interpolation; barycentric interpolation formula; discrete orthogonal polynomials; X-VERTICAL-BAR; POLYNOMIAL-APPROXIMATION; BARYCENTRIC WEIGHTS; NUMERICAL STABILITY; DENOMINATOR VALUES;

D O I：

10.1137/100797291

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A new method for interpolation by rational functions of prescribed numerator and denominator degrees is presented. When the interpolation nodes are roots of unity or Chebyshev points, the algorithm is particularly simple and relies on discrete Fourier transform matrices, which results in a fast implementation using the fast Fourier transform. The method is generalized for arbitrary grids, which requires the construction of polynomials orthogonal on the set of interpolation nodes. The appearance of common factors in the numerator and denominator due to finite-precision arithmetic is explained by the behavior of the singular values of the linear system associated with the rational interpolation problem. The new algorithm has connections with other methods, particularly the work of Jacobi and Kronecker, Berrut and Mittelmann, and Egecioglu and Koc. Short MATLAB codes and numerical experiments are included.

引用

页码：1713 / 1734

页数：22

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