The numerical stability of barycentric Lagrange interpolation
نویسندگان
چکیده
The Lagrange representation of the interpolating polynomial can be rewritten in two more computationally attractive forms: a modified Lagrange form and a barycentric form. We give an error analysis of the evaluation of the interpolating polynomial using these two forms. The modified Lagrange formula is shown to be backward stable. The barycentric formula has a less favourable error analysis, but is forward stable for any set of interpolating points with a small Lebesgue constant. Therefore the barycentric formula can be significantly less accurate than the modified Lagrange formula only for a poor choice of interpolating points. This analysis provides further weight to the argument of Berrut and Trefethen that barycentric Lagrange interpolation should be the polynomial interpolation method of choice.
منابع مشابه
On the numerical stability of the second barycentric formula for trigonometric interpolation in shifted equispaced points
We consider the numerical stability of the second barycentric formula for evaluation at points in [0, 2π ] of trigonometric interpolants in an odd number of equispaced points in that interval. We show that, contrary to the prevailing view, which claims that this formula is always stable, it actually possesses a subtle instability that seems not to have been noticed before. This instability can ...
متن کاملQuasilinearization–Barycentric approach for numerical investigation of the boundary value Fin problem
In this paper we improve the quasilinearization method by barycentric Lagrange interpolation because of its numerical stability and computation speed to achieve a stable semi analytical solution. Then we applied the improved method for solving the Fin problem which is a nonlinear equation that occurs in the heat transferring. In the quasilinearization approach the nonlinear differential equatio...
متن کاملStability of Barycentric Interpolation Formulas
The barycentric interpolation formula defines a stable algorithm for evaluation at points in [−1, 1] of polynomial interpolants through data on Chebyshev grids. Here it is shown that for evaluation at points in the complex plane outside [−1, 1], the algorithm becomes unstable and should be replaced by the alternative modified Lagrange or “first barycentric” formula dating to Jacobi in 1825. Thi...
متن کاملStability of Barycentric Interpolation Formulas for Extrapolation
The barycentric interpolation formula defines a stable algorithm for evaluation at points in [−1, 1] of polynomial interpolants through data on Chebyshev grids. Here it is shown that for evaluation at points in the complex plane outside [−1, 1], the algorithm becomes unstable and should be replaced by the alternative modified Lagrange or “first barycentric” formula dating to Jacobi in 1825. Thi...
متن کاملBarycentric Lagrange Interpolation
Barycentric interpolation is a variant of Lagrange polynomial interpolation that is fast and stable. It deserves to be known as the standard method of polynomial interpolation.
متن کامل