Faculté des sciences

Fourier and barycentric formulae for equidistant Hermite trigonometric interpolation

Berrut, Jean-Paul ; Welscher, Annick

In: Applied and Computational Harmonic Analysis, 2007, vol. 23, no. 3, p. 307-320

We consider the Hermite trigonometric interpolation problem of order 1 for equidistant nodes, i.e., the problem of finding a trigonometric polynomial t that interpolates the values of a function and of its derivative at equidistant points. We give a formula for the Fourier coefficients of t in terms of those of the two classical trigonometric polynomials interpolating the values and those of the... Plus

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    Summary
    We consider the Hermite trigonometric interpolation problem of order 1 for equidistant nodes, i.e., the problem of finding a trigonometric polynomial t that interpolates the values of a function and of its derivative at equidistant points. We give a formula for the Fourier coefficients of t in terms of those of the two classical trigonometric polynomials interpolating the values and those of the derivative separately. This formula yields the coefficients with a single FFT. It also gives an aliasing formula for the error in the coefficients which, on its turn, yields error bounds and convergence results for differentiable as well as analytic functions. We then consider the Lagrangian formula and eliminate the unstable factor by switching to the barycentric formula. We also give simplified formulae for even and odd functions, as well as consequent formulae for Hermite interpolation between Chebyshev points.