Faculté des sciences

Convergence of linear barycentric rational interpolation for analytic functions

Güttel, Stefan ; Klein, Georges

In: SIAM Journal on Numerical Analysis, 2012, vol. 50, no. 5, p. 2560–2580

Polynomial interpolation to analytic functions can be very accurate, depending on the distribution of the interpolation nodes. However, in equispaced nodes and the like, besides being badly conditioned, these interpolants fail to converge even in exact arithmetic in some cases. Linear barycentric rational interpolation with the weights presented by Floater and Hormann can be viewed as blended... Mehr

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    Summary
    Polynomial interpolation to analytic functions can be very accurate, depending on the distribution of the interpolation nodes. However, in equispaced nodes and the like, besides being badly conditioned, these interpolants fail to converge even in exact arithmetic in some cases. Linear barycentric rational interpolation with the weights presented by Floater and Hormann can be viewed as blended polynomial interpolation and often yields better approximation in such cases. This has been proven for differentiable functions and indicated in several experiments for analytic functions. So far, these rational interpolants have been used mainly with a constant parameter usually denoted by d, the degree of the blended polynomials, which leads to small condition numbers but to merely algebraic convergence. With the help of logarithmic potential theory we derive asymptotic convergence results for analytic functions when this parameter varies with the number of nodes. Moreover, we present suggestions for how to choose d in order to observe fast and stable convergence, even in equispaced nodes where stable geometric convergence is provably impossible. We demonstrate our results with several numerical examples.