Title
Stability of Barycentric Interpolation Formulas for Extrapolation.
Abstract
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. This difference in stability confirms the theory published by N. J. Higham in 2004 [IMA J. Numer. Anal., 24 (2004), pp. 547-556] and has practical consequences for computation with rational functions.
Year
DOI
Venue
2012
10.1137/110848797
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Keywords
Field
DocType
barycentric interpolation,Chebfun,rational approximation,Bernstein ellipse,Chebfun ellipse
Mathematical optimization,Polynomial,Mathematical analysis,Complex plane,Extrapolation,Chebyshev filter,Trilinear interpolation,Rational function,Mathematics,Barycentric coordinate system,Computation
Journal
Volume
Issue
ISSN
34
6
1064-8275
Citations 
PageRank 
References 
8
0.74
0
Authors
3
Name
Order
Citations
PageRank
Marcus Webb180.74
Lloyd N. Trefethen21024203.66
Pedro Gonnet38913.43