The Mathematical Institute, University of Oxford, Eprints Archive

Stability of barycentric interpolation formulas

Webb, Marcus and Trefethen, Lloyd N. and Gonnet, Pedro (2011) Stability of barycentric interpolation formulas. Technical Report. SISC J. Sci. Comp. (Submitted)

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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., v. 24) and has practical consequences for computation with rational functions.

Item Type:Technical Report (Technical Report)
Subjects:A - C > Approximations and expansions
H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1400
Deposited By:Lotti Ekert
Deposited On:02 Oct 2011 09:43
Last Modified:02 Oct 2011 09:43

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