A general, multipurpose interpolation procedure: the magic points

Yvon Maday (1) , Ngoc Cuong Nguyen (2) , Anthony T. Patera (2) , George S.H. Pau (2)

1 LJLL - Laboratoire Jacques-Louis Lions
2 MIT - Massachusetts Institute of Technology

Lagrangian interpolation is a classical way to approximate general functions by finite sums of well chosen, pre-definite, linearly independent generating functions; it is much simpler to implement than determining the best fits with respect to some Banach (or even Hilbert) norms. In addition, only partial knowledge is required (here values on some set of points). The problem of defining the best sample of points is nevertheless rather complex and is in general not solved. In this paper we propose a way to derive such sets of points. We do not claim that the points resulting from the construction explained here are optimal in any sense. Nevertheless, the resulting interpolation method is proven to work under certain hypothesis, the process is very general and simple to implement, and compared to situations where the best behavior is known, it is relatively competitive.

Domaines: Analyse numérique [math.NA]

Yvon Maday, Ngoc Cuong Nguyen, Anthony T. Patera, George S.H. Pau. A general, multipurpose interpolation procedure: the magic points. 2007. ⟨hal-00174797⟩