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Approximations and expansions Definition

Birkhoff interpolation

Builds on Polynomial interpolationHermite interpolationDerivative

Definition

Let m≥1m \ge 1 and n≥0n \ge 0, and let x1,…,xm∈ℝx_1, \dots, x_m \in \R be pairwise distinct. An incidence matrix is an m×(n+1)m \times (n + 1) matrix E=(eij)E = (e_{ij}), with 1≤i≤m1 \le i \le m and 0≤j≤n0 \le j \le n. Its entries are 00 or 11, and exactly n+1n + 1 of them are equal to 11. Given real numbers yijy_{ij} for the pairs with eij=1e_{ij} = 1, the Birkhoff interpolation problem asks for a polynomial pp with real coefficients such that:

  1. p=0p = 0 or deg⁡p≤n\deg p \le n;
  2. p(j)(xi)=yijp^{(j)}(x_i) = y_{ij} for every pair (i,j)(i, j) with eij=1e_{ij} = 1, where p(j)p^{(j)} is the jj-th derivative.

The pair of EE and the nodes is poised if this problem has exactly one solution for every choice of the data yijy_{ij}.

Remarks

The conditions form a square linear system in the n+1n + 1 coefficients of pp, so poisedness means that its determinant is nonzero. If in each row of EE the ones form an initial block ei0=⋯=ei,ki−1=1e_{i0} = \cdots = e_{i,k_i - 1} = 1, the problem is Hermite interpolation, which is always poised. If moreover each row has a single one in column 00, it is polynomial interpolation.

Example: nodes x1=0x_1 = 0, x2=1x_2 = 1, n=1n = 1, conditions p(0)=ap(0) = a and p′(1)=bp'(1) = b. For p=c0+c1xp = c_0 + c_1 x these give c0=ac_0 = a and c1=bc_1 = b, so the problem is poised.

Non-example: nodes −1,0,1-1, 0, 1, n=2n = 2, conditions p(−1)=ap(-1) = a, p′(0)=bp'(0) = b, p(1)=cp(1) = c. For p=c0+c1x+c2x2p = c_0 + c_1 x + c_2 x^2 the system has the matrix with rows (1,−1,1)(1, -1, 1), (0,1,0)(0, 1, 0), (1,1,1)(1, 1, 1), whose determinant is 00. For instance p=x2−1p = x^2 - 1 is a nonzero solution with zero data, so the problem is not poised.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Birkhoff_interpolation
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