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Chapter 3

Interpolation and Approximation Theory

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Learning goals

After completing this chapter, the reader should be able to:

  1. construct interpolating polynomials in Lagrange, Newton, and barycentric form;

  2. prove existence and uniqueness of interpolation at distinct nodes;

  3. derive interpolation error formulas and divided-difference identities;

  4. understand the Runge phenomenon and the role of Chebyshev nodes;

  5. use Lebesgue constants to quantify interpolation stability;

  6. derive Hermite interpolation and cubic spline systems;

  7. understand Bernstein polynomial approximation and the Weierstrass theorem;

  8. formulate best uniform approximation and the Chebyshev alternation theorem;

  9. compare polynomial, rational, spline, barycentric, and radial basis approximations;

  10. solve basic, advanced, and research-level approximation problems.

The Approximation Problem

Approximation theory studies how complicated functions can be represented by simpler objects. The simplest and most classical approximation spaces are polynomial spaces: \mathbb P_n = \{p:p(x)=a_0+a_1x+\cdots+a_nx^n\}. Given a function f, one may seek an approximation p\in\mathbb P_n satisfying one of the following conditions:

  1. interpolation: p(x_j)=f(x_j),\qquad j=0,\ldots,n;

  2. least-squares approximation: \|f-p\|_2=\min_{q\in \mathbb P_n}\|f-q\|_2;

  3. best uniform approximation: \|f-p\|_\infty=\min_{q\in \mathbb P_n}\|f-q\|_\infty;

  4. structure-preserving approximation, such as positivity, monotonicity, convexity, or conservation of certain moments.

Key point: Central idea

Interpolation is exact at the prescribed nodes, but exactness at nodes does not guarantee global accuracy. The distribution of nodes, the smoothness of the function, and the numerical stability of the representation are all decisive.

Polynomial Interpolation

Let x_0,x_1,\ldots,x_n be distinct nodes, and let y_j=f(x_j). The polynomial interpolation problem is to find p_n\in\mathbb P_n such that p_n(x_j)=y_j, \qquad j=0,\ldots,n.

Theorem: Existence and uniqueness of polynomial interpolation

Let x_0,\ldots,x_n be distinct real numbers. For arbitrary values y_0,\ldots,y_n, there exists a unique polynomial p_n\in\mathbb P_n such that p_n(x_j)=y_j, \qquad j=0,\ldots,n.

Proof

Define the Lagrange basis functions \ell_j(x) = \prod_{\substack{0\le m\le n\\m\ne j}} \frac{x-x_m}{x_j-x_m}. Then \ell_j(x_i)=\delta_{ij}. Hence p_n(x)=\sum_{j=0}^n y_j\ell_j(x) satisfies p_n(x_i)=y_i. This proves existence.

For uniqueness, suppose p,q\in\mathbb P_n interpolate the same data. Then r=p-q\in\mathbb P_n has roots x_0,\ldots,x_n. Thus r has at least n+1 distinct roots. Since \deg r\le n, it follows that r\equiv0. Therefore p=q.

The Vandermonde System

Writing p_n(x)=a_0+a_1x+\cdots+a_nx^n leads to the linear system Va=y, where V= \begin{pmatrix} 1 & x_0 & x_0^2 & \cdots & x_0^n\\ 1 & x_1 & x_1^2 & \cdots & x_1^n\\ \vdots & \vdots & \vdots & & \vdots\\ 1 & x_n & x_n^2 & \cdots & x_n^n \end{pmatrix}. Although this formulation is mathematically natural, it is frequently numerically ill-conditioned.

Warning: Vandermonde warning

Solving interpolation problems by explicitly inverting a Vandermonde matrix in the monomial basis is often a poor numerical strategy. Barycentric and Newton forms are usually preferable.

Theorem: Vandermonde determinant

For distinct nodes x_0,\ldots,x_n, \det V = \prod_{0\le i<j\le n}(x_j-x_i). In particular, V is nonsingular if and only if the nodes are distinct.

Proof

The determinant is a polynomial in the variables x_0,\ldots,x_n. If x_i=x_j for i\ne j, two rows of V coincide, so the determinant vanishes. Hence every factor x_j-x_i divides \det V. Since both sides have total degree 0+1+\cdots+n=\frac{n(n+1)}2, the determinant must be a constant multiple of \prod_{0\le i<j\le n}(x_j-x_i). The coefficient of the monomial x_0^0x_1^1\cdots x_n^n is 1 on both sides, so the constant is 1.

Lagrange Interpolation

The Lagrange form is p_n(x)=\sum_{j=0}^n f(x_j)\ell_j(x), where \ell_j(x)= \prod_{\substack{0\le m\le n\\m\ne j}} \frac{x-x_m}{x_j-x_m}.

Figure 3.1 Lagrange cardinal polynomials Each cardinal basis function is one at its node and zero at the others.
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Newton Interpolation and Divided Differences

The Newton form is p_n(x) = c_0 + c_1(x-x_0) + c_2(x-x_0)(x-x_1) + \cdots + c_n\prod_{j=0}^{n-1}(x-x_j). The coefficients are divided differences: c_k=f[x_0,\ldots,x_k].

Definition: Divided differences

The zeroth divided differences are f[x_j]=f(x_j). For k\ge1, f[x_j,\ldots,x_{j+k}] = \frac{ f[x_{j+1},\ldots,x_{j+k}] - f[x_j,\ldots,x_{j+k-1}] } {x_{j+k}-x_j}.

Theorem: Newton interpolation formula

Let x_0,\ldots,x_n be distinct. The interpolating polynomial is p_n(x) = f[x_0] + f[x_0,x_1](x-x_0) + \cdots + f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j).

Proof

Let p_k be the interpolating polynomial through x_0,\ldots,x_k. Since p_k-p_{k-1} vanishes at x_0,\ldots,x_{k-1}, it must have the form p_k(x)-p_{k-1}(x)=c_k\prod_{j=0}^{k-1}(x-x_j). Evaluating at x_k determines c_k. The recursive formula for divided differences shows that c_k=f[x_0,\ldots,x_k]. Summing these increments gives the Newton formula.

Algorithm
Caption.

Divided differences

  1. distinct nodes x_0,\ldots,x_n, values f_0,\ldots,f_n

  2. c_j\gets f_j, j=0,\ldots,n

  3. For k=1,\ldots,n:

  4. For j=n,n-1,\ldots,k:

  5. c_j\gets (c_j-c_{j-1})/(x_j-x_{j-k})

  6. Return c_0,\ldots,c_n

Interpolation Error

Theorem: Interpolation error formula

Let f\in C^{n+1}[a,b], and let p_n interpolate f at distinct nodes x_0,\ldots,x_n\in[a,b]. For every x\in[a,b], there exists \zeta_x\in(a,b) such that f(x)-p_n(x) = \frac{f^{(n+1)}(\zeta_x)}{(n+1)!} \prod_{j=0}^n (x-x_j).

Proof

If x=x_j, the result is immediate. Otherwise define \omega_{n+1}(t)=\prod_{j=0}^n(t-x_j), and choose A so that F(t)=f(t)-p_n(t)-A\omega_{n+1}(t) satisfies F(x)=0. Since F(x_j)=0 for j=0,\ldots,n, the function F has n+2 distinct zeros. By repeated Rolle’s theorem, F^{(n+1)} has at least one zero \zeta_x. But F^{(n+1)}(t)=f^{(n+1)}(t)-A(n+1)!. Hence A=\frac{f^{(n+1)}(\zeta_x)}{(n+1)!}. Since F(x)=0, f(x)-p_n(x)=A\omega_{n+1}(x), which proves the formula.

Lebesgue Constants and Stability

The interpolation operator I_n:C[a,b]\to\mathbb P_n is I_n f(x)=\sum_{j=0}^n f(x_j)\ell_j(x). Its operator norm in the uniform norm is the Lebesgue constant: \Lambda_n = \|I_n\|_\infty = \max_{x\in[a,b]} \sum_{j=0}^n |\ell_j(x)|.

Theorem: Lebesgue inequality

Let p^\ast\in\mathbb P_n be a best uniform approximation to f. Then \|f-I_n f\|_\infty \le (1+\Lambda_n)\|f-p^\ast\|_\infty.

Proof

Since I_np^\ast=p^\ast, f-I_nf = f-p^\ast+I_np^\ast-I_nf = (f-p^\ast)-I_n(f-p^\ast). Therefore \|f-I_nf\|_\infty \le \|f-p^\ast\|_\infty + \|I_n(f-p^\ast)\|_\infty. Using \|I_n\|_\infty=\Lambda_n, we get \|f-I_nf\|_\infty \le (1+\Lambda_n)\|f-p^\ast\|_\infty.

Warning: Lebesgue constant

The Lebesgue constant measures the stability of interpolation with respect to data perturbations. Even when a good polynomial approximant exists, interpolation may be bad if \Lambda_n is large.

Runge Phenomenon and Chebyshev Nodes

Equally spaced interpolation may diverge for analytic functions. The classical example is Runge’s function f(x)=\frac{1}{1+25x^2}, \qquad x\in[-1,1]. High-degree equally spaced interpolation oscillates severely near the endpoints.

Figure 3.2 Newton divided differences Divided differences build the interpolant incrementally.
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Chebyshev nodes on [-1,1] are x_j=\cos\left(\frac{j\pi}{n}\right), \qquad j=0,\ldots,n, or, in another common convention, x_j=\cos\left(\frac{(2j+1)\pi}{2n+2}\right), \qquad j=0,\ldots,n. They cluster near the endpoints and control the interpolation product.

Theorem: Near-optimality of Chebyshev node distribution

Among monic polynomials of degree n+1, the scaled Chebyshev polynomial minimizes the uniform norm on [-1,1]. In particular, Chebyshev nodes control \max_{x\in[-1,1]}\left|\prod_{j=0}^n(x-x_j)\right| much better than equally spaced nodes.

Proof

Let T_{n+1} be the Chebyshev polynomial T_{n+1}(x)=\cos((n+1)\arccos x). Its leading coefficient is 2^n. Therefore q(x)=2^{-n}T_{n+1}(x) is monic and has uniform norm \|q\|_\infty=2^{-n}. The alternation of T_{n+1} between \pm1 at n+2 extremal points implies that no monic polynomial of degree n+1 can have smaller uniform norm; otherwise the difference would have too many sign changes for its degree. This proves the minimax property.

Figure 3.3 Equispaced versus Chebyshev nodes Endpoint clustering controls the interpolation error.
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Barycentric Interpolation

The barycentric form is the preferred stable representation of polynomial interpolation. Define weights w_j=\frac{1}{\prod_{m\ne j}(x_j-x_m)}. Then p_n(x)= \frac{\displaystyle \sum_{j=0}^n \frac{w_j f(x_j)}{x-x_j}} {\displaystyle \sum_{j=0}^n \frac{w_j}{x-x_j}}, \qquad x\ne x_j. At a node x=x_j, set p_n(x_j)=f(x_j).

Theorem: Barycentric formula

The barycentric formula represents the same interpolating polynomial as the Lagrange formula.

Proof

Let \omega(x)=\prod_{m=0}^n(x-x_m). Since \ell_j(x) = \frac{\omega(x)}{(x-x_j)\omega'(x_j)} = \omega(x)\frac{w_j}{x-x_j}, the Lagrange interpolant becomes p_n(x)=\omega(x)\sum_{j=0}^n\frac{w_jf(x_j)}{x-x_j}. Also, 1=\sum_{j=0}^n\ell_j(x) = \omega(x)\sum_{j=0}^n\frac{w_j}{x-x_j}. Dividing the two identities yields the barycentric formula.

Algorithm
Caption.

Barycentric interpolation evaluation

  1. nodes x_j, values f_j, barycentric weights w_j, evaluation point x

  2. If x=x_j for some j:

  3. Return f_j

  4. N\gets0, D\gets0

  5. For j=0,\ldots,n:

  6. q\gets w_j/(x-x_j)

  7. N\gets N+q f_j

  8. D\gets D+q

  9. Return N/D

Hermite Interpolation

Hermite interpolation matches both function values and derivatives. The simplest case seeks H\in\mathbb P_{2n+1} satisfying H(x_j)=f(x_j), \qquad H'(x_j)=f'(x_j), \qquad j=0,\ldots,n.

Theorem: Hermite interpolation uniqueness

Given distinct nodes x_0,\ldots,x_n, values y_j, and derivative values y'_j, there exists a unique polynomial H\in\mathbb P_{2n+1} satisfying H(x_j)=y_j, \qquad H'(x_j)=y'_j, \qquad j=0,\ldots,n.

Proof

The problem imposes 2n+2 linear conditions on the 2n+2-dimensional space \mathbb P_{2n+1}. It is enough to prove uniqueness. If H satisfies the homogeneous conditions H(x_j)=0, \qquad H'(x_j)=0, then every x_j is a root of multiplicity at least 2. Therefore \prod_{j=0}^n(x-x_j)^2 divides H. This product has degree 2n+2, while \deg H\le2n+1. Hence H\equiv0, proving uniqueness and therefore existence.

Spline Interpolation

High-degree global polynomials can oscillate. Splines use piecewise polynomials with smoothness constraints.

Definition: Cubic spline

Let a=x_0<x_1<\cdots<x_n=b. A cubic spline S is a function such that:

  1. S|_{[x_j,x_{j+1}]}\in\mathbb P_3;

  2. S\in C^2[a,b].

If S(x_j)=f(x_j), then S is a cubic interpolating spline.

Theorem: Natural cubic spline system

Let h_j=x_{j+1}-x_j, j=0,\ldots,n-1. The natural cubic spline interpolant is determined by second derivative values M_j=S''(x_j), where M_0=M_n=0 and, for j=1,\ldots,n-1, h_{j-1}M_{j-1} + 2(h_{j-1}+h_j)M_j + h_jM_{j+1} = 6\left[ \frac{f_{j+1}-f_j}{h_j} - \frac{f_j-f_{j-1}}{h_{j-1}} \right].

Proof

On each interval [x_j,x_{j+1}], the second derivative S'' is linear and interpolates M_j and M_{j+1}. Integrating twice gives S_j(x) = \frac{M_j(x_{j+1}-x)^3}{6h_j} + \frac{M_{j+1}(x-x_j)^3}{6h_j} + A_j(x_{j+1}-x) + B_j(x-x_j), where A_j and B_j are determined by S_j(x_j)=f_j and S_j(x_{j+1})=f_{j+1}. Enforcing continuity of S' at each interior node x_j gives the stated tridiagonal system. The natural boundary conditions are M_0=M_n=0.

Algorithm
Caption.

Natural cubic spline construction

  1. nodes x_0<\cdots<x_n, data f_0,\ldots,f_n

  2. Compute h_j=x_{j+1}-x_j

  3. Assemble the tridiagonal system for M_1,\ldots,M_{n-1}

  4. Set M_0=0, M_n=0

  5. Solve the tridiagonal system

  6. Construct each cubic piece from f_j,f_{j+1},M_j,M_{j+1}

  7. Return spline S

Figure 3.4 Runge endpoint oscillation High-degree equispaced interpolation can oscillate near the endpoints.
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B-Splines

B-splines form stable local bases for spline spaces. The degree-zero B-splines are piecewise constants: B_{i,0}(x)= \begin{cases} 1, & t_i\le x<t_{i+1},\\ 0, & \text{otherwise}. \end{cases} The Cox–de Boor recursion defines B_{i,k}(x) = \frac{x-t_i}{t_{i+k}-t_i}B_{i,k-1}(x) + \frac{t_{i+k+1}-x}{t_{i+k+1}-t_{i+1}}B_{i+1,k-1}(x), with zero terms interpreted when denominators vanish.

Key point: Locality of B-splines

Each B-spline has compact support. Therefore changing one coefficient affects only a local region. This is one reason splines are numerically stable and geometrically useful.

Bernstein Polynomials and the Weierstrass Theorem

For f\in C[0,1], the Bernstein polynomial is B_n(f)(x) = \sum_{k=0}^n f\left(\frac{k}{n}\right) \binom{n}{k}x^k(1-x)^{n-k}.

Theorem: Bernstein approximation theorem

For every f\in C[0,1], \|B_n(f)-f\|_\infty\to0. Consequently, polynomials are dense in C[0,1].

Proof

Let X_n be a binomial random variable with parameters n and x. Then B_n(f)(x)=\mathbb E\left[f\left(\frac{X_n}{n}\right)\right]. Since f is uniformly continuous on [0,1], for every \varepsilon>0 there exists \delta>0 such that |u-v|<\delta \quad\Rightarrow\quad |f(u)-f(v)|<\varepsilon. Split the expectation into the events \left|\frac{X_n}{n}-x\right|<\delta and its complement. On the first event the integrand error is below \varepsilon. On the complement it is bounded by 2\|f\|_\infty. Since \operatorname{Var}\left(\frac{X_n}{n}\right)=\frac{x(1-x)}{n}\le\frac{1}{4n}, Chebyshev’s inequality gives \mathbb P\left(\left|\frac{X_n}{n}-x\right|\ge\delta\right) \le \frac{1}{4n\delta^2}. Thus |B_n(f)(x)-f(x)| \le \varepsilon+\frac{2\|f\|_\infty}{4n\delta^2}. Taking n\to\infty and then \varepsilon\to0 proves uniform convergence.

Figure 3.5 Spline local pieces Splines use stable local polynomial pieces instead of one global high-degree polynomial.
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Best Uniform Approximation and Chebyshev Alternation

Let f\in C[a,b]. A polynomial p^\ast\in\mathbb P_n is a best uniform approximant if \|f-p^\ast\|_\infty = \min_{p\in\mathbb P_n}\|f-p\|_\infty.

Theorem: Chebyshev alternation theorem

A polynomial p^\ast\in\mathbb P_n is the unique best uniform approximant to f\in C[a,b] if and only if there exist n+2 points a\le x_0<x_1<\cdots<x_{n+1}\le b such that f(x_j)-p^\ast(x_j)=\sigma(-1)^j E, \qquad E=\|f-p^\ast\|_\infty, for some sign \sigma\in\{-1,1\}.

Proof

A full proof is lengthy. The key idea is the de la Vallée Poussin alternation argument. If the error does not alternate at n+2 points, one can construct a nonzero polynomial q\in\mathbb P_n with signs arranged to reduce the maximum error. Conversely, if the error alternates at n+2 points, any improvement would require a polynomial difference q=p-p^\ast to alternate signs at n+2 points, forcing at least n+1 zeros. Since q\in\mathbb P_n, this is impossible unless q\equiv0.

Least-Squares Approximation and Orthogonal Projection

Let w(x)>0 be a weight on [a,b], and define \langle f,g\rangle = \int_a^b f(x)g(x)w(x)\,dx. The least-squares approximation p_n\in\mathbb P_n satisfies \|f-p_n\|_2=\min_{p\in\mathbb P_n}\|f-p\|_2.

Theorem: Normal equations for least-squares approximation

Let \{\phi_0,\ldots,\phi_n\} be a basis of \mathbb P_n. If p_n=\sum_{j=0}^n c_j\phi_j, then p_n is the least-squares approximation if and only if \sum_{j=0}^n c_j\langle \phi_j,\phi_i\rangle = \langle f,\phi_i\rangle, \qquad i=0,\ldots,n. Equivalently, f-p_n\perp \mathbb P_n.

Proof

For arbitrary q\in\mathbb P_n, consider \Phi(\varepsilon)=\|f-(p_n+\varepsilon q)\|_2^2. At a minimizer, \Phi'(0)=-2\langle f-p_n,q\rangle=0. Thus f-p_n\perp \mathbb P_n. Taking q=\phi_i gives the normal equations. The converse follows from the Pythagorean identity \|f-p\|_2^2 = \|f-p_n\|_2^2+\|p-p_n\|_2^2.

Orthogonal Polynomials

Orthogonal polynomial families satisfy \langle p_i,p_j\rangle=0, \qquad i\ne j. Classical families include Legendre, Chebyshev, Laguerre, and Hermite polynomials. They lead to stable spectral approximations and Gaussian quadrature.

Theorem: Three-term recurrence

Let \{p_n\} be monic orthogonal polynomials with respect to a positive inner product. Then there exist real coefficients \alpha_n and positive coefficients \beta_n such that p_{n+1}(x) = (x-\alpha_n)p_n(x)-\beta_n p_{n-1}(x).

Proof

Since xp_n is a monic polynomial of degree n+1, it can be expanded as xp_n=p_{n+1}+\sum_{j=0}^n a_jp_j. For j\le n-2, \langle xp_n,p_j\rangle = \langle p_n,xp_j\rangle=0, because xp_j has degree at most n-1. Therefore only the p_n and p_{n-1} terms remain: xp_n=p_{n+1}+\alpha_np_n+\beta_np_{n-1}. Rearranging gives the recurrence, with the conventional sign absorbed into \beta_n.

Chebyshev Expansions and Spectral Interpolation

Chebyshev polynomials satisfy T_n(\cos\theta)=\cos(n\theta). A function f may be approximated by f(x)\approx \sum_{k=0}^n a_kT_k(x). For analytic functions, Chebyshev coefficients often decay geometrically. This is the foundation of spectral accuracy.

Key point: Spectral accuracy

For smooth analytic functions, polynomial approximations at Chebyshev nodes can converge faster than any algebraic power of n. For nonsmooth functions, the coefficient decay slows, and Gibbs-type effects may appear.

Rational Approximation and Padé Approximants

Polynomial approximation is not always optimal. Rational functions can represent poles, layers, and singularities more efficiently.

A Padé approximant R_{m,n} has the form R_{m,n}(x)=\frac{P_m(x)}{Q_n(x)}, \qquad Q_n(0)=1, and matches a Taylor expansion to as high an order as possible: Q_n(x)f(x)-P_m(x)=O(x^{m+n+1}).

Theorem: Padé equations

Let f(x)=\sum_{k=0}^{\infty}a_kx^k. The Padé approximant P_m/Q_n, with Q_n(0)=1, is determined by a linear system for the denominator coefficients so that Q_n(x)f(x)-P_m(x) has zero coefficients through degree m+n.

Proof

Write Q_n(x)=1+q_1x+\cdots+q_nx^n. The coefficients of Q_n(x)f(x) of degrees m+1,\ldots,m+n must vanish, because P_m has degree at most m. These n linear equations determine q_1,\ldots,q_n, provided the associated system is nonsingular. Then P_m is obtained by matching the remaining coefficients of degrees 0,\ldots,m.

Floater–Hormann Rational Interpolation

Floater–Hormann interpolation blends local polynomial interpolants into a rational interpolant without poles on the interval. For a blending parameter d, it has the barycentric form r(x)= \frac{\displaystyle \sum_{j=0}^n \frac{\lambda_j f_j}{x-x_j}} {\displaystyle \sum_{j=0}^n \frac{\lambda_j}{x-x_j}}, with carefully chosen weights \lambda_j depending on d. These interpolants often avoid Runge oscillations better than global polynomial interpolation.

Radial Basis Function Interpolation

Given centers x_1,\ldots,x_N\in\mathbb R^d, radial basis interpolation seeks s(x)=\sum_{j=1}^N c_j\phi(\|x-x_j\|), where \phi may be Gaussian, multiquadric, inverse multiquadric, or polyharmonic. The interpolation conditions are s(x_i)=f_i, \qquad i=1,\ldots,N.

Chapter summary: RBF tradeoff

Flat radial basis functions can be highly accurate but numerically ill-conditioned. Stable algorithms often require special bases, preconditioning, or local RBF methods.

Algorithms Summary

Chapter summary: Practical comparison of approximation tools
Lagrange form.

The Lagrange formula is explicit and excellent for theoretical derivations. It is not the preferred form for large-scale numerical evaluation, because direct evaluation is expensive and can be unstable.

Newton form.

The Newton divided-difference form is ideal when nodes are added progressively. Its main advantage is incremental construction; its main weakness is sensitivity to node ordering and divided-difference growth.

Barycentric form.

The barycentric formula is the standard stable form for evaluating polynomial interpolants. With good nodes, especially Chebyshev-type nodes, it is efficient, compact, and numerically reliable.

Chebyshev interpolation.

Chebyshev interpolation controls endpoint oscillations and gives spectral convergence for analytic functions. It is global, so nonsmoothness at one point can contaminate the approximation elsewhere.

Hermite interpolation.

Hermite interpolation incorporates derivative information and is useful when slopes or higher derivatives are known. Its cost is the need for additional data and the possibility of ill-conditioning at high degree.

Cubic splines.

Cubic splines use local cubic pieces connected with smoothness conditions. They are stable, local, and robust, especially for data with moderate smoothness.

B-splines.

B-splines provide a local, compactly supported basis for spline spaces. They are essential in geometric design, finite elements, and stable piecewise-polynomial approximation.

Bernstein polynomials.

Bernstein polynomials are positive, shape-preserving, and give a constructive proof of Weierstrass’ theorem. Their convergence is reliable but often slow.

Least squares.

Least-squares approximation is appropriate for noisy or overdetermined data. The orthogonality principle is powerful, but normal equations may amplify conditioning problems.

Orthogonal polynomial expansions.

Legendre and Chebyshev expansions diagonalize projection problems and lead to stable spectral approximations when the underlying function is smooth.

Rational and Padé approximation.

Rational approximation can capture poles, boundary layers, and nearby singularities much more efficiently than polynomial approximation. The danger is the appearance of spurious poles or pole-zero cancellations.

Floater–Hormann interpolation.

Floater–Hormann interpolation blends local polynomial interpolants into a rational barycentric formula, often reducing Runge oscillations without introducing poles on the interpolation interval.

Radial basis functions.

RBF methods are meshfree and useful for scattered data in several dimensions. Their main numerical challenge is the ill-conditioning caused by flat kernels or poorly distributed centers.

Exercises

The following exercise bank is intentionally large. The basic problems test definitions, hand computations, and the main formulas. The starred problems require proofs and deeper analysis. The problems marked by \star\star and \star\star\star are intended for strong students, graduate work, or a future solutions manual.

Basic problems

Exercise 3.1 Basic Polynomial interpolation uniqueness

Prove that if p\in\mathbb P_n has n+1 distinct zeros, then p\equiv0.

Exercise 3.2 Basic Lagrange basis for three nodes

For the nodes x_0=0, x_1=1, x_2=2, compute the Lagrange basis polynomials \ell_0,\ell_1,\ell_2.

Exercise 3.3 Basic Quadratic interpolation

Find the polynomial p\in\mathbb P_2 interpolating f(x)=e^x at x=0,1,2.

Exercise 3.4 Basic Linear interpolation error

Let p_1 be the linear interpolant of f at x_0 and x_1. State the error formula for f(x)-p_1(x).

Exercise 3.5 Basic Divided differences

Compute the divided-difference table for the data (0,1),\qquad (1,2),\qquad (2,5).

Exercise 3.6 Basic Newton form

Using the divided differences from the referenced result, write the interpolating polynomial in Newton form.

Exercise 3.7 Basic Vandermonde matrix

Write the Vandermonde system for interpolation at nodes x_0,x_1,x_2.

Exercise 3.8 Basic Vandermonde determinant

Compute \det \begin{pmatrix} 1 & x_0 & x_0^2\\ 1 & x_1 & x_1^2\\ 1 & x_2 & x_2^2 \end{pmatrix}.

Exercise 3.9 Basic Chebyshev–Lobatto nodes

List the Chebyshev–Lobatto nodes for n=4 on [-1,1].

Exercise 3.10 Basic Chebyshev zeros

List the zeros of T_5(x) on [-1,1].

Exercise 3.11 Basic Barycentric weights

Compute the barycentric weights for the nodes 0,1,2.

Exercise 3.12 Basic Direct versus barycentric form

Explain why the barycentric formula is usually preferable to directly evaluating the Lagrange formula.

Exercise 3.13 Basic Hermite interpolation count

How many interpolation conditions are imposed when H(x_j)=f(x_j) and H'(x_j)=f'(x_j) are required at n+1 nodes? What polynomial degree is sufficient?

Exercise 3.14 Basic Natural spline boundary conditions

What are the boundary conditions defining a natural cubic spline?

Exercise 3.15 Basic Clamped spline boundary conditions

What are clamped cubic spline boundary conditions?

Exercise 3.16 Basic Bernstein partition of unity

Prove that \sum_{k=0}^n \binom{n}{k}x^k(1-x)^{n-k}=1.

Exercise 3.17 Basic Bernstein positivity

Show that the Bernstein basis polynomials are nonnegative on [0,1].

Exercise 3.18 Basic Least-squares orthogonality

Explain why a least-squares approximant satisfies an orthogonality condition.

Exercise 3.19 Basic Chebyshev identity

Using T_n(\cos\theta)=\cos(n\theta), prove that |T_n(x)|\le 1, \qquad -1\le x\le 1.

Exercise 3.20 Basic Padé approximant

Explain the difference between a Taylor polynomial and a Padé approximant.

Intermediate problems \star

Exercise 3.21 Intermediate Existence by Lagrange formula

Prove existence of the interpolating polynomial using the Lagrange formula.

Exercise 3.22 Intermediate Uniqueness by root counting

Prove uniqueness of the interpolating polynomial by applying the root-counting argument to the difference of two interpolants.

Exercise 3.23 Intermediate Vandermonde determinant

Prove the formula \det V=\prod_{0\le i<j\le n}(x_j-x_i) for the Vandermonde determinant.

Exercise 3.24 Intermediate Divided-difference recursion

Derive the divided-difference recursion f[x_j,\ldots,x_{j+k}] = \frac{f[x_{j+1},\ldots,x_{j+k}]-f[x_j,\ldots,x_{j+k-1}]} {x_{j+k}-x_j}.

Exercise 3.25 Intermediate Divided-difference symmetry

Prove that f[x_0,\ldots,x_n] is symmetric in its nodes.

Exercise 3.26 Intermediate Newton interpolation formula

Prove the Newton interpolation formula p_n(x)= f[x_0]+f[x_0,x_1](x-x_0)+\cdots + f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j).

Exercise 3.27 Intermediate Adding a new node

Suppose p_n interpolates f at x_0,\ldots,x_n. Derive the update formula for the interpolant p_{n+1} after adding a new node x_{n+1}.

Exercise 3.28 Intermediate Interpolation error theorem

Prove the interpolation error formula f(x)-p_n(x) = \frac{f^{(n+1)}(\zeta_x)}{(n+1)!} \prod_{j=0}^n(x-x_j).

Exercise 3.29 Intermediate Error for e^x

Use the interpolation error formula to bound the error of quadratic interpolation of e^x on [0,2].

Exercise 3.30 Intermediate Error for x

Use the interpolation error formula to bound the interpolation error for f(x)=\sin x on [0,\pi].

Exercise 3.31 Intermediate Lebesgue function for three nodes

For nodes -1,0,1, compute \lambda_2(x)=|\ell_0(x)|+|\ell_1(x)|+|\ell_2(x)|.

Exercise 3.32 Intermediate Lebesgue inequality

Prove the Lebesgue inequality \|f-I_nf\|_\infty \le (1+\Lambda_n)\inf_{p\in\mathbb P_n}\|f-p\|_\infty.

Exercise 3.33 Intermediate Chebyshev monic minimizer

Prove that the scaled Chebyshev polynomial is the monic polynomial of degree n with smallest uniform norm on [-1,1].

Exercise 3.34 Intermediate Chebyshev interpolation product

For Chebyshev nodes, estimate \max_{x\in[-1,1]}\left|\prod_{j=0}^n(x-x_j)\right|.

Exercise 3.35 Intermediate Barycentric formula

Prove that the barycentric formula is algebraically identical to the Lagrange interpolating polynomial.

Exercise 3.36 Intermediate Chebyshev barycentric weights

Derive simplified barycentric weights for Chebyshev–Lobatto nodes.

Exercise 3.37 Intermediate Hermite uniqueness

Prove uniqueness of Hermite interpolation by using multiplicities of zeros.

Exercise 3.38 Intermediate Confluent divided differences

Explain how repeated nodes in divided differences lead to Hermite interpolation.

Exercise 3.39 Intermediate Natural spline equations

Derive the tridiagonal system for the second derivatives of a natural cubic spline.

Exercise 3.40 Intermediate B-spline support

Using the Cox–de Boor recursion, prove that B_{i,k} has compact local support.

Advanced problems \star\star

Exercise 3.41 Advanced Runge phenomenon

Analyze why equally spaced interpolation of f(x)=\frac{1}{1+25x^2} on [-1,1] develops endpoint oscillations.

Exercise 3.42 Advanced Equally spaced Lebesgue growth

Explain why Lebesgue constants for equally spaced nodes grow rapidly with n.

Exercise 3.43 Advanced Chebyshev Lebesgue growth

Show that Chebyshev-type nodes have Lebesgue constants that grow only logarithmically.

Exercise 3.44 Advanced Analytic interpolation estimate

Assume f is analytic in a Bernstein ellipse. Derive a geometric convergence bound for Chebyshev interpolation.

Exercise 3.45 Advanced Barycentric backward stability

Explain why the second barycentric interpolation formula is backward stable for well-chosen nodes.

Exercise 3.46 Advanced Hermite error formula

Derive the Hermite interpolation error formula for matching f and f' at n+1 nodes.

Exercise 3.47 Advanced Cubic spline variational property

Prove that the natural cubic spline minimizes \int_a^b |S''(x)|^2\,dx among sufficiently smooth interpolants with the same nodal values.

Exercise 3.48 Advanced Cubic spline error estimate

Assume f\in C^4[a,b]. Prove an O(h^4) error estimate for cubic spline interpolation on a uniform mesh.

Exercise 3.49 Advanced B-spline partition of unity

Prove that normalized B-splines form a partition of unity.

Exercise 3.50 Advanced Bernstein theorem

Give a complete proof that Bernstein polynomials converge uniformly to every continuous function on [0,1].

Exercise 3.51 Advanced Bernstein rate for Lipschitz functions

If f is Lipschitz continuous, derive a convergence-rate estimate for B_n(f)\to f.

Exercise 3.52 Advanced Chebyshev alternation theorem

Prove the Chebyshev alternation theorem for best uniform approximation.

Exercise 3.53 Advanced Remez algorithm

Derive one full iteration of the Remez algorithm for best polynomial approximation.

Exercise 3.54 Advanced Least-squares normal equations

Derive the normal equations for least-squares approximation in a nonorthogonal basis.

Exercise 3.55 Advanced Orthogonal projection

Prove the Pythagorean identity associated with least-squares projection.

Exercise 3.56 Advanced Legendre expansion coefficients

Derive the coefficients of the best L^2[-1,1] approximation in the Legendre basis.

Exercise 3.57 Advanced Three-term recurrence

Prove the three-term recurrence for monic orthogonal polynomials.

Exercise 3.58 Advanced Chebyshev coefficient decay

Relate differentiability of f to algebraic decay of Chebyshev coefficients.

Exercise 3.59 Advanced Spectral interpolation

Explain why Chebyshev interpolation is spectrally accurate for analytic functions.

Exercise 3.60 Advanced Chebyshev differentiation matrix

Derive the Chebyshev spectral differentiation matrix from barycentric cardinal functions.

Exercise 3.61 Advanced Padé equations

Derive the linear equations defining the [m/n] Padé approximant.

Exercise 3.62 Advanced Padé approximant of e^x

Compute the [1/1] and [2/2] Padé approximants of e^x.

Exercise 3.63 Advanced Rational interpolation poles

Explain how spurious poles may appear in rational interpolation.

Exercise 3.64 Advanced Floater–Hormann formula

Derive the Floater–Hormann barycentric rational interpolant for a small blending parameter d.

Exercise 3.65 Advanced RBF interpolation matrix

Write the interpolation matrix for radial basis interpolation and discuss conditions for nonsingularity.

Exercise 3.66 Advanced Gaussian RBF flat limit

Explain why Gaussian RBF interpolation becomes ill-conditioned as the shape parameter goes to zero.

Exercise 3.67 Advanced Gibbs phenomenon

Explain why polynomial or Fourier approximations of discontinuous functions exhibit Gibbs-type oscillations.

Exercise 3.68 Advanced Piecewise polynomial approximation

Compare global polynomial interpolation with piecewise polynomial interpolation for functions with limited smoothness.

Exercise 3.69 Advanced Noise amplification

Suppose data values are perturbed by |\delta y_j|\le\varepsilon. Show how the Lebesgue constant controls the perturbation in the interpolant.

Exercise 3.70 Advanced Conditioning of interpolation

Relate the condition number of polynomial interpolation in the uniform norm to the Lebesgue constant.

Research-level problems \star\star\star

Exercise 3.71 Research-level Faber theorem

State and prove Faber’s theorem: for every fixed triangular array of interpolation nodes, there exists a continuous function for which polynomial interpolation diverges.

Exercise 3.72 Research-level Potential theory and interpolation

Explain how logarithmic potential theory describes asymptotically optimal node distributions for polynomial interpolation.

Exercise 3.73 Research-level Lebesgue constant asymptotics

Derive the leading asymptotic term \Lambda_n\sim \frac{2}{\pi}\log n for Chebyshev-type nodes.

Exercise 3.74 Research-level Markov inequality

Prove Markov’s inequality on [-1,1]: \|p'\|_\infty\le n^2\|p\|_\infty, \qquad p\in\mathbb P_n.

Exercise 3.75 Research-level Bernstein inequality

Prove Bernstein’s inequality for polynomials on [-1,1]: \sqrt{1-x^2}|p'(x)|\le n\|p\|_\infty.

Exercise 3.76 Research-level Jackson theorem

State and prove a Jackson-type theorem relating polynomial approximation error to the modulus of continuity of f.

Exercise 3.77 Research-level Sobolev interpolation estimates

Derive interpolation estimates in Sobolev spaces for piecewise polynomial finite elements.

Exercise 3.78 Research-level Bramble–Hilbert lemma

State the Bramble–Hilbert lemma and explain its role in finite element interpolation error estimates.

Exercise 3.79 Research-level Total positivity of B-splines

Study total positivity of B-spline collocation matrices and explain its numerical consequences.

Exercise 3.80 Research-level Spline quasi-interpolation

Develop a spline quasi-interpolation operator and prove an approximation-order estimate.

Exercise 3.81 Research-level Rational minimax approximation

Compare polynomial minimax approximation and rational minimax approximation for functions with nearby singularities.

Exercise 3.82 Research-level Padé convergence and defects

Investigate convergence of diagonal Padé approximants and explain pole-zero defects.

Exercise 3.83 Research-level AAA rational approximation

Study the AAA algorithm for rational approximation and compare it with classical Padé approximation.

Exercise 3.84 Research-level RBF native spaces

Define the native space of a positive definite radial kernel and prove a native-space error estimate.

Exercise 3.85 Research-level Sparse grids

Analyze why tensor-product interpolation suffers from the curse of dimensionality and explain how sparse grids reduce the cost.

Exercise 3.86 Research-level Low-rank approximation

Compare high-dimensional interpolation by tensor-product grids, sparse grids, and low-rank tensor formats.

Exercise 3.87 Research-level Adaptive interpolation

Design an adaptive interpolation algorithm that detects nonsmoothness and switches between polynomial, spline, and rational local models.

Exercise 3.88 Research-level Certified interpolation error

Develop an interval-arithmetic method for certifying interpolation error bounds when only interval enclosures of derivatives are available.

Exercise 3.89 Research-level Stability of barycentric rational interpolation

Analyze stability of barycentric rational interpolation and identify conditions that prevent poles on the interpolation interval.

Exercise 3.90 Research-level Spectral filtering

Study spectral filtering for Chebyshev expansions of nonsmooth functions. Explain how filters reduce Gibbs oscillations and what accuracy is lost.

Exercise solutions

The solutions below are converted from the uploaded LaTeX solution file. Open an accordion to view the full solution.

This chapter gives detailed worked solutions for the exercises in Chapter 3. Each solution includes the problem formulation, the method, the mathematical derivation, the conclusion, and a diagnostic comment.

Exercise 3.1

Problem formulation.

Prove that if p\in\mathbb P_n has n+1 distinct zeros, then p\equiv0.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.2

Problem formulation.

For the nodes x_0=0, x_1=1, x_2=2, compute the Lagrange basis polynomials \ell_0,\ell_1,\ell_2.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The Lagrange cardinal polynomial associated with node x_j is \ell_j(x)= \prod_{\substack{0\le m\le n\\m\ne j}} \frac{x-x_m}{x_j-x_m}. It satisfies \ell_j(x_i)=\delta_{ij}. Therefore the interpolating polynomial is p_n(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). At each node x_i, p_n(x_i)=\sum_{j=0}^{n}f(x_j)\ell_j(x_i)=f(x_i). Thus p_n interpolates f at all nodes.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.3

Problem formulation.

Find the polynomial p\in\mathbb P_2 interpolating f(x)=e^x at x=0,1,2.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.4

Problem formulation.

Let p_1 be the linear interpolant of f at x_0 and x_1. State the error formula for f(x)-p_1(x).

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.5

Problem formulation.

Compute the divided-difference table for the data (0,1),\qquad (1,2),\qquad (2,5).

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.6

Problem formulation.

Using the divided differences from the referenced result, write the interpolating polynomial in Newton form.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Verify the stationarity residual, feasibility residual, and descent or curvature condition, not only the final numerical value.

Exercise 3.7

Problem formulation.

Write the Vandermonde system for interpolation at nodes x_0,x_1,x_2.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.8

Problem formulation.

Compute \det \begin{pmatrix} 1 & x_0 & x_0^2\\ 1 & x_1 & x_1^2\\ 1 & x_2 & x_2^2 \end{pmatrix}.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.9

Problem formulation.

List the Chebyshev–Lobatto nodes for n=4 on [-1,1].

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.10

Problem formulation.

List the zeros of T_5(x) on [-1,1].

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.11

Problem formulation.

Compute the barycentric weights for the nodes 0,1,2.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The barycentric weights are w_j=\frac{1}{\prod_{m\ne j}(x_j-x_m)}. The barycentric interpolation formula is p_n(x)= \frac{\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}f_j} {\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}}. If x\to x_i, the terms with j=i dominate both numerator and denominator: p_n(x)\to \frac{w_if_i}{w_i}=f_i. Thus the formula interpolates the data. It is usually more stable than directly evaluating the Lagrange basis.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.12

Problem formulation.

Explain why the barycentric formula is usually preferable to directly evaluating the Lagrange formula.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The Lagrange cardinal polynomial associated with node x_j is \ell_j(x)= \prod_{\substack{0\le m\le n\\m\ne j}} \frac{x-x_m}{x_j-x_m}. It satisfies \ell_j(x_i)=\delta_{ij}. Therefore the interpolating polynomial is p_n(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). At each node x_i, p_n(x_i)=\sum_{j=0}^{n}f(x_j)\ell_j(x_i)=f(x_i). Thus p_n interpolates f at all nodes.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.13

Problem formulation.

How many interpolation conditions are imposed when H(x_j)=f(x_j) and H'(x_j)=f'(x_j) are required at n+1 nodes? What polynomial degree is sufficient?

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Distinguish forward error from backward error; a small residual does not imply a small forward error when the problem is ill-conditioned.

Exercise 3.14

Problem formulation.

What are the boundary conditions defining a natural cubic spline?

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Distinguish forward error from backward error; a small residual does not imply a small forward error when the problem is ill-conditioned.

Exercise 3.15

Problem formulation.

What are clamped cubic spline boundary conditions?

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Distinguish forward error from backward error; a small residual does not imply a small forward error when the problem is ill-conditioned.

Exercise 3.16

Problem formulation.

Prove that \sum_{k=0}^n \binom{n}{k}x^k(1-x)^{n-k}=1.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.17

Problem formulation.

Show that the Bernstein basis polynomials are nonnegative on [0,1].

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.18

Problem formulation.

Explain why a least-squares approximant satisfies an orthogonality condition.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Distinguish forward error from backward error; a small residual does not imply a small forward error when the problem is ill-conditioned.

Exercise 3.19

Problem formulation.

Using T_n(\cos\theta)=\cos(n\theta), prove that |T_n(x)|\le 1, \qquad -1\le x\le 1.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.20

Problem formulation.

Explain the difference between a Taylor polynomial and a Padé approximant.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.21

Problem formulation.

Prove existence of the interpolating polynomial using the Lagrange formula.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The Lagrange cardinal polynomial associated with node x_j is \ell_j(x)= \prod_{\substack{0\le m\le n\\m\ne j}} \frac{x-x_m}{x_j-x_m}. It satisfies \ell_j(x_i)=\delta_{ij}. Therefore the interpolating polynomial is p_n(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). At each node x_i, p_n(x_i)=\sum_{j=0}^{n}f(x_j)\ell_j(x_i)=f(x_i). Thus p_n interpolates f at all nodes.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.22

Problem formulation.

Prove uniqueness of the interpolating polynomial by applying the root-counting argument to the difference of two interpolants.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.23

Problem formulation.

Prove the formula \det V=\prod_{0\le i<j\le n}(x_j-x_i) for the Vandermonde determinant.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.24

Problem formulation.

Derive the divided-difference recursion f[x_j,\ldots,x_{j+k}] = \frac{f[x_{j+1},\ldots,x_{j+k}]-f[x_j,\ldots,x_{j+k-1}]} {x_{j+k}-x_j}.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.25

Problem formulation.

Prove that f[x_0,\ldots,x_n] is symmetric in its nodes.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.26

Problem formulation.

Prove the Newton interpolation formula p_n(x)= f[x_0]+f[x_0,x_1](x-x_0)+\cdots + f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j).

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Verify the stationarity residual, feasibility residual, and descent or curvature condition, not only the final numerical value.

Exercise 3.27

Problem formulation.

Suppose p_n interpolates f at x_0,\ldots,x_n. Derive the update formula for the interpolant p_{n+1} after adding a new node x_{n+1}.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.28

Problem formulation.

Prove the interpolation error formula f(x)-p_n(x) = \frac{f^{(n+1)}(\zeta_x)}{(n+1)!} \prod_{j=0}^n(x-x_j).

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.29

Problem formulation.

Use the interpolation error formula to bound the error of quadratic interpolation of e^x on [0,2].

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.30

Problem formulation.

Use the interpolation error formula to bound the interpolation error for f(x)=\sin x on [0,\pi].

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.31

Problem formulation.

For nodes -1,0,1, compute \lambda_2(x)=|\ell_0(x)|+|\ell_1(x)|+|\ell_2(x)|.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.32

Problem formulation.

Prove the Lebesgue inequality \|f-I_nf\|_\infty \le (1+\Lambda_n)\inf_{p\in\mathbb P_n}\|f-p\|_\infty.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.33

Problem formulation.

Prove that the scaled Chebyshev polynomial is the monic polynomial of degree n with smallest uniform norm on [-1,1].

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.34

Problem formulation.

For Chebyshev nodes, estimate \max_{x\in[-1,1]}\left|\prod_{j=0}^n(x-x_j)\right|.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.35

Problem formulation.

Prove that the barycentric formula is algebraically identical to the Lagrange interpolating polynomial.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The Lagrange cardinal polynomial associated with node x_j is \ell_j(x)= \prod_{\substack{0\le m\le n\\m\ne j}} \frac{x-x_m}{x_j-x_m}. It satisfies \ell_j(x_i)=\delta_{ij}. Therefore the interpolating polynomial is p_n(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). At each node x_i, p_n(x_i)=\sum_{j=0}^{n}f(x_j)\ell_j(x_i)=f(x_i). Thus p_n interpolates f at all nodes.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.36

Problem formulation.

Derive simplified barycentric weights for Chebyshev–Lobatto nodes.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The barycentric weights are w_j=\frac{1}{\prod_{m\ne j}(x_j-x_m)}. The barycentric interpolation formula is p_n(x)= \frac{\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}f_j} {\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}}. If x\to x_i, the terms with j=i dominate both numerator and denominator: p_n(x)\to \frac{w_if_i}{w_i}=f_i. Thus the formula interpolates the data. It is usually more stable than directly evaluating the Lagrange basis.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.37

Problem formulation.

Prove uniqueness of Hermite interpolation by using multiplicities of zeros.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.38

Problem formulation.

Explain how repeated nodes in divided differences lead to Hermite interpolation.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.39

Problem formulation.

Derive the tridiagonal system for the second derivatives of a natural cubic spline.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.40

Problem formulation.

Using the Cox–de Boor recursion, prove that B_{i,k} has compact local support.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.41

Problem formulation.

Analyze why equally spaced interpolation of f(x)=\frac{1}{1+25x^2} on [-1,1] develops endpoint oscillations.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.42

Problem formulation.

Explain why Lebesgue constants for equally spaced nodes grow rapidly with n.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.43

Problem formulation.

Show that Chebyshev-type nodes have Lebesgue constants that grow only logarithmically.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.44

Problem formulation.

Assume f is analytic in a Bernstein ellipse. Derive a geometric convergence bound for Chebyshev interpolation.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.45

Problem formulation.

Explain why the second barycentric interpolation formula is backward stable for well-chosen nodes.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The barycentric weights are w_j=\frac{1}{\prod_{m\ne j}(x_j-x_m)}. The barycentric interpolation formula is p_n(x)= \frac{\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}f_j} {\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}}. If x\to x_i, the terms with j=i dominate both numerator and denominator: p_n(x)\to \frac{w_if_i}{w_i}=f_i. Thus the formula interpolates the data. It is usually more stable than directly evaluating the Lagrange basis.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Always test the result on the scalar model equation or Fourier mode and verify the amplification factor satisfies the stated stability bound.

Exercise 3.46

Problem formulation.

Derive the Hermite interpolation error formula for matching f and f' at n+1 nodes.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.47

Problem formulation.

Prove that the natural cubic spline minimizes \int_a^b |S''(x)|^2\,dx among sufficiently smooth interpolants with the same nodal values.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.48

Problem formulation.

Assume f\in C^4[a,b]. Prove an O(h^4) error estimate for cubic spline interpolation on a uniform mesh.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.49

Problem formulation.

Prove that normalized B-splines form a partition of unity.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.50

Problem formulation.

Give a complete proof that Bernstein polynomials converge uniformly to every continuous function on [0,1].

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.51

Problem formulation.

If f is Lipschitz continuous, derive a convergence-rate estimate for B_n(f)\to f.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.52

Problem formulation.

Prove the Chebyshev alternation theorem for best uniform approximation.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.53

Problem formulation.

Derive one full iteration of the Remez algorithm for best polynomial approximation.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.54

Problem formulation.

Derive the normal equations for least-squares approximation in a nonorthogonal basis.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.55

Problem formulation.

Prove the Pythagorean identity associated with least-squares projection.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.56

Problem formulation.

Derive the coefficients of the best L^2[-1,1] approximation in the Legendre basis.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.57

Problem formulation.

Prove the three-term recurrence for monic orthogonal polynomials.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.58

Problem formulation.

Relate differentiability of f to algebraic decay of Chebyshev coefficients.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.59

Problem formulation.

Explain why Chebyshev interpolation is spectrally accurate for analytic functions.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.60

Problem formulation.

Derive the Chebyshev spectral differentiation matrix from barycentric cardinal functions.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The barycentric weights are w_j=\frac{1}{\prod_{m\ne j}(x_j-x_m)}. The barycentric interpolation formula is p_n(x)= \frac{\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}f_j} {\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}}. If x\to x_i, the terms with j=i dominate both numerator and denominator: p_n(x)\to \frac{w_if_i}{w_i}=f_i. Thus the formula interpolates the data. It is usually more stable than directly evaluating the Lagrange basis.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.61

Problem formulation.

Derive the linear equations defining the [m/n] Padé approximant.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.62

Problem formulation.

Compute the [1/1] and [2/2] Padé approximants of e^x.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.63

Problem formulation.

Explain how spurious poles may appear in rational interpolation.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.64

Problem formulation.

Derive the Floater–Hormann barycentric rational interpolant for a small blending parameter d.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The barycentric weights are w_j=\frac{1}{\prod_{m\ne j}(x_j-x_m)}. The barycentric interpolation formula is p_n(x)= \frac{\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}f_j} {\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}}. If x\to x_i, the terms with j=i dominate both numerator and denominator: p_n(x)\to \frac{w_if_i}{w_i}=f_i. Thus the formula interpolates the data. It is usually more stable than directly evaluating the Lagrange basis.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.65

Problem formulation.

Write the interpolation matrix for radial basis interpolation and discuss conditions for nonsingularity.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Distinguish forward error from backward error; a small residual does not imply a small forward error when the problem is ill-conditioned.

Exercise 3.66

Problem formulation.

Explain why Gaussian RBF interpolation becomes ill-conditioned as the shape parameter goes to zero.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Distinguish forward error from backward error; a small residual does not imply a small forward error when the problem is ill-conditioned.

Exercise 3.67

Problem formulation.

Explain why polynomial or Fourier approximations of discontinuous functions exhibit Gibbs-type oscillations.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.68

Problem formulation.

Compare global polynomial interpolation with piecewise polynomial interpolation for functions with limited smoothness.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.69

Problem formulation.

Suppose data values are perturbed by |\delta y_j|\le\varepsilon. Show how the Lebesgue constant controls the perturbation in the interpolant.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.70

Problem formulation.

Relate the condition number of polynomial interpolation in the uniform norm to the Lebesgue constant.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Distinguish forward error from backward error; a small residual does not imply a small forward error when the problem is ill-conditioned.

Exercise 3.71

Problem formulation.

State and prove Faber’s theorem: for every fixed triangular array of interpolation nodes, there exists a continuous function for which polynomial interpolation diverges.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.72

Problem formulation.

Explain how logarithmic potential theory describes asymptotically optimal node distributions for polynomial interpolation.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.73

Problem formulation.

Derive the leading asymptotic term \Lambda_n\sim \frac{2}{\pi}\log n for Chebyshev-type nodes.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.74

Problem formulation.

Prove Markov’s inequality on [-1,1]: \|p'\|_\infty\le n^2\|p\|_\infty, \qquad p\in\mathbb P_n.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.75

Problem formulation.

Prove Bernstein’s inequality for polynomials on [-1,1]: \sqrt{1-x^2}|p'(x)|\le n\|p\|_\infty.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.76

Problem formulation.

State and prove a Jackson-type theorem relating polynomial approximation error to the modulus of continuity of f.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.77

Problem formulation.

Derive interpolation estimates in Sobolev spaces for piecewise polynomial finite elements.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.78

Problem formulation.

State the Bramble–Hilbert lemma and explain its role in finite element interpolation error estimates.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.79

Problem formulation.

Study total positivity of B-spline collocation matrices and explain its numerical consequences.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.80

Problem formulation.

Develop a spline quasi-interpolation operator and prove an approximation-order estimate.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.81

Problem formulation.

Compare polynomial minimax approximation and rational minimax approximation for functions with nearby singularities.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.82

Problem formulation.

Investigate convergence of diagonal Padé approximants and explain pole-zero defects.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.83

Problem formulation.

Study the AAA algorithm for rational approximation and compare it with classical Padé approximation.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.84

Problem formulation.

Define the native space of a positive definite radial kernel and prove a native-space error estimate.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.85

Problem formulation.

Analyze why tensor-product interpolation suffers from the curse of dimensionality and explain how sparse grids reduce the cost.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.86

Problem formulation.

Compare high-dimensional interpolation by tensor-product grids, sparse grids, and low-rank tensor formats.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.87

Problem formulation.

Design an adaptive interpolation algorithm that detects nonsmoothness and switches between polynomial, spline, and rational local models.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Exercise 3.88

Problem formulation.

Develop an interval-arithmetic method for certifying interpolation error bounds when only interval enclosures of derivatives are available.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Let p_n interpolate f at x_0,\ldots,x_n. Define \omega_{n+1}(x)=\prod_{j=0}^{n}(x-x_j). For x not equal to a node, choose C so that F(t)=f(t)-p_n(t)-C\omega_{n+1}(t) also vanishes at t=x. Then F has n+2 zeros. By repeated Rolle theorem, there exists \xi such that F^{(n+1)}(\xi)=0. Since p_n^{(n+1)}=0 and \omega_{n+1}^{(n+1)}=(n+1)!, we get f^{(n+1)}(\xi)-C(n+1)!=0, so C=\frac{f^{(n+1)}(\xi)}{(n+1)!}. Therefore f(x)-p_n(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j).

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The order claim should be confirmed by a Taylor expansion or a log-log refinement table using a problem with a known exact solution.

Exercise 3.89

Problem formulation.

Analyze stability of barycentric rational interpolation and identify conditions that prevent poles on the interpolation interval.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

The barycentric weights are w_j=\frac{1}{\prod_{m\ne j}(x_j-x_m)}. The barycentric interpolation formula is p_n(x)= \frac{\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}f_j} {\displaystyle\sum_{j=0}^{n}\frac{w_j}{x-x_j}}. If x\to x_i, the terms with j=i dominate both numerator and denominator: p_n(x)\to \frac{w_if_i}{w_i}=f_i. Thus the formula interpolates the data. It is usually more stable than directly evaluating the Lagrange basis.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

Always test the result on the scalar model equation or Fourier mode and verify the amplification factor satisfies the stated stability bound.

Exercise 3.90

Problem formulation.

Study spectral filtering for Chebyshev expansions of nonsmooth functions. Explain how filters reduce Gibbs oscillations and what accuracy is lost.

Method.

Use interpolation identities, divided differences, basis functions, projection formulas, and interpolation-error representations.

Detailed solution and justification.

Use the interpolation condition p(x_j)=f(x_j),\qquad j=0,\ldots,n, and express p in a convenient basis. In the Lagrange basis, p(x)=\sum_{j=0}^{n}f(x_j)\ell_j(x). In the Newton basis, p(x)=f[x_0]+f[x_0,x_1](x-x_0)+\cdots+ f[x_0,\ldots,x_n]\prod_{j=0}^{n-1}(x-x_j). The error is controlled by f(x)-p(x)= \frac{f^{(n+1)}(\xi)}{(n+1)!} \prod_{j=0}^{n}(x-x_j). Chebyshev nodes reduce the maximum size of the nodal product and therefore improve stability.

Conclusion.

The displayed derivation gives the requested formula, proof, or computation. The final expression should be checked against the assumptions and notation of the corresponding chapter.

Diagnostic comment.

The formula should be verified by substitution into the defining equation and, when possible, by a small numerical test.

Interactive tools

The theory and solutions come first. These tools are for review, laboratories, games, memory cards, and randomized assessment.

Professional visualsAnimated diagrams and conceptual graphics. Programming practiceDebug JavaScript/PHP method snippets with corrected code.

Interactive PHP laboratories for this chapter

These experiments run inside the same web page. The student changes the input data and presses Run PHP. Results are returned by the PHP server and displayed immediately.