Some problems in optimally stable Lagrangian differentiation

Author:

Salzer Herbert E.

Abstract

In many practical problems in numerical differentiation of a function f ( x ) f(x) that is known, observed, measured, or found experimentally to limited accuracy, the computing error is often much more significant than the truncating error. In numerical differentiation of the n-point Lagrangian interpolation polynomial, i.e., f ( k ) ( x ) Σ i = 1 n L i n ( k ) ( x ) f ( x i ) {f^{(k)}}(x) \sim \Sigma _{i = 1}^nL_i^{n(k)}(x)f({x_i}) , a criterion for optimal stability is minimization of Σ i = 1 n | L i n ( k ) ( x ) | \Sigma _{i = 1}^n|L_i^{n(k)}(x)| . Let L L ( n , k , x 1 , , x n ; x or x 0 ) = Σ i = 1 n | L i n ( k ) ( x or x 0 ) | L \equiv L(n,k,{x_1}, \ldots ,{x_n};x\;{\text {or}}\;{x_0}) = \Sigma _{i = 1}^n|L_i^{n(k)}(x\;{\text {or}}\;{x_0})| . For x i {x_i} and fixed x = x 0 x = {x_0} in [ 1 , 1 ] [ - 1,1] , one problem is to find the n x i {x_i} ’s to give L 0 L 0 ( n , k , x 0 ) = min L {L_0} \equiv {L_0}(n,k,{x_0}) = \min L . When the truncation error is negligible for any x 0 {x_0} within [ 1 , 1 ] [ - 1,1] , a second problem is to find x 0 = x {x_0} = {x^\ast } to obtain L L ( n , k ) = min L 0 = min min L {L^\ast } \equiv {L^\ast }(n,k) = \min {L_0} = \min \min L . A third much simpler problem, for x i {x_i} equally spaced, x 1 = 1 , x n = 1 {x_1} = - 1,{x_n} = 1 , is to find x ¯ \bar x to give L ¯ L ¯ ( n , k ) = min L \bar L \equiv \bar L(n,k) = \min L . For lower values of n, some results were obtained on L 0 {L_0} and L {L^\ast } when k = 1 k = 1 , and on L ¯ \bar L when k = 1 k = 1 and 2 by direct calculation from available tables of L i n ( k ) ( x ) L_i^{n(k)}(x) . The relation of L 0 , L {L_0},{L^\ast } and L ¯ \bar L to equally spaced points, Chebyshev points, Chebyshev polynomials T m ( x ) {T_m}(x) for m n 1 m \leqslant n - 1 , minimax solutions, and central difference formulas, considering also larger values of n, is indicated sketchily.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference13 articles.

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2. Optimal points for numerical differentiation;Salzer, Herbert E.;Numer. Math.,1960

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