Lect 21
Lect 21
Lect 21
|(f, g)| (f, f )1/2 (g, g)1/2 , (f +g, f +g)1/2 (f, f )1/2 + (g, g)1/2 .
Thus, with the choice kf k = (f, f )1/2 , X becomes a normed linear space.
Theorem 21.2 Let X be an inner product space, Un be a subspace. Then u Un is a best approximation
to f X if and only if
(f u , v) = 0 v Un . (21.1)
Proof. If (21.1) holds, then, for any u Un , letting v := u u, we find that
kf uk2 = k(f u ) + vk2 = kf u k2 + kvk2 > kf u k2 ,
i.e., u is a b.a. Conversely, if (f u , v) 6= 0 for some v Un , then with = (f u
kvk2
,v)
we obtain
1
b coincides with u , the best approximation to f
Lemma 21.6 Given (i (f )), the smoothest interpolant u
from Un := span(ui ).
P
Proof. The best approximation u = ai ui to f is a solution of the normal equations
Ga = b, b = (f, ui ) = i (f ), (21.2)
and it satisfies the inequality ku k kf k. For any other interpolant g, with i (g) = i (f ), the
right-hand side of (21.2) remains the same, therefore u is the best approximation to such a g, too,
and thus ku k kgk for any such g. Hence, u is the smoothest interpolant.
Theorem 21.7 Let = (ti )n+k i=1 be a knot-sequence in [a, b], and let the values (yi ) be given. Then a
solution to the minimization problem
is a spline of degree 2k1 on the knot sequence . In other words, among all interpolants to a given data
the intepolating spline of degree 2k 1 has the least L2 -norm of the k-th derivative.
Since both the kth derivative and a divided difference of order k vanish on polynomials of degree
k 1, this se is determined up to such a polynomial. We claim that s, a solution to the original
problem (21.3), is given by s = se (s) + (y), where are Lagrange interpolating polynomials
of degree k 1 on (t1 , ..., tk ). Indeed, by definition,
s(ti ) = yi , i = 1...k
For [t1 ...tk+1 ], the latter equality combined with the previous ones gives s(tk+1 ) = yk+1 , and
increasing i one by one we obtain successively that s(ti ) = yi for all i. Since also s(k) = se(k) , the
value of ks(k) k is minimal.
2) Now recall that B-splines are Peano kernels for the divided diffrences
Z b
k! f [ti ...ti+k ] = Mi (t)f (k) (t) dt = (Mi , f (k) ),
a
i.e., with g = f (k) and = se(k) , we are looking for the solution
= s(k) Sk (),
2
21.3 Exercises
21.1. Prove that, for any basis (ui ) of Un , the Gram matrix G = [(ui , uj )] is positive definite, i.e.,
(Gx, x)2 > 0 for any nonzero vector x Rn .
Prove the converse: for any positive definite matrix G Rnn , there exists a basis (ui ) of Un
such that G = [(ui , uj )].
21.2. Prove that ub that interpolates (i (f ) is the smoothest innterpolant if and only if u
b is orthog-
onal to ker , i.e.,
(b
u, g) = 0 for all g such that i (g) = 0.
a inf (f ) sup (f ) b.
f F f F
a+b
Clearly, the optimal approximation (or, recovery) of on F is the value 2 .
b to (yi ) gives the optimal recovery to any , i.e.,
Prove: the smoothest interpolant u
a+b
u) =
(b 2 .