Optimal Points For Interpolation 1
Optimal Points For Interpolation 1
Optimal Points For Interpolation 1
1
cos mx cos nx = [cos(m + n)x + cos(m − n)x].
2
Let j > k ≥ 0. Then
dy n sin(n cos−1 x)
= √ ; and
dx 1 − x2
d2 y nx sin(n cos−1 x) n2 cos(n cos−1 x)
= − .
dx2 (1 − x2 )3/2 1 − x2
Thus,
d2 y dy nx sin(n cos−1 x)
(1 − x2 ) 2
−x + n2 y = √ − n2 cos(n cos−1 x) −
dx dx 1 − x2
nx sin(n cos−1 x)
√ + n2 cos(n cos−1 x)
1 − x2
= 0,
3. Show that
1
Tn (x)Tm (x)
Z
0, m 6= n
√ dx = ,
−1 1 − x2 cn π2 , m=n
where c0 = 2 and cn = 1 (n ≥ 1). This implies that the Chebyshev polynomials
form an orthogonal set on [−1, 1] with respect to the weight function w(x) =
(1 − x2 )−1/2 . (Hint: Make the substitution θ = cos−1 x.)
1 π
Z 1
Tn (x)Tm (x)
Z
√ dx = (1 + cos 2nθ) dθ.
−1 1 − x2 2 0
Optimal Points for Interpolation 3
Thus, for n = 0,
1 π
Tn (x)Tm (x) 1 π
Z Z
√ dx = 2 dθ = 2 · ,
−1 1−x 2 2 0 2
while, for n ≥ 1,
Z 1 π
Tn (x)Tm (x) 1 1 π π
√ dx = θ+ sin 2nθ = =1· .
−1 1 − x2 2 2n 0 2 2
4. Show that the Legendre polynomial Pn (x) is a solution to the differential equa-
tion
d2 y dy
(1 − x2 ) 2 − 2x + n(n + 1)y = 0.
dx dx
d2 P0 dP0
(1 − x2 ) − 2x + 0(1)P0 = (1 − x2 )(0) − 2x(0) + 0 = 0
dx2 dx
and
d2 P1 dP1
(1 − x2 ) 2
− 2x + 1(2)P1 = (1 − x2 )(0) − 2x(1) + 2x = 0.
dx dx
Now suppose that Pn−1 (x) and Pn−2 (x) satisfy the appropriate differential equa-
tion. With
2n − 1 n−1 ′
Pn′ (x) = ′
xPn−1 (x) + Pn−1 (x) − Pn−2 (x)
n n
and
2n − 1 n − 1 ′′
Pn′′ (x) = ′′
xPn−1 ′
(x) + 2Pn−1 (x) − Pn−2 (x),
n n
it follows that
d2 Pn dPn
(1 − x2 ) − 2x + n(n + 1)Pn
dx2 dx
2n − 1
= x((1 − x2 )Pn−1′′
(x) − 2xPn−1 ′
(x) + n(n + 1)Pn−1 (x))
n
+2(1 − x2 )Pn−1
′
(x) − 2xPn−1 (x)
n−1
(1 − x2 )Pn−2
′′ ′
− (x) − 2xPn−2 (x) + n(n + 1)Pn−2 (x)
n
2(2n − 1)
(1 − x2 )Pn−1
′
= (x) + x(n − 1)Pn−1 (x)
n
2(n − 1)(2n − 1)
− Pn−2 (x)
n
4 Section 5.4
(1 − x2 )Pn−1
′
(x) = (n − 1) [Pn−2 (x) − xPn−1 (x)] .
d2 Pn dPn
(1 − x2 ) − 2x + n(n + 1)Pn
dx2 dx
2(2n − 1)
= [(n − 1)Pn−2 (x) − x(n − 1)Pn−1 (x) + x(n − 1)Pn−1 (x)]
n
2(n − 1)(2n − 1)
− Pn−2 (x)
n
= 0,
as needed.
Let f (x) = xe−x . From Example 5.12, we know that the polynomial of degree at
most four that interpolates f at the Chebyshev points, scaled and translated to the
interval [−1, 3] is
from Example 5.13, the polynomial of degree at most four that interpolates f at
the Legendre points, scaled and translated to the interval [−1, 3] is
The polynomial of degree at most four that interpolates f at the uniformly spaced
points x0 = −1, x1 = 0, x2 = 1, x3 = 2, and x4 = 3 is
(a) The l∞ -norm of the interpolation error for each of the indicated interpolating
polynomials is summarized in the following table. Note that, as expected, the
l∞ -norm of the interpolation error is minimum for the Chebyshev points.
Optimal Points for Interpolation 5
6. For each of the following intervals, identify the interpolating points that mini-
mize the l∞ and the l2 norm of ω for linear interpolation.
√
(a) [−1, 1] (b) [0, 3.5] (c) [−π, 0] (d) [− 2, 3] (e) [−2.5, 3.5]
For linear interpolation, two interpolating points are needed. Thus, we minimize
the l∞ -norm of ω(x) using the properly scaled and translated roots of T̃2 (x):
√ √
π 2 3π 2
cos = and cos =− ;
4 2 4 2
to minimize the l2 -norm of ω(x), we interpolate at the properly scaled and translated
roots of P̃2 (x) = x2 − 13 :
√ √
3 3
,− .
3 3
(a) Over [−1, 1], the l∞ -norm of ω(x) is minimized with the interpolating points
√ √
2 2
x0 = and x1 = − ;
2 2
the l2 -norm of ω(x) is minimized with the interpolating points
√ √
3 3
x0 = and x1 = − .
3 3
(b) Over [0, 3.5], the l∞ -norm of ω(x) is minimized with the interpolating points
√ √
2 2
x0 = 1.75 + 1.75 and x1 = 1.75 − 1.75 ;
2 2
the l2 -norm of ω(x) is minimized with the interpolating points
√ √
3 3
x0 = 1.75 + 1.75 and x1 = 1.75 − 1.75 .
3 3
(c) Over [−π, 0], the l∞ -norm of ω(x) is minimized with the interpolating points
√ √
π π 2 π π 2
x0 = − + · and x1 = − − · ;
2 2 2 2 2 2
the l2 -norm of ω(x) is minimized with the interpolating points
√ √
π π 3 π π 3
x0 = − + · and x1 = − − · .
2 2 3 2 2 3
6 Section 5.4
√
(d) Over [− 2, 3], the l∞ -norm of ω(x) is minimized with the interpolating points
√ √ √ √ √ √
3− 2 3+ 2 2 3− 2 3+ 2 2
x0 = + · and x1 = − · ;
2 2 2 2 2 2
the l2 -norm of ω(x) is minimized with the interpolating points
√ √ √ √ √ √
3− 2 3+ 2 3 3− 2 3+ 2 3
x0 = + · and x1 = − · .
2 2 3 2 2 3
(e) Over [−2.5, 3.5], the l∞ -norm of ω(x) is minimized with the interpolating
points √ √
1 2 1 2
x0 = + 3 and x1 = − 3 ;
2 2 2 2
the l2 -norm of ω(x) is minimized with the interpolating points
√ √
1 3 1 3
x0 = + 3 and x1 = − 3 .
2 3 2 3
For cubic interpolation, four interpolating points are needed. Thus, we minimize
the l∞ -norm of ω(x) using the properly scaled and translated roots of T̃4 (x):
π 3π 5π 7π
cos = 0.923880, cos = 0.382683, cos = −0.382683, cos = −0.923880;
8 8 8 8
to minimize the l2 -norm of ω(x), we interpolate at the properly scaled and translated
roots of P̃4 (x) = x4 − 76 x2 + 35
3
:
(a) Over [−1, 1], the l∞ -norm of ω(x) is minimized with the interpolating points
(b) Over [0, 3.5], the l∞ -norm of ω(x) is minimized with the interpolating points
(e) Over [−2.5, 3.5], the l∞ -norm of ω(x) is minimized with the interpolating
points
1 1
x0 = + 3(0.923880) = 3.271640, x1 = + 3(0.382683) = 1.648049,
2 2
1 1
x2 = +3(−0.382683) = −0.648049, x3 = +3(−0.923880) = −2.271640;
2 2
the l2 -norm of ω(x) is minimized with the interpolating points
1 1
x0 = + 3(0.861136) = 3.083408, x1 = + 3(0.339981) = 1.519943,
2 2
1 1
x2 = +3(−0.339981) = −0.519943, x3 = +3(−0.861136) = −2.083408.
2 2
(c) Over [−π, 0], the l∞ -norm of ω(x) is minimized with the interpolating points
π π
x0 = − + (0.965926) = −0.053523,
2 2
π π
x1 = − + (0.707107) = −0.460075,
2 2
π π
x2 = − + (0.258819) = −1.164244,
2 2
π π
x3 = − + (−0.258819) = −1.977348,
2 2
π π
x4 = − + (−0.707107) = −2.681517,
2 2
π π
x5 = − + (−0.965926) = −3.088069;
2 2
the l2 -norm of ω(x) is minimized with the interpolating points
π π
x0 = − + (0.932470) = −0.106076,
2 2
π π
x1 = − + (0.661209) = −0.532172,
2 2
π π
x2 = − + (0.238619) = −1.195974,
2 2
π π
x3 = − + (−0.238619) = −1.945618,
2 2
π π
x4 = − + (−0.661209) = −2.609421,
2 2
π π
x5 = − + (−0.932470) = −3.035517.
2 2
√
(d) Over [− 2, 3], the l∞ -norm of ω(x) is minimized with the interpolating points
√ √
3− 2 3+ 2
x0 = + (0.965926) = 2.924795,
2√ 2√
3− 2 3+ 2
x1 = + (0.707107) = 2.353554,
2√ 2√
3− 2 3+ 2
x2 = + (0.258819) = 1.364134,
2√ 2√
3− 2 3+ 2
x3 = + (−0.258819) = 0.221652,
2 2
10 Section 5.4
√ √
3− 2 3+ 2
x4 = + (−0.707107) = −0.767767,
2√ 2√
3− 2 3+ 2
x5 = + (−0.965926) = −1.339009;
2 2
the l2 -norm of ω(x) is minimized with the interpolating points
√ √
3− 2 3+ 2
x0 = + (0.932470) = 2.850954,
2√ 2√
3− 2 3+ 2
x1 = + (0.661209) = 2.252252,
2√ 2√
3− 2 3+ 2
x2 = + (0.238619) = 1.319551,
2√ 2√
3− 2 3+ 2
x3 = + (−0.238619) = 0.266236,
2√ 2√
3− 2 3+ 2
x4 = + (−0.661209) = −0.666466,
2√ 2√
3− 2 3+ 2
x5 = + (−0.932470) = −1.265168.
2 2
(e) Over [−2.5, 3.5], the l∞ -norm of ω(x) is minimized with the interpolating
points
1 1
x0 = + 3(0.965926) = 3.397778, x1 = + 3(0.707107) = 2.621321,
2 2
1 1
x2 = + 3(0.258819) = 1.276457, x3 = + 3(−0.258819) = −0.276457,
2 2
1 1
x4 = +3(−0.707107) = −1.621321, x5 = +3(−0.965926) = −2.397778;
2 2
the l2 -norm of ω(x) is minimized with the interpolating points
1 1
x0 = + 3(0.932470) = 3.297410, x1 = + 3(0.661209) = 2.483627,
2 2
1 1
x2 = + 3(0.238619) = 1.215857, x3 = + 3(−0.238619) = −0.215857,
2 2
1 1
x4 = +3(−0.661209) = −1.483627, x5 = +3(−0.932470) = −2.297410.
2 2
For Exercises 9 - 13, interpolate the given function over the specified interval by
a polynomial of the indicated degree. Interpolate at uniformly spaced points,
the Chebyshev points and the Legendre points, and compare the errors in the
resulting polynomials in both the l∞ and the l2 norm.
Optimal Points for Interpolation 11
The table below lists the l∞ and l2 norms of the interpolation error for each of these
polynomials. As expected, the l∞ norm of the interpolation error is a minimum for
the Chebyshev points, and the l2 norm of the interpolation error is a minimum for
the Legendre points.
Chebyshev Legendre Uniform
l∞ norm 0.006657 0.012118 0.009985
l2 norm 0.005433 0.004745 0.007682
Let f (x) = e−x . With an interval of [−1, 2] and n = 3, the uniformly spaced
interpolating points are
x0 = −1, x1 = 0, x2 = 1, x3 = 2
The table below lists the l∞ and l2 norms of the interpolation error for each of these
polynomials. As expected, the l∞ norm of the interpolation error is a minimum for
the Chebyshev points, and the l2 norm of the interpolation error is a minimum for
the Legendre points.
x0 = 1, x1 = 1.5, x2 = 2, x3 = 2.5, x4 = 3
π 3π π 7π 9π
x0 = 2+cos , x1 = 2+cos , x2 = 2+cos , x3 = 2+cos , x4 = 2+cos
10 10 2 10 10
and the Legendre points are
The table below lists the l∞ and l2 norms of the interpolation error for each of these
polynomials. As expected, the l∞ norm of the interpolation error is a minimum for
the Chebyshev points, and the l2 norm of the interpolation error is a minimum for
the Legendre points.
Let f (x) = ln(x + 2). With an interval of [−1, 1] and n = 5, the uniformly spaced
interpolating points are
3 1 1 3
x0 = −1, x1 = − , x2 = − , x3 = , x4 = , x5 = 1
5 5 5 5
whereas the Chebyshev points are
π π 5π 7π 3π 11π
x0 = cos , x1 = cos , x2 = cos , x3 = cos , x4 = cos , x5 = cos
12 4 12 12 4 12
and the Legendre points are
The table below lists the l∞ and l2 norms of the interpolation error for each of these
polynomials. As expected, the l∞ norm of the interpolation error is a minimum for
the Chebyshev points, and the l2 norm of the interpolation error is a minimum for
the Legendre points.
Chebyshev Legendre Uniform
l∞ norm 0.0001975 0.0004244 0.0003892
l2 norm 0.0001227 0.0001098 0.0001905
Let f (x) = x−1 . With an interval of [1, 4] and n = 5, the uniformly spaced
interpolating points are
8 11 14 17
x0 = 1, x1 = , x2 = , x3 = , x4 = , x5 = 4
5 5 5 5
whereas the Chebyshev points are
5 3 π 5 3 π 5 3 5π
x0 = + cos , x1 = + cos , x2 = + cos ,
2 2 12 2 2 4 2 2 12
14 Section 5.4
5 3 7π 5 3 3π 5 3 11π
x3 =
+ cos , x4 = + cos , x5 = + cos
2 2 12 2 2 4 2 2 12
and the Legendre points are
5 3 5 3 5 3
x0 = + (0.932470), x1 = + (0.661209), x2 = + (0.238619),
2 2 2 2 2 2
5 3 5 3 5 3
x3 = + (−0.238619), x4 = + (−0.661209), x5 = + (−0.932470).
2 2 2 2 2 2
The corresponding interpolating polynomials are
The table below lists the l∞ and l2 norms of the interpolation error for each of these
polynomials. As expected, the l∞ norm of the interpolation error is a minimum for
the Chebyshev points, and the l2 norm of the interpolation error is a minimum for
the Legendre points.