Interpolation Polynomials and Linear Algebra

MaRDI QIDQ6392713zbMATH OpenFDO

Authors A. G. Khovanskii, Sushil Singla, Aaron Tronsgard

Publication date 26 February 2022

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to mathematics in general (00-02)

Abstract: We reconsider the theory of Lagrange interpolation polynomials with multiple interpolation points and apply it to linear algebra. For instance, $A$ be a linear operator satisfying a degree $n$ polynomial equation $P(A)=0$. One can see that the evaluation of a meromorphic function $F$ at $A$ is equal to $Q(A)$, where $Q$ is the degree $<n$ interpolation polynomial of $F$ with the the set of interpolation points equal to the set of roots of the polynomial $P$. In particular, for $A$ an $nimesn$ matrix, there is a common belief that for computing $F(A)$ one has to reduce $A$ to its Jordan form. Let $P$ be the characteristic polynomial of $A$. Then by the Cayley-Hamilton theorem, $P(A)=0$. And thus the matrix $F(A)$ can be found without reducing $A$ to its Jordan form. Computation of the Jordan form for $A$ involves many extra computations. In the paper we show that it is not needed. One application is to compute the matrix exponential for a matrix with repeated eigenvalues, thereby solving arbitrary order linear differential equations with constant coefficients.

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