An SVD analysis of equispaced polynomial interpolation (Q2271403)

C. Runge showed that polynomial interpolation of degree \(N\) on a uniform grid may diverge as \(N \to \infty\). A new angle on polynomial interpolation and the Runge phenomenon by performing a singular value decomposition (SVD) analysis of the interpolation matrix is presented. It is proved that the observed exponential-with-\(N\) error growth of the Runge phenomenon requires that at least the smallest singular value of the interpolation matrix must decay to zero exponentially fast with \(N\), and the matrix condition number \(k\) must grow exponentially with \(N\). Experimentally, four-fifths of the singular values are \(O(1)\); the remaining one-fifth of the singular values decay exponentially fast with increasing mode \(j\). The corresponding \(U\) modes of the SVD factorization are well approximated by Hermite functions. The bibliography contains 24 sources.