A new efficient algorithm for polynomial interpolation (Q873149)
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English | A new efficient algorithm for polynomial interpolation |
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A new efficient algorithm for polynomial interpolation (English)
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28 March 2007
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The authors propose a new algorithm for the evaluation of the Lagrange interpolation polynomial and for computing its Newton coefficients. The algorithm does not require any special ordering of the interpolation points. The given error analysis proves that this algorithm is backward stable with respect to perturbations in the function values, for any choice of interpolating knots. Numerical examples show that the new algorithm is more accurate than Aitken's algorithm and the divided differences scheme.
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numerical stability
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condition number
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Lagrange form
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Newton form
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divided differences
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Aitken's algorithm
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comparison of methods
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interpolation polynomial
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error analysis
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numerical examples
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