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Floater–Hormann weights equal the local-polynomial blend weights

Statement

For n≥1 and 0≤d<n, define λi(x)=(−1)i∏k=ii+d(x−xk),μi(x)=∏j<i(x−xj)∏k>i+d(xk−x),0≤i≤n−d, where empty products equal 1. Put s(x)=∑iμi(x) and let pi be the window polynomials in Local polynomial in a Floater–Hormann window. For x∉{x0,…,xn}, the Floater–Hormann quotient is rd(x)=∑iλi(x)pi(x)∑iλi(x)=∑iμi(x)pi(x)s(x). Moreover, clearing the node factors in the barycentric denominator gives ∏j=0n(x−xj)∑iλi(x)=(−1)n−ds(x). After clearing and canceling the displayed factors, this is a polynomial identity valid at every real x, including the nodes. Expanding this expression into a support-node barycentric quotient gives exactly the weights in Floater–Hormann barycentric interpolant. Its continuous values at the nodes are the assigned data.

Facts & Assumptions

Given: n≥1, ordered distinct real nodes x0<⋯<xn, real data fj, 0≤d<n, and m=n−d.

[F1]

Floater–Hormann barycentric interpolant: the support weights are wj=(−1)j−d∑i=max⁡(0,j−d)min⁡(j,n−d)∏i≤k≤i+d, k≠j∣xj−xk∣−1.

[F2]

Local polynomial in a Floater–Hormann window and Floater–Hormann window polynomials interpolate their local data: each window polynomial is its displayed Lagrange sum, has degree at most d, interpolates the window data, and the same Lagrange basis sums to 1 for constant data.

[F3]

Barycentric rational quotient with support values and reduced poles: the support quotient uses weights wj in both its numerator and denominator and takes the data values at its support nodes.

Proof

1.1givenconstructalgebra

Put P0(x)=∏j=0n(x−xj) and m=n−d. Counting the m factors to the right of a window gives μi(x)=(−1)mP0(x)λi(x). Indeed, after cancellation each right factor xk−x contributes one minus sign when rewritten as x−xk, and the remaining denominator factors are exactly the window nodes. Thus the cleared products agree as polynomials, including at nodes; summing gives the stated cleared-denominator identity. Away from nodes it also shows that the blend quotient with λi equals the quotient with μi and s.

1.2givenF1F2algebra

Expand each pi using [F2], and interchange the two finite sums. The coefficient of fj/(x−xj) in ∑iλipi is w~j=∑i=max⁡(0,j−d)min⁡(j,n−d)(−1)i∏i≤k≤i+dk≠j1xj−xk. Within a window exactly i+d−j factors xj−xk are negative, so each summand has sign (−1)2i+d−j=(−1)j−d and absolute value ∏k≠j∣xj−xk∣−1. Thus w~j=wj as in [F1].

2.1F1F2F3step 1.2algebra

The same expansion for constant data fk=1 has each window polynomial equal to 1 by [F2]. Therefore the coefficient of 1/(x−xj) in ∑iλi is also w~j=wj. Dividing the expanded numerator by the expanded denominator proves that the blend equals the barycentric quotient in [F3] away from support nodes.

3.1F2F3step 1.1algebra∎

At a node xα, μi(xα) is zero unless max⁡(0,α−d)≤i≤min⁡(α,m); for these indices all its factors are positive. This index set is nonempty, and every corresponding window contains xα. By [F2], pi(xα)=fα, so the blend has numerator fαs(xα) and s(xα)>0. Its value is therefore fα, agreeing with the support convention in [F3].

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