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Floater–Hormann weights equal the local-polynomial blend weights
Statement
For and , define where empty products equal . Put and let be the window polynomials in Local polynomial in a Floater–Hormann window. For , the Floater–Hormann quotient is Moreover, clearing the node factors in the barycentric denominator gives . After clearing and canceling the displayed factors, this is a polynomial identity valid at every real , 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: , ordered distinct real nodes , real data , , and .
Floater–Hormann barycentric interpolant: the support weights are .
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 , interpolates the window data, and the same Lagrange basis sums to for constant data.
Barycentric rational quotient with support values and reduced poles: the support quotient uses weights in both its numerator and denominator and takes the data values at its support nodes.
Proof
Put and . Counting the factors to the right of a window gives Indeed, after cancellation each right factor contributes one minus sign when rewritten as , 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 equals the quotient with and .
Expand each using [F2], and interchange the two finite sums. The coefficient of in is Within a window exactly factors are negative, so each summand has sign and absolute value . Thus as in [F1].
The same expansion for constant data has each window polynomial equal to by [F2]. Therefore the coefficient of in is also . Dividing the expanded numerator by the expanded denominator proves that the blend equals the barycentric quotient in [F3] away from support nodes.
At a node , is zero unless ; for these indices all its factors are positive. This index set is nonempty, and every corresponding window contains . By [F2], , so the blend has numerator and . Its value is therefore , agreeing with the support convention in [F3].
Depends on
Used by
- Floater–Hormann barycentric denominator lower bound Lemma
- Floater–Hormann blend partial sums are positive in each node gap Lemma
- Floater–Hormann C^(d+2) parity error bounds Theorem
- Floater–Hormann error bounds for a bounded-variation highest derivative Theorem
- Floater–Hormann interpolants have no real poles Theorem
Dependency tree · two levels
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Sources
- Michael S. Floater and Kai Hormann, Barycentric rational interpolation with no poles and high rates of approximation, Sections 2 and 4 (standard reference, not scraped)
- Jean-Paul Berrut and Lloyd N. Trefethen, Barycentric Lagrange Interpolation, Section 9.2 (standard reference, not scraped)