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A natural-spline tridiagonal residual bounds the spline value error

Statement

Let x1<⋯<xr, r≥3, and let s be the natural cubic interpolant of nodal values yi. Write hi=xi+1−xi and H=max⁡ihi. Let A be the (r−2)×(r−2) interior coefficient matrix in the system of Natural cubic interpolation at distinct knots, and let b be its right-hand side. Put δ=min⁡2≤i≤r−1(hi−1+hi)>0. For any proposed nodal second derivatives M^1=M^r=0, let m^ be their interior vector, let ρ=Am^−b be the exact residual, and let s^ be the piecewise cubic given by the natural piece formula with these second derivatives and the same values yi. Then, on the knot hull, ∥s^−s∥L∞([x1,xr])≤H28δ∥ρ∥∞. This is a residual-to-function transfer statement; it does not assert that a particular floating-point solver returns a residual certificate.

Facts & Assumptions

Given: The distinct knots and data, the natural interpolant, and an arbitrary proposed interior second-derivative vector with zero endpoint values.

[F1]

Natural cubic interpolation at distinct knots: the exact interior vector m solves Am=b, where row i has diagonal 2(hi−1+hi) and adjacent entries hi−1,hi; its spline pieces use the stated cubic formula.

[F2]

Nodal second-derivative perturbations bound the natural spline error: if the endpoint second derivatives agree, a nodal second-derivative discrepancy bounded by E changes the natural cubic pieces on the knot hull by at most H2E/8 in the maximum norm.

[A1]

r≥3, all hi>0, and ρ is the exact algebraic residual Am^−b.

Proof

1.1A1F1algebrachoose

Let e=m^−m, so Ae=ρ by [F1] and the definition of ρ. Choose an index i at which ∣ei∣=∥e∥∞, and put Si=hi−1+hi. The diagonal entry in row i is 2Si, while the sum Ri of the absolute off-diagonal entries is at most Si because an endpoint row omits the coefficient multiplying the fixed zero endpoint second derivative (and when r=3 there are no off-diagonal entries). The reverse triangle inequality and ∣ej∣≤∥e∥∞ give ∣ρi∣≥(2Si−Ri)∥e∥∞≥Si∥e∥∞≥δ∥e∥∞. Hence ∥e∥∞≤∥ρ∥∞/δ.

2.1A1F2step 1.1algebra∎

Apply [F2] with E=max⁡i∣M^i−Mi∣=∥e∥∞, since both endpoint perturbations are zero. Step 1.1 then yields ∥s^−s∥∞≤H2∥e∥∞/8≤H2∥ρ∥∞/(8δ), as claimed.

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