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A natural-spline tridiagonal residual bounds the spline value error
Statement
Let , , and let be the natural cubic interpolant of nodal values . Write and . Let be the interior coefficient matrix in the system of Natural cubic interpolation at distinct knots, and let be its right-hand side. Put For any proposed nodal second derivatives , let be their interior vector, let be the exact residual, and let be the piecewise cubic given by the natural piece formula with these second derivatives and the same values . Then, on the knot hull, 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.
Natural cubic interpolation at distinct knots: the exact interior vector solves , where row has diagonal and adjacent entries ; its spline pieces use the stated cubic formula.
Nodal second-derivative perturbations bound the natural spline error: if the endpoint second derivatives agree, a nodal second-derivative discrepancy bounded by changes the natural cubic pieces on the knot hull by at most in the maximum norm.
, all , and is the exact algebraic residual .
Proof
Let , so by [F1] and the definition of . Choose an index at which , and put . The diagonal entry in row is , while the sum of the absolute off-diagonal entries is at most because an endpoint row omits the coefficient multiplying the fixed zero endpoint second derivative (and when there are no off-diagonal entries). The reverse triangle inequality and give . Hence .
Apply [F2] with , since both endpoint perturbations are zero. Step 1.1 then yields , as claimed.
Depends on
Used by
Dependency tree · two levels
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Sources
- Carl de Boor, A Practical Guide to Splines, revised edition, Chapter IV, pp. 42–45 (standard reference, not scraped)