On the accurate computation of the Newton form of the Lagrange interpolant

In recent years many efforts have been devoted to finding bidiagonal factorizations of nonsingular totally positive matrices, since their accurate computation allows to numerically solve several important algebraic problems with great precision, even for large ill-conditioned matrices. In this frame...

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Published in:Numerical algorithms Vol. 98; no. 3; pp. 1553 - 1573
Main Authors: Khiar, Y., Mainar, E., Royo-Amondarain, E., Rubio, B.
Format: Journal Article
Language:English
Published: New York Springer US 01.03.2025
Springer Nature B.V
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ISSN:1017-1398, 1572-9265
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Abstract In recent years many efforts have been devoted to finding bidiagonal factorizations of nonsingular totally positive matrices, since their accurate computation allows to numerically solve several important algebraic problems with great precision, even for large ill-conditioned matrices. In this framework, the present work provides the factorization of the collocation matrices of Newton bases—of relevance when considering the Lagrange interpolation problem—together with an algorithm that allows to numerically compute it to high relative accuracy. This further allows to determine the coefficients of the interpolating polynomial and to compute the singular values and the inverse of the collocation matrix. Conditions that guarantee high relative accuracy for these methods and, in the former case, for the classical recursion formula of divided differences, are determined. Numerical errors due to imprecise computer arithmetic or perturbed input data in the computation of the factorization are analyzed. Finally, numerical experiments illustrate the accuracy and effectiveness of the proposed methods with several algebraic problems, in stark contrast with traditional approaches.
AbstractList In recent years many efforts have been devoted to finding bidiagonal factorizations of nonsingular totally positive matrices, since their accurate computation allows to numerically solve several important algebraic problems with great precision, even for large ill-conditioned matrices. In this framework, the present work provides the factorization of the collocation matrices of Newton bases—of relevance when considering the Lagrange interpolation problem—together with an algorithm that allows to numerically compute it to high relative accuracy. This further allows to determine the coefficients of the interpolating polynomial and to compute the singular values and the inverse of the collocation matrix. Conditions that guarantee high relative accuracy for these methods and, in the former case, for the classical recursion formula of divided differences, are determined. Numerical errors due to imprecise computer arithmetic or perturbed input data in the computation of the factorization are analyzed. Finally, numerical experiments illustrate the accuracy and effectiveness of the proposed methods with several algebraic problems, in stark contrast with traditional approaches.
Author Khiar, Y.
Rubio, B.
Mainar, E.
Royo-Amondarain, E.
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  organization: Departamento de Matemática Aplicada/IUMA, Universidad de Zaragoza
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Issue 3
Keywords Divided differences
Bidiagonal decompositions
Lagrange interpolation
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Totally positive matrices
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High relative accuracy
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Newton basis
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Snippet In recent years many efforts have been devoted to finding bidiagonal factorizations of nonsingular totally positive matrices, since their accurate computation...
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SubjectTerms Accuracy
Algebra
Algorithms
Collocation
Collocation methods
Computation
Computer Science
Factorization
Linear algebra
Mathematical analysis
Numeric Computing
Numerical Analysis
Original Paper
Polynomials
Recursive functions
Theory of Computation
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Title On the accurate computation of the Newton form of the Lagrange interpolant
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Volume 98
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