Chapter 7: Interpolation and Approximation 741

7. Interpolation and Approximation

All procedures in this chapter are class methods of the following Approximation
class.

package numal;

import numal.*;

public class Approximation extends Object {

// all procedures in this chapter are to be inserted here
}

7.1 Real data in one dimension

7.1.1 Interpolation with general polynomials

newton

Calculates the coefficients of the Newton polynomial through given interpolation

points and corresponding function values.
newton computes the divided differences δxjf(x0), j=0,...,n, derived from the
function values fi and their associated arguments xi, i=0,...,n, (the xi being
assumed distinct). The {δxjf(x0)} are computed by use of the defining recursion
δi0 = fi (i=0,...,n)
δij+1 = (δi+1j - δij) / (xi+j+1 - xi) (j=0,...,n-1; i=0,...,n-j-1)
when δxjf(x0) = δ0j.

Procedure parameters:
void newton (n,x,f)
n: int;
entry: the degree of the polynomial;
x: double x[0:n];
entry: the interpolation points;
f: double f[0:n];
entry: the function values at the interpolation points;
exit: the coefficients of the Newton polynomial.

public static void newton(int n, double x[], double f[])

{
int k,i,im1;
double xim1,fim1;

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 742 A Numerical Library in Java for Scientists and Engineers

im1=0;
for (i=1; i<=n; i++) {
fim1=f[im1];
xim1=x[im1];
for (k=i; k<=n; k++) f[k]=(f[k]-fim1)/(x[k]-xim1);
im1=i;
}
}

7.1.2 Approximation in infinity norm

A. ini

Selects a set of integers out of a given set of integers. With integers m,n (m > n),
ini determines a sequence of integer approximations s(j), j=0,...,n; s(j) > s(j-1), to the
points in the range [0,m] at which Tn((2x-m)/m), where
Tn(y) = cos{n arc cos(y)}
being a Chebyshev polynomial and (2x-m)/m maps x∈[-1,1] onto [0,m], assumes
its maximal absolute values.
ini is an auxiliary procedure used in minmaxpol.

Procedure parameters:
void ini (n,m,s)
n,m: int;
entry: the number of points to be selected equals n+1; the reference set
contains the numbers 0,1,...,m, (m ≥ n);
s: int s[0:n];
exit: the selected integers are delivered in s.

public static void ini(int n, int m, int s[])

{
int i,j,k,l;
double pin2,temp;

pin2=Math.atan(1.0)*2.0/n;
k=1;
l=n-1;
j=s[0]=0;
s[n]=m;
while (k < l) {
temp=Math.sin(k*pin2);
i=(int)(temp*temp*m);
j = s[k] = ((i <= j) ? j+1 : i);
s[l]=m-j;

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 Chapter 7: Interpolation and Approximation 743

l--;
k++;
}
if (l*2 == n) s[l]=m/2;
}

B. sndremez

Exchanges at most n+1 numbers with numbers out of a reference set (see
[Me64]). Given a sequence of real numbers gi, i=0,...,m, which contains a
subsequence gs(j), j=0,1,...,n<m; s(j) > s(j-1), for which a)
gs(j) = G, j=0,...,n,
and b)
sign gs(j) = -sign gs(j-1), j=1,...,n,
a sequence of integers S(j), j=0,1,...,n;
S(j) > S(j-1); S(0) ≥ 0, S(n) ≤ m,
is determined such that A)
gS(j) ≥ G, j=0,...,n,
B)
sign gS(j) = -sign gS(j-1), j=1,...,n,
and C) gS(j) > G for at least one j in the range 0 ≤ j ≤ n if gi > G for at least one i
in the range 0 ≤ i ≤ n.
The process used is as follows: let
H(1) = maxgi for s(0) < i < s(1)
and gI(1) = H(1) (H(1) is zero if s(0) = s(1) and I(1) is then undefined; a similar
convention is adopted below). If H(1) ≤ G then
S(0) = s(0), S(1) = s(1);
otherwise if
sign gI(1) = sign gs(0)
then
S(0) = I(1), S(1)=s(1),
whereas if
sign gI(1) ≠ sign gs(0),
then
S(0) = s(0), S(1) = I(1).
Let
H(2) = maxgi for s(1) < i < s(2) and gI(2) = H(2).
If H(2) ≤ G then S(2) = s(2); otherwise if sign gI(2) = sign gS(1) then S(1) is replaced by
I(2) and S(2) = s(2), whereas if sign gI(2) ≠ sign gS(1) then S(2) = I(2). The numbers gi,
s(2)<i<s(3), are inspected, S(2) is possibly replaced, and S(3) is determined as
before. In this way S(0),...,S(n) are determined. Let
H' = maxgi for 0 ≤ i < s(0) with gI'=H',
and
H" = maxgi for s(n) < i ≤ m, with gI" = H".
If H', H" < G, the numbers S(j) are left as they stand.
If not, then if H' > H" then a) if sign gI' = sign gS(0) then a') if H'>gs(0), S(0) is
replaced by I' and a") if sign gI" = gs(n) and H" > gs(n), S(n) is replaced by I"; b) if
sign gI' ≠ sign gS(0) then b') if H' > gs(n), S(k) is replaced by S(k-1), k=n,...,1, and

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 744 A Numerical Library in Java for Scientists and Engineers

S(0) is replaced by I' and b") (with the new value of S(n)) if sign gI" = sign gS(n) and
H" > gs(n), S(n) is replaced by I". If H" ≥ H' then similar modifications take place.
sndremez is an auxiliary procedure used in minmaxpol.

Procedure parameters:
void sndremez (n,m,s,g,em)
n,m: int;
entry: the number of points to be exchanged is smaller than or equal to
n+1;
the reference set contains the numbers 0,1,...,m, (m ≥ n);
s: int s[0:n];
entry: in s one must give n+1 (strictly) monotone increasing numbers out
of 0,1,...,m;
exit: n+1 (strictly) monotone increasing numbers out of the numbers
0,1,...,m;
g: double g[0:m];
entry: in array g[0:m] one must give the function values;
em: double em[0:1];
entry: 0 < em[0] ≤ g[i], i=0,...,m;
exit: em[1] = infinity norm of array g[0:m].

Procedure used: infnrmvec.

public static void sndremez(int n, int m, int s[], double g[], double em[])
{
int s0,sn,sjp1,i,j,k,up,low,nm1;
double max,msjp1,hi,hj,he,abse,h,temp1,temp2;
int itmp[] = new int[1];
int jtmp[] = new int[1];

s0=sjp1=s[0];
he=em[0];
low=s0+1;
max=msjp1=abse=Math.abs(he);
nm1=n-1;
for (j=0; j<=nm1; j++) {
up=s[j+1]-1;
h=Basic.infnrmvec(low,up,itmp,g);
i=itmp[0];
if (h > max) max=h;
if (h > abse)
if (he*g[i] > 0.0) {
s[j] = (msjp1 < h) ? i : sjp1;
sjp1=s[j+1];
msjp1=abse;
} else {
s[j]=sjp1;
sjp1=i;
msjp1=h;
}

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 Chapter 7: Interpolation and Approximation 745

else {
s[j]=sjp1;
sjp1=s[j+1];
msjp1=abse;
}
he = -he;
low=up+2;
}
sn=s[n];
s[n]=sjp1;
hi=Basic.infnrmvec(0,s0-1,itmp,g);
i=itmp[0];
hj=Basic.infnrmvec(sn+1,m,jtmp,g);
j=jtmp[0];
if (j > m) j=m;
if (hi > hj) {
if (hi > max) max=hi;
temp1 = (g[i] == 0.0) ? 0.0 : ((g[i] > 0.0) ? 1.0 : -1.0);
temp2 = (g[s[0]]==0.0) ? 0.0 : ((g[s[0]]>0.0) ? 1.0 : -1.0);
if (temp1 == temp2) {
if (hi > Math.abs(g[s[0]])) {
s[0]=i;
if (g[j]/g[s[n]] > 1.0) s[n]=j;
}
}
else {
if (hi > Math.abs(g[s[n]])) {
s[n] = (g[j]/g[s[nm1]] > 1.0) ? j : s[nm1];
for (k=nm1; k>=1; k--) s[k]=s[k-1];
s[0]=i;
}
}
} else {
if (hj > max) max=hj;
temp1 = (g[j] == 0.0) ? 0.0 : ((g[j] > 0.0) ? 1.0 : -1.0);
temp2 = (g[s[n]]==0.0) ? 0.0 : ((g[s[n]]>0.0) ? 1.0 : -1.0);
if (temp1 == temp2) {
if (hj > Math.abs(g[s[n]])) {
s[n]=j;
if (g[i]/g[s[0]] > 1.0) s[0]=i;
}
} else
if (hj > Math.abs(g[s[0]])) {
s[0] = (g[i]/g[s[1]] > 1.0) ? i : s[1];
for (k=1; k<=nm1; k++) s[k]=s[k+1];
s[n]=j;
}
}
em[1]=max;
}

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 746 A Numerical Library in Java for Scientists and Engineers

C. minmaxpol

Calculates the coefficients of the polynomial (as a sum of powers) which

approximates a function, given for discrete arguments, in such a way that the
infinity norm of the error vector is minimized.
With yj (j=0,...,m) being a sequence of real arguments (yj-1 < yj; j=1,...,m) and
f(yj) corresponding function values, minmaxpol determines the coefficients {ci} of
that polynomial
n −1

∑c y
i =0
i
i

for which
n −1
max f ( y j ) − ∑ ci y ij (1)
i =0
is a minimum as j ranges over the values 0,...,m (m > n).
The method used [Me64] involves the iterative construction of polynomials
n −1

∑c
i =0
k ,i yi
for which
n −1
f ( y s ( k , j ) ) − ∑ c k ,i y si ( k , j ) = (−1) j λ k ( j = 0,K, n ) (2)
i =0
where s(k,j), j=0,...,n, is a strictly increasing sequence selected from 0,1,...,m. The
discrepancies
n −1
g k′ , j = f ( y j ) − ∑ ck ,i y ij
i =0
at all points j=0,...,m are then inspected, and from these a sequence
gk+1,j = gk,s(k+1,j)', j=0,...,n, is constructed which a) possesses the alternating
property sign gk+1,j = -sign gk+1,j-1, j=1,...,n, and b) for which gk+1,j ≥ gk,j,
j=0,...,n, with (unless the process is to be terminated) gk+1,j>gk,j for at least one
j (for the details of this construction, see the documentation to sndremez). The
coefficients {ck+1,i} in the succeeding polynomial are determined (by use of Newton's
interpolation formula, and subsequent reduction to the given polynomial form)
from condition (2) with k replaced by k+1.
Initially s(0,j), j=0,...,n, is a sequence of integer approximations to the
points at which Tn((2x-m)/m), where Tn(y) = cos{n arc cos(y)} being a Chebyshev
polynomial (see the documentation of ini) assumes its maximal absolute values in
the range 0 ≤ x ≤ m. The procedure ini is used to set the s(0,j).

Procedure parameters:
void minmaxpol (n,m,y,fy,co,em)
n: int;
entry: the degree of the approximating polynomial; n ≥ 0;
m: int;

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 Chapter 7: Interpolation and Approximation 747

entry: the number of reference function values is m+1;

y,fy: double y[0:m], fy[0:m];
entry: fy[i] is the function values at y[i], i=0,...,m;
co: double co[0:n];
exit: the coefficients of the approximating polynomial (co[i] is the
coefficient of yi);
em: double em[0:3];
entry: em[2]: maximum allowed number of iterations, say 10*n+5;
exit: em[0]: the difference of the given function and the polynomial in
the first approximation point;
em[1]: the infinity norm of the error of approximation over the
discrete interval;
em[3]: the number of iterations performed.

Procedures used: elmvec, dupvec, newton, pol, newgrn, ini, sndremez.

public static void minmaxpol(int n, int m, double y[], double fy[], double co[],
double em[])
{
int np1,k,pomk,count,cnt,j,mi,sjm1,sj,s0,up;
double e,abse,abseh;
int s[] = new int[n+2];
double x[] = new double[n+2];
double b[] = new double[n+2];
double coef[] = new double[n+2];
double g[] = new double[m+1];

sj=0;
np1=n+1;
ini(np1,m,s);
mi=(int)em[2];
abse=0.0;
count=1;
do {
pomk=1;
for (k=0; k<=np1; k++) {
x[k]=y[s[k]];
coef[k]=fy[s[k]];
b[k]=pomk;
pomk = -pomk;
}
newton(np1,x,coef);
newton(np1,x,b);
em[0]=e=coef[np1]/b[np1];
Basic.elmvec(0,n,0,coef,b,-e);
Algebraic_eval.newgrn(n,x,coef);
s0=sjm1=s[0];
g[s0]=e;
for (j=1; j<=np1; j++) {
sj=s[j];

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 748 A Numerical Library in Java for Scientists and Engineers

up=sj-1;
for (k=sjm1+1; k<=up; k++)
g[k]=fy[k]-Algebraic_eval.pol(n,y[k],coef);
g[sj] = e = -e;
sjm1=sj;
}
for (k=s0-1; k>=0; k--)
g[k]=fy[k]-Algebraic_eval.pol(n,y[k],coef);
for (k=sj+1; k<=m; k++)
g[k]=fy[k]-Algebraic_eval.pol(n,y[k],coef);
sndremez(np1,m,s,g,em);
abseh=abse;
abse=Math.abs(e);
cnt=count;
count++;
} while (count <= mi && abse > abseh);
em[2]=mi;
em[3]=cnt;
Basic.dupvec(0,n,0,co,coef);
}

© 2004 by Chapman & Hall/CRC