Multidimensional Pseudo-Leja Sequences
Multidimensional Pseudo-Leja Sequences
sion and the multidimensional Leja sequences. We show that these sequences can be used
to calculate the transfinite diameter of K. We also present a relation to the pluricomplex
Green function associated to K. Subsequently, we show that the intertwinning of pseudo Leja
sequences is still a pseudo Leja sequence. We give a method to compute pseudo Leja sequences
with the help of discrete meshes.
1. Introduction
We are interested in the computation of goods points for approximation by multivariate poly-
nomial interpolation. Here, by good points, we mean arrays of interpolation nodes in a regular (
see below) compact set K for which the corresponding sequence of Lagrange interpolation poly-
nomials of any holomorphic function f on a neighbourhood of K, converges uniformly to f on
K. In the univariate case, a characterisation of such points is very well-know ([7], [8], [18]). In
contrast, in the multivariate case, no characterisation is known and very few examples of such
good points are currently available. The only general example is given by arrays of Fekete points
(Fekete points for K ⊂ Cp are points which maximises the (modulus) of the Vandermonde de-
terminant of a given order, see below). Unfortunately, these points are impossible to determine
explicitly and even the numerical computation of their discrete version is complicated, so that
they are essentially of theoretical interest. Apart from the Fekete points, the sole examples of
good points are furnished by the intertwining of univariate good points ([5], [4], [23]) and special
remarkable configurations such as the famous Padua points in the unit square of R2 ( [10], [13],
[14]). The interest of other configurations is supported by numerical experiments (see e.g. [1],
[12]).
In the univariate case, while the nature of good points is completely understood from the
theoretical point of view, the computation of such points for an arbitrary regular compact set is
far from being easy. A way of constructing univariate good points were introduced in [5] with
the notion of pseudo Leja sequences. Such a sequence is defined recursively as follows. The first
point ξ0 ∈ K is chosen arbitrarily and, if the first j points ξ0 , . . . , ξj−1 are already obtained, then
ξj is chosen in K to ensure that
j−1
Y j−1
Y
(1) Mj |ξj − ξi | ≥ max |z − ξi |.
z∈K
i=0 i=0
In particular, vdm(ξ0 ) = 1. Observe that its modulus is independent of the ordering of the
points. The Vandermonde determinant is a polynomial in the coordinates of the points ξj , thus
a polynomial in p(q + 1) variables. As such, its degree for q = hd − 1 is given by
d
X p+d
(5) ld = i(hi − hi−1 ) = p .
i=1
p+1
then K is determining if and only if no Vj (K) vanishes. The sufficiency follows from an ap-
plication of (8). To see the converse, suppose VN −1 (K) 6= 0 for 1 ≤ j < N but VN (K) =
0 and let {ξ0 , . . . ξN −1 } ⊂ K such that vdm(ξ0 , . . . ξN −1 ) 6= 0. The polynomial QN (z) =
vdm(ξ0 , . . . , ξN −1 , z) vanishes on K but is not the zero polynomial since its z κ(N ) coefficient
is not null so that K is not determining.
If it is necessary to specify the dimension of the ambient space, we will add a superscript to
(p)
the above objects thus writing for instance k (p) (N ), PN , and so on.
For survey on the actual state of knowledge on multivariate polynomial interpolation we refer
to [7].
In the case p = 1, this definition coincides with that given in [5]. A Leja sequence is a
pseudo Leja sequence of Edrei growth 1. The fact that K is determining immediately implies
the existence of pseudo Leja sequence with non vanishing Vandermonde determinant. Observe
that we may with very limited loss of generality, assume that (Mj ) is non-decreasing and, in that
case, (11) reduces to a somewhat less clumsy condition.
Observe that if (ξj ) is a pseudo Leja sequence for K then
(12) |vdm(ξ0 , . . . , ξj−1 , ξj )| > 0, for all j.
This follows from the same reasoning sketched in the introduction : if j was the smallest integer
for which |vdm(ξ0 , . . . , ξj−1 , z)| = 0 on K then P (z) = vdm(ξ0 , . . . , ξj−1 , z) would be a non zero
polynomial vanishing on K thus contradicting the fact that it is determining. The non vanishing
of the Vandermonde determinant, implies, see (7), the following proposition.
Proposition 2.1. Let (ξi ) a pseudo Leja sequence as above. Lagrange interpolation at ΩN =
{ξ0 , . . . , ξN }, N ∈ N, is always possible.
We immediately draw of a consequence of the growth condition that will be used in the proof
of our main theorem below.
Lemma 2.2. If {Mj }j≥1 is a sequence of real numbers satisfying Property (11) from the defini-
tion above, then
hY
d −1
1/ld
lim Mj = 1,
d→+∞
j=1
If j(d) is eventually constant, the conclusion is even simpler since (Mj ) is then bounded and
hd /ld → 0.
We now state our main theoretical result and a consequence. A similar result was obtained
in [20] and [8] for Leja sequences. The method of proving Theorem 2.3 is in fact not different
from that of Leja sequences except that here we take into consideration the Edrei growth of
the pseudo Leja sequence. Its proof is postponed to the next section where we will recall the
technical points that we will need.
MULTIDIMENSIONAL PSEUDO LEJA SEQUENCES 5
and, by a strong result of Bloom ([6, Corollary 4.5]), we will obtain the following.
Theorem 2.5. Let K be a polynomially convex regular compact subset of Cp . Then
1 |PN (z)|
(16) GK (z) = lim sup log , z ∈ Cp \ K,
N →+∞ |κ(N )| kPN kK
where GK denotes the pluri-complex Green function of K.
For the notions of pluricomplex potential theory used in the above statement (regularity,
Green function, equilibrium measure), we refer the reader to [21].
Observe that in the case where K would be non determining, a pseudo Leja sequence would
be eventually arbitrary (as soon as Vj (K) = 0), and Theorem 2.3 would be trivially true (with
D(K) = 0).
A monic polynomial is a polynomial whose leading term with respect to ≺ is equal to 1. Thus
a monic polynomial of leading term ei is of the form
X
(17) P (z) = ei (z) + cj ej (z) : cj ∈ C}, i ∈ N.
0≤j<i
We will indicate such a form in writing lead(P ) = ei . We define the i-th Chebyshev constant
τi of K as
n o
1/|κ(i)|
(18) τi = inf kP kK : lead(P ) = ei .
Given θ = (θ1 , . . . , θp ) in the standard p-simplex Σ,
p
X
Σ = θ ∈ Rn :
θi = 1, θi ≥ 0, i = 1, . . . , p ,
i=1
the limit
(19) τ (K, θ) = lim sup τj
κ(j)
j→+∞, |κ(j)| →θ
We have now assembled the material required in our proof of Theorem 2.3.
Proof of Theorem 2.3. Set Lk = |vdm(ξ0 , . . . , ξk−1 )| for all k ≥ 1. In view of (9) and (12), we
have
(23) 0 < Lk ≤ Vk , k ∈ N.
Recall that the polynomial Pk defined in (14) is given by
vdm(ξ0 , . . . , ξk−1 , ξ) X
(24) Pk (ξ) = = ek (ξ) + cj ej (ξ),
vdm(ξ0 , . . . , ξk−1 )
0≤j<k
Observe that
Pk ∈ P k , leadPk = ek , deg(Pk ) = deg(ek ) = κ(k).
By definition of a pseudo Leja sequence, we have
Lk+1 M −1 maxξ∈K vdm(ξ0 , . . . , ξk−1 , ξ)
|Pk (ξk )| = ≥ k ≥ Mk−1 kPk kK .
Lk vdm(ξ0 , . . . , ξk−1 )
Hence by definition of τk , see (18), we have
Lk+1 |κ(k)|
(25) ≥ Mk−1 kPk kK ≥ Mk−1 τk .
Lk
By using (23) and iterating the above inequality, we deduce that, for d ≥ 0
L hd Lh −1 L2
(26) Vhd ≥ Lhd = × d × ··· ×
Lhd −1 Lhd −2 L1
h hY
d −1 i−1 h hY
d −1 i
|κ(j)|
(27) ≥ Mj τj .
j=1 j=1
We may re-arrange the terms in the last product above taking into account the definition of Ti
in (20) as follows :
hY
d −1 d h hY
i −1 ii Yd
[κ(j)| i(h −h )
Y
τj = τj = Ti i i−1 .
j=1 i=1 j=hi−1 i=1
Now, passing to the limit and using Corollary 3.2 and Lemma 2.2, we obtain
lim (Lhd )1/ld = D(K).
d→∞
As to prove Relation (15), we proceed as follows. From Inequalities (25) and (28), we get
h hY
d −1 d
ih Y i hY
d −1
i(hi −hi−1 )
Mj Ti ≤ kPk kK ≤ Vhd .
j=1 i=1 k=0
Then, we take the ld −roots and pass to the limit as d → ∞ which leads to (15).
Remark 1. Due to inequalities (23) and (25) from the above proof, we obtain a stronger version
of Theorem 2.3, namely
1/ld(k)
(29) D(K) = lim Lk , where d(k) = |κ(k)|.
k→+∞
8 DIMITRI JORDAN KENNE
Definition 4.1. Let A = (aj )j∈N ⊂ Cp1 and B = (bj )j∈N ⊂ Cp2 two sequences of points. The
intertwining sequence of A and B is the sequence Ω = (ωj )j∈N of points in Cp , p = p1 + p2 ,
denoted by A ⊕ B and defined by
(32) ωj = aϕ1 (j) , bϕ2 (j) ) , j ∈ N.
The important point for our purpose is that we can easily express the vandermondian for an
intertwining sequence Ω = A ⊕ B in terms of the factor sequences A and B. This is specified
below.
We say that X = (x0 , . . . , xN −1 ) is completely ordered unisolvent if
(33) vdm(x0 , . . . , xi−1 ) 6= 0, for all i = 1, . . . , N.
Every section (ξj : j = 0, . . . , N − 1) of a pseudo Leja sequence (ξj )j∈N is completely ordered
unisolvent (the compact sets being assumed determining). In view of [15, Theorem 3.3], the
notion of completely ordered unisolvent array is stable by intertwining.
Given a sequence X = (xj )j∈N , we set Xj = (x0 , . . . , xj−1 ). The following result is a conse-
quence of [15, Proposition 2.5].
Proposition 4.1. Let X = (x0 , . . . , xN −1 ) be a completely ordered unisolvent array. We have
N
Y −1
(34) vdm(x0 , . . . , xN −1 ) = (ej − LXj ej )(xj )
j=0
where LXj is the Lagrange interpolation operator at the points Xj = (x0 , . . . , xj−1 ) with the
convention that LX0 f = 0 and ej is the j-th monomial, see (3).
Proof. The proof follows the reasoning used to prove [15, Proposition 2.5].
The next proposition follows from [15, Theorem 4.2].
Proposition 4.2. Let A, B and Ω = A ⊕ B as above. We have
(p) (p) (p ) (p ) (p ) (p )
(35) ej − LΩj ej (z) = eϕ11(j) − LAϕ1 (j) eϕ11(j) (z 1 ) · eϕ22(j) − LBϕ2 (j) eϕ22(j) (z 2 )
where, for z = (z 1 , z 2 ),
(p) (p)
(37) Pj (z) = (ej − LΩj ej )(z)
(p ) (p ) (p ) (p )
(38) = eϕ11(j) − LAϕ1 (j) eϕ11(j) (z 1 ) · eϕ22(j) − LBϕ2 (j) eϕ22(j) (z 2 )
Hence, if ϕi (j) > 0 for i = 1, 2,
vdm(a0 , . . . , aϕ1 (j)−1 , z 1 ) vdm(b0 , . . . , bϕ2 (j)−1 , z 2 )
(39) Pj (z) = · .
vdm(a0 , . . . , aϕ1 (j)−1 ) vdm(b0 , . . . , bϕ2 (j)−1 )
While if, say, ϕ1 (j) > 0 and ϕ2 (j) = 0,
vdm(a0 , . . . , aϕ1 (j)−1 , z 1 )
(40) Pj (z) = .
vdm(a0 , . . . , aϕ1 (j)−1 )
Now, we state the main result of this section.
Theorem 4.4. Let Ki , i = 1, 2, be a determining compact subset in Cpi . Let A = (aj )j∈N ⊂ K1 ,
B = (bj )j∈N ⊂ K2 and Ω = A ⊕ B. The following assertions are equivalent:
(1) Ω is a pseudo Leja sequence for K = K1 × K2 .
(2) A and B are pseudo Leja sequences for K1 and K2 respectively.
Proof. We prove (1) =⇒ (2). Supposing that Ω is a pseudo Leja sequence for K of Edrei growth
(Mj )j≥1 . We prove that A is a pseudo Leja sequence for K1 . Let i ∈ N and N ∈ N such that
ϕ(N ) = (i, 0). From the definition of a pseudo Leja sequence, we have
MN |vdm(ω0 , . . . , ωN −1 , ωN )| ≥ max |vdm(ω0 , . . . , ωN −1 , z)|.
z∈K
Therefore, the sequence A will satisfy the inequality property of a pseudo Leja sequence on
condition that the growth sequence
Mi′ = MN , ϕ(N ) = (i, 0)
satisfies the Edrei growth condition in (11), that is
lim max (Mj′ )1/d = 1,
d→+∞ hd−1 ≤j<hd
(p )
where hs = hs 1 is the dimension of the space of polynomial of degree s on the ground space of
A, that is Cp1 . Let d ≥ 1 and let
Mi = Mi′ = max Mj′ .
1 (p ) (p1 )
hd−1 ≤j<hd
As previously, we consider the number N = N (i) such that ϕ(N ) = (i, 0). Therefore, κ(p) (N ) =
(p) (p)
(κ(p1 ) (i), 0) and |κ(p) (N )| = |κ(p1 ) (i)| = d. It follows that N ∈ {hd−1 , . . . , hd − 1} and hence
Mi ≤ max Mj .
(p) (p)
hd−1 ≤j<hd
Taking the 1/d root and passing to the limit as d → ∞, we obtain the result, taking into account
that Mi ≥ 1, thanks to the growth condition of pseudo Leja sequences. Thus, A is a pseudo
10 DIMITRI JORDAN KENNE
Leja sequence of Edrei growth (Mi′ )i≥1 . Of course, the same reasoning shows that B is also a
pseudo Leja sequence for K2 .
We now prove (2) =⇒ (1). We assume that A is a pseudo Leja sequence for K1 of Edrei
growth (Mj′ )j≥1 and B is a pseudo Leja sequence for K2 of Edrei growth (Mj′′ )j≥1 . We show
that Ω = A ⊕ B is a pseudo Leja sequence for K.
Fix j ∈ N⋆ . If ϕi (j) > 0, i = 1, 2, from Theorem 4.3, we have
|vdm(ω0 , . . . , ωj−1 , ωj )| = |Pj (ωj )| · |vdm(ω0 , . . . , ωj−1 )|,
where
vdm(a0 , . . . , aϕ1 (j)−1 , aϕ1 (j) ) vdm(b0 , . . . , bϕ2 (j)−1 , bϕ2 (j) )
Pj (ωj ) = · .
vdm(a0 , . . . , aϕ1 (j)−1 ) vdm(b0 , . . . , bϕ2 (j)−1 )
In view of (40), one readily check that the above formula remains true when ϕi (j) = 0, i = 1 or
2. Using the hypothesis that the factor sequences are pseudo Leja sequences, we have
vdm(a0 , . . . , aϕ1 (j)−1 , z 1 ) vdm(b0 , . . . , bϕ2 (j)−1 , z 2 )
Mϕ′ 1 (j) Mϕ′′2 (j) |Pj (ωj )| ≥ max | | · max | |
1z ∈K1 vdm(a0 , . . . , aϕ1 (j)−1 ) z 2 ∈K2 vdm(b0 , . . . , bϕ2 (j)−1 )
= max |Pj (z)|.
z∈K
Therefore,
Mj |vdm(ω0 , . . . , ωj )| ≥ max |Pj (z)vdm(ω0 , . . . , ωj−1 )| = max |vdm(ω0 , . . . , ωj−1 , z)|
z∈K z∈K
where Mj = Mϕ′ 1 (j) Mϕ′′2 (j) with the convention that M0′ = M0′′ = 1. It remains to prove that
1/d
(41) lim max Mj = 1.
d→+∞ h(p) ≤j<h(p)
d−1 d
(p) (p)
Fix d ≥ 1. Let jd ∈ {hd−1 , . . . , hd − 1} such that
Mjd = max Mj .
(p) (p)
hd−1 ≤i<hd
We consider two cases. If say δ1 (d) is bounded then, in view of (43), δ2 (d)/d → 1, and (41)
follows from the fact that δ1 (d)/d → 0 and that, B being a pseudo Leja sequence, M ′′ satisfies
the required growth condition. Since, by (43), both δi (d)/d cannot be bounded, it remains only
to the study the case for which they are unbounded hence, since they are increasing, tending to
∞. In that case, (41) follows from the fact that M ′ and M ′′ satisfies the Edrei growth condition
and that δi (d)/d is bounded by 1, i = 1, 2.
Theorem 4.4 is a generalisation of Irigoyen’s recent result in [19, Theorem 1 ] about the
intertwining of Leja sequences when p1 = p2 = 1. It is well known that the intertwining of two
good univariate sequences of interpolation points (good in the sense given in the introduction)
is also good for the interpolation of holomorphic functions in C2 . This property was first proved
by Siciak in [23] but can also be found in [4], [5] where different proofs are proposed.
MULTIDIMENSIONAL PSEUDO LEJA SEQUENCES 11
In practice, the smallest the constant MA the better the points. In general, it is not easy
to select a mesh A with low constant MA and low cardinality. The best algorithm currently
available to compute discrete Leja points is provided in [11]. In short, it is as follows. If we
write A = {a1 , . . . , aM } (M > hd ) and if P = {P1 , . . . , Phd } is an ordered polynomial basis
then applying the standard LU factorisation with row pivoting to the following rectangular
Vandermonde matrix
(45) V (a1 , . . . , aM ; P) = [Pj (ai )]1≤i≤M,1≤j≤hd .
produces a permutation vector σ whose first hd components are the indices of the first hd Leja
points in A. During this process, the matrix V (a1 , . . . , aM ; P) is progressively modified by op-
erations on the rows and the pivot row is always selected from the candidates with the largest
absolute value in the first column of the submatrix of interest. Observe, due to the large di-
mension of the determinant involved, one can currently compute points only for low degrees, say
d = 10 for p = 2.
Finally, we mention a (theoretical) method, based on the same idea as the above proposition,
using the concept of (weakly) admissible mesh (for K) introduced in [16] which consists of a
sequence of sets (Ad )d ∈ N, such that Ad ⊂ K is determining for the space of polynomials of
degree ≤ d and both MAd and the cardinality of Ad grows subexponentially as d → ∞. The
proof is immediate and is omitted.
12 DIMITRI JORDAN KENNE
Proposition 5.2. Let K a determining compact set in Cp . and (Ad )d∈N an admissible mesh for
K. A pseuso-Leja sequence (ξN )N ∈N for K of Edrei growth M N with
M N = M Ad , hd−1 ≤ N < hd ,
is obtained as follows :
(1) ξ0 ∈ A0 and,
(2) for each d ∈ N, we compute recursively the points ξhd−1 , . . . , ξhd −2 and ξhd −1 from Ad
such that
(46) |vdm(ξ0 , . . . , ξN −1 , ξN )| = max |vdm(ξ0 , . . . , ξN −1 , ξ)|.
ξ∈Ad
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Doctoral school of Exact and Natural Sciences, Jagiellonian University, Lojasiewicza 11, Kraków,
30-348, Lesser Poland, Poland.
Email address: [email protected]