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Practical Rational Interpolation of Exact and Inexact Data Theory ...

Practical Rational Interpolation of Exact and Inexact Data Theory ...

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2.3. Pole free rational interpolation 19<br />

2.3 Pole free rational interpolation<br />

Because the interpolation property is fulfilled for arbitrary nonzero weights,<br />

other conditions [BBN99, BM00, AA86] can be imposed on an interpolant<br />

in barycentric form. As alternative for the condition ℓ + m = n, we already<br />

mentioned the approach <strong>of</strong> [AA86]. Another condition can be a pole free<br />

approximation. Real poles are both the blessing <strong>and</strong> the curse <strong>of</strong> rational<br />

interpolation. It may happen that unwanted real poles creep into the interpolation<br />

interval <strong>and</strong> ruin the approximation. The barycentric formula<br />

allows for a simple characterization <strong>of</strong> the poles. Throughout this Section,<br />

it is assumed that the elements <strong>of</strong> the set Xn are indexed such that<br />

a = x0 < x1 < ... < xn = b. (2.6)<br />

Proposition 2.3.1 ([SW86, BM97]). The barycentric weights ui <strong>of</strong> an irreducible<br />

rational function r(x) = p(x)/q(x) which interpolates in x0,...,xn<br />

<strong>and</strong> which has no poles in the interval [a,b] oscillate in sign.<br />

Pro<strong>of</strong>. From the Lagrangian representation <strong>of</strong> p(x) <strong>and</strong> q(x) follows that<br />

ui = q(xi)wi (i = 0,... ,n). Since the wi oscillate in sign for the supposed<br />

ordering <strong>of</strong> the xi (see for example [Sti63, p.218]) <strong>and</strong> q(x) does not change<br />

sign in [a,b], also the ui oscillate in sign.<br />

An attractive pole free rational interpolation scheme is proposed by<br />

Floater <strong>and</strong> Horman [FH07]. They construct an interpolant by blending<br />

polynomials in the following way. For d (0 ≤ d ≤ n) fixed, let pi(x)<br />

(i = 0,... ,n − d) be the polynomial <strong>of</strong> degree ∂pi ≤ d that interpolates<br />

in xi,... ,xi+d. The interpolant considered in [FH07] is<br />

where<br />

λi(x) =<br />

n−d <br />

λi(x)pi(x)<br />

i=0<br />

n−d<br />

<br />

λi(x)<br />

i=0<br />

(−1) i<br />

(x − xi) · · · (x − xi+d) .<br />

, (2.7)<br />

The interpolant (2.7) has some very attractive properties. It is shown<br />

in [FH07] that for every d (0 ≤ d ≤ n), the interpolant (2.7) has no real<br />

poles <strong>and</strong> for d ≥ 1 it has approximation order O(h d+1 ) as h → 0, where<br />

h = max<br />

0≤i≤n−1 (xi+1 − xi)

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