Fourier and barycentric formulae for equidistant Hermite trigonometric interpolation |
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Authors: | Jean-Paul Berrut Annick Welscher |
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Affiliation: | aDepartment of Mathematics, University of Fribourg, CH-1700 Fribourg/Pérolles, Switzerland;bLycée Technique Josy Barthel Tossebierg, L-8268 Mamer, Luxembourg |
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Abstract: | We consider the Hermite trigonometric interpolation problem of order 1 for equidistant nodes, i.e., the problem of finding a trigonometric polynomial t that interpolates the values of a function and of its derivative at equidistant points. We give a formula for the Fourier coefficients of t in terms of those of the two classical trigonometric polynomials interpolating the values and those of the derivative separately. This formula yields the coefficients with a single FFT. It also gives an aliasing formula for the error in the coefficients which, on its turn, yields error bounds and convergence results for differentiable as well as analytic functions. We then consider the Lagrangian formula and eliminate the unstable factor by switching to the barycentric formula. We also give simplified formulae for even and odd functions, as well as consequent formulae for Hermite interpolation between Chebyshev points. |
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Keywords: | Hermite trigonometric interpolation Discrete Fourier transform Aliasing formula Error bounds Barycentric formula Chebyshev points |
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