Walter F. Mascarenhas, Andre Pierro de Camargo
We present a new stability analysis for the second barycentric formula for interpolation, showing that this formula is backward stable when the relevant Lebesgue constant is small.
Walter F. Mascarenhas, André Pierro de Camargo
We analyze the effects of rounding errors in the nodes on barycentric interpolation. These errors are particularly relevant for the first barycentric formula with the Chebyshev points of the second kind. Here, we propose a method for reducing them.
Walter F. Mascarenhas
Floating point arithmetic allows us to use a finite machine, the digital computer, to reach conclusions about models based on continuous mathematics. In this article we work in the other direction, that is, we present examples in which continuous mathematics leads to sharp, simple and new results about the evaluation of sums, square roots and dot products in floating point arithmetic.
Walter F. Mascarenhas
This article presents the Moore library for interval arithmetic in C++20. It gives examples of how the library can be used, and explains the basic principles underlying its design.
Walter F. Mascarenhas
We show that robust Pade approximants may have spurious poles and may not converge pointwise
Walter F. Mascarenhas
We extend the work by Mastroianni and Szabados regarding the barycentric interpolant introduced by J.-P. Berrut in 1988, for equally spaced nodes. We prove fully their first conjecture and present a proof of a weaker version of their second conjecture. More importantly than proving these conjectures, we present a sharp description of the asymptotic error incurred by the interpolants when the derivative of the interpolated function is absolutely continuous, which is a class of functions broad enough to cover most functions usually found in practice. We also contribute to the solution of the broad problem they raised regarding the order of approximation of these interpolants, by showing that they have order of approximation of order 1/n for functions with derivatives of bounded variation.
Walter F. Mascarenhas
We propose a rational version of the classic Rodrigues' rotation formula, which leads to a more accurate and efficient modelling of rotations and their derivatives in finite precision arithmetic. We explain how the rational Rodrigues' formula can be used to describe the kinematics of rigid bodies, in a practical example in which we model the rotation of a cell phone using the data obtained from its gyroscope.
Walter F. Mascarenhas
We explain that, like the usual Padé approximants, the barycentric Padé approximants proposed recently by Brezinski and Redivo-Zaglia can diverge. More precisely, we show that for every polynomial P there exists a power series S, with arbitrarily small coefficients, such that the sequence of barycentric Padé approximants of P + S do not converge uniformly in any subset of the complex plane with a non-empty interior.
Andre Pierro de Camargo, Walter F. Mascarenhas
We present a new analysis of the stability of extended Floater-Hormann interpolants, in which both noisy data and rounding errors are considered. Contrary to what is claimed in the current literature, we show that the Lebesgue constant of these interpolants can grow exponentially with the parameters that define them, and we emphasize the importance of using the proper interpretation of the Lebesgue constant in order to estimate correctly the effects of noise and rounding errors. We also present a simple condition that implies the backward instability of the barycentric formula used to implement extended interpolants. Our experiments show that extended interpolants mentioned in the literature satisfy this condition and, therefore, the formula used to implement them is not backward stable. Finally, we explain that the extrapolation step is a significant source of numerical instability for extended interpolants based on extrapolation.