Professional Documents
Culture Documents
American Mathematical Society Is Collaborating With JSTOR To Digitize, Preserve and Extend Access To Mathematics of Computation
American Mathematical Society Is Collaborating With JSTOR To Digitize, Preserve and Extend Access To Mathematics of Computation
American Mathematical Society Is Collaborating With JSTOR To Digitize, Preserve and Extend Access To Mathematics of Computation
Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at http://www.jstor.org/page/
info/about/policies/terms.jsp
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content
in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship.
For more information about JSTOR, please contact support@jstor.org.
American Mathematical Society is collaborating with JSTOR to digitize, preserve and extend access to Mathematics of
Computation.
http://www.jstor.org
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MATHEMATICS OF COMPUTATION
VOLUME64, NUMBER211
JULY 1995, PAGES1147-1170
1. INTRODUCTION
Let nd be the space of all polynomials in d variables, and let nd be the
subspace of polynomials of total degree at most n. For a sequence of pairwise
distinct points in Rd, denoted by 2, we say that the associated Lagrange
interpolation problem is poised for a subspace TTd C FId, if for any f defined
on Rd there exists a unique polynomial Pf E which matches f on 2.
nd
Received by the editor November 17, 1993 and, in revised form, June 2, 1994.
1991 MathematicsSubjectClassification. Primary41A05, 41A10, 41A63, 65D05, 65D10.
Key words and phrases. Lagrangeinterpolation, finite difference, simplex spline, remainder
formula, algorithm.
Supported by National Science Foundation Grant No. 9302721 and the Alexander von
Humboldt Foundation.
@1995 AmericanMathematicalSociety
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1148 THOMAS SAUER AND YUAN XU
One should mention that there have been various efforts to overcome at least
some of these difficulties. One approach is to put conditions on the location
of nodes to guarantee both the uniqueness of the interpolation and a simple
construction of the interpolating polynomials. However, such conditions are
usually too restrictive and difficult to fulfill and apply. After all, the set of
nodes for which Lagrangeinterpolation is not unique has measure zero, and
interpolation is almost always possible; for literature and a historical account
we refer to the recent survey [2] and the monograph [4], the latter one also
containing a particularlyextensive bibliography. Recently, a very interesting
approachhas been given by de Boor and Ron (see [1] and the referencestherein).
They showed that for any given 2' there always exists a particularpolynomial
subspace FI-d for which the correspondingLagrangeinterpolation problem is
poised. In addition tG an extensive investigation of the theoretic aspect of their
approach,they also provide an algorithmfor the computation of the interpolant.
In this paper, we shall take a different approach, which turns out to be sur-
prisingly close to the classical univariate one. The starting point for our inves-
tigation is the realization that the multivariateproblem analogous to univariate
interpolation is what we will refer to as interpolationin block, meaning that the
total number of interpolation nodes is equal to dim FI and the interpolation
points are grouped in blocks whose cardinalityis equal to the dimension of the
polynomial subspaces. This viewpoint allows us to develop a finite difference
approachto Lagrangeinterpolation that offers formulae very much comparable
to the classical univariate ones. Our finite differences in several variables are
defined by a recurrencerelation and lead to a Newton formula for Lagrange
interpolation that allows us to compute just several additional terms for each
block of interpolation points added. But perhaps even more important is the
representationof an nth-order finite difference in terms of a sum of integrals
of n-fold directional derivatives of f multiplied by simplex splines, which is
analogous to the B-spline representation of the univariate divided difference.
This representationleads to an elegant remainder formula for Lagrangeinter-
polation, and for d = 1 this formula coincides with the well-known univariate
one.
The usual representationof the interpolationpolynomials is given throughthe
Lagrangefundamental polynomials which are one in one of the points and zero
in all the other ones. Our finite differenceapproach,however, will use a different
basis of polynomials, which we will call Newtonfundamental polynomials. The
name is justified by the fact that these polynomials and the associated finite
differences give a multivariate analog of the univariate Newton formula. Both
polynomial bases can be given in terms of Vandermondedeterminants,but for
computational purposes determinants can be difficultto handle and are known
to be highly unstable. As an alternative,we provide two algorithmswhich seem
to be of independent interest; these algorithms only use the natural operations
on polynomials, i.e., addition, multiplication with scalars and point evaluation.
The first algorithm computes the Lagrangefundamental polynomials and stops
if the Lagrangeinterpolation problem is not poised; the second one determines
the Newton fundamental polynomials if the interpolation problem is poised, or
it gives an algebraicsurface of minimal degree which vanishes on all the nodes.
The paper is organized as follows. In ?2, we give the necessary preliminar-
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINERPOLATION 1149
ies. The finite difference approach to interpolation is contained in ?3, and the
algorithms are given in ?4. Finally, in ?5, we provide an example in R2 which
is analogous to equidistant points in one variable.
2. PRELIMINARIES
We use standard multi-index notation. For example, for a = (a, aI* , ad) E
Nd we write tal = a + *+ ad, and for x ERd we write x= ('r, ... 4 d)
and Xa = .a.l*ad .For each n E No there are rd = (n+d-1) monomials Xa
which have total degree n . A naturalbasis for nd is formed by the monomials
{Xa : 0 < jai < n}.
Let ?' = {X0, xI, ... } be a sequence of pairwise distinct points in Rd, and
let 2N= {xo, ..., XN}. If N =dimF1d , and if thereis a uniquepolynomial
P E rd such that
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1150 THOMAS SAUER AND YUAN XU
for 1 < . Then it can be easily verified that the polynomials p5n]are
rnd
equal to
n _Tj (pnIx)d
(2.3) p51(x) - ' drnd
With the help of the Newton fundamentalpolynomials we can also deal with
interpolation problems based on 2N for N < dim lH. The point is that we
can consider the polynomial subspace rIr = FI' du W, where W is spanned
by some of the pin]such that dim HI = N. We only consider interpolation of
this type in our first algorithm, and the choice of pnlI will become clear from
the algorithm.
Next we recall the definition and some properties of simplex splines, fol-
lowing the fundamental paper of Micchelli [5]. Given n + 1 > d + 1 knots
V .. , v n E Rd, the simplexspline M(xIv, .I . ., vn) is defined by the condi-
tion
(2.4) Jf(x) ,M(X IV
dx vn)
where
Sn = { = (f0 ***ffan) ai >0O 0+***+0n =l1}-
To exclude cases of degenerationwhich can be handled similarly, let us assume
here that the convex hull of the knots, [v?, ... , vn], has dimension d. Then
the simplex spline M(.1v0, ... , n) is a nonnegative piecewise polynomial of
degree n - d, supported on [vo, ..., v n]. The order of differentiability de-
pends on the position of the knots; if, e.g., the knots are in general position,
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINTERPOLATION 1151
i.e., any subset of d + 1 knots spans a proper simplex, then the simplex spline
has maximal order of differentiability,namely n - d - 1 . The most important
property for our present purposes is the formula for directional derivatives,
namely
(2.5)
n
is defined recursivelyas
(3.1) Ao[x]f :=f (x)
(3.2)
An+ I [x0, .. ., Ixn, x] :=An [X?. . ., nI 1, x]
rd
Let f[xo, .. , xn] be the classical divided differenceof a function of one vari-
able; then it can be easily verified from Definition 3.1 that our finite difference
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1152 THOMAS SAUER AND YUAN XU
which suggests the name finite difference. The definition of this new difference
is justified by several nice properties that we present below.
Proof Using the fact that p17n](X4n))= 5k and applying (3.2) repeatedly, we
obtain
nrd
0 ) )
ASn[X ...,xn 1,Xi)]* ] (X ) = ASn[X0, ...,Xn- , X( ]f
i=1 X
-A 0 n-3 (n) jr [x -2 (n-j)]f + n-](X(n))
n-1[X, ...,X Xk JJ- n-lX,...,XJPI kJ
j=n-2 i=1
n-3 (n)1 {................ i
n-2LX,
-=-AO[ .....,
rn] ]fXkJ
?j - ZL[jX0, , xv X, XE']fr ?.pJJ*I(4fl))
IA -(n)) () [
n-I d
1=0~ ~~j=- i=l
n-i k
j=0 i=l
n-I jy
=-f(x()- EAjx,... i,Xi ]f*P~il (X ))
j=O i=lI
Theorem 3.3. Let the interpolationproblem (2.1), based on thepoints x?, ... , Xn,
polynomialLn(f) E Hd is givenby
bepoised. Thenthe Lagrangeinterpolation
n rjd
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINTERPOLATION 1153
For d = 1, it follows from (3.3) and (3.4) that formula (3.6) becomes
n
Ln(f, X) = Z Ji[XO, ... , xI]f pP'(X)
i=O
n
=E f[xo,.., Xi]*(X- xo)... (X- Xi-,),
i=O
which is the classical Newton formula. Moreover, this notion of the finite
difference also leads to the following remainderformula for interpolatingpoly-
nomials:
Theorem 3.4. For each f: Rd -* R and n E N
n rd
.-. ZZ
I
f(x) - Ln(f, x) = f(x)- [x?, . , xj- X)y f Pi (x)
j=O i=l
r,r n
=R[x]f - Ao[x1?] *I[]x jX,...,x-,x()f*p[]x
j=l i=l
n d
= A1[x0, x]f - E E [x ].
.,xi- , xif *p] x
j=1 i=1
I
= A1[X0,x]f - LA, [Xo, XP()]f*P[l](X
d
n rid
- EZ AZ[xo, .. . , X ,x]fp(X)
j=2 i=l
n rid
2[x0, x1, x]f- A[X0, . . If p(X)
j=2 i=l
rnd
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1154 THOMAS SAUER AND YUAN XU
*-U
{= X/o *- XAn }-
We note that gu0= 1 by definition; thus, the path described by xM starts from
n 1
x()(0) passes through x(, ) I...,(II ), and ends at x(. One example of the
path for d = 2 is depicted in Fig. 1.
X(3)
(2)
X1
) X2)(1) (3)
x x~~x1x
1(O \,X2(2). /
Xx2 \ x3(3)
(2)
x3
x4(3)
The collection {x8: ,u E An} contains all paths from the sole point x() of
level 0 to all the points of level n. For any path x8,, j E An, we define the
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATE INTERPOLATION 1155
In order to prove this theorem, we need to state and prove two preparatory
results first:
Lemma 3.7. Let the Lagrange interpolationproblem be poised with respect to
N-= dimlln, and let i be a fixed integer such that 1 < i < rnd. Then
2aN,s
there exist d indices k,, ... , kd such that the vectors
p1
p!n-l]( (n)) ((n)
XkyX?k -i
-X(n- I)), j =, ^.,d,
i.e., the points x(n- )I x(n), ... , x(n) lie on an affine hyperplane of dimension
< d - 1 . Then, there is a nonzero affine function e such that
e (x )) =e=(X(n )- =. * (X(nx) = 0.
Since p1n-1 vanishes at all points of level < n - 1, except at x(n-1, and at
.(n)
x(n), j = r + 1, ... , rd, it is easy to verify that the nonzero polynomial
pn -l](x) . e(X) e rd
vanishes at all points of level < n . But this contradicts the assumption that the
interpolation problem is poised with respect to 25N. ?
As an immediate consequence of this lemma we obtain the following corol-
lary, which is of independent interest in itself.
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1156 THOMAS SAUER AND YUAN XU
has dimension d.
This corollaryprovides a necessarycondition for the uniqueness of Lagrange
interpolation in block. The condition can be seen as an extension of the univari-
ate requirementthat the points have to be distinct. The main technical lemma
for the proof of Theorem 3.6 is the following
Lemma 3.9. Let the Lagrange interpolationproblem be poised with respect to
4, N=dimndn . Thenfor I < i < rd_L and x E Rd
Proof:
(3.910 Letnljx)
i and x ,be ap-o l](xchoose
fixed. We d(n)-Xnl k1 as in x(n
indices
()~n1(n)) 1 3.7 and
Lemma
again assume that k,-j= . We consider the linear system of equations
d
j=l
d~~~~~r
where
(3.11)
y
=p3(x) (x x(n-1)) -E p]()pl(n- )) (X(n) - Xn1))
j=d+1
1=1,#17b
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINTERPOLATION 1157
and
In particular,we have
Since yj 5$0, which follows from A 5$0, we can apply Cramer'srule on (3.10)
and, replacing y by (3.11), we obtain for 1 < j < d
rd
( ()X pJT(X)
That is, rearrangingterms,
(3.13)
rd
+ ](X(n )Tj(X| n)
qi(x) :p[n](X)p[n-l]( (nx))T(X) EpnI(X)p[n
I=d+1
q2(X) [n-(X)T(xlX)
both of them belonging to FI-d. Notice that q1 is the left-hand side of (3.13),
and that q2 is the right-handside of (3.13). It can now be easily verified that
these two polynomials coincide on all points of level < n, that is,
o Ta(Xp o to pr TT(Xeo)rXmn 3
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1158 THOMAS SAUER AND YUAN XU
which is nothing but the definition of the simplex spline M(.jx) in the distri-
butional sense.
For n > 0, by the induction hypothesis, we can write
(3.14)
An[Xo xn- I, x]f
p[n-lll(x)Dx-t-l
Pg-1 X(n-1)= E p[;n,(X)p[n-,ll(p))D
I- i I _)D(n)-xn
.,n) -~l)
i=l
E LP!n(X)p[n-,,(Xi
)7r',(X,) DD(n)_X'(n-I)Dx,u tf(Y)M(YjXA', x)dy.
kLEAn-I i=1 Jd -In--I
rdn ^~~~r
P
UfAn-l~~~~
i=l[x,- X
- Z ~~~-p[flJ(x)pn[X...
nll(sxZf)7(x)
~~tEA~,
i=i=
rnd
- Z S D_P!n,(X)p[n
i=/1-
/IEAn-I~~~~~R D(Xn ) If(y)M
rdnr
EP!n(x
L unx](x(n)
)p[n- i
xn)xn->x Dxn_(- ,X
7r',(Xul)(M(YIx" -M(y-xDx)dy
X x) ()
#EAn_Ii=1I
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINTERPOLATION 1159
P!n,(X)p[n-1](X(n))7rX8
'IEA,-1 i=1
n-I
x JD x(n) _x1unl)D f(y)D (n)_ M(ylxy, x)dy
n
Z j(x)7r(xI) f Dx x(n)Dnf(y)M(yIX'u, x)dy;
the final step follows from replacing i by /un and from integration by parts,
which reads
vi
Ld
f(y)Dvg(y)dy = Z Viv L (y)ja-g(y)dy -f(y)g(y)dy
= - L Dvf(y)g(y)dy,
)= Dnr(xi() j k 1d.
Dff(y)M(yxi)dy,
(k)
8EAn rkE
k~~~~~~~~
eo ,nE(k)w,
For the sequence xy is a path from x(o) to ( ), and the set
{XY:, E An(k)} contains all paths from x(? to Xk). Combining Theorem
3.4 and Theorem 3.6 gives a remainder formula for Lagrange interpolation:
x)f(x)=
Ln(fS Ep[n](X)7l,(XuX) tD D-(n)Dn/ f(y)M(yxIvu, x)dy
where it suffices to take the supremum norm over the convex hull of {xo,....
xn x}.
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1160 THOMAS SAUER AND YUAN XU
Xn - Xi
;=-'jXi+ 1- XiX
n-2
i=O~~~i=
Xn -xi (x -xo ) (x -Xn -1l)|
Vi Xi+1 -Xi J(Xn- Xo) ... (Xn -Xn-1 )
4. ALGORITHMS
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINTERPOLATION 1161
and
_ p[kl( N
p[k+l1(X) _= pIkl(X)
i j (Xk+l Dpk+ll(X-,
k+l J'
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1162 THOMAS SAUER AND YUAN XU
done;
for j= i+ 1, i+2, ..., Ndo
Qj(X) := Q;(X) - Qj(Xk)Pk(X);
done;
done;
Output: Pi, ., PN E nIn
The algorithm may also be seen from a different point of view: the polyno-
mials SD = {P1, ... , Pk }, constructed in the kth step of the algorithm, are an
orthonormalbasis with respect to the scalar product
k
(p, q)k = Ep(xj) q(xj),
j=1
while Qk+ ..., QN form a basis of the orthogonal complement of the span
of SD in FI-d. From this viewpoint Algorithm 4.1 is a variation of the Gram-
Schmidt orthogonalizationprocess.
If Algorithm4.1 ends with stop, then the interpolationproblem is not poised;
otherwise, we say that the algorithm terminatesproperly. From the deduction
of Algorithm 4.1 we finally formalize what the algorithm does as follows:
Proposition4.2. The Lagrange interpolationproblemwith respectto Z is poised
in -d if and only if Algorithm4.1 terminatesproperly.
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINTERPOLATION 1161
The basic idea is to successively construct polynomials plk1, .., pDk] for
k = , ...,N, which satisfy
(4.1) ~~p[k](X.) = 6j, i, j= I, ...,9 k <N.
Next, we claim that either there exists some j E {k + 1, ..., N} such that
Qj(xk+,) $ 0, or the Lagrangeinterpolation problem is not poised with respect
to 2 . To prove this, assume that the Lagrangeinterpolationproblem is poised
with respect to 2' and let Q be a solution of the interpolation problem
(4.4) Q(xi) = 3j,k+ , j =, ...,N;
we write Q with respect to the basis defined above as
k N
Q(x) =Eaj p!k ](x) + (x).
EajQj
j=1 j=k+i
jp[k+1](x) _ (X)
k+1 Qk+1
Qk+1(Xk+1)
and
p[k+l1(X) p-kPkl,(X) pkl, (xk+)p[k+ljl(x), j = 1... kg
j tX jt} j vX+Jk+l1X, J- ,**
we obtain the k + 1 Lagrange fundamental polynomials for xl, ..., Xk+
which completes the inductional step.
In the end, for k = N we either generate the Lagrangefundamental poly-
nomials with respect to 2' in H5d or we find that the Lagrangeinterpolation
problem is not poised with respect to 2' in H5.
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1162 THOMAS SAUER AND YUAN XU
The algorithm may also be seen from a different point of view: the polyno-
mials SD = {P1, ... , Pk}, constructed in the kth step of the algorithm, are an
orthonormalbasis with respect to the scalar product
k
(p, q)k = Zp(xj) q(xj),
j=1
while Qk+l, ... QN form a basis of the orthogonal complement of the span
of SD in F5d. From this viewpoint Algorithm 4.1 is a variation of the Gram-
Schmidt orthogonalizationprocess.
If Algorithm4.1 ends with stop, then the interpolationproblem is not poised;
otherwise, we say that the algorithm terminates properly. From the deduction
of Algorithm 4.1 we finally formalize what the algorithm does as follows:
Proposition4.2. The Lagrange interpolationproblemwith respectto Z is poised
in I-d if, and only if, Algorithm4.1 terminatesproperly.
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINTERPOLATION 1163
Let us remarkthat Algorithm 4.1 also works if N < M:= dim nId . Clearly,
the Lagrangeinterpolation problem with respect to 5' cannot be poised in F5nd
if N < M, but we can run the algorithm to compute Lagrangefundamental
polynomials P1, ... , PN as before; these polynomials then span a subspace
Td c Id for which any interpolation problem at J' is uniquely solvable. On
n
the other hand, it is also easily verified that, whenever the algorithm does not
terminate properly, the Lagrangeinterpolation problem at 2' is unsolvable in
general.
Next we make some remarkson the algorithm and introduce some possible
improvements.
Remark 4.3.
(1) This algorithm does not require solving systems of linear equations or
computing Vandermonde determinants. It uses only the natural opera-
tions on polynomials; i.e., addition, multiplication by scalars and point
evaluation.
(2) Owing to its simplicity, the algorithmis easy to implement and, moreover,
very fast. For example, interpolation with polynomials of degree 13
at 100 random points in [0, 1]2 takes less than 3 seconds in a C++
implementation on a SUN SparcStation 10.
(3) From Kergin interpolation we know that there always exists a subspace
Td c
idNl such that the Lagrangeinterpolation problem with respect
to 2' is poised in fl This suggests the following improvement of
Algorithm 4.1: whenever it turns out that the Lagrange interpolation
problem with respect to 2' is not poised in jd, then try the same
process in jd+l; if in this space the Lagrange interpolation problem
with respect to 2' is still not poised, then proceed to nf+2 and so on;
the above remarkguaranteessuccess after a finite numberof steps. To be
precise, we modify Algorithm4.1 as follows, replacingthe stop statement
by the while loop below:
Initialization:
M:= N;
Computation:
for k= 1, 2, ...,N do
i:= min({k ?<j < M: Qj(Xk) $ 0} U {M + 1});
while i = M + 1 do
for j= 1,..., rd+ do
knn+
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1164 THOMAS SAUER AND YUAN XU
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINTERPOLATION 1165
beginning of this section. We now order pairs (j, k), 1 < j k 0O< k < n,
in such a way that (j, k) < (i, 1) if, and only if, aj appears before ac in the
above order of multi-indices.
For the computation of the Newton fundamentalpolynomials we will modify
Algorithm4.1 in the following way: instead of proceeding"point by point" from
xl to XN and find a polynomial that does not vanish at the point Xk at the
kth step, we now do it the other way around, proceeding by polynomials and
searching for points where the polynomials do not vanish.
More precisely: by induction on k = ,..., n and j = 1,..., rkd, we
construct polynomials P1[l]E rjd and points xi) E 2, (i, 1) < (j, k), and
complementary polynomialsQV1] E fld, (j, k) < (i, 1), suchthat
(4.5) = 15Islir, (r, s)
Pi[l](Xr(s)) < (i, I) < (j, k),
p[k] ~ [k
j (X)
k],k)
QJ1(j+1
which satisfies P[k] (X(I)) = 3k13ij whenever (i, 1) < (j + 1, k). Replacing
PIJI1(x) by
and Qll](x) by
(4.9) Q[l](X) - Q[l](x5(2))P[k]'(x), (j + 1, k) < (i, 1),
we obtain polynomials and points which can easily be seen to satisfy (4.5),
(4.6), and (4.7) with (j, k) being replaced by (j + 1, k). This finishes the
inductional step j -> j + 1 . It is important to notice that, in view of (4.8) and
(4.9), we subtract a multiple of p[k]j+1 only from polynomials of level k and
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1168 THOMAS SAUER AND YUAN XU
1><
0 1 2 3 4 5
where we define the empty product to be equal to one. From these formulae,
one readily verifies that
(5.2) P[m(x(m+l)) = m + 1 - k, p[l(X(m+l)) k
and
(5.3) [pmI(X+(l))=01 jik.k-1.
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
MULTIVARIATEINTERPOLATION 1169
Moreover, if we use the notations Am and Am(k) of ?3, we have the following
Lemma 5.1. Let Am(k) = {J E Am(k):Ui < ui+ < pui+ 1}. Then
(XY)= 0, VPuE Am(k) \ Am(k)
and
7c (xl)= k!(m - k)!, VuE A(k)
Moreover,
a
n- n
(5.6) Aln[x0, . . . ,X ]f fnkkt(x*) X
where x* E Sn-
Formula (5.6) shows that for this configuration of interpolation points the
finite difference An[x0, ... , xn-1, xn)]f is closely related to the nth partial
derivative of f, one more reason to justify our definition. But ties are still
closer: introducing the cardinal forward differences A(i j)f(x) by the well-
known recurrence
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions
1170 THOMAS SAUER AND YUAN XU
nI1Ik i 1k i I
ACKNOWLEDGMENT
We thank the referee for his kind and very careful review and for his many
helpful suggestions.
BIBLIOGRAPHY
1. C. de Boor and A. Ron, Computationalaspectsof polynomialinterpolationin severalvariables,
Math. Comp. 58 (1992), 705-727.
2. M. Gasca, Multivariate polynomial interpolation Computation of Curves and Surfaces
(W. Dahmen, M. Gasca, and C. A. Micchelli, eds.), Kluwer,Dordrecht, 1990, pp. 215-236.
3. E. Isaacsonand H. B. Keller,Analysisof numericalmethods,Wiley, New York, 1966.
4. R. A. Lorentz, Multivariate Birkhoff interpolation, Lecture Notes in Math., vol. 1516,
Springer-Verlag,Berlin and New York, 1992.
5. C. A. Micchelli, On a numerically efficient method of computing multivariate B-splines,
MultivariateApproximationTheory (W. Schempp and K. Zeller, eds.), Birkhauser,Basel,
1979, pp. 21 1-248.
This content downloaded from 128.240.233.146 on Sat, 09 Jan 2016 03:34:14 UTC
All use subject to JSTOR Terms and Conditions