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Divided differences Tomas Sauer Lehrstuhl fr Mathematik, - - PowerPoint PPT Presentation

Divided differences Tomas Sauer Lehrstuhl fr Mathematik, Schwerpunkt Digitale Bildverarbeitung FORWISS Universitt Passau MAIA 2013, Erice, September 26, 2013 In part joint work with J. Carnicer (Zaragoza) Tomas Sauer (Universitt Passau)


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SLIDE 1

Divided differences

Tomas Sauer

Lehrstuhl für Mathematik, Schwerpunkt Digitale Bildverarbeitung FORWISS Universität Passau

MAIA 2013, Erice, September 26, 2013

In part joint work with J. Carnicer (Zaragoza)

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 1 / 24

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SLIDE 2

Divided differences

Tomas Sauer

Lehrstuhl für Mathematik, Schwerpunkt Digitale Bildverarbeitung FORWISS Universität Passau

MAIA 2013, Erice, September 26, 2013 Un’ occassione di raccoliere in Sicilia . . .

In part joint work with J. Carnicer (Zaragoza)

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 1 / 24

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SLIDE 3

Divided differences

Tomas Sauer

Lehrstuhl für Mathematik, Schwerpunkt Digitale Bildverarbeitung FORWISS Universität Passau

MAIA 2013, Erice, September 26, 2013 Un’ occassione DI RACcoliere in Sicilia . . .

In part joint work with J. Carnicer (Zaragoza)

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 1 / 24

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SLIDE 4

Passau

Where three rivers meet . . .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 2 / 24

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SLIDE 5

Passau

. . . lies the “Bavarian Venice” . . .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 2 / 24

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SLIDE 6

Passau

. . . lies the “Bavarian Venice” . . .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 2 / 24

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SLIDE 7

Passau

. . . lies the “Bavarian Venice” . . .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 2 / 24

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SLIDE 8

Passau

. . . with an “Underwater University” . . .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 2 / 24

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SLIDE 9

Passau

. . . with an “Underwater University” . . .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 2 / 24

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SLIDE 10

Passau

. . . with an “Underwater University” . . .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 2 / 24

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SLIDE 11

Passau

. . . and great students

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 2 / 24

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SLIDE 12

Passau

. . . and great students

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 2 / 24

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SLIDE 13

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 14

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 15

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that f(Ξ) = y,

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 16

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that f(Ξ) = y, i.e. f(ξ) = yξ, ξ ∈ Ξ.

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 17

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that f(Ξ) = y, i.e. f(ξ) = yξ, ξ ∈ Ξ.

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 18

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that f(Ξ) = y, i.e. f(ξ) = yξ, ξ ∈ Ξ.

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 19

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that f(Ξ) = y, i.e. f(ξ) = yξ, ξ ∈ Ξ.

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 20

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that f(Ξ) = y, i.e. f(ξ) = yξ, ξ ∈ Ξ.

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 21

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that f(Ξ) = y, i.e. f(ξ) = yξ, ξ ∈ Ξ.

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 22

Interpolation

Interpolation/recovery problem

Given sites Ξ and data y ∈ RΞ find f such that f(Ξ) = y, i.e. f(ξ) = yξ, ξ ∈ Ξ.

Well known . . .

1

Many, many solutions.

2

Try linear function space of dimension #Ξ.

3

Ξ ⊂ R: polynomials of degree at most #Ξ − 1 are perfect.

4

1D: Only a matter of counting – no geometry. Haar space . . .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 3 / 24

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SLIDE 23

Different Points of View

Point set constructions

Given a space P ⊂ Π find sites Ξ such that there always exists a unique p ∈ F with p(Ξ) = f(Ξ).

Point set constructions

Find subspace P ⊂ Π such that for any Ξ with #Ξ = N there exists p ∈ P with p(Ξ) = f(Ξ).

Space constructions

Given Ξ find P such that there always exists p ∈ P with p(Ξ) = f(Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 4 / 24

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SLIDE 24

Different Points of View

Point set constructions

Given a space P ⊂ Π find sites Ξ such that there always exists a unique p ∈ F with p(Ξ) = f(Ξ). Answers: Chung–Yao, GPL, . . .

Point set constructions

Find subspace P ⊂ Π such that for any Ξ with #Ξ = N there exists p ∈ P with p(Ξ) = f(Ξ).

Space constructions

Given Ξ find P such that there always exists p ∈ P with p(Ξ) = f(Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 4 / 24

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SLIDE 25

Different Points of View

Point set constructions

Given a space P ⊂ Π find sites Ξ such that there always exists a unique p ∈ F with p(Ξ) = f(Ξ). Answers: Chung–Yao, GPL, . . .

Point set constructions

Find subspace P ⊂ Π such that for any Ξ with #Ξ = N there exists p ∈ P with p(Ξ) = f(Ξ).

Space constructions

Given Ξ find P such that there always exists p ∈ P with p(Ξ) = f(Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 4 / 24

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SLIDE 26

Different Points of View

Point set constructions

Given a space P ⊂ Π find sites Ξ such that there always exists a unique p ∈ F with p(Ξ) = f(Ξ). Answers: Chung–Yao, GPL, . . .

Point set constructions

Find subspace P ⊂ Π such that for any Ξ with #Ξ = N there exists p ∈ P with p(Ξ) = f(Ξ). Answers: ΠN−1

Space constructions

Given Ξ find P such that there always exists p ∈ P with p(Ξ) = f(Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 4 / 24

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SLIDE 27

Different Points of View

Point set constructions

Given a space P ⊂ Π find sites Ξ such that there always exists a unique p ∈ F with p(Ξ) = f(Ξ). Answers: Chung–Yao, GPL, . . .

Point set constructions

Find smallest subspace P ⊂ Π such that for any Ξ with #Ξ = N there exists p ∈ P with p(Ξ) = f(Ξ). Answers: ΠN−1, Π2n−1, n+2

2

  • = N, for s = 2.

Space constructions

Given Ξ find P such that there always exists p ∈ P with p(Ξ) = f(Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 4 / 24

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SLIDE 28

Different Points of View

Point set constructions

Given a space P ⊂ Π find sites Ξ such that there always exists a unique p ∈ F with p(Ξ) = f(Ξ). Answers: Chung–Yao, GPL, . . .

Point set constructions

Find smallest subspace P ⊂ Π such that for any Ξ with #Ξ = N there exists p ∈ P with p(Ξ) = f(Ξ). Answers: ΠN−1, Π2n−1, n+2

2

  • = N, for s = 2.

Space constructions

Given Ξ find P such that there always exists p ∈ P with p(Ξ) = f(Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 4 / 24

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SLIDE 29

Different Points of View

Point set constructions

Given a space P ⊂ Π find sites Ξ such that there always exists a unique p ∈ F with p(Ξ) = f(Ξ). Answers: Chung–Yao, GPL, . . .

Point set constructions

Find smallest subspace P ⊂ Π such that for any Ξ with #Ξ = N there exists p ∈ P with p(Ξ) = f(Ξ). Answers: ΠN−1, Π2n−1, n+2

2

  • = N, for s = 2.

Space constructions

Given Ξ find P such that there always exists p ∈ P with p(Ξ) = f(Ξ). Answers: Buchberger–Möller, deBoor–Ron, ideal remainders

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 4 / 24

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SLIDE 30

Notation

Polynomials

1

Π polynomials = finite sums p(x) =

  • |α|≤n

pα xα.

2

deg p := n.

3

Monomials or terms of degree k, . . . , n: row vectors xk:n := ((·)α : k ≤ |α| ≤ n) , xn = xn:n

4

Coefficients as column vectors pk = (pα : |α| = k).

5

Polynomials: p(x) =

n

  • k=0

xkpk.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 5 / 24

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SLIDE 31

Notation

Polynomials

1

Π polynomials = finite sums p(x) =

  • |α|≤n

pα xα.

2

deg p := n.

3

Monomials or terms of degree k, . . . , n: row vectors xk:n := ((·)α : k ≤ |α| ≤ n) , xn = xn:n

4

Coefficients as column vectors pk = (pα : |α| = k).

5

Polynomials: p(x) =

n

  • k=0

xkpk.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 5 / 24

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SLIDE 32

Notation

Polynomials

1

Π polynomials = finite sums p(x) =

  • |α|≤n

pα xα.

2

Degree deg p := n.

3

Monomials or terms of degree k, . . . , n: row vectors xk:n := ((·)α : k ≤ |α| ≤ n) , xn = xn:n

4

Coefficients as column vectors pk = (pα : |α| = k).

5

Polynomials: p(x) =

n

  • k=0

xkpk.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 5 / 24

slide-33
SLIDE 33

Notation

Polynomials

1

Π polynomials = finite sums p(x) =

  • |α|≤n

pα xα.

2

Total degree deg p := n.

3

Monomials or terms of degree k, . . . , n: row vectors xk:n := ((·)α : k ≤ |α| ≤ n) , xn = xn:n

4

Coefficients as column vectors pk = (pα : |α| = k).

5

Polynomials: p(x) =

n

  • k=0

xkpk.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 5 / 24

slide-34
SLIDE 34

Notation

Polynomials

1

Π polynomials = finite sums p(x) =

  • |α|≤n

pα xα.

2

Total degree deg p := n.

3

Monomials or terms of degree k, . . . , n: row vectors xk:n := ((·)α : k ≤ |α| ≤ n) , xn = xn:n

4

Coefficients as column vectors pk = (pα : |α| = k).

5

Polynomials: p(x) =

n

  • k=0

xkpk.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 5 / 24

slide-35
SLIDE 35

Notation

Polynomials

1

Π polynomials = finite sums p(x) =

  • |α|≤n

pα xα.

2

Total degree deg p := n.

3

Monomials or terms of degree k, . . . , n: row vectors xk:n := ((·)α : k ≤ |α| ≤ n) , xn = xn:n

4

Coefficients as column vectors pk = (pα : |α| = k).

5

Polynomials: p(x) =

n

  • k=0

xkpk.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 5 / 24

slide-36
SLIDE 36

Notation

Polynomials

1

Π polynomials = finite sums p(x) =

  • |α|≤n

pα xα.

2

Total degree deg p := n.

3

Monomials or terms of degree k, . . . , n: row vectors xk:n := ((·)α : k ≤ |α| ≤ n) , xn = xn:n

4

Coefficients as column vectors pk = (pα : |α| = k).

5

Polynomials: p(x) =

n

  • k=0

xkpk.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 5 / 24

slide-37
SLIDE 37

Interpolation

Correctness

A subspace P ⊂ Π is called correct for Ξ ⊂ Rs if for any f : Ξ → R there exists unique LΞf ∈ P such that LΞf(Ξ) = f(Ξ).

Correctness for Πn

Vandermonde matrix x0:n (Ξ) =

  • ξα :

ξ ∈ Ξ |α| ≤ n

  • Then:

LΞf = x0:n p,

Fundamental “Theorem”

Correctness = nonsingularity of Vandermonde matrix.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 6 / 24

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SLIDE 38

Interpolation

Correctness

A subspace P ⊂ Π is called correct for Ξ ⊂ Rs if for any f : Ξ → R there exists unique LΞf ∈ P such that LΞf(Ξ) = f(Ξ).

Correctness for Πn

Vandermonde matrix x0:n (Ξ) =

  • ξα :

ξ ∈ Ξ |α| ≤ n

  • Then:

LΞf = x0:n p, x0:n (Ξ) p = f (Ξ) .

Fundamental “Theorem”

Correctness = nonsingularity of Vandermonde matrix.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 6 / 24

slide-39
SLIDE 39

Interpolation

Correctness

A subspace P ⊂ Π is called correct for Ξ ⊂ Rs if for any f : Ξ → R there exists unique LΞf ∈ P such that LΞf(Ξ) = f(Ξ).

Correctness for Πn

Vandermonde matrix x0:n (Ξ) =

  • ξα :

ξ ∈ Ξ |α| ≤ n

  • Then:

LΞf = x0:n p, p = x0:n (Ξ)−1 f (Ξ) .

Fundamental “Theorem”

Correctness = nonsingularity of Vandermonde matrix.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 6 / 24

slide-40
SLIDE 40

Interpolation

Correctness

A subspace P ⊂ Π is called correct for Ξ ⊂ Rs if for any f : Ξ → R there exists unique LΞf ∈ P such that LΞf(Ξ) = f(Ξ).

Correctness for Πn

Vandermonde matrix x0:n (Ξ) =

  • ξα :

ξ ∈ Ξ |α| ≤ n

  • Then:

LΞf = x0:n p, p = x0:n (Ξ)−1 f (Ξ) .

Fundamental “Theorem”

Correctness = nonsingularity of Vandermonde matrix.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 6 / 24

slide-41
SLIDE 41

Interpolation Spaces

Degree of a subspace

deg P = max {deg p : p ∈ P} .

Degree reducing interpolation

f ∈ Π ⇒ deg LΞf ≤ deg f.

Minimal degree interpolation space

Q interpolation space ⇒ deg Q ≥ deg P.

Facts

1

Degree reducing is always minimal degree.

2

None of them is unique for general Ξ.

3

Different elimination strategies for x0:n (Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 7 / 24

slide-42
SLIDE 42

Interpolation Spaces

Degree of a subspace

deg P = max {deg p : p ∈ P} .

Degree reducing interpolation

f ∈ Π ⇒ deg LΞf ≤ deg f.

Minimal degree interpolation space

Q interpolation space ⇒ deg Q ≥ deg P.

Facts

1

Degree reducing is always minimal degree.

2

None of them is unique for general Ξ.

3

Different elimination strategies for x0:n (Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 7 / 24

slide-43
SLIDE 43

Interpolation Spaces

Degree of a subspace

deg P = max {deg p : p ∈ P} .

Degree reducing interpolation

f ∈ Π ⇒ deg LΞf ≤ deg f.

Minimal degree interpolation space

Q interpolation space ⇒ deg Q ≥ deg P.

Facts

1

Degree reducing is always minimal degree.

2

None of them is unique for general Ξ.

3

Different elimination strategies for x0:n (Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 7 / 24

slide-44
SLIDE 44

Interpolation Spaces

Degree of a subspace

deg P = max {deg p : p ∈ P} .

Degree reducing interpolation

f ∈ Π ⇒ deg LΞf ≤ deg f.

Minimal degree interpolation space

Q interpolation space ⇒ deg Q ≥ deg P.

Facts

1

Degree reducing is always minimal degree.

2

None of them is unique for general Ξ.

3

Different elimination strategies for x0:n (Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 7 / 24

slide-45
SLIDE 45

Interpolation Spaces

Degree of a subspace

deg P = max {deg p : p ∈ P} .

Degree reducing interpolation

f ∈ Π ⇒ deg LΞf ≤ deg f.

Minimal degree interpolation space

Q interpolation space ⇒ deg Q ≥ deg P.

Facts

1

Degree reducing is always minimal degree.

2

None of them is unique for general Ξ.

3

Different elimination strategies for x0:n (Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 7 / 24

slide-46
SLIDE 46

Interpolation Spaces

Degree of a subspace

deg P = max {deg p : p ∈ P} .

Degree reducing interpolation

f ∈ Π ⇒ deg LΞf ≤ deg f.

Minimal degree interpolation space

Q interpolation space ⇒ deg Q ≥ deg P.

Facts

1

Degree reducing is always minimal degree.

2

None of them is unique for general Ξ.

3

Different elimination strategies for x0:n (Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 7 / 24

slide-47
SLIDE 47

Interpolation Spaces

Degree of a subspace

deg P = max {deg p : p ∈ P} .

Degree reducing interpolation

f ∈ Π ⇒ deg LΞf ≤ deg f.

Minimal degree interpolation space

Q interpolation space ⇒ deg Q ≥ deg P.

Facts

1

Degree reducing is always minimal degree.

2

None of them is unique for general Ξ.

3

Different elimination strategies for x0:n (Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 7 / 24

slide-48
SLIDE 48

Interpolation Spaces

Degree of a subspace

deg P = max {deg p : p ∈ P} .

Degree reducing interpolation

f ∈ Π ⇒ deg LΞf ≤ deg f.

Minimal degree interpolation space

Q interpolation space ⇒ deg Q ≥ deg P.

Facts

1

Degree reducing is always minimal degree.

2

None of them is unique for general Ξ.

3

Different elimination strategies for x0:n (Ξ).

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 7 / 24

slide-49
SLIDE 49

The Two Faces of Polynomials

The linear part

1

Computation of interpolant: solve Vandermonde system.

But . . .

1

Polynomials can be multiplied.

2

Polynomial algebra . . .

  • T. Pratchett, Jingo

There’s al–gebra. That’s like sums with letters. For . . . for people whose brains aren’t clever enough for numbers, see?

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 8 / 24

slide-50
SLIDE 50

The Two Faces of Polynomials

The linear part

1

Computation of interpolant: solve Vandermonde system.

But . . .

1

Polynomials can be multiplied.

2

Polynomial algebra . . .

  • T. Pratchett, Jingo

There’s al–gebra. That’s like sums with letters. For . . . for people whose brains aren’t clever enough for numbers, see?

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 8 / 24

slide-51
SLIDE 51

The Two Faces of Polynomials

The linear part

1

Computation of interpolant: solve Vandermonde system.

But . . .

1

Polynomials can be multiplied.

2

Polynomial algebra . . .

  • T. Pratchett, Jingo

There’s al–gebra. That’s like sums with letters. For . . . for people whose brains aren’t clever enough for numbers, see?

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 8 / 24

slide-52
SLIDE 52

The Two Faces of Polynomials

The linear part

1

Computation of interpolant: solve Vandermonde system.

But . . .

1

Polynomials can be multiplied.

2

Polynomial algebra . . .

  • T. Pratchett, Jingo

There’s al–gebra. That’s like sums with letters. For . . . for people whose brains aren’t clever enough for numbers, see?

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 8 / 24

slide-53
SLIDE 53

The Two Faces of Polynomials

The linear part

1

Computation of interpolant: solve Vandermonde system.

But . . .

1

Polynomials can be multiplied.

2

Polynomial algebra . . .

  • T. Pratchett, Jingo

There’s al–gebra. That’s like sums with letters. For . . . for people whose brains aren’t clever enough for numbers, see?

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 8 / 24

slide-54
SLIDE 54

The Two Faces of Polynomials

The linear part

1

Computation of interpolant: solve Vandermonde system.

But . . .

1

Polynomials can be multiplied.

2

Polynomial algebra . . .

  • T. Pratchett, Jingo

There’s al–gebra. That’s like sums with letters. For . . . for people whose brains aren’t clever enough for numbers, see?

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 8 / 24

slide-55
SLIDE 55

Ideals

Ideals

1

Ideal I :

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π:

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-56
SLIDE 56

Ideals

Ideals

1

Ideal I :

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π:

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-57
SLIDE 57

Ideals

Ideals

1

Ideal I : I + I = I

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π:

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-58
SLIDE 58

Ideals

Ideals

1

Ideal I : I + I = I and I · Π = I .

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π:

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-59
SLIDE 59

Ideals

Ideals

1

Ideal I : I + I = I and I · Π = I .

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π:

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-60
SLIDE 60

Ideals

Ideals

1

Ideal I : I + I = I and I · Π = I .

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π:

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-61
SLIDE 61

Ideals

Ideals

1

Ideal I : I + I = I and I · Π = I .

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π: f

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-62
SLIDE 62

Ideals

Ideals

1

Ideal I : I + I = I and I · Π = I .

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π: f gf : gf ∈ Π

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-63
SLIDE 63

Ideals

Ideals

1

Ideal I : I + I = I and I · Π = I .

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π:

  • f∈F

f gf : gf ∈ Π

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-64
SLIDE 64

Ideals

Ideals

1

Ideal I : I + I = I and I · Π = I .

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π: F =:   

  • f∈F

f gf : gf ∈ Π    .

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-65
SLIDE 65

Ideals

Ideals

1

Ideal I : I + I = I and I · Π = I .

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π: F =:   

  • f∈F

f gf : gf ∈ Π    .

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-66
SLIDE 66

Ideals

Ideals

1

Ideal I : I + I = I and I · Π = I .

2

I (Ξ) := {f ∈ Π : f (Ξ) = 0}.

3

Ideal generated by F ⊂ Π: F =:   

  • f∈F

f gf : gf ∈ Π    .

4

F basis of I = F.

Hilbert’s Basissatz

Any polynomial ideal has a finite basis.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 9 / 24

slide-67
SLIDE 67

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • .

4

Set

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-68
SLIDE 68

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • .

4

Set

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-69
SLIDE 69

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • .

4

Set

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-70
SLIDE 70

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • .

4

Set

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-71
SLIDE 71

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-72
SLIDE 72

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-73
SLIDE 73

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set p ∈ P∗

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-74
SLIDE 74

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set p − LΞp : p ∈ P∗

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-75
SLIDE 75

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set FΞ := {p − LΞp : p ∈ P∗} .

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-76
SLIDE 76

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set FΞ := {p − LΞp : p ∈ P∗} .

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-77
SLIDE 77

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set FΞ := {p − LΞp : p ∈ P∗} .

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis:

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-78
SLIDE 78

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set FΞ := {p − LΞp : p ∈ P∗} .

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis: I (Ξ) ∋ g

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-79
SLIDE 79

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set FΞ := {p − LΞp : p ∈ P∗} .

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis: I (Ξ) ∋ g =

  • f∈FΞ

gf f

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-80
SLIDE 80

From Interpolation to Bases

Construction of basis

1

P degree reducing interpolation space for Ξ.

2

P basis for P.

3

Set P∗ =

  • (·)jp : p ∈ P, j = 1, . . . , s
  • . (Pre-)border basis.

4

Set FΞ := {p − LΞp : p ∈ P∗} .

5

Then: I (Ξ) = FΞ.

Even better

Basis is H–basis: I (Ξ) ∋ g =

  • f∈FΞ

gf f, deg gf f ≤ deg g.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 10 / 24

slide-81
SLIDE 81

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder:

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-82
SLIDE 82

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder:

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-83
SLIDE 83

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder:

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-84
SLIDE 84

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder: f = ω p + r,

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-85
SLIDE 85

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder: f = ω p + r, deg r ≤ deg ω − 1

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-86
SLIDE 86

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder: f = ω p + r, deg r ≤ deg ω − 1 = #Ξ − 1.

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-87
SLIDE 87

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder: f = ω p + r, deg r ≤ deg ω − 1 = #Ξ − 1.

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-88
SLIDE 88

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder: f = ω p + r, deg r ≤ deg ω − 1 = #Ξ − 1.

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-89
SLIDE 89

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder: f = ω p + r, deg r ≤ deg ω − 1 = #Ξ − 1.

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-90
SLIDE 90

Implicit Interpolation

The case s = 1

1

ω =

  • ξ∈Ξ

(· − ξ) .

2

Division with remainder: f = ω p + r, deg r ≤ deg ω − 1 = #Ξ − 1.

3

LΞf := r interpolation polynomial.

Algebraic interpretation

1

Principal ideal: I (Ξ) = ω.

2

Ideal + Quotient Space.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 11 / 24

slide-91
SLIDE 91

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-92
SLIDE 92

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-93
SLIDE 93

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-94
SLIDE 94

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-95
SLIDE 95

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-96
SLIDE 96

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-97
SLIDE 97

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-98
SLIDE 98

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain

Ξ

Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-99
SLIDE 99

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain

Ξ → I (Ξ)

Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-100
SLIDE 100

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain

Ξ → I (Ξ) → H–basis F

Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-101
SLIDE 101

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain

Ξ → I (Ξ) → H–basis F → interpolant LΞ = νF.

Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-102
SLIDE 102

Implicit Interpolation II

Division with remainder

1

Division by set F: g =

  • f∈F

gff + νF(g).

2

Ideal + normal form.

3

Normal form is

1

interpolant.

2

unique if F is H–basis. Constructive chain

Ξ → I (Ξ) → H–basis F → interpolant LΞ = νF.

Remark

All degree reducing interpolants can be constructed this way.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 12 / 24

slide-103
SLIDE 103

Space Decompositions

Theorem

P is degree reducing interpolation space if and only if Πk = (P ∩ Πk) ⊕ (I (Ξ) ∩ Πk) , k = 0, . . . , n := deg P.

Theorem

P is degree reducing interpolation space if and only if

1

Ξ = Ξ0 ∪ · · · ∪ Ξn.

2

There exists Newton basis nk ∈ Π#Ξk, k = 0, . . . , n, such that

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 13 / 24

slide-104
SLIDE 104

Space Decompositions

Theorem

P is degree reducing interpolation space if and only if Πk = (P ∩ Πk) ⊕ (I (Ξ) ∩ Πk) , k = 0, . . . , n := deg P.

Theorem

P is degree reducing interpolation space if and only if

1

Ξ = Ξ0 ∪ · · · ∪ Ξn.

2

There exists Newton basis nk ∈ Π#Ξk, k = 0, . . . , n, such that

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 13 / 24

slide-105
SLIDE 105

Space Decompositions

Theorem

P is degree reducing interpolation space if and only if Πk = (P ∩ Πk) ⊕ (I (Ξ) ∩ Πk) , k = 0, . . . , n := deg P.

Theorem

P is degree reducing interpolation space if and only if

1

Ξ = Ξ0 ∪ · · · ∪ Ξn.

2

There exists Newton basis nk ∈ Π#Ξk, k = 0, . . . , n, such that

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 13 / 24

slide-106
SLIDE 106

Space Decompositions

Theorem

P is degree reducing interpolation space if and only if Πk = (P ∩ Πk) ⊕ (I (Ξ) ∩ Πk) , k = 0, . . . , n := deg P.

Theorem

P is degree reducing interpolation space if and only if

1

Ξ = Ξ0 ∪ · · · ∪ Ξn.

2

There exists Newton basis nk ∈ Π#Ξk, k = 0, . . . , n, such that

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 13 / 24

slide-107
SLIDE 107

Space Decompositions

Theorem

P is degree reducing interpolation space if and only if Πk = (P ∩ Πk) ⊕ (I (Ξ) ∩ Πk) , k = 0, . . . , n := deg P.

Theorem

P is degree reducing interpolation space if and only if

1

Ξ = Ξ0 ∪ · · · ∪ Ξn.

2

There exists Newton basis nk ∈ Π#Ξk, k = 0, . . . , n, such that nk (Ξ0:k−1) = 0, Ξk:ℓ := Ξk ∪ · · · ∪ Ξℓ.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 13 / 24

slide-108
SLIDE 108

Space Decompositions

Theorem

P is degree reducing interpolation space if and only if Πk = (P ∩ Πk) ⊕ (I (Ξ) ∩ Πk) , k = 0, . . . , n := deg P.

Theorem

P is degree reducing interpolation space if and only if

1

Ξ = Ξ0 ∪ · · · ∪ Ξn.

2

There exists Newton basis nk ∈ Π#Ξk, k = 0, . . . , n, such that nk (Ξ0:k−1) = 0, nk (Ξk) = I. Ξk:ℓ := Ξk ∪ · · · ∪ Ξℓ.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 13 / 24

slide-109
SLIDE 109

Two bases

Assumption (for simplicity)

P = Πn.

Monic basis

mk =

  • (·)α − LΞ0:k−1(·)α : |α| = k
  • Newton basis

nk = mk mk (Ξk)−1 .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 14 / 24

slide-110
SLIDE 110

Two bases

Assumption (for simplicity)

P = Πn.

Monic basis

mk =

  • (·)α − LΞ0:k−1(·)α : |α| = k
  • Newton basis

nk = mk mk (Ξk)−1 .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 14 / 24

slide-111
SLIDE 111

Two bases

Assumption (for simplicity)

P = Πn.

Monic basis

mk =

  • (·)α − LΞ0:k−1(·)α : |α| = k

mk (Ξ0:k−1) = 0.

Newton basis

nk = mk mk (Ξk)−1 .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 14 / 24

slide-112
SLIDE 112

Two bases

Assumption (for simplicity)

P = Πn.

Monic basis

mk =

  • (·)α − LΞ0:k−1(·)α : |α| = k

mk (Ξ0:k−1) = 0.

Newton basis

nk = mk mk (Ξk)−1 .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 14 / 24

slide-113
SLIDE 113

Divided Differences

Definition

[Ξ]f = [Ξ0:n]f = leading monomial coefficients in LΞf:

Properties

1

Structure like derivative

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-114
SLIDE 114

Divided Differences

Definition

[Ξ]f = [Ξ0:n]f = leading monomial coefficients in LΞf: LΞf = mn [Ξ] f + qn−1

Properties

1

Structure like derivative

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-115
SLIDE 115

Divided Differences

Definition

[Ξ]f = [Ξ0:n]f = leading monomial coefficients in LΞf: LΞf = mn [Ξ0:n] f + LΞ0:n−1f

Properties

1

Structure like derivative

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-116
SLIDE 116

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f.

Properties

1

Structure like derivative

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-117
SLIDE 117

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-118
SLIDE 118

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-119
SLIDE 119

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-120
SLIDE 120

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative – “vector”

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-121
SLIDE 121

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative – “vector”, multilinear: xk[Ξ]f, . . .

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-122
SLIDE 122

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative – “vector”, multilinear: xk[Ξ]f, . . .

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-123
SLIDE 123

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative – “vector”, multilinear: xk[Ξ]f, . . .

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-124
SLIDE 124

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative – “vector”, multilinear: xk[Ξ]f, . . .

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-125
SLIDE 125

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative – “vector”, multilinear: xk[Ξ]f, . . .

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-126
SLIDE 126

Divided Differences

Definition

[Ξk:n]f = monomial coefficients in LΞf: LΞf =

n

  • k=0

mk [Ξ0:k] f. Natural idea, e.g. [Rabut2000].

Properties

1

Structure like derivative – “vector”, multilinear: xk[Ξ]f, . . .

2

Depends only on f (Ξ0:k).

3

Symmetric in Ξ0:k and affine invariant.

4

Annihilates Πk−1.

5

Duality: I = [Ξ0:k] xk = [Ξ0:k] mk.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 15 / 24

slide-127
SLIDE 127

Derivatives and Splines

Theorem de Boor’s “divided” difference

[Ξ]S f := [Ξ; ΞD]S f :=

  • Ξ

Dξ1−ξ0 · · · DξN−ξN−1f.

1

Simplex spline integral.

2

Appears in Kergin interpolation.

3

Building block for spline representation of divided difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 16 / 24

slide-128
SLIDE 128

Derivatives and Splines

Theorem

[ξ + h Ξ0:k] f

de Boor’s “divided” difference

[Ξ]S f := [Ξ; ΞD]S f :=

  • Ξ

Dξ1−ξ0 · · · DξN−ξN−1f.

1

Simplex spline integral.

2

Appears in Kergin interpolation.

3

Building block for spline representation of divided difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 16 / 24

slide-129
SLIDE 129

Derivatives and Splines

Theorem

lim

h→0 [ξ + h Ξ0:k] f

de Boor’s “divided” difference

[Ξ]S f := [Ξ; ΞD]S f :=

  • Ξ

Dξ1−ξ0 · · · DξN−ξN−1f.

1

Simplex spline integral.

2

Appears in Kergin interpolation.

3

Building block for spline representation of divided difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 16 / 24

slide-130
SLIDE 130

Derivatives and Splines

Theorem

lim

h→0 [ξ + h Ξ0:k] f =

1 α! ∂k ∂xα f(ξ) : |α| = k

  • .

de Boor’s “divided” difference

[Ξ]S f := [Ξ; ΞD]S f :=

  • Ξ

Dξ1−ξ0 · · · DξN−ξN−1f.

1

Simplex spline integral.

2

Appears in Kergin interpolation.

3

Building block for spline representation of divided difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 16 / 24

slide-131
SLIDE 131

Derivatives and Splines

Theorem

lim

h→0 [ξ + h Ξ0:k] f =

1 α! ∂k ∂xα f(ξ) : |α| = k

  • .

de Boor’s “divided” difference

[Ξ]S f := [Ξ; ΞD]S f :=

  • Ξ

Dξ1−ξ0 · · · DξN−ξN−1f.

1

Simplex spline integral.

2

Appears in Kergin interpolation.

3

Building block for spline representation of divided difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 16 / 24

slide-132
SLIDE 132

Derivatives and Splines

Theorem

lim

h→0 [ξ + h Ξ0:k] f =

1 α! ∂k ∂xα f(ξ) : |α| = k

  • .

de Boor’s “divided” difference

[Ξ]S f := [Ξ; ΞD]S f :=

  • Ξ

Dξ1−ξ0 · · · DξN−ξN−1f.

1

Simplex spline integral.

2

Appears in Kergin interpolation.

3

Building block for spline representation of divided difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 16 / 24

slide-133
SLIDE 133

Derivatives and Splines

Theorem

lim

h→0 [ξ + h Ξ0:k] f =

1 α! ∂k ∂xα f(ξ) : |α| = k

  • .

de Boor’s “divided” difference

[Ξ]S f := [Ξ; ΞD]S f :=

  • Ξ

Dξ1−ξ0 · · · DξN−ξN−1f.

1

Simplex spline integral.

2

Appears in Kergin interpolation.

3

Building block for spline representation of divided difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 16 / 24

slide-134
SLIDE 134

Derivatives and Splines

Theorem

lim

h→0 [ξ + h Ξ0:k] f =

1 α! ∂k ∂xα f(ξ) : |α| = k

  • .

de Boor’s “divided” difference

[Ξ]S f := [Ξ; ΞD]S f :=

  • Ξ

Dξ1−ξ0 · · · DξN−ξN−1f.

1

Simplex spline integral.

2

Appears in Kergin interpolation.

3

Building block for spline representation of divided difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 16 / 24

slide-135
SLIDE 135

The Spline Representation

Notation

1

Path: Θ ∈ Ξ0 × · · · × Ξn

2

Paths to ξ ∈ Ξn: P (ξ) = {Θ : θn = ξ}.

3

Newton value of Θ:

Theorem

Spline representation of divided difference: [Ξ0:n] f = mn (Ξn)−1  

Θ∈P(ξ)

n(Θ) [Θ]S f : ξ ∈ Ξn   .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 17 / 24

slide-136
SLIDE 136

The Spline Representation

Notation

1

Path: Θ ∈ Ξ0 × · · · × Ξn

2

Paths to ξ ∈ Ξn: P (ξ) = {Θ : θn = ξ}.

3

Newton value of Θ:

Theorem

Spline representation of divided difference: [Ξ0:n] f = mn (Ξn)−1  

Θ∈P(ξ)

n(Θ) [Θ]S f : ξ ∈ Ξn   .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 17 / 24

slide-137
SLIDE 137

The Spline Representation

Notation

1

Path: Θ ∈ Ξ0 × · · · × Ξn = (θ0, . . . , θn)

2

Paths to ξ ∈ Ξn: P (ξ) = {Θ : θn = ξ}.

3

Newton value of Θ:

Theorem

Spline representation of divided difference: [Ξ0:n] f = mn (Ξn)−1  

Θ∈P(ξ)

n(Θ) [Θ]S f : ξ ∈ Ξn   .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 17 / 24

slide-138
SLIDE 138

The Spline Representation

Notation

1

Path: Θ ∈ Ξ0 × · · · × Ξn = (θ0, . . . , θn), θj ∈ Ξj.

2

Paths to ξ ∈ Ξn: P (ξ) = {Θ : θn = ξ}.

3

Newton value of Θ:

Theorem

Spline representation of divided difference: [Ξ0:n] f = mn (Ξn)−1  

Θ∈P(ξ)

n(Θ) [Θ]S f : ξ ∈ Ξn   .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 17 / 24

slide-139
SLIDE 139

The Spline Representation

Notation

1

Path: Θ ∈ Ξ0 × · · · × Ξn = (θ0, . . . , θn), θj ∈ Ξj.

2

Paths to ξ ∈ Ξn: P (ξ) = {Θ : θn = ξ}.

3

Newton value of Θ:

Theorem

Spline representation of divided difference: [Ξ0:n] f = mn (Ξn)−1  

Θ∈P(ξ)

n(Θ) [Θ]S f : ξ ∈ Ξn   .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 17 / 24

slide-140
SLIDE 140

The Spline Representation

Notation

1

Path: Θ ∈ Ξ0 × · · · × Ξn = (θ0, . . . , θn), θj ∈ Ξj.

2

Paths to ξ ∈ Ξn: P (ξ) = {Θ : θn = ξ}.

3

Newton value of Θ:

Theorem

Spline representation of divided difference: [Ξ0:n] f = mn (Ξn)−1  

Θ∈P(ξ)

n(Θ) [Θ]S f : ξ ∈ Ξn   .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 17 / 24

slide-141
SLIDE 141

The Spline Representation

Notation

1

Path: Θ ∈ Ξ0 × · · · × Ξn = (θ0, . . . , θn), θj ∈ Ξj.

2

Paths to ξ ∈ Ξn: P (ξ) = {Θ : θn = ξ}.

3

Newton value of Θ: n (Θ) =

n+1

  • j=0

nθj

  • θj+1
  • .

Theorem

Spline representation of divided difference: [Ξ0:n] f = mn (Ξn)−1  

Θ∈P(ξ)

n(Θ) [Θ]S f : ξ ∈ Ξn   .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 17 / 24

slide-142
SLIDE 142

The Spline Representation

Notation

1

Path: Θ ∈ Ξ0 × · · · × Ξn = (θ0, . . . , θn), θj ∈ Ξj.

2

Paths to ξ ∈ Ξn: P (ξ) = {Θ : θn = ξ}.

3

Newton value of Θ: n (Θ) =

n+1

  • j=0

nθj

  • θj+1
  • .

Theorem

Spline representation of divided difference: [Ξ0:n] f = mn (Ξn)−1  

Θ∈P(ξ)

n(Θ) [Θ]S f : ξ ∈ Ξn   .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 17 / 24

slide-143
SLIDE 143

Recurrence Relation

Lemma

For ξ ∈ Ξk there exists ξ′ ∈ Ξk−1 such that Ξξ

0:k−1 := Ξ0:k−1 \

  • ξ′ ∪ {ξ}

is correct for Πk−1.

Theorem

The divided difference satisfies [Ξ0:n] f = mn (Ξn)−1  

ξ∈Ξn

  • Ξξ

0:n−1

  • f − M [Ξ0:n−1] f

  where Mξ = eξmn−1(ξ), M = mn−1 (Ξn) .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 18 / 24

slide-144
SLIDE 144

Recurrence Relation

Lemma

For ξ ∈ Ξk there exists ξ′ ∈ Ξk−1 such that Ξξ

0:k−1 := Ξ0:k−1 \

  • ξ′ ∪ {ξ}

is correct for Πk−1.

Theorem

The divided difference satisfies [Ξ0:n] f = mn (Ξn)−1  

ξ∈Ξn

  • Ξξ

0:n−1

  • f − M [Ξ0:n−1] f

  where Mξ = eξmn−1(ξ), M = mn−1 (Ξn) .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 18 / 24

slide-145
SLIDE 145

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f,

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n]

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

slide-146
SLIDE 146

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f,

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n]

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

slide-147
SLIDE 147

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f,

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n]

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

slide-148
SLIDE 148

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f,

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n]

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

slide-149
SLIDE 149

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f,

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n]

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

slide-150
SLIDE 150

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f, [Ξk:n]′g := [Ξ0:n]

  • mkg
  • .

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n]

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

slide-151
SLIDE 151

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f, [Ξk:n]′g := [Ξ0:n]

  • mkg
  • .

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n]

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

slide-152
SLIDE 152

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f, [Ξk:n]′g := [Ξ0:n]

  • mkg
  • .

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n]

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

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SLIDE 153

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f, [Ξk:n]′g := [Ξ0:n]

  • mkg
  • .

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n]

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

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SLIDE 154

Leibniz Formula

Background

1

Joint work with J. Carnicer.

2

Formulas and understanding of [Ξ0:n] (fg).

Observation and definition

1

Simple computation: [Ξ0:n] (fg) =

n

  • k=0

[Ξk:n]′g [Ξ0:k] f, [Ξk:n]′g := [Ξ0:n]

  • mkg
  • .

2

Complementary divided difference [Ξk:n]′g.

3

#Ξ0:n × #Ξ0:k–matrix valued.

4

[Ξ0:n]′ = [Ξ0:n] – generalization!

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 19 / 24

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SLIDE 155

Complementary Divided Difference

Interpretation

Complementary divided difference [Ξj:k]′

1

describes interpolation at Ξk:n = Ξ0:n \ Ξ0:k−1

2

[Ξk:n]′f depends on f (Ξk:n).

The case s = 1

[Ξ0:k]′g

Definition

Divided Difference [Ξk:n]f := [Ξ0:n]

  • mkf
  • .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 20 / 24

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SLIDE 156

Complementary Divided Difference

Interpretation

Complementary divided difference [Ξj:k]′

1

describes interpolation at Ξk:n = Ξ0:n \ Ξ0:k−1

2

[Ξk:n]′f depends on f (Ξk:n).

The case s = 1

[Ξ0:k]′g

Definition

Divided Difference [Ξk:n]f := [Ξ0:n]

  • mkf
  • .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 20 / 24

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SLIDE 157

Complementary Divided Difference

Interpretation

Complementary divided difference [Ξj:k]′

1

describes interpolation at Ξk:n = Ξ0:n \ Ξ0:k−1 by means of

  • mk

.

2

[Ξk:n]′f depends on f (Ξk:n).

The case s = 1

[Ξ0:k]′g

Definition

Divided Difference [Ξk:n]f := [Ξ0:n]

  • mkf
  • .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 20 / 24

slide-158
SLIDE 158

Complementary Divided Difference

Interpretation

Complementary divided difference [Ξj:k]′

1

describes interpolation at Ξk:n = Ξ0:n \ Ξ0:k−1 by means of

  • mk

.

2

[Ξk:n]′f depends on f (Ξk:n).

The case s = 1

[Ξ0:k]′g

Definition

Divided Difference [Ξk:n]f := [Ξ0:n]

  • mkf
  • .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 20 / 24

slide-159
SLIDE 159

Complementary Divided Difference

Interpretation

Complementary divided difference [Ξj:k]′

1

describes interpolation at Ξk:n = Ξ0:n \ Ξ0:k−1 by means of

  • mk

.

2

[Ξk:n]′f depends on f (Ξk:n).

The case s = 1

[Ξ0:k]′g

Definition

Divided Difference [Ξk:n]f := [Ξ0:n]

  • mkf
  • .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 20 / 24

slide-160
SLIDE 160

Complementary Divided Difference

Interpretation

Complementary divided difference [Ξj:k]′

1

describes interpolation at Ξk:n = Ξ0:n \ Ξ0:k−1 by means of

  • mk

.

2

[Ξk:n]′f depends on f (Ξk:n).

The case s = 1

[Ξ0:k]′g = [ξ0, . . . , ξn]  g

k−1

  • j=0

· − ξj

Definition

Divided Difference [Ξk:n]f := [Ξ0:n]

  • mkf
  • .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 20 / 24

slide-161
SLIDE 161

Complementary Divided Difference

Interpretation

Complementary divided difference [Ξj:k]′

1

describes interpolation at Ξk:n = Ξ0:n \ Ξ0:k−1 by means of

  • mk

.

2

[Ξk:n]′f depends on f (Ξk:n).

The case s = 1

[Ξ0:k]′g = [ξ0, . . . , ξn]  g

k−1

  • j=0

· − ξj

 = [ξk, . . . , ξn] g

Definition

Divided Difference [Ξk:n]f := [Ξ0:n]

  • mkf
  • .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 20 / 24

slide-162
SLIDE 162

Complementary Divided Difference

Interpretation

Complementary divided difference [Ξj:k]′

1

describes interpolation at Ξk:n = Ξ0:n \ Ξ0:k−1 by means of

  • mk

.

2

[Ξk:n]′f depends on f (Ξk:n).

The case s = 1

[Ξ0:k]′g = [ξ0, . . . , ξn]  g

k−1

  • j=0

· − ξj

 = [ξk, . . . , ξn] g = [Ξk:n]g

Definition

Divided Difference [Ξk:n]f := [Ξ0:n]

  • mkf
  • .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 20 / 24

slide-163
SLIDE 163

Divided Difference

Interpretation

Complementary divided difference [Ξj:k]′

1

describes interpolation at Ξk:n = Ξ0:n \ Ξ0:k−1 by means of

  • mk

.

2

[Ξk:n]′f depends on f (Ξk:n).

The case s = 1

[Ξ0:k]′g = [ξ0, . . . , ξn]  g

k−1

  • j=0

· − ξj

 = [ξk, . . . , ξn] g = [Ξk:n]g

Definition

Divided Difference [Ξk:n]f := [Ξ0:n]

  • mkf
  • .

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 20 / 24

slide-164
SLIDE 164

Divided Difference

Leibniz rule

[Ξk:n] (fg) =

n

  • j=k

[Ξj:n]g [Ξk:j]f.

Covers . . .

1

. . . univariate case.

2

. . . tensor product case: [Ξα:β](fg) =

β

  • γ=α

[Ξα:γ]f [Ξγ:β]g, where

[Ξα:β]f =

  • ξα1,1, . . . , ξβ1,1; . . . ; ξαs,s, . . . , ξβs,s
  • f.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 21 / 24

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SLIDE 165

Divided Difference

Leibniz rule

[Ξk:n] (fg) =

n

  • j=k

[Ξj:n]g [Ξk:j]f.

Covers . . .

1

. . . univariate case.

2

. . . tensor product case: [Ξα:β](fg) =

β

  • γ=α

[Ξα:γ]f [Ξγ:β]g, where

[Ξα:β]f =

  • ξα1,1, . . . , ξβ1,1; . . . ; ξαs,s, . . . , ξβs,s
  • f.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 21 / 24

slide-166
SLIDE 166

Divided Difference

Leibniz rule

[Ξk:n] (fg) =

n

  • j=k

[Ξj:n]g [Ξk:j]f.

Covers . . .

1

. . . univariate case.

2

. . . tensor product case: [Ξα:β](fg) =

β

  • γ=α

[Ξα:γ]f [Ξγ:β]g, where

[Ξα:β]f =

  • ξα1,1, . . . , ξβ1,1; . . . ; ξαs,s, . . . , ξβs,s
  • f.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 21 / 24

slide-167
SLIDE 167

Divided Difference

Leibniz rule

[Ξk:n] (fg) =

n

  • j=k

[Ξj:n]g [Ξk:j]f.

Covers . . .

1

. . . univariate case.

2

. . . tensor product case: [Ξα:β](fg) =

β

  • γ=α

[Ξα:γ]f [Ξγ:β]g, where

[Ξα:β]f =

  • ξα1,1, . . . , ξβ1,1; . . . ; ξαs,s, . . . , ξβs,s
  • f.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 21 / 24

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SLIDE 168

Another product rule

Theorem

[Ξ](fg) =

  • j+k≥n
  • [Ξ0:j]f

T Mjk [Ξ0:k]g, with the tensor Mjk =

  • [Ξk:n](mj)T

∈ R#Ξj×#Ξk×#Ξn.

Corollary

[Ξ]γ(fg) =

  • α+β=γ

[Ξ0:|α|]αf [Ξ0:|β|]βg + Rγ(Ξ, f, g)

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 22 / 24

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SLIDE 169

Another product rule

Theorem

[Ξ](fg) =

  • j+k≥n
  • [Ξ0:j]f

T Mjk [Ξ0:k]g, with the tensor Mjk =

  • [Ξk:n](mj)T

∈ R#Ξj×#Ξk×#Ξn.

Corollary

[Ξ]γ(fg) =

  • α+β=γ

[Ξ0:|α|]αf [Ξ0:|β|]βg + Rγ(Ξ, f, g)

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 22 / 24

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SLIDE 170

Another product rule

Theorem

[Ξ](fg) =

  • j+k≥n
  • [Ξ0:j]f

T Mjk [Ξ0:k]g, with the tensor Mjk =

  • [Ξk:n](mj)T

∈ R#Ξj×#Ξk×#Ξn.

Corollary

[Ξ]γ(fg) =

  • α+β=γ

[Ξ0:|α|]αf [Ξ0:|β|]βg + Rγ(Ξ, f, g) Leibniz for partial derivatives.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 22 / 24

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SLIDE 171

Interpolation in Ideals

Goal

1

Interpretation of “generalized” divided difference [Ξk:n]f.

2

Consider LΞ as operator on Π.

The ideal

I = I (Ξ0:k−1)

The interpolant

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 23 / 24

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SLIDE 172

Interpolation in Ideals

Goal

1

Interpretation of “generalized” divided difference [Ξk:n]f.

2

Consider LΞ as operator on Π.

The ideal

I = I (Ξ0:k−1)

The interpolant

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 23 / 24

slide-173
SLIDE 173

Interpolation in Ideals

Goal

1

Interpretation of “generalized” divided difference [Ξk:n]f.

2

Consider LΞ as operator on Π.

The ideal

I = I (Ξ0:k−1)

The interpolant

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 23 / 24

slide-174
SLIDE 174

Interpolation in Ideals

Goal

1

Interpretation of “generalized” divided difference [Ξk:n]f.

2

Consider LΞ as operator on Π.

The ideal

I = I (Ξ0:k−1)

The interpolant

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 23 / 24

slide-175
SLIDE 175

Interpolation in Ideals

Goal

1

Interpretation of “generalized” divided difference [Ξk:n]f.

2

Consider LΞ as operator on Π.

The ideal

I = I (Ξ0:k−1) =

  • mk

The interpolant

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 23 / 24

slide-176
SLIDE 176

Interpolation in Ideals

Goal

1

Interpretation of “generalized” divided difference [Ξk:n]f.

2

Consider LΞ as operator on Π.

The ideal

I = I (Ξ0:k−1) =

  • α=k

mα hα : hα ∈ Π

  • The interpolant

L′

Ξk:n : I → I ,

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 23 / 24

slide-177
SLIDE 177

Interpolation in Ideals

Goal

1

Interpretation of “generalized” divided difference [Ξk:n]f.

2

Consider LΞ as operator on Π.

The ideal

I = I (Ξ0:k−1) =

  • mkhT : h = (hα : |α| = j) ∈ Π#Ξk
  • .

The interpolant

L′

Ξk:n : I → I ,

L′

Ξk:n f = n

  • j=k

mj trace

  • [Ξk:j]hT

.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 23 / 24

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SLIDE 178

Summary

Conclusions

1

Leading coefficient of LΞ is the “right” divided difference.

2

Various properties extend.

3

Complicated formulas simplify for s = 1.

4

Extension via complementary difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 24 / 24

slide-179
SLIDE 179

Summary

Conclusions

1

Leading coefficient of LΞ is the “right” divided difference.

2

Various properties extend.

3

Complicated formulas simplify for s = 1.

4

Extension via complementary difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 24 / 24

slide-180
SLIDE 180

Summary

Conclusions

1

Leading coefficient of LΞ is the “right” divided difference.

2

Various properties extend.

3

Complicated formulas simplify for s = 1.

4

Extension via complementary difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 24 / 24

slide-181
SLIDE 181

Summary

Conclusions

1

Leading coefficient of LΞ is the “right” divided difference.

2

Various properties extend.

3

Complicated formulas simplify for s = 1.

4

Extension via complementary difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 24 / 24

slide-182
SLIDE 182

Summary

Conclusions

1

Leading coefficient of LΞ is the “right” divided difference.

2

Various properties extend.

3

Complicated formulas simplify for s = 1.

4

Extension via complementary difference.

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 24 / 24

slide-183
SLIDE 183

Summary

Conclusions

1

Leading coefficient of LΞ is the “right” divided difference.

2

Various properties extend.

3

Complicated formulas simplify for s = 1.

4

Extension via complementary difference. Natural?!

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 24 / 24

slide-184
SLIDE 184

Summary

Conclusions

1

Leading coefficient of LΞ is the “right” divided difference.

2

Various properties extend.

3

Complicated formulas simplify for s = 1.

4

Extension via complementary difference. Natural?!

We earned our coffee!

Tomas Sauer (Universität Passau) Divided differences MAIA 2013, Erice 24 / 24