Chebyshev Interpolation Polynomial-based Tools for Rigorous Computing

Nicolas Brisebarre 1, 2 Mioara Maria Joldes 1, 2
1 ARENAIRE - Computer arithmetic
Inria Grenoble - Rhône-Alpes, LIP - Laboratoire de l'Informatique du Parallélisme
Abstract : Performing numerical computations, yet being able to provide rigorous mathematical statements about the obtained result, is required in many domains like global optimization, ODE solving or integration. Taylor models, which associate to a function a pair made of a Taylor approximation polynomial and a rigorous remainder bound, are a widely used rigorous computation tool. This approach benefits from the advantages of numerical methods, but also gives the ability to make reliable statements about the approximated function. Despite the fact that approximation polynomials based on interpolation at Chebyshev nodes offer a quasi-optimal approximation to a function, together with several other useful features, an analogous to Taylor models, based on such polynomials, has not been yet well-established in the field of validated numerics. This paper presents a preliminary work for obtaining such interpolation polynomials together with validated interval bounds for approximating univariate functions. We propose two methods that make practical the use of this: one is based on a representation in Newton basis and the other uses Chebyshev polynomial basis. We compare the quality of the obtained remainders and the performance of the approaches to the ones provided by Taylor models.
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Communication dans un congrès
ISSAC '10, 2010 International Symposium on Symbolic and Algebraic Computation, 2010, Münich, Germany. ACM New York, NY, USA, pp.147-154, 2010, <10.1145/1837934.1837966>
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Soumis le : vendredi 7 mai 2010 - 11:27:43
Dernière modification le : mardi 22 mars 2016 - 01:26:35
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Nicolas Brisebarre, Mioara Maria Joldes. Chebyshev Interpolation Polynomial-based Tools for Rigorous Computing. ISSAC '10, 2010 International Symposium on Symbolic and Algebraic Computation, 2010, Münich, Germany. ACM New York, NY, USA, pp.147-154, 2010, <10.1145/1837934.1837966>. <ensl-00472509v2>

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