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Fast multipole methods for approximating a function from sampling values

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Both barycentric Lagrange interpolation and barycentric rational interpolation are thought to be stable and effective methods for approximating a given function on some special point sets. A direct evaluation of… Click to show full abstract

Both barycentric Lagrange interpolation and barycentric rational interpolation are thought to be stable and effective methods for approximating a given function on some special point sets. A direct evaluation of these interpolants due to N interpolation points at M sampling points requires O(NM)$\mathcal {O}(NM)$ arithmetic operations. In this paper, we introduce two fast multipole methods to reduce the complexity to O(maxN,M)$\mathcal {O}(\max \left \{N,M\right \})$. The convergence analysis is also presented in this paper.

Keywords: approximating function; fast multipole; methods approximating; multipole methods; function sampling

Journal Title: Numerical Algorithms
Year Published: 2017

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