Minimal error difference formulas
โ Scribed by Herbert E. Salzer
- Publisher
- Elsevier Science
- Year
- 1977
- Tongue
- English
- Weight
- 418 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0377-0427
No coin nor oath required. For personal study only.
โฆ Synopsis
The usual formula for the rth difference of f(X), at intervals of h, may introduce an error of 2re, where e is" tlSe ierror[ in f(X). When f(X) is either an exact polynomial of the nth degree, or very closely approximated by one within a finite interval, say [-1, 1], the rth difference, at X = X0, is expressible as ~.n a i f(Xi), where for certain points X i within [-1, 1], depending 1 upon (X0, h), Y.n+11 lail may be very much less than 2 r. Nodes X i that minimize Y.n +11 ]a i] are said to provide "minimal error difference formulas". For very small h, close approximations to them are obtainable from similar derivative formulas. For other combinations (X 0, h), non-minimal formulas for equally spaced Xi's, with ai's precomputed to higher accuracy than that in f(X), greatly reduce ~n+ll [a i[ from 2 r, ensure its approach to zero with h, and in many cases also yield more decimals and significant figures than the direct differencing of f(X). For r = 1, simple conditions for the non-existence of any expression ~n+ll a i f(Xi), which improves Y.n+ll lail to be <2, are given for (X 0, h), expressed as h ~ h 0 which depends upon X 0 and extrema of Chebyshev polynomials. = En+li=l {zx~ A! n) (X0)} Pn (Xi) .
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