Evaluation of Chebyshev polynomials on intervals and application to root finding - Inria - Institut national de recherche en sciences et technologies du numérique
Communication Dans Un Congrès Année : 2019

Evaluation of Chebyshev polynomials on intervals and application to root finding

Résumé

In approximation theory, it is standard to approximate functions by polynomials expressed in the Chebyshev basis. Evaluating a polynomial $f$ of degree n given in the Chebyshev basis can be done in $O(n)$ arithmetic operations using the Clenshaw algorithm. Unfortunately, the evaluation of $f$ on an interval $I$ using the Clenshaw algorithm with interval arithmetic returns an interval of width exponential in $n$. We describe a variant of the Clenshaw algorithm based on ball arithmetic that returns an interval of width quadratic in $n$ for an interval of small enough width. As an application, our variant of the Clenshaw algorithm can be used to design an efficient root finding algorithm.
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Dates et versions

hal-02405752 , version 1 (11-12-2019)

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Viviane Ledoux, Guillaume Moroz. Evaluation of Chebyshev polynomials on intervals and application to root finding. Mathematical Aspects of Computer and Information Sciences 2019, Nov 2019, Gebze, Turkey. ⟨hal-02405752⟩
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