E02AFF computes the coefficients of a polynomial, in its Chebyshev series form, which interpolates (passes exactly through) data at a special set of points. Least squares polynomial approximations can also be obtained.
E02AFF computes the coefficients , for , in the Chebyshev series
which interpolates the data at the points
Here denotes the Chebyshev polynomial of the first kind of degree with argument . The use of these points minimizes the risk of unwanted fluctuations in the polynomial and is recommended when the data abscissae can be chosen by you, e.g., when the data is given as a graph. For further advantages of this choice of points, see Clenshaw (1962).
In terms of your original variables, say, the values of at which the data are to be provided are
where and are respectively the upper and lower ends of the range of over which you wish to interpolate.
Truncation of the resulting series after the term involving , say, yields a least squares approximation to the data. This approximation, , say, is the polynomial of degree which minimizes
where the residual , for .
The method employed is based on the application of the three-term recurrence relation due to Clenshaw (1955) for the evaluation of the defining expression for the Chebyshev coefficients (see, for example, Clenshaw (1962)). The modifications to this recurrence relation suggested by Reinsch and Gentleman (see Gentleman (1969)) are used to give greater numerical stability.
On exit: is the coefficient in the interpolating polynomial, for .
4: IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to , . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value is recommended. If the output of error messages is undesirable, then the value is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is . When the value is used it is essential to test the value of IFAIL on exit.
On exit: unless the routine detects an error or a warning has been flagged (see Section 6).
6 Error Indicators and Warnings
If on entry or , explanatory error messages are output on the current error message unit (as defined by X04AAF).
Errors or warnings detected by the routine:
The rounding errors committed are such that the computed coefficients are exact for a slightly perturbed set of ordinates . The ratio of the sum of the absolute values of the to the sum of the absolute values of the is less than a small multiple of , where is the machine precision.
8 Further Comments
The time taken is approximately proportional to .
For choice of degree when using the routine for least squares approximation, see Section 3.2 in the E02 Chapter Introduction.
Determine the Chebyshev coefficients of the polynomial which interpolates the data , for , where and . Evaluate, for comparison with the values of , the resulting Chebyshev series at , for .
The example program supplied is written in a general form that will enable polynomial interpolations of arbitrary data at the cosine points , for , to be obtained for any (). Note that E02AEF is used to evaluate the interpolating polynomial. The program is self-starting in that any number of datasets can be supplied.