English

An estimate of approximation of a matrix-valued function by an interpolation polynomial

Numerical Analysis 2019-02-19 v2 Spectral Theory

Abstract

Let AA be a square complex matrix, z1z_1, ..., znCz_{n}\in\mathbb C be (possibly repetitive) points of interpolation, ff be analytic in a neighborhood of the convex hull of the union of the spectrum of AA and the points z1z_1, ..., znz_{n}, and pp be the interpolation polynomial of ff, constructed by the points z1z_1, ..., znz_{n}. It is proved that under these assumptions f(A)p(A)1n!maxt[0,1];μco{z1,z2,,zn}Ω(A)f(n)((1t)μ1+tA),\Vert f(A)-p(A)\Vert\le\frac1{n!} \max_{t\in[0,1];\,\mu\in\text{co}\{z_1,z_{2},\dots,z_{n}\}}\bigl\Vert\Omega(A)f^{{(n)}} \bigl((1-t)\mu\mathbf1+tA\bigr)\bigr\Vert, where Ω(z)=k=1n(zzk)\Omega(z)=\prod_{k=1}^n(z-z_k).

Keywords

Cite

@article{arxiv.1812.01358,
  title  = {An estimate of approximation of a matrix-valued function by an interpolation polynomial},
  author = {V. G. Kurbatov and I. V. Kurbatova},
  journal= {arXiv preprint arXiv:1812.01358},
  year   = {2019}
}

Comments

8 pages, 1 figure