Fast and stable approximation of analytic functions from equispaced samples via polynomial frames
Abstract
We consider approximating analytic functions on the interval from their values at a set of equispaced nodes. A result of Platte, Trefethen \& Kuijlaars states that fast and stable approximation from equispaced samples is generally impossible. In particular, any method that converges exponentially fast must also be exponentially ill-conditioned. We prove a positive counterpart to this `impossibility' theorem. Our `possibility' theorem shows that there is a well-conditioned method that provides exponential decay of the error down to a finite, but user-controlled tolerance , which in practice can be chosen close to machine epsilon. The method is known as \textit{polynomial frame} approximation or \textit{polynomial extensions}. It uses algebraic polynomials of degree on an extended interval , , to construct an approximation on via a SVD-regularized least-squares fit. A key step in the proof of our main theorem is a new result on the maximal behaviour of a polynomial of degree on that is simultaneously bounded by one at a set of equispaced nodes in and on the extended interval . We show that linear oversampling, i.e., , is sufficient for uniform boundedness of any such polynomial on . This result aside, we also prove an extended impossibility theorem, which shows that such a possibility theorem (and consequently the method of polynomial frame approximation) is essentially optimal.
Cite
@article{arxiv.2110.03755,
title = {Fast and stable approximation of analytic functions from equispaced samples via polynomial frames},
author = {Ben Adcock and Alexei Shadrin},
journal= {arXiv preprint arXiv:2110.03755},
year = {2022}
}