Improved error bound for multivariate Chebyshev polynomial interpolation
Document type:
Zeitschriftenaufsatz
Author(s):
Glau, K.; Mahlstedt, M.
Non-TUM Co-author(s):
nein
Cooperation:
-
Abstract:
Chebyshev interpolation is a highly effective, intensively studied method and enjoys excellent numerical properties. The interpolation nodes are known beforehand, implementation is straightforward and the method is numerically stable. For efficiency, a sharp error bound is essential, in particular for high-dimensional applications. For tensorized Chebyshev interpolation, we present an error bound that improves existing results significantly.