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A formula for the error of finite sinc--interpolation over a fixed finite interval
Jean-Paul Berrut
Department of Mathematics
University of Fribourg, Switzerland
Abstract
Sinc--interpolation is an infinitely smooth interpolation on the whole real
line based on a series of shifted and dilated sinus--cardinalis functions used as
Lagrange basis. It often converges very rapidly, so for example for functions
analytic in an open strip containing the real line
and which decay fast enough at infinity.
This decay does not need to be very rapid, however, as in Runge's function
$1/(1+x^2)$. Then one must truncate the series, and this truncation error
is much larger than the discretisation error (it decreases algebraically
while the latter does it exponentially).
In our talk we will give a formula for the error commited when merely using
function values from a finite interval symmetric about the origin. The main
part of the formula is a polynomial in the distance between the nodes
whose coefficients contain derivatives of the function at the extremities.
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