aniketp / chebyshev-lobatto-interpolation

Chebyshev interpolation of an infinitely differentiable function on the given discrete computational grid

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Chebyshev-Lobatto-Interpolation

Approximation of an infinitely differentiable function based on the given discrete computational grid, at intermediate evaluation points. The algorithm implements a more accurate version of the naive polynomial interpolation, following
the paper Finding the Zeros of a Univariate Equation: Proxy Rootfinders, Chebyshev Interpolation, and the Companion
Matrix
by John P. Boyd.

Made as the Course Project 2 for Numerical Analysis and Scientific Computing-1 (MTH308B).

For functions with insanely large evaluation points, the observed accuracy improved by a factor of 10 trillion as compared to the naive interpolation method, after multiple runs on Matlab 2019a interpreter.

References

[1] JOHN P. BOYD, Finding the Zeros of a Univariate Equation...
[2] Wikipedia Contributers, Polynomial Interpolation, Wikipedia

Acknowledgment @kpsunil, for referencing the paper and the previous implementation.

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Chebyshev interpolation of an infinitely differentiable function on the given discrete computational grid


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