Stability of kernel-based interpolation

Abstract

It is often observed that interpolation based on translates of radial basis functions or non-radial kernels is numerically unstable due to exceedingly large condition of the kernel matrix. But if stability is assessed in function space without considering special bases, this paper proves that kernel-based interpolation is stable. Provided that the data are not too wildly scattered, the L2 or L∞ norms of interpolants can be bounded above by discrete ℓ2 and ℓ∞ norms of the data. Furthermore, Lagrange basis functions are uniformly bounded and Lebesgue constants grow at most like the square root of the number of data points. However, this analysis applies only to kernels of limited smoothness. Numerical examples support our bounds, but also show that the case of infinitely smooth kernels must lead to worse bounds in future work, while the observed Lebesgue constants for kernels with limited smoothness even seem to be independent of the sample size and the fill distance. © Springer Science + Business Media, LLC 2008.