On interpolation and integration in finite-dimensional spaces of bounded functions

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Abstract

We observe that, under very mild conditions, an n-dimensional space of functions (with a finite n) admits numerically stable n-point interpolation and integration formulae. The proof relies entirely on linear algebra, and is virtually independent of the domain and of the functions to be interpolated.

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Martinsson, P. G., Rokhlin, V., & Tygert, M. (2006). On interpolation and integration in finite-dimensional spaces of bounded functions. Communications in Applied Mathematics and Computational Science, 1(1), 133–142. https://doi.org/10.2140/camcos.2006.1.133

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