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.
CITATION STYLE
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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