The Laurent–Horner method for validated evaluation of Chebyshev expansions

We develop a simple two-step algorithm for enclosing Chebyshev expansions whose cost is linear in terms of the polynomial degree. The algorithm first transforms the expansion from Chebyshev to the Laurent basis and then applies the interval Horner method. It outperforms the existing eigenvalue-based...

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Veröffentlicht in:Applied mathematics letters 2020-04, Vol.102, p.106113, Article 106113
Hauptverfasser: Aurentz, Jared L., Hashemi, Behnam
Format: Artikel
Sprache:eng
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Zusammenfassung:We develop a simple two-step algorithm for enclosing Chebyshev expansions whose cost is linear in terms of the polynomial degree. The algorithm first transforms the expansion from Chebyshev to the Laurent basis and then applies the interval Horner method. It outperforms the existing eigenvalue-based methods if the degree is high or the evaluation point is close to the boundaries of the domain.
ISSN:0893-9659
1873-5452
DOI:10.1016/j.aml.2019.106113