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Accuracy and speed of real and complex interpolation

Genauigkeit und Geschwindigkeit der reellen und komplexen Interpolation

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Abstract

Because complex arithmetic takes only a little more time than real arithmetic on modern computers it is advisable to take a closer look at some of the known mathematical tools and compare the advantages in complex computations.

This paper compares real and complex interpolation from the point of view of the application for larger problems. It shows that real interpolation breaks down very early whereas complex interpolation is superior by many orders of magnitude with regard to time as well as accuracy. It is shown theoretically that complex interpolation on the unit circle is the best that can be achieved.

Zusammenfassung

Die komplexe Arithmetik braucht nur ein wenig mehr Computerzeit als die reelle und es ist empfehlenswert, manche bekannte mathematische Verfahren und ihre Vorteile bei der Verwendung der komplexen Rechnungen zu untersuchen und zu vergleichen.

Dieser Beitrag untersucht die reelle und komplexe Interpolation von dem Standpunkt der Anwendung für größere Probleme. Er stellt klar, daß bei der Erhöhung des Polynomgrades die reelle Interpolation frühzeitig zusammenbricht, während die komplexe Interpolation um viele Größenordnungen in der Zeit und Genauigkeit der reellen überlegen ist. Es wird theoretisch bewiesen, daß die komplexe Interpolation an dem Einheitskreis die besterreichbare ist.

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This work was supported by the National Research Council under grant A 7398.

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Singhal, K., Vlach, J. Accuracy and speed of real and complex interpolation. Computing 11, 147–158 (1973). https://doi.org/10.1007/BF02252904

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  • DOI: https://doi.org/10.1007/BF02252904

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