Tchebycheff Approximations by General Spline Functions by LEROY AMUNRUD A thesis submitted to the Graduate Faculty in partial fulfillment of the requirements for the degree of DOCTOR OF PHILOSOPHY in Mathematics Montana State University © Copyright by LEROY AMUNRUD (1968) Abstract: This thesis presents a development of the theory of Tchebycheff approximations by polynomials with imposed boundary conditions and the theory of Tchebycheff approximations by general spline functions. Existence and characterization theorems are given along with computational procedures and examples. TCHEBYCHEFF APPROXIMATIONS BY GENERAL SPLINE FUNCTIONS by LEROY R E UBEN AMUNRUD A thesis submitted to the Graduate Faculty in partial fulfillment of the requirements for the degree of DOCTOR OF PHILOSOPHY in Mathematics Approved: MONTANA S T A T E UNIVERSITY Bozeman, Montana A u g u s t, 1968 ill Acknowledgment I am grateful for helpful comments and suggestions from a number of persons, not a b l y Professors David V. V. Wend, J. E l d o n W h i t e s i t t , and Johannes C. C., N i t s c h e . I especially wis h to thank m y major adviser Professor R o bert E. L o w n e y for his patience and able assistance. This a cknowledgment w o u l d not be complete without m e n t i o n i n g the w o r k of Dixie Swa n s o n w h o typed the manuscript so efficiently. iv Table of Contents S e c tion Vita Acknowledgment iii List of Tables v Lis t of Figures Abstract 1 Introduction 2 Tchebycheff T h eory W i t h Imposed B o u n d a r y Conditions 3 vi vii I 3 Spline Function A p p r o x i m a t i o n W i t h the J o i n Points G i v e n . ii 17 Spline Function Approximations W i t h Variable J o i n Points 5 19 C h aracterization of Best Spli n e . Approximations 33 6 Computational Procedure 36 7 Examples 37 Literature Cited 4l V List of Tables Table I G eneral Spline F u n c t i o n Approximations of ex on [0,1] 39 List of Figures Figure I. F a m i l y of lines of best approxi m a t i o n Figure 2 . Illustration of a non-unique solution Figure 3 . E r r o r curves vii Abstract This thesis presents a development of the theory of Tchebycheff approximations b y polynomials w i t h i mposed boundary conditions and the theory of Tchebycheff a p p r o x ­ imations b y general spline f u n c t i o n s . Existence and c h a r ­ acterization theorems are g i v e n along w i t h computational procedures and examples. I. Introduction A p r o b l e m encountered r e p e atedly In scientific research is the following: G i v e n a function f(x), a n orm | | • | | > and a class S of admissible approximating functions, find a f u n ction P(x) e S such that ||f (x) - P(x)|| is a ,-minimum. The function w h i c h is to be approximated m a y be g i v e n in m a n y I different ways. For example, the f u n c t i o n m a y be a c o n t i n ­ uous function defined b y a slowly converging p o w e r series or it m a y be a discrete function defined as the n umerical s o l ­ u t i o n of a differential equation. The characteristics of the function f(x) and the i n t ended use of the ap p r o x i m a t i o n influence the choice of the n o r m and the class of admissible approximating functions. A desirable norm i n m a n y applications, is the T c h e b y c h e f f no r m (called the Hw n orm in the discrete case, the u n i f o r m n o r m in the continuous case) ’ described by IIX*! I - Sup ( IX * xel where I is some g i v e n set of points. (x)|) Tcheb y c h e f f [12 ] and dLe la Vall£e Poussin [8] deve l o p e d m u c h of the early theory associated wit h this norm. [3 ], P. C , Curtis, Jr, [5 ], C. W, In the pas t f e w years E. K. B l u m [7 ], E. W. Clenshaw [6], J. Cheney [5 ], A. A. G o l d s t e i n C. C. Nitsche [10 ], and m a n y others have mad e contributions to the advanc e m e n t of this 2 theory. Als o i n a recent p u b l i c a t i o n [9 ] C. L. L a w s o n p r e ­ sents characterization theorems and solution procedures associated w i t h the p r o b l e m of p a r t i tioning an interval such that the largest error i n c urred in approximating a continuous function b y separate polynomials or rational forms on each subinterval is minimized. This type of approximation, i.e. one in which different approximating functions are use d on different subintervals of the argument domain, segmented approximation. tervals are not specified, is called a If the end points of the su b i n ­ the pro b l e m of finding the "best" segmented approximating f u n ction is more c o mplicated than the standard fixed interval approx i m a t i o n p r o b l e m due to the added difficulty of finding the optimum set of end points for the subintervals. However, the i n c r e a s e d p r e c i s i o n of a segmented a p p roximation often justifies the additional work. A logical extension of L a w s o n ’s type of approx i m a t i o n is to require that the approximating f u n c t i o n be continuous or have derivatives up through some order at the end points of the s u b i n t e r v a l s , One class of functions of this type is the class of general spline functions. .Definition I. Let v ,v g , 62 = d2 = ,Vjc be non-negative integers and e * * § Ojc be a set of p o ints in [a,p ].. 3 A function s ^ x ) i) which satisfies the conditions: sk (x) is a polynomial in x on each subinterval C6 •£.j <3 ii) iii) I .> ** ~ I j2 5 sk (x) is continuous jk —I # and Cd 3> on [a, P ], sk (x) has derivatives up through order v r at 5 j r ~ I ^2 j ... * « is called a general spline f u n c t i o n . The points S 1 Jfig5 ...,6k are called the join points of sk ( x ) . F or a definition of a spline function and other associated definitions see [1] , [2] "and [11]. The purpose of this thesis is to p resent c h a r a c t e r i ­ zation theorems and solution procedures associated with Tchebycheff approximations where the class of approximating functions is the class of g e n e r a l spline functions. Basic to the theory of Tchebycheff approximations by general spline functions is the theory of Tchebycheff approximations b y polynomials w i t h imposed b o u n d a r y conditions. this theory is developed first. Consequently It should be n o t e d that all polynomials use d i n the following discussions are real polynomials. 2o Tchebycheff Theory Wit h Imposed B o u n d a r y Conditions In order to simplify the notation, the zero derivative of a function shall be u sed to designate the f u n c t i o n itself. 4 Le m m a I. (Existence Lemma) Let f be a continuous real valued function defined on the n on-degen e r a t e :interval ]j and let f have derivatives up through some order v ^ 0 at some fixed point 5 in [ a^p]. Let n be a non-negative integer such that n g v . Then there exists a polynomial Pn (x) w h i c h has the same values for its derivatives up through order v as f has at 3, is of degree less than or equal to n, and is a best a p p r o x i m a t i o n in the sense of the Tchebycheff n o r m relative to the conditions imposed on the derivatives at 5. Proof: Let Pn (x) be given b y n and let The polynomial P (x) must satisfy the conditions m — 0^1^2^ mm• denotes the m^^1 derivative of f (x) where If one sets 5® = I even w h e n 5 is zero. then this system of equations can be w r i t t e n i n the f o r m n 5 I n this system of equations, the coefficient m a t r i x A of X q A i **** A v is u p p e r triangular and has n o n -zero elements o n its diagonal. Such a m a t r i x is n o n - s i n g u l a r . Consequently this system of (v H- I) equations can be u sed to express Xq A p ••- A v as continuous functions of the remaining 's. That is Pn (x) = B q + a^x -hi.. + a^x^' + Xv ^ ^ ^ * * *• ' where from the form of A it follows that each a. can be V w r i t t e n in the form v n E + i=V+l kj£X£ 5 aj “ A Here each is a c o n s t a n t . J — 0 ^I 3 , • • 3 V Thus each a^ is also of the form 0 1 Z = K j + £ =V H-I kM X£ ’ where each , . is a constant. Consider the function * defined b y V v-ra. If VTc _ 11 ^ +I _ ^ jJx ^ll J=O a v-}x ^ ” j.=v First it will be shown that f Is a, continuous f u n c t i o n of the vector argument X = (^v +! A v + 2 * * * *x n) * v n |^(X ')-^(X )I = ||f(x)- Z j=0 a ’xj J v Z M iX0 I j J=VH-I J n - ||f(x)- Z a .X0- Z X A j I | J=O 0 J=VH-I 0 C1 ) 6 Hence l ^ ( X ' )~X(X)I S || Z (a^-a.)xJ + j=0 Z _(Xj-Xj)Xj j =v +1 max S O g g g v - I I a'-a J ^ X J - X i If 2 I IX j | | v -Hgign I j j / j =0 9* ’ Ea c h ai is a continuous f u n ction of a^ J a •ji j — rd | I|, Furthermore each ||xv as X * —*■ X J j = 0 ,1 ,...,n is bounded. Thus e This completes the p r o o f that ^(x) is a continuous function of x. Compare this p r o o f w i t h that on page 130 of [13 ]Now either v is equal to n or v is less tha n n. sider first the case where v is equal to n. Pn W " 2 j=0 Con­ Then a .Xt- J where each a. is u n i quely determined. C o n s e quently there is one and only one polynomial w h i c h satisfies the g i v e n c o n ­ ditions, and for this case the lemma is seen to be true. Next let v be less than n. It follows f rom the c o n t i n ­ uit y proof g i v e n above that for the continuous f u n ction E j=0 KjXj j Z <p K 1Xj- Z a .X1 j=0 J=O X .Xt Z j=v+l n - Z Z J=O I=V-KL K 11X ^ Z X^X' j =v +1 ^ 7 is a continuous function of X . xv+l + The shell • • • > xn ” 1 is a bounded, closed (compact) sional space, and on it the continuous f u n c t i o n q> mus t assume a minimum a. Since a norm b y definition is always greater than or equal to zero, a g o . linearly independent. set in ordinary (n- v ) dimen- 2 The functions l,x,x ,... are Thus, if at least one of the X 1 1S, j = v 4-1 ,...,n is not zero, then o ^ 0 . It follows, b y the homogeneity of tp, that for any (Xv + i^Xv + 2# • • • A n ) wit h at least one n o n -zero component. cp g a J x v- + i + . . . + Xn > O Let p be the lower bo u n d of i//(x.). p g 0. T h e n it is true that N o w one only needs to show that this bound is attained. That is, one only needs to show that there exists a X * such that V(X*) (2) = P Assume that n v L X? > R = (p + I + I If(x) j=v+l J - ,Z j=0 Then V/(X) = j |f(x) - Z a .xj Z X 1X j j=0 j=v+l K 1X j I \)/0 ^ ■ • 8 ^ ( X) — | I f ( x ) ” Z/ j==0 v (K' + ** l=v+l ) x J ** ^ Xjx I I j=v+l J n n ■ m | |- Z 2 Z 2 _ k j ^ X ^ x j - 2 ^ j x 4 ||-||f(x)-. 2%KjxJ| J=O J=O I = V + ! j= v + l v v xJ I f(x)r jU =: o(p + i + I|f(x)- Z , K .1X j| I ID)/a-| Za-Hf ( X ) - Z kK 1X J=O ^ J=O J = p + I Hence the lower bound of f{\)? for all-X 5 is the same as the lower bound w h e n X is restricted b y this sphere is closed and bounded, attained, . _ t/ Z J=v +1 J g R. Since the lower b o u n d is and the existence of x * is established. This lemma c a n be g e neralized to include the case where the derivatives up through order v^ are g i v e n at one point 6 j € [a,P ] and up through order Vg at a second point 6g e [a,P ], p r o v i d e d the degree n ' of the p o l y n o m i a l satisfies the relation n g v^ + Vg + I. The only m o d i f i c a t i o n required is that the argument associated wit h the m a t r i x A m u s t be applied twice, first at zero is involved, set = 0) and secondly at gg, where the form of the m a t r i x is slightly different. In fact this lemma can be genera l i z e d to include any finite number of points at w h i c h conditions are imposed. A l s o one could allow the constants, C q ,C^,-. .. ,Cv , to be 9 chosen arbitrarily rather t h a n being chos e n equal to d e r i v ­ atives of the function f . This last g e n e r a l i z a t i o n would require no changes in the p r o o f of the lemma. When the conditions on the derivatives are imposed at an end point of the interval [a,P ], then the imposed c o n d i ­ tions shall be called b o u n d a r y c o n d i t i o n s . boundary conditions, In the case of the next two lemmas give a c h a r a c t e r i ­ zation of the solution whose existence was e s tablished in lemma I. Definition 2 . Let f (x) be a continuous f u n ction on [ a , p ], n be a non-negative integer, Q n (x) be a po l y n o m i a l of degree .• less tha n or equal to n and let . ■- max a g x g p I f (x) - Q Consider a set of points a 5 X 1 ^ Xg ... <( x-y 5 P subject to the conditions that i) Jf(X1 ) - Qn (X1 ) I - p Q (f), i - 1 ,2 , . ..,V and The m a x i m u m number of points X 1 w h i c h can be made to satisfy these two conditions is c a lled the o s cillation number of (f (x) - Q,n (x)) and is ,designated V(f - Q n ) . I 10 If the number of c a n be made large wit h o u t bound, then one writes V(f ~ Q n ) = co Lemma 2 . Let n, and V 2 be non-negative integers wit h n 5 Vj+Vg+l. Let Pn (x) be a polynomial of degree n or less w i t h p r e s c r i b e d values for its derivatives of order less t han or equal to Vj at a and Vg at p. set Vj(Vg) equal to -I. CL be If no values are p r e s c r i b e d at a (P) Let v = Vj + V g and let Xj = Xg ~ X 3 = (n-v) p o ints in the interval ... 5 X n _v (a,P). P (When Vj = -I include a in the interval and w h e n Vg = -I include p.) If the d i f ­ ference g(x) = f (x) - Pn (x) has the values g(Xi) — e (-1)' 'yj, 'yj /■ 0, e = I if g(Xj)> 0 , or i = 1, 2 , . . . , n-v, and e- = -I if g ( X j ) .< O y th e n for any p o l y nomial Q n (x) of degree n or less wit h prescribed values for all derivatives up through Vj at a and up through v p at p , Proof: Assume the nomial rn (x) of lemma is false. T hen there exists a p o l y ­ degree n or less wh i c h satisfies the g i v e n . 11 bound a r y conditions and such that max x I s x s x n-v f(x)-rn(x) < ndn (7 l,7g,...,7n_v ) Consider the polynomial A(x) « rn (x)-Pn (x) = (f (x)-Pn (x)) - (f(x)-rn (x)) At the (n-v) points, x i^x 2^ • • • ^x U-V 5 same as the sign of f (x) - Pn ( x ) . zeros in the interval M x)is the siSn Thus A(x) has (n-v- 1 ) (ex,(3 ) (possibly including a and/or P ). Furthermore A(x) has a zero of order (v-^+l) at a and (vg+l) at p. val Consequently A(x) mus t have (n+ 1 ) zeros in the i n t e r ­ [a,^], wh i c h is a contradiction. Lemma 3 . Using the n o t ation of (I) and (2 ) i n t r oduced in the proof of lemma I, let y(\*) = p and let n, and Vg be non-negative integers such that v I + v 2 = v g n-1 . Assume there exists a p o l y nomial En (x) of best approximation of degree less than or equal to n w ith prescribed values for its derivatives than or equal to of each order less at a and less than or equal to V g at p , and such that if p > 0 and § 0, it is true that If (a) - Bn(a)| < p (3 ) and if p > O and Vp = 0, it is true that |f(p) - En (p)| < p (4 ) The n En (x) is unique and is completely charac t e r i z e d b y the 12 property that the oscillation number satisfies the i n e q uality V(f(x) - $n (x)) 5 n - v . Proof; Assume V(f(x) « P (x)) ^ n - v . u If p m n (f) is zero, $n (x) is c ertainly a polynomial of best, approximation, pm (f) is not zero, then If then i n lemma 2 let 7 i ~ Pjp (f) n = Pe n (f ) Tn^v = PE T h e n it follows that for any polynomial Q n (x) Po (^) = P e yi Thus P E (f) = P n Assume V(f(x) - Efi(x ) ) g n - v -1 and that En (x) is a p o l y ­ nomial of best approximation relative to the conditions imposed on the d e r i v a t i v e s . cases; There are o n l y two p o s sible either f (x) is a polynomial of degree less than or equal to n with the pre s c r i b e d values for its derivatives or it is not. Case I Let f(x) be a polynomial of degree less tha n or equal to n having the p r e s cribed v a l u e s for its derivatives. For 13 this function p = 0 . In order for V(f (x) - 3?n ( x ) ) to be less t I (x) cannot be identically f ( x ) . tha n n-v Thus Pj> (^) > P n and I?n (x) is not a polynomial of best approximation. Case II Assume f (x) is not a p o l y nomial of degree less t h a n or equal to n having the pr e s c r i b e d values for its d e r i v a t i v e s . I n this case p ^ 0 . Subdivide the interval f r o m a to p> into the intervals [u Q >U 1 ] > [U 1 jUg ] ) • « • so small that the oscillation (maximum minus the minimum) of [ f (x) - $n ( x ) ] in each subinterval is less than or equal to 2 P g (f)• (This is possible in that a f u n c t i o n w h i c h is n continuous on a closed, b o u n d e d set is u n i f o r m l y continuous there.) If If(x) - En (x)| = p p (f) in the interval n O k ,uk + 1 ], the interval .[uk juk + 1 ] is called a d i s tinguished interval. Label each such interval + or - according as (f(x) - l?n ( x ) ) is positive or negative respectively. Label the distinguished intervals D 1, D g ....... order. Without loss of g e n e r a l i t y assume D 1 is +. in S t a rting w i t h D1 p r o c e e d through the distinguished intervals until the first - distinguished interval is encountered. Call 14 this group of + distinguished intervals group I. Starting with the first encountered ~ distinguished interval p r o c e e d Until the next + distinguished interval is encountered. Call this group of ~ distinguished intervals group 2 , and Since V(f - En ) is g n - v - 1 , the continue in this fashion. total number of groups, T, is less than or equal to (n-v-1). Construct a polynomial r(x) of degree n wh i c h is negative in the intervals of group I, positive in the intervals of group 2, etc . , and such that the derivatives of r (x) are zero at a up to order and at (3 up to order V g . Consider the polynomial Q n (x) =• En (x) - e r(x) for an arbitrary e > 0 . If e is chosen sufficiently s m a l l > Q n (x) is a b e tter fitting p o l y nomial tha n En (x), and also satisfies the conditions imposed at the b o u n d a r i e s . This contradicts the assumption that En (x) is a b est fitting polynomial. To prove the uniqueness of the best a p p roximating p o l y ­ nomial, assume there exist two polynomials of best a p p r o x ­ imation En (x) and Q * ( x ) . Consider the p o l y nomial cp(x) = § [ E n (x) + Q*(x) ] cp (x) is also a polynomial of best approximation, the boundary conditions. and satisfies Thus f rom the first- p a r t of this lemma, it m ust have an o s cillation number g (n - v ). From 15 this it follows that E (x) = Q*(x) Furthermore they have the same at (n~v) i n t e r i o r points. (v+ 2 ) conditions imposed u p o n theiif derivatives at the b o u n d a r y points. This implies that $n (x) s Q*(x) Thus the solution is u n i q u e . If a b o u n d a r y condition is imposed at a b o u n d a r y point <5 such that If(<5) - sn (<5)| = p then the polynomial of best ap p r o x i m a t i o n En (x) m a y not be unique. For example if f(x) = -X2 , x e [-1 ,0 ] and if a first degree approximating p o l y nomial m ust have the value 10 at x = 0, then any p o l y nomial of the for m E1 (X) = cx + 1 0 j 1.0 s c 5 21.0 is a polynomial of best a p p roximation relative to the i m ­ p o s e d conditions. See figure I. It should be noted that 'this ^non-unique ness can never occur whe n the b o u ndary conditions require the approximating polynomial to have the same value as the g i v e n f u n c t i o n at the boundary points. ditions (3 ) and For i n this case either p = 0 or c o n ­ (4 ) of le m m a 3 are satisfied. 16 Lines of best a p p roximation Figure I. Family of lines of best approx i m a t i o n 17 3^ Spline F u n c t i o n Ap p r o x i m a t i o n with the J o i n Points G i v e n ■ Theorem I. Let nQ ,n ^ ,. , . 5nk and v-, , V g 5 .. . ,Vlc be n o n - n egative i n ­ tegers with nQ m V i j n^ s v n r > v r + v r+1+ I, r = l > 2 , . . . , k - l , ‘and , Let f be a continuous real v a lued f u n c t i o n on the non-degenerate interval [a,P ] with (bounded) values for its derivatives up through order v ]_»v 2 5 • • • »v k fixed join points a 5 S 1 < 6 2 < the respective • • • < Sjc = P • Let S be the class of general spline functions wh i c h have the same values for their derivatives as f at 6^362 * ‘ ‘5^ k and are degree less than or equal to n0 on [Ct5S 1 Ii to n r on [sr iSr + 1 ]5 r = 1 ,2 ,...,k- 1 , and to n^ on [a^,p], T h e n there exists an • Sk (X) e S w h i c h makes the Tchebycheff nor m | |f (x) - s^(x)|| a minimum. Furthermore, if it is required that s^(x) be a best approximation on each subinterval, then s^(x) is unique and is completely characterized b y the p r o p e r t y that the oscillation number V(f(x) - s^(x)) is at least as large as n 0 - V i + ! on [a,fl], n r - v r - v r+1 on [6r ,sr + 1 ], r = 1,2,.. . ,k-1, and n k - v k + I on [ak ,p]. Proof: The direct application of the gener a l i z e d form of lemma I and lemma 3 to each of the intervals proves the theorem. Ca5S 1 ], Cs1 Jd2 I* • • ‘ •> I 18 Corollary I. Let n Q»n i > • • • and >vk be non-negative i n ­ tegers with nQ s V 1 , n r g v r + v r+1 + 1, r = 1,2,... ,k-1, and nk g v k . Let f be a continuous real valued f u n ction on the, non-degene rate interval [a ,(3] „ Let S be the class of general spline functions which have the same p r e s c r i b e d values for their derivatives up through order ^ 1 ,V2 ,... ,vk at the r e s ­ pective fixed join points a g ^ 1 < a 2 < ... < 6 k ^ P j and are of degree less than or equal to n 0 on [C^s1 ], to n r on Cdr ^ r + ! ^ r ~ l j 2 ,...,k-l, and to n R on [ak ,p]. T h e n there exists an sk (x) e S which makes the Tchebycheff n o r m I I f (x) - sk (x)I I a minimum. Furthermore, if it is required that sk (x) be a best a p p roximation on e a c h .subinterval, if the max i m u m value of |f (x) - sk (x)| and on each subinterval [<5r j6r+i ] does not occur at either of the join points a r or 6 r+i, then sk (x) is unique on the interval [6r j6r+]J and completely characterized b y the p r o p e r t y that on [6r ,sr + 1 ], V(f(x) - sk (x)) = n r ” v r - m a x i m u m value of |f(x) r = 1 ,2 , . ..,k- 1 . If the - sk (x)| on [a,S 1 ] does not occur at ^ 1 , then sk (x) is unique on [Ojfi1 ] and co m p l e t e l y c h a r a c t e r ­ ized by the p r o p e r t y that on [Ojfi1 ], V(f(x) - sk (x)) g no"‘v l +:L Al s o if the m a x i m u m value of jf (x) - sk (x)| on [fik ,p] does not occur at fik , then sk (x) is unique on [fik jP] and c o m p letely characterized b y the p r o p e r t y that on [fik ,p], V(f(x) - sk (x)) = 0 % - V k + I, 19 4. Spline F u n c t i o n Approximations W i t h V a r i able J o i n Points Theorem 2 . Let f he a continuous real v a lued function on the nondegenerate interval [a, P ] and let f possess b o u n d e d values for its derivatives up through some order v on [ a > p ]. Let IJL1 JtJL2 S • • * j|ik and nQ,n^,... ,n^ be finite sets of non-negative integers with I) max i 2) nO = max I [X1 3) nk = max i ^i 4) n Hi g v max § i jJ (|ij |jl j + I ) s — I s 2 j • • •j k - 1 . Let V 1 J^2 ,...,V^ be an arbitrary p e r m u t a t i o n of Ijl1 Let S = Sfv1 JV2 , . be the class of all general spline functions w h i c h (a) have j oin points G 1 Jd2 , . . . ,6%; arbit r a r i l y selected fro m the interval [a,p] and la b e l e d such that dj £ G 2 = •.• § G k , (b) have the same derivatives as f up through order V i j V 2 , ...,v^ at the respective joi n points Gi j G2 J ,Gk* and (c ) are degree less tha n or equal to n Q on O j G 1 ] j to n r on U r Jdr t i ], r = 1,2,.. . ,k-1, and to n k on Cdk Jp]* Then among all functions in S there is at least one function sk such that | jf - s^j | is a minimum. Furthermore, . 20 among all possible permutations of ** ‘ there exists at least one p e r m u t a t i o n w h i c h makes this T c hebycheff n o r m a minimum., * It should be noted that in this theorem the n orm Ijf - S lcII is a function of the join points S},562» • • • [ a , P ] and the coefficients of the general spline f u n c t i o n s^. Proof: Let an arbitrary general spline f u n c t i o n sk be described In order to simplify the notation, let 6 0 = a, n = = P j max (n„)and let x . be defined by: 0 5 r < k r J Vr,j w h e n <5r S x § d. = 0 , 1 , 2 , . . . , n r r = 0,1,. (6) 0 w h e n <5r § x s 6 r + 1 j j = n r + 1 J \ r = 0,1,. 21 It should be noted that for each fixed value of r, H o w e v e r > for x = 6 r >-r = l* 2 *..;,k> unique. is there are at least two possible choices for Xj wh i c h are consistent with (5 )«. Using this notation one has n sk (x) = Z X 1X j K j=0 0 The sk (x) must satisfy the conditions: (m l ) Sk (m i ) (di) ~ f (dj) — 0 ,1 ,23 ... I = l,2,...,k For i = I this system of equations is of the form: Z Xq Z 11O 1O 1« X d ^ T T J=V1 J v -jd^ - f(d%) “1 jxo,j6 i 1 = f ’(6 i ) ’ vr i X^ 'J-Vl x O 1J6 I J<o j X i >d6 i 1 (V1 ) z f'(dl) - (6 l)' ■1! ' J - vI J vl } T F t i j T T x I 1J6 I 1 - f ^ <6 i) A similar set of equations exists for i = 2 ,3 ,t,.,k. (7 ) 22 This complete system of equations can be use d to e l i m i n ­ ate V 1 + I of the X 0 j's, V 1 + Vg +'2 of the ^j 1s » *••» v k-l ^ v k * 2 of the X k ^l 5 j ’s and v k + I of the X k ^ j 's. Thus Sw (X) can be w r i t t e n in the f orm nr Sk(X) = a r,0 + a r,lx + ••• + a r,n x 6r = x 5 5 for O ^ l j •#•,k J where each a_ < is a rational f u n ction of the remaining X _ coefficients and the join points <5r and a r+1 • < Because of the form of the system of equations and the coefficient matrix (See the description of m a t r i x A i n lemma I.) it is easy to show that each a . is also homogeneous of degree one, in the X r j's that appear, w ith the e xception of one te r m which is only a function of the join points. ,j + +1 kO llM xC M 1 That is 3 - 0,1,.. 0,j Q^j j j - V 1 + 1, V 1 + 2, . . .,n^. n.„ ZK r,j + , J 1h , J;rJJ Jj!x r1£ ’1-9 ’1 ’'’-,vr+vr+l+1 * r r+1 r,j X r, for r - 1, 2,...,k-1, and J = v r + v r+1 + 2 , . .., n 23 0 j l 5 « •«1^V i »k,j * ^ k 5J 9 ^ ~ vk + 1^ k where each K„ , and each k_ , ,, r *>}O ^ 5U 5* + 25 *’ * •*n k 0 , 1 , 2 , . . . ,k, is a rational function of 6 r and 6 r+ ^ only. previously i n t r oduced in (6), s^(x) can be w r i t t e n -e_ i a> X u Z sk (x) = Using the n o t a t i o n j=0 Now let the f u n ction f be defined by ^ X 0, v 3 + 1 * 6 e * 'X 0 , ’ • * 'x k , v k+l' * * * ,xk, ^ ' 6 I 5S a 5 • * * 5<5k): = I |f(x) “ S k (X)I I n max a 5 x < p f(x) Define co to be the vector w i t h n components and o/ the vector w i t h n components q v ZVl J=O (X0 ,v + I 3 *" * ,<5k^ •*6 \ ) • The n the continuity of ip' will be established if it can be shown that ITp(co7) - ^(o))| 0 as j |d)/ - ojj | -> 0 (Tcheb y c h e f f n o r m ) . Two cases will now be examined: w h i c h no two J o i n points Case I, the case in S i , 6 j are equal, and Case II, the case in wh i c h at least two J o i n points are equal. is true, then a s dj < Sg < w Vo, • •• < 6 k = it must be true that d' T If Case I In the limit as 6r> r = 1 ,2 ,... ,k. First 24 for an arbitrary r, assume \6'v - 6 r l and g 6r- Let - 6 r_il j : - 6 r+1\ all be so small that 6 ^ < 6 T ' + 1> 6^, < 6 r+1 and a r 'a < a r . Next designate the general spline function associated with the vectors to and <oz b y s^(x) s£(x) respectively. (%) and , Then for any x e Cdr JdJ] 2 i. •? a^X Z j=0 arjdX" j=0 Jr-1 sj(x) Z = F or fixed to, Z a j=0 of x. Z a'.x0’ = j=o j=0 ar-l,jxJ .x*3’ is a continuous * >U (polynomial) Thus it follows that J 0 a r , J xd = J 0 a r » j ( 6 r ) ; l + E r where e -+• 0 as x -> d r • n r->l "-I J 0 where S imilarly ^ - 1 » ^ 0 as x -» d r ‘ nr J o V j ^ r ^ ■ j?0 («r)J But n r-l = J o (6r )J function 25 Thus for x e Cdr^ ] nr Z a.xa = a > J j=0 1x J Ii nr ' n r~l a Ixa = j=0) a When 3 ' < 6 Z j%) a' T 4X<3 1,0 r- and | |a/ - a)j | is sufficiently small, one obtains for x € [ "r-l » 0=0 Z. 0=0 ar-i,jx° = 2 a r,dxd + G r " € r* j=0 n n S a'xJ = Z a 'r, j‘ .,xa‘ 0=0 where e r j=0 0 and N o w for :c e 0 as a' [max(ar„136^ 1)imin(ar,aP ] J0 ^ d xd = J 0 n Z 0=0 and for ar« a r -1 ^ x ° n r~l = 2_ 0=0 ■ a r~l, jxJ" •c e [max(ar , d P jmin(ar + 1 ,dp+ 1 ) ] Z d=0 a .xa 0 = Z J=O a .X1 r,J nr Z a'.xa =s Z a' ^.Xt j =0 r,0 0=0 •i 26 Furthermore, f rom the properties of a n o r m it follows that I* ( « > ' ) = Il llf-ayi ™ IIf - sItII = I I sk ” skl I 2 (t; - I j x d II j=0 Thus for all x e [a,P], 11 .2 (aj - aj ) * J l I j=0 max r,j Ilxj + 2 m^ x ( max{l € IJ e ^ lJ e r IJe * 4 ) E a c h a.' . is a continuous function of its arguments. the limit-as m' o>> each Als o each T r > e p ar and e** approaches zero as o/ -» cd. Thus in ir This shows that ^(cb) '.Is a continuous function of w on a subspace E of E u c l i d e a n n-space in Case I. N ow consider Case II. points S 1 Jd2 511 1 ^ k If any two or mor e of the j oin are the same point T, the n in a suffi­ ciently small neighborhood of a the continuous spline . functions sk (x) and s^(x) satisfy the relation f (d ) == sJcCx ) + S1 = sJcCx ) + e 2 where T 1 -> 0 and T g -> 0 as x T« Let T 1 ^T2 J • • • >6 s be the components of co which are equal to T j and let S 1 JS2 J ••• j<5g be the corresponding components of u / . If x e CminT1 Jmaxg1 ], then E1 and e2 can be mad e a r bitrarily small b y m a k i n g m a x IT 1 - Tl sufficiently small. But this implies that 27 as co/ oij . X € m a x __ , __ [min 6 ^, max Thus the continuity of y/(u)) is not destroyed at a point where two or more join points are e q u a l , the other points x in the interval Case I covers all [a,p ].. C o n s e quently ^(co) is also a continuous function in Case II. Recall E is the subspace of E u c l i d e a n n - space such that if oi' e I, then a s ^ d2 = ••• = 6lc S P- lower bound of t//(co) for o> e E. Let p be the T hen p.• • ' 0 , Now one only needs to show that there exists an- co* e E such that ^ (ay*) * p The following two cases will be discussed in order: (I) All coefficients X r j are determined b y the joi n conditions. (il) There is at least one X r ^ coefficient which is not determined b y the joi n conditions. In the first case y/(a>) is only a f u n ction of the join each & ^ ^ r — 1 ^2 ^ point s . s at i s fie s a S <5r_i ^ 6 r = 6 r+i g P, it follows from the co n t i n u i t y of ^(co) that there exists a set of join points 62.IS62*5 * * * *6 k* such that ..i = p. In the second case define X q j X ^ 5 . . . as follows: if n 0 < V 1 + I ■ 28 r 2 X1 .2 . = x I^v 1- W 2+2 ' . 2 + x I^n3 if if n, < V1 + Vn + 2 X 12 s O x k 2 = x k ! v k+l + rtf nk g yk + 1 ••• + x k ! n t if n. < v v + I X lc2 ^ o Let N be the set of integers r such that X r ^ 0. not empty. rt Vg "*i ^ N o w a 5 6 r < p, r = l,2,...,k. Note N is It follows that on the uni o n of the closed shells X r2 r- 2 ~r R, r e N , 0, r/ N the continuous function ^(o) R a positive constant, attains a m i n i m u m value p (R) where p(R) g p One is now faced w i t h the p r o b l e m of showing that there — exists some finite R 5 such that w h e n X r 2 > R for any r, r = 0 ,1 ,2 ,...,k, and for any a rbitrary set of join points <51 3<52 5 ' ’ * be shown, is also true that y(a>) g p"(R). then the lower b o u n d of ^(w) If this can for all co is the same — 2 as the lower bo u n d w h e n w is restricted b y X r S Rj r = 0 , 1 , 2 , ,k. Let the n o n - e l iminated X r j coefficients be b roken into two types. Those coefficients w h i c h are associated w i t h po lynomials evaluated at only one po i n t shall 29 be called type I coefficients. points are equal.) (This happens w h e n two join Those coefficients w h i c h are associated with polynomials evaluated on a non-degenerate interval shall be called type II coefficients, At the j oin points, the general spline f u n c t i o n fits the function f exactly w h e n e v e r the system of equations is satisfied. In this system of e q u a t i o n s 5 each ficient, w h i c h has not b e e n eliminated, equation wit h finite coefficients. are arbitrary but f i x e d . ) finite solution. j IjJ (?) coef- appears i n a linear (Note that ‘ Such an e q u ation always has a Thus there exists a positive constant such that the value of (f (x) - sk (x)) is zero at each join point x - a r J r = 1 ,2 ,...,k, and X j, = Rj , r = 0 ,1 ,2 ,. ..,k In fact here Rj c a n be taken to be zero. of type I only influence As the coefficients ( f (x) - Sk (X)) at a j o i n point, it follows that nothing is to be gained b y havi n g any type I coefficients satisfy ^r for any r, > Rj Consequently if there are no coefficients of type II, then there must exist an u>* on the closed domain described b y X r2 g Rj, r = 0 ,l,...,k, a < 6 r„j S 6 r ^ 6r+1 € r = 1 ,2 ,...,k, such that ^( cd*) = p , 30 Next assume there is at least one coefficient of type II. Let '‘ ‘ -f6K be an a rbitrary set of fixed join points, and, let ¥(x) be the function obtained f rom sk (x) b y setting ail non-eliminated coefficients equal to zero. a continuous f u n ction on [ a , p ]. It has b e e n p r o v e d that I If (x) - S^(X) I I is a continuous f u n c t i o n of tu. follows that I Is(x) - sk (x)|| s(x) is Thus it : On the closed shells T- 2 x r - I, r e N O it OJ r / N the continuous function ||s(x) value c . On any closed interval Cd r > 6 r+ i 3 w h i c h has an ,associated non-eliminated X v, ^ coefficient of type II, the z JJ 2 independence of the functions I, x, x ,... x e m [5 X r >ar+J S(X) - 6k<*)| implies that = T r> 0 Thus I I eT(x ) ■- sk (x)| I g CT g a r > o, 'r e N The homogeneity in the X r ^j 1s of the expression, ("s(x) - sk (x)) implies that for any vector to w i t h fixed 6 1 I S-(X) - sjx)|| > CTr \jYr ^ , ' ‘ •j>6 k > r e N Thus when > R r = (p + I + I I f(x) - s(x) | I )/CTr , for any r e N, it follows that: 31 V W = ||f(x) - sk (x)|| = I|f(x) - s(x)+s(x)-sk (x)|I > I|7 (x) - Sk ( X ) I I - I l f(x) - S(X)I I g a r [(p-HLH-',| | . f ( x ) ~ s ( x ) | I )/.orr ] -, | | f(x)i-"8(x)('( = p + I Hence the lower bound of ^(co) j for all m with fixed <5l,<52, ♦,. j<5k is the same as the. lower bound when a), is-re-'.', stricted' by = Hjj s r ~ Ojlj.a.jk where • d — mstk ■ r> kII " r € N It will now be established that R j j is a continuous f u n ction of the join points <5j-xSg* ’ ’ * 3<5k* ^ has a lready b e e n e s t a b ­ lished that f(ai) = ||f - sk || is a continuous f u n c t i o n of the join points. This implies for any general spline funct i o n sk , that ||sk || is a continuous function of the join points. Let sr (x) be defined by: |"s(x) : r W - 8k(x), x.e [dr .dr+i3 , X ^ [6 r ,6 r+ 1 ] = ( o ^ It is easily shown that sr (x) is a general spline function. Consequently ||®r (x )|! is a continuous f u n c t i o n of the join p o i n t s ,1 -Now I l l5r M l l = x em[ 6 r , 6 r + 1 ] l s ( x ) Thus or is a continuous f u n c t i o n of «5 " ak ( x ) l = ‘ • >6 ^* ar 32 F r o m this it follows that R is a continuous f u n c t i o n of d l >°2>*''>6 k. and consequently is also. The j oin points satisfy the relation; «*. S 6 ^ § P = On this closed subspace the continuous funct i o n a maximum v a l u e . Call this value R, the lower bo u n d of attains It n o w follows that for all co e E is the same as the lower bound w h e n <jd e E is restricted by r — O ^l^ot.^k This completes the proof of the existence of a spline function of b est approximation i n the sense of the Tchebycheff ‘ ‘ • 5V k ’ no r m for the p e r m u t a t i o n finite number of permutations of all possible permutations, There are only a *•* •Thus out of there mus t exist at least one w h i c h makes the n orm a minimum. Theorem 3, Let f be a continuous real v a lued f u n c t i o n on the n o n ­ degenerate interval [a,f? ] t Let and no^ n i^ • * • »n k be finite sets of non-negative i n t e g e r s .wit h n^ § Let v q>v 2 » * * • »v k ^ (i,^ , r — 0 ,1 ,.. ., k an a r bitrary p e r m u t a t i o n of Ii1 iM-2 * • * * 33 Let S = S( v 1 ,v 2 5 « « • jiVk ) be the class of all general spline functions which, (a) have j o i n points trarily selected fro m the interval = #2 - that ••• = arbi­ [a, p ] and labeled such (^) have derivatives up through order v^ , v 2 ,...,v^ at the respective join points O ^ j G 2 , . ..,6 %, and (c) are of degree less than or equal to n 0 on [0 ,0 2 1^ ^o n r on [Sr Jdr f l ]* r = Ifl2 A •••flk-1 and to n k on [dk ,P]. Then among all functions in S there is at least one f u n c t i o n sk such that I If - sk || is.a minimum. Furthermore, among all possible permutations of P 1 5I-lP 5 * * ' there exists at least one p e r m u t a t i o n wh i c h makes this Tchebycheff n o r m a minimum. The proof is similar to the proof of the o r e m 2. 5. Characterization of Best Spline A p p r o x imations If the join points are not fixed, the bes t fitting general spline function m a y not be unique. consider the f u n ction f(x) F o r example defined by f(x) X < - -g | s XS I 77 < X where r ^ l x - [x]| - ^ w h e n [x] is even g(x) l^\ [x+ 1 ] ~ x| - ^ w h e n [x] is odd 34 and h(x) = x 2 ~ Here [x] XB the greatest i nteger function. The graph of this function is g i v e n in figure' 2 . If one wants to fit f (x) on the interval general spline function w h i c h agrees w i t h f(x) [-4,4] using a at one joi n p o i n t <$ and is of degree 2 on [-4, 5 ] and also on [6,4], then a best fit is g i v e n by “4 < X < 6 " - Tf) a S1 (X) (x2 6 - 'X £ '4 %r) a with 6 = ± I F o r each of these two values qf 5 , the m a x i m u m error is I It will now be shown that this fit cannot be improved. On the interval [-4,-1], V(f(x) + F r o m lemma 3, on [-4,-1]. (X2 - | ) ) = 4 -(x 2 - %p) is a best fitting quadratic of f (x) S imilarly (x of f (x) on [1,4]. - ^) is a best fitting q uadratic Furthermore, I x e j> 4 ,-i] + (x2 • “ ?)! I x e [1 ,4 ] " (x2 "" &)l - -Nh 35 Figure 2. Illustration of a non-unique solution 36 This implies that for any join point 6 e [-4,4], ||f(x) - S 1 (X)II = x I f (x ) " S 1 (X)I 5 ^ Thus there are at least two optimum joi n -points, and the best general spline approximation is not u n i q u e . Neverthe­ less, it is still true that once g is determined, le m m a 3 characterizes the best approximation on each of the su b i n ­ tervals, 6. C omputational Procedure When computing a best approximation on an interval, it is often desirable to replace that interval b y a finite set of points and to seek an approx i m a t i o n w h i c h is optimum on that set. Because of the continuity of the f u n ction being approximated, it seems reasonable to expect that if this finite set of points leaves no wide gaps, t hen an a p p r o x i m a ­ tion obtained i n this w a y w i l l be acceptable. The process of replacing the c ontinuum b y a discrete set is called discretization. It is shown in [4] that w h e n the a p p r o x i m a ­ tion family satisfies the Haa r condition, the n the a p p r o x ­ imation obtained by discretization does indeed a p p roach the bes t approximation as the discrete set ’’fills up" the i n t e r ­ val, i.e. as the length of each subinterval of the p a r t i t i o n approaches zero. 2 I The family of functions l,x,x ,x ,... satisfies this H a a r condition. Consequently, best general spline function approximations can be obtained approx i m a t e l y 37 using discretization w h e never the join points are known. Furthermore# the fact that j jf (x) - Slc(X) j | is a continuous function of the join points insures that discr e t i z a t i o n can be used to find a near optimum solution even w h e n the join points are arbitrary. The number of possible choices for the join points b e ­ comes extremely large as the discrete set "fills up" the interval in such a way that no large gaps are left. For this reason an impro v e d method for obtaining a near optimum set of join points wo u l d be v e r y desirable, W h e n computing g e n ­ eral spline f u n ction approximations# it is helpful to notice that sometimes the norm is an increasing f u n ction of the lengths of the associated intervals. this is not always the case. Unfortunately, however, For example if the f u n c t i o n b e i n g approximated is a general spline function, then the n o r m may decrease as the l e ngth of a subinterval is increased. 7» Examples It is obvious from the definition of a general spline function that a general spline function a p p r o x i m a t i o n w i t h no imposed b o u n d a r y conditions is at least as g ood as a polynomial approximation if all of the polyno m i a l s u sed are of the same degree. The following examples show that even for the "smooth" function ex , x e [0 ,1 ], the m a x i m u m error of the best fitting quadratic is about six times as large 38 as the max i m u m error for the best f itting general spline function composed of polynomials of the same degree and having one join point 5 - .53» (See Table I.) Admittedly, it is true that a digital computer must test to determine whether x is larger or smaller than the join point ,-in order to properly evaluate the general spline function, b u t this is a small price to pay for an answer w i t h an error bound I wh i c h is £ as large as that of the single quadratic. Fur­ thermore, the second degree general spline function w h i c h is forced to fit ex and its first derivative at x = .53 has an error bound w h i c h is less than half as large as the unre?stricted single quadratic po l y n o m i a l approximation. The o s cillation numbers associated w i t h the examples in Table I indicate that the approximations obtained are n e a r l y optimum for the given j oin points. However, the only join point which is near l y optimum is the j o i n p o i n t <5 = Figure 3 shows the graphs of three error curves. .53. The graph labeled II shows a good fit of both ex and its derivative for x near .53. This of course is expected in that the spline function associated w ith this error curve was made to agree exactly with b o t h ex and its derivative at the point x = .53. Table I. Description of the general spline function s (x) General Spline Function Approximations of eX on [0,1] Join P o i n t (s) 5 M a x imum error in absolute value b y interval Oscillation n u m b e r (s) b y interval Coefficients of the gen e r a l spline function ^iO I. One quadratic. II. Two quadratios with ^il none .0089 4 1.008616, .5 .0031 .0045 2 2 1.002900, 0.934583, 0.714117 1.065232, 0.685171, 0.963529 .52 .0035 .0040 2 2 1.003400, 0.928001, 0.724999 1.071351, 0.666653, 0.976295 .53 .0037 .0038 2 2 1.003612, 0.924829, 0.730256 1.074616, 0.656889, 0.983029 .55 .0041 .0034 2 2 1.004021, 0.918690, 0.740564 1.081293, 0.637689, 0 . 996010 .55 .00145 .00145 3 1.001225, 0.960166, 0.673333 1.120575, 0.523166, 1.073333 . 0.855103, 0.845964 s (5) = e^ and s (d) = e 5 . tt !T It III. Two quadratios with s(x) contin u o u s . IV. Three quadratios with s (.3) = e"^ and s(.7) = e * 7 . .3,.7 .0003 .0009 .0004 3 3 2 3 . 1.000185, 0.989571, 0.587142 1.026275, 0.829751, 0.829999 1.187701, 0.363142, 1.167142 40 OlO T 007 - 009 - - I . 008616- 0 .855103x -0.845964 x , 0 < x < - I .003612- 0 .9 2 4 8 2 9 x - 0 .730256x 2 , 0 < x < - 1 .0 74616-0.6 5 6 8 8 9 x - 0 . 9 8 3 0 2 9 x 2 ,.5 3 i x < - I .001225- 0 .9 6 0 l 6 6 x - 0 . 6 7 3 3 3 3 x 2 , 0 < x < Figure 3. 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