MATH661 HW07 - Least squares, minimax

Posted: 10/18/23

Due: 10/25/23, 11:59PM

These exercises focus on midterm examination preparation.

1Track 1

  1. Find the polynomial of least degree that interpolates the data 𝒟={(xi,yi),i=0,1,,n}={(3,10),(7,146),(1,2),(2,1)}.

  2. Find the polynomial of least degree that interpolates the data 𝒟={(xi,yi,yi'),i=0,1,,n}=𝒟={(3,10,14),(1,2,-6)}.

  3. Find the polynomial of least degree that interpolates the data 𝒟={(xi,yi,yi',yi''),i=0,1,,n}=𝒟={(1,2,-6,10)}.

  4. Find a,b,c,d such that

    S(x)={ 1-2x x(-,-3] a+bx+cx2+dx3 x[-3,4] 157-32x x[4,) .,

    is a natural spline on the [-3,4] interval.

  5. Apply the Gram-Schmidt algorithm to orthonormalize the function set {1,t,t2} with respect to the scalar product

    (f,g)=-1+1f(t)g(t)dt.
  6. Let {φ0(t),φ1(t),φ2(t)} denote the orthonormalized set found above. Find the best 2-norm approximant g(t)=c0φ0(t)+c1φ1(t)+c2φ2(t) of f(t)=sin(πt/2) on the interval [-1,1].

  7. As above, find the best 2-norm approximant of f(t)=cos(πt/2) on the interval [-1,1].

  8. Find the best approximant g(t)=λt of f(t)=sint on the interval [0,π/2] in the -norm.

2Track 2

  1. In the limit x1x0 the divided difference

    f[x0,x1]=[y1,y0]=y1-y0x1-x0,yi=f(xi),i=0,1,

    has limit f[x0,x1]f'(x0). Write and establish the validity of the finite difference form of the product rule (fg)'=f'g+fg'.

  2. Repeat the above for second order finite differences and (fg)''=f''g+2f'g'+fg''.

  3. A natural cubic spline has zero curvature at the end points. Prove that of all cubic spline interpolations of data 𝒟={(xi,yi=f(xi)),i=0,1,,n}, the natural spline S(t) curvature two-norm is bounded by the function curvature two-norm

    x0xn[S''(t)]2dtx0xn[f''(t)]2dt.
  4. Find a,b,c,d such that

    |e(1)|=|e(0)||cosh1-a-b|=|1-a|
    S(x)={ 1-2x x(-,-3] a+bx+cx2+dx3 x[-3,4] 157-32x x[4,) .,

    is a natural spline on the [-3,4] interval.

  5. Present an analysis of the conditioning of quadratic spline interpolation.

  6. Apply the Gram-Schmidt algorithm to orthonormalize the function set {1,t,t2} with respect to the scalar product

    (f,g)=-1+1f(t)g(t)1-t2dt.

  7. Find the best approximant g(t)=a+bt of f(t)=sint on the interval [0,π/2] in the 2-norm and the -norm.

  8. Prove that best inf-norm approximant of f:[-1,1], f(t)=cosh(t) by a quadratic polynomial has form p2(t)=a+bt2, with b=cosh1-1. Compute a.