A practical error formula for multivariate rational interpolation and approximation

DOI10.1007/s11075-010-9380-2zbMath1203.41007OpenAlexW2154485573MaRDI QIDQ1960247

Xianglan Yang, Annie A. M. Cuyt

Publication date: 13 October 2010

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-010-9380-2

zbMATH Keywords

interpolation errordivided differencesfinite difference functionsNewton fundamental polynomials

Mathematics Subject Classification ID

Approximation by rational functions (41A20) Moment problems and interpolation problems in the complex plane (30E05) Real rational functions (26C15)

Related Items (3)

Practical algorithms for multivariate rational approximation ⋮ The Neville-like form of the Fitzpatrick algorithm for rational interpolation ⋮ Scale of mean value multivariate Pade interpolations

Cites Work

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• Computational aspects of multivariate polynomial interpolation
• Polynomial interpolation in several variables
• Approximate inversion of the Black-Scholes formula using rational functions
• Rational approximation of vertical segments
• On Multivariate Lagrange Interpolation
• Large-Scale Scientific Computing
• An Introduction to Financial Option Valuation

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