Clenshaw algorithm in the interpolation problem by the Chebyshev collocation method

Abstract

The article describes a method for calculating interpolation coefficients of expansion using Chebyshev polynomials. The method is valid when the desired function is bounded and has a finite number of maxima and minima in a finite domain of interpolation. The essence of the method is that the interpolated desired function can be represented as an expansion in Chebyshev polynomials; then the expansion coefficients are determined using the collocation method by reducing the problem to solving a well-conditioned system of linear algebraic equations for the required coefficients. Using the well-known useful properties of Chebyshev polynomials can significantly simplify the solution of the problem of function interpolation. A technique using the Clenshaw algorithm for summing the series and determining the expansion coefficients of the interpolated function, based on the discrete orthogonality of Chebyshev polynomials of the 1st kind, is outlined.

Keywords

• interpolation of functions by the chebyshev collocation method
• clenshaw algorithm for accelerating calculations