In
mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, Birkhoff interpolation is an extension of
polynomial interpolation
In numerical analysis, polynomial interpolation is the interpolation of a given data set by the polynomial of lowest possible degree that passes through the points of the dataset.
Given a set of data points (x_0,y_0), \ldots, (x_n,y_n), with no ...
. It refers to the problem of finding a polynomial ''p'' of degree ''d'' such that certain
derivative
In mathematics, the derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value). Derivatives are a fundamental tool of calculus. F ...
s have specified values at specified points:
:
where the data points
and the nonnegative integers
are given. It differs from
Hermite interpolation
In numerical analysis, Hermite interpolation, named after Charles Hermite, is a method of polynomial interpolation, which generalizes Lagrange interpolation. Lagrange interpolation allows computing a polynomial of degree less than that takes the s ...
in that it is possible to specify derivatives of ''p'' at some points without specifying the lower derivatives or the polynomial itself. The name refers to
George David Birkhoff
George David Birkhoff (March 21, 1884 – November 12, 1944) was an American mathematician best known for what is now called the ergodic theorem. Birkhoff was one of the most important leaders in American mathematics in his generation, and during ...
, who first studied the problem.
Existence and uniqueness of solutions
In contrast to
Lagrange interpolation
In numerical analysis, the Lagrange interpolating polynomial is the unique polynomial of lowest degree that interpolates a given set of data.
Given a data set of coordinate pairs (x_j, y_j) with 0 \leq j \leq k, the x_j are called ''nodes'' an ...
and
Hermite interpolation
In numerical analysis, Hermite interpolation, named after Charles Hermite, is a method of polynomial interpolation, which generalizes Lagrange interpolation. Lagrange interpolation allows computing a polynomial of degree less than that takes the s ...
, a Birkhoff interpolation problem does not always have a unique solution. For instance, there is no quadratic polynomial
such that
and
. On the other hand, the Birkhoff interpolation problem where the values of
,
and
are given always has a unique solution.
An important problem in the theory of Birkhoff interpolation is to classify those problems that have a unique solution.
Schoenberg formulates the problem as follows. Let ''d'' denote the number of conditions (as above) and let ''k'' be the number of interpolation points. Given a ''d''-by-''k'' matrix ''E'', all of whose entries are either 0 or 1, such that exactly ''d'' entries are 1, then the corresponding problem is to determine ''p'' such that
:
The matrix ''E'' is called the incidence matrix. For example, the incidence matrices for the interpolation problems mentioned in the previous paragraph are:
:
Now the question is: does a Birkhoff interpolation problem with a given incidence matrix have a unique solution for any choice of the interpolation points?
The case with ''k'' = 2 interpolation points was tackled by
George Pólya
George Pólya (; hu, Pólya György, ; December 13, 1887 – September 7, 1985) was a Hungarian mathematician. He was a professor of mathematics from 1914 to 1940 at ETH Zürich and from 1940 to 1953 at Stanford University. He made fundamental ...
.
Let ''S
m'' denote the sum of the entries in the first ''m'' columns of the incidence matrix:
:
Then the Birkhoff interpolation problem with ''k'' = 2 has a unique solution if and only if ''S
m'' ≥ ''m'' for all ''m''. Schoenberg showed that this is a necessary condition for all values of ''k''.
References
Interpolation