Trigonometric Interpolation
In the
mathematical
subfield of
numerical analysis
,
trigonometric interpolation
is a special form of
interpolation
on the
unit circle
in the
complex plane
using
trigonometric polynomials
.
Complex trigonometric interpolation
Given
N
real numbers
of the form
x_n = \frac{2 \pi n}{N} \mbox{ , } n = 0,\ldots,N-1
and
N
complex numbers
y
n
with
n
= 0,...,
N
-1 we are trying to find a
function
f
with
f(x_n) = y_n
.
Due to the
Stone-Weierstrass theorem
this function exists and is unique. It is called
complex trigonometric polynomial
of degree
N
-1 and has the form
T_{N-1}(x) = \sum_{n=0}^{N-1} a_n e^{\mathrm{i}nx}
with
a_n = \frac{1}{N} \sum_{m=0}^{N-1} y_n \omega_{N}^{-mn} \mbox{ , } m = 0,\ldots,N-1
where
\omega_N^{i}
is the
i
-th
N
-root of unity
.
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