interpolation_error_bound_cons: Bound on the interpolation error for a constant phi"'

interpolation_error_bound_consR Documentation

Bound on the interpolation error for a constant phi”'

Description

Give an absolute bound on the error of the interpolation and its derivative, given the supremum of the third derivative of the interpolated function.

Usage

interpolation_value_error_bound_cons(x, xk, norm_deriv3)

Arguments

x

A vector of points at which to estimate the error.

xk

The position of the interpolation points.

norm_deriv3

The infinite norm of the third derivative of the interpolated function.

Value

The bound for each value of x.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty


thomasblanchet/gpinter documentation built on Nov. 29, 2022, 4:32 a.m.