Algorithms¶
Univariate polynomial evaluation¶
- The evaluation of 1-D polynomials uses Horner’s algorithm.
- The evaluation of 1-D Chebyshev and Legendre polynomials uses Clenshaw’s algorithm.
Multivariate polynomial evaluation¶
Multivariate Polynomials are evaluated following the algorithm in [1] . The algorithm uses the following notation:
multiindex is a tuple of non-negative integers for which the length is defined in the following way:
\alpha = (\alpha1, \alpha2, \alpha3), |\alpha| = \alpha1+\alpha2+\alpha3
inverse lexical order is the ordering of monomials in such a way that {x^a < x^b} if and only if there exists {1 \le i \le n} such that {a_n = b_n, \dots, a_{i+1} = b_{i+1}, a_i < b_i}.
In this ordering y^2 > x^2*y and x*y > y
Multivariate Horner scheme uses d+1 variables r_0, ...,r_d to store intermediate results, where d denotes the number of variables.
Algorithm:
- Set di to the max number of variables (2 for a 2-D polynomials).
- Set r_0 to c_{\alpha(0)}, where c is a list of coefficients for each multiindex in inverse lexical order.
- For each monomial, n, in the polynomial:
- determine k = max \{1 \leq j \leq di: \alpha(n)_j \neq \alpha(n-1)_j\}
- Set r_k := l_k(x)* (r_0 + r_1 + \dots + r_k)
- Set r_0 = c_{\alpha(n)}, r_1 = \dots r_{k-1} = 0.
- return r_0 + \dots + r_{di}
The evaluation of multivariate Chebyshev and Legendre polynomials uses a variation of the above Horner’s scheme, in which every Legendre or Chebyshev function is considered a separate variable. In this case the length of the \alpha indices tuple is equal to the number of functions in x plus the number of functions in y. In addition the Chebyshev and Legendre functions are cached for efficiency.
[1] |
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