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Johndcook

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Interpolation instability

  • Interpolating at more points does not always give a more accurate approximation, as demonstrated by the famous example by Runge.
  • Runge's example shows that interpolating 1/(1 + x²) over the interval [-5, 5] with more interpolation points can actually increase the maximum interpolation error.
  • Factors that contribute to Runge's example include evenly spaced interpolation nodes and singularities in the complex plane too close to the domain.
  • Using Chebyshev nodes and interpolating analytic functions around the unit interval can mitigate the issues of interpolation instability.

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