今天学到了一个新的名词,Runge现象。1901年,Carl David Tolmé Runge意外地发现,用差值插值多项式逼近函数f(x)=1/(1+25x^2)时出现了一些反常的现象。如图,灰色的粗线就是Runge函数在[-1,1]上的图象。蓝色虚线是过[-1,1]上的6个等距点所得到的5次多项式,红色虚线是过[-1,1]上的10个等距点所得到的9次多项式。可以看到,当次数变高时,插值多项式反而变得更不准确。
事实上,当次数n趋于无穷时,该区间上的最大误差值也将趋于无穷大!
第一次听过这种现象。。。
不过看起来,好像有点难懂。。
膜拜LS小广告。。
刚刚交了这个的作业
用cos(2pi i/n)作为插值点的话逼近效果不错
interpolation叫插值不叫差值吧。。
这个就是信号里对模拟信号采样成数字信号时出现的问题。那个误差很小的地方似乎是叫主瓣,很大的地方叫副瓣。主瓣的误差越小,副瓣的误差越大。不过具体细节记不清了,大学学的,多年没用过的知识了……
汗,只知道泰勒展开。。
matrix67大大,为什么会有这种现象?
为什么啊?
感觉应该是过拟合了…
还有gibbs现象,也是类似问题 http://en.wikipedia.org/wiki/Gibbs_phenomenon
上学期数值分析的作业就是这个……感觉多项式本身的弯曲特性,为了适应某些点会导致其他点误差增大,这个变化是整体的。打碎成样条插值就不会了。
就是加窗之后旁瓣泄露啊
So queer……
貌似有中文翻译为龙格现象
http://zh.wikipedia.org/wiki/%E9%BE%99%E6%A0%BC%E7%8E%B0%E8%B1%A1
的确,误差在插值计算中可能被扩散或方法,在大范围使用高次代数插值不适宜的,一般来说,Runge现象是由函数的高阶导数无界导致的,要提高差值函数的逼近效果,可以采取分段低次插值和分段光滑插值
看来不能迷信多项展开式
考虑信息论。。
应该就好理解了?
比如朴素的科学理论的公理和假设比非常复杂的宗教准确的多
哇哈哈~我们在第一次学用matlab的时候就学习了这个东西了~~只是讲的不是很深。。也没有给出证明。。。
试过.
这个就是信号里对模拟信号采样成数字信号时出现的问题。那个误差很小的地方似乎是叫主瓣,很大的地方叫副瓣。主瓣的误差越小,副瓣的误差越大。不过具体细节记不清了,大学学的,多年没用过的知识了……
=-=-=-=-=-=-=-=
完全两回事,矩形窗的Fourier Trans是sinc,由此造成的旁瓣,完全是个超越函数
解决Runge现象->分段spline
这个不是大一的数分教材里就有么
同意24L,应该不是窗的问题(嘛我也没系统学过),是等距采样的结果,而且也和Fourier没什么关系吧。还是spline和Bernstein多项式好
在某一段拟合得越来越像 不在这一段上时就不像了
其实是因为Runge方程的特点吧,这样还要取equal-space的点的话会使得两边的拟合出现非常大的误差。。。有两个方法,一个方法就是不用多项式插值,或者改变选点的方法,最有名的是取Chebyshev点
没学过!
求InterpolatingPolynomial程序源码
在大范围使用高次代数插值不适宜的
用Chebyshev节点插值可以降低此现象。Chebyshev节点是第一类Chebyshev多项式的根
Runge现象的根本原因普遍被认为是它在复平面的singularities点所导致的。可是具体为什么复平面的起点会影响插值的converge呢?有人知道吗?。。。
什么鬼。。。现在2015年我竟然头次听说
不懂,呜呜······
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