Runge现象:多项式插值不见得次数越高越准确

    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!

41 条评论

  • www.3158.cn

    第一次听过这种现象。。。

  • 3158.cn

    不过看起来,好像有点难懂。。

  • xxwzy

    膜拜LS小广告。。

  • 3WATER

    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

  • chys

    interpolation叫插值不叫差值吧。。

  • Googol

    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……

  • Магсн

    汗,只知道泰勒展开。。

  • Магсн

    matrix67大大,为什么会有这种现象?

  • wuzhengkai

    为什么啊?

  • picture

    感觉应该是过拟合了…

  • tigertooth4

    还有gibbs现象,也是类似问题 http://en.wikipedia.org/wiki/Gibbs_phenomenon

  • cykerway

    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。

  • 老杨

    就是加窗之后旁瓣泄露啊

  • fdsafasdfg

    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

  • biohu

    看来不能迷信多项展开式

  • yh

    考虑信息论。。
    应该就好理解了?

  • yh

    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

  • 白左

    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。。。

  • NirViaje

    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

  • imstupid

    这个不是大一的数分教材里就有么

  • pchu

    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

  • 仙雾

    在某一段拟合得越来越像 不在这一段上时就不像了

  • 两仪

    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

  • titanlizard

    求InterpolatingPolynomial程序源码

  • cervelo

    在大范围使用高次代数插值不适宜的

  • geelaw

    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

  • elfsummer

    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?。。。

  • 一中 宠

    什么鬼。。。现在2015年我竟然头次听说

  • Angel學習記

    不懂,呜呜······

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