Mathematics of Computation

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ISSN 1088-6842(e) ISSN 0025-5718(p)

On the convergence rates of Legendre approximation

Authors: Haiyong Wang and Shuhuang Xiang
Journal: Math. Comp. 81 (2012), 861-877
MSC (2010): Primary 65D05, 65D99, 41A25
Posted: October 18, 2011
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Abstract: The problem of the rate of convergence of Legendre approximation is considered. We first establish the decay rates of the coefficients in the Legendre series expansion and then derive error bounds of the truncated Legendre series in the uniform norm. In addition, we consider Legendre approximation with interpolation. In particular, we are interested in the barycentric Lagrange formula at the Gauss-Legendre points. Explicit barycentric weights, in terms of Gauss-Legendre points and corresponding quadrature weights, are presented that allow a fast evaluation of the Legendre interpolation formula. Error estimates for Legendre interpolation polynomials are also given.

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