Per-Gunnar Martinsson & Vladimir Rokhlin & Mark Tygert
Vol. 1 (2006), 133-142
Abstract
We observe that, under very mild conditions,
an n-dimensional space of functions
(with a finite n) admits
numerically stable n-point
interpolation and integration formulae. The proof relies entirely
on linear algebra, and is virtually independent of the domain and
of the functions to be interpolated.