BIT, 30 (1990), pp. 268-288.

Ömer Egecioglu, Stratis Gallopoulos, and Cetin K. Koc

A Parallel Method for Fast and Practical High-Order Newton Interpolation

Abstract. We present fast and practical parallel algorithms for the computation and evaluation of interpolating polynomials. The algorithms make use of fast parallel prefix techniques for the calculation of divided differences in the Newton representation of the interpolating polynomial. For N+1 given input pairs the proposed interpolation algorithm requires only $2\lceil \log (N+1) \rceil +2$ parallel arithmetic steps and circuit size $O(N^2)$, reducing the best known circuit size for parallel interpolation by a factor of $\log N$. The algorithm for the computation of the divided differences is shown to be numerically stable and does not require equidistant points, precomputation, or the fast Fourier transform. We report on numerical experiments comparing this with other serial and parallel algorithms. The experiments indicate that the method can be very useful for very high-order interpolation, which is made possible for special sets of interpolation nodes.

omer@cs.ucsb.edu