Algorithms

Univariate polynomial evaluation

  • The evaluation of 1-D polynomials uses Horner’s algorithm.
  • The evaluation of 1-D Chebyshev and Legendre polynomials uses Clenshaw’s algorithm.

Multivariate polynomial evaluation

  • Multivariate Polynomials are evaluated following the algorithm in [1] . The algorithm uses the following notation:

    • multiindex is a tuple of non-negative integers for which the length is defined in the following way:

      \[\alpha = (\alpha1, \alpha2, \alpha3), |\alpha| = \alpha1+\alpha2+\alpha3\]
    • inverse lexical order is the ordering of monomials in such a way that \({x^a < x^b}\) if and only if there exists \({1 \le i \le n}\) such that \({a_n = b_n, \dots, a_{i+1} = b_{i+1}, a_i < b_i}\).

      In this ordering \(y^2 > x^2*y\) and \(x*y > y\)

    • Multivariate Horner scheme uses d+1 variables \(r_0, ...,r_d\) to store intermediate results, where d denotes the number of variables.

      Algorithm:

      1. Set di to the max number of variables (2 for a 2-D polynomials).
      2. Set \(r_0\) to \(c_{\alpha(0)}\), where c is a list of coefficients for each multiindex in inverse lexical order.
      3. For each monomial, n, in the polynomial:
        • determine \(k = max \{1 \leq j \leq di: \alpha(n)_j \neq \alpha(n-1)_j\}\)
        • Set \(r_k := l_k(x)* (r_0 + r_1 + \dots + r_k)\)
        • Set \(r_0 = c_{\alpha(n)}, r_1 = \dots r_{k-1} = 0.\)
      4. return \(r_0 + \dots + r_{di}\)
  • The evaluation of multivariate Chebyshev and Legendre polynomials uses a variation of the above Horner’s scheme, in which every Legendre or Chebyshev function is considered a separate variable. In this case the length of the \(\alpha\) indices tuple is equal to the number of functions in x plus the number of functions in y. In addition the Chebyshev and Legendre functions are cached for efficiency.

[1]
    1. Pena, Thomas Sauer, “On the Multivariate Horner Scheme”, SIAM Journal on Numerical Analysis, Vol 37, No. 4