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Fast Leja points. (English) Zbl 0912.65004
Leja points are used in polynomial interpolation, approximation, and eigenvalue computation. The computation of Leja points requires the maximization of a sequence of products over a compact set, and there computations can be quite cumbersome when the number of Leja points generated is large. The authors introduce a new set of points, referred to as “fast Leja points”, which are simpler and faster to compute than Leja points. Several numerical examples are given.

MSC:
65D05 Numerical interpolation
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