The approximation power of moving least-squares

Abstract

A general method for near-best approximations to functionals on R d \mathbb {R}^d , using scattered-data information is discussed. The method is actually the moving least-squares method, presented by the Backus-Gilbert approach. It is shown that the method works very well for interpolation, smoothing and derivatives’ approximations. For the interpolation problem this approach gives Mclain’s method. The method is near-best in the sense that the local error is bounded in terms of the error of a local best polynomial approximation. The interpolation approximation in R d \mathbb {R}^d is shown to be a C ∞ C^\infty function, and an approximation order result is proven for quasi-uniform sets of data points.