Hermite Interpolation on the Unit Circle Considering up to the Second Derivative

Abstract

The paper is devoted to study the Hermite interpolation problem on the unit circle. The interpolation conditions prefix the values of the polynomial and its first two derivatives at the nodal points and the nodal system is constituted by complex numbers equally spaced on the unit circle. We solve the problem in the space of Laurent polynomials by giving two different expressions for the interpolation polynomial. The first one is given in terms of the natural basis of Laurent polynomials and the remarkable fact is that the coefficients can be computed in an easy and efficient way by means of the Fast Fourier Transform (FFT). The second expression is a barycentric formula, which is very suitable for computational purposes.