This paper studies a generalization of polynomial interpolation: given
a continuous function over a rather general manifold, hyperinterpolat
ion is a linear approximation that makes use of values off on a well c
hosen finite set. The approximation is a discrete least-squares approx
imation constructed with the aid of a high-order quadrature rule: the
role of the quadrature rule is to approximate the Fourier coefficients
off with respect to an orthonormal basis of the space of polynomials
of degree less than or equal to n. The principal result is a generaliz
ation of the result of Erdos and Turan for classical interpolation at
the zeros of orthogonal polynomials: for a rule of suitably high order
(namely 2n or greater), the L(2) error of the approximation is shown
to be within a constant factor of the error of best uniform approximat
ion by polynomials of degree less than or equal to n. The L(2) error t
herefore converges to zero as the degree of the approximating polynomi
al approaches co. An example discussed in detail is the approximation
of continuous functions on the sphere in R(s) by spherical polynomials
. In this case the number of quadrature points must exceed the number
of degrees of freedom if n > 2 and s greater than or equal to 3. In su
ch a situation the classical interpolation property cannot hold, where
as satisfactory hyperinterpolation approximations do exist. (C) 1995 A
cademic Press, Inc.