B. Mulansky et Jw. Schmidt, Composition based staircase algorithm and constrained interpolation with boundary conditions, NUMER MATH, 85(3), 2000, pp. 387-408
Weakly coupled systems of inequalities arise frequently in the consideratio
n of so-called direct methods for shape preserving interpolation. In this p
aper, a composition based staircase algorithm for bidiagonal systems subjec
t to boundary conditions is developed. Using the compositions of the corres
ponding relations instead of their projections, we are able to derive a nec
essary and sufficient solvability criterion. Further, all solutions of the
system can be constructed in a backward pass. To illustrate the general app
roach, we consider in detail the problem of convex interpolation by cubic C
-1 splines. For this problem, an algorithm of the complexity O(n) in the nu
mber n of data points is obtained.