Exact finite-grid high-frequency Jacobi smoothing optimum
ID: exact-finite-grid-high-frequency-jacobi-smoothing-optimum
For the one-dimensional Dirichlet second-difference grid, high sine modes have eigenvalues , with and . Let and be the smallest and largest of these . Convexity gives attenuation . Balancing its endpoint values with opposite signs gives the displayed exact minimax choice. For odd , ; for even , , and always . Only in the large-grid or uniform-in-grid limit do these become , .
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