Dr. Nirav Vyas Numerical Method 4 PDF

Numerical Methods - Interpolation
Unequal Intervals
Dr. N. B. Vyas
Department of Mathematics,
Atmiya Institute of Tech. and Science, Rajkot (Guj.)
niravbvyas@gmail.com
Dr. N. B. Vyas
Numerical Methods - Interpolation Unequal Intervals
Interpolation
To find the value of y for an x between different x - values
x0 , x1 , . . . , xn is called problem of interpolation.
Dr. N. B. Vyas
Interpolation
To find the value of y for an x which falls outside the range of x
(x < x0 or x > xn ) is called the problem of extrapolation.
Dr. N. B. Vyas
Interpolation
Theorem by Weierstrass in 1885, Every continuous
function in an interval (a,b) can be represented in that
interval to any desired accuracy by a polynomial.
Dr. N. B. Vyas
Interpolation
Let us assign polynomial Pn of degree n (or less) that assumes
the given data values
Dr. N. B. Vyas
Interpolation
Pn (x0 ) = y0 , Pn (x1 ) = y1 , . . ., Pn (xn ) = yn
Dr. N. B. Vyas
Interpolation
Pn (x0 ) = y0 , Pn (x1 ) = y1 , . . ., Pn (xn ) = yn
This polynomial Pn is called interpolation polynomial.
Dr. N. B. Vyas
Interpolation
Pn (x0 ) = y0 , Pn (x1 ) = y1 , . . ., Pn (xn ) = yn
This polynomial Pn is called interpolation polynomial.
x0 , x1 , . . . , xn is called the nodes ( tabular points, pivotal
points or arguments).
Dr. N. B. Vyas
Interpolation with unequal intervals
Lagranges interpolation formula with unequal intervals:

Let y = f (x) be continuous and differentiable in the interval
(a, b).
Dr. N. B. Vyas

(a, b).
Given the set of n + 1 values (x0 , y0 ), (x1 , y1 ), . . . , (xn , yn ) of x
and y, where the values of x need not necessarily be equally
spaced.
Dr. N. B. Vyas

(a, b).
spaced.
It is required to find Pn (x), a polynomial of degree n such that y
and Pn (x) agree at the tabulated points.
Dr. N. B. Vyas

(a, b).
spaced.
It is required to find Pn (x), a polynomial of degree n such that y
and Pn (x) agree at the tabulated points.
Dr. N. B. Vyas
Lagranges Interpolation
This polynomial is given by the following formula:
Dr. N. B. Vyas

(x x1 )(x x2 ) . . . (x xn )
y = f (x) Pn (x) =
y0
(x0 x1 )(x0 x2 ) . . . (x0 xn )
Dr. N. B. Vyas

(x x1 )(x x2 ) . . . (x xn )
y = f (x) Pn (x) =
y0
(x0 x1 )(x0 x2 ) . . . (x0 xn )
(x x0 )(x x2 ) . . . (x xn )
y1 + . . .
+
(x1 x0 )(x1 x2 ) . . . (x1 xn )
Dr. N. B. Vyas

(x x1 )(x x2 ) . . . (x xn )
y = f (x) Pn (x) =
y0
(x0 x1 )(x0 x2 ) . . . (x0 xn )
(x x0 )(x x2 ) . . . (x xn )
y1 + . . .
+
(x1 x0 )(x1 x2 ) . . . (x1 xn )
(x x0 )(x x1 ) . . . (x xn1 )
+
yn
(xn x0 )(xn x1 ) . . . (xn xn1 )
Dr. N. B. Vyas

(x x1 )(x x2 ) . . . (x xn )
y = f (x) Pn (x) =
y0
(x0 x1 )(x0 x2 ) . . . (x0 xn )
(x x0 )(x x2 ) . . . (x xn )
y1 + . . .
+
(x1 x0 )(x1 x2 ) . . . (x1 xn )
(x x0 )(x x1 ) . . . (x xn1 )
+
yn
(xn x0 )(xn x1 ) . . . (xn xn1 )
NOTE:
The above formula can be used irrespective of whether the values
x0 , x1 , . . . , xn are equally spaced or not.
Dr. N. B. Vyas
Lagranges Inverse Interpolation

In the Lagranges interpolation formula y is treated as dependent
variable and expressed as function of independent variable x.
Dr. N. B. Vyas

Instead if x is treated as dependent variable and expressed as the
function of independent variable y, then Lagranges interpolation
formula becomes
Dr. N. B. Vyas

formula becomes
(y y1 )(y y2 ) . . . (y yn )
x = g(y) Pn (y) =
x0
(y0 y1 )(y0 y2 ) . . . (y0 yn )
Dr. N. B. Vyas

formula becomes
(y y1 )(y y2 ) . . . (y yn )
x = g(y) Pn (y) =
x0
(y0 y1 )(y0 y2 ) . . . (y0 yn )
(y y0 )(y y2 ) . . . (y yn )
+
x1 + . . .
(y1 y0 )(y1 y2 ) . . . (y1 yn )
Dr. N. B. Vyas

formula becomes
(y y1 )(y y2 ) . . . (y yn )
x = g(y) Pn (y) =
x0
(y0 y1 )(y0 y2 ) . . . (y0 yn )
(y y0 )(y y2 ) . . . (y yn )
+
x1 + . . .
(y1 y0 )(y1 y2 ) . . . (y1 yn )
(y y0 )(y y1 ) . . . (y yn1 )
+
xn
(yn y0 )(yn y1 ) . . . (yn yn1 )
Dr. N. B. Vyas

formula becomes
(y y1 )(y y2 ) . . . (y yn )
x = g(y) Pn (y) =
x0
(y0 y1 )(y0 y2 ) . . . (y0 yn )
(y y0 )(y y2 ) . . . (y yn )
+
x1 + . . .
(y1 y0 )(y1 y2 ) . . . (y1 yn )
(y y0 )(y y1 ) . . . (y yn1 )
+
xn
(yn y0 )(yn y1 ) . . . (yn yn1 )
This relation is referred as Lagranges inverse interpolation
formula.
Dr. N. B. Vyas
Example
Ex. Given the table of values:

x
y= x
Evaluate
150
12.247
152
12.329
154
12.410
156
12.490
155 using Lagranges interpolation formula.
Dr. N. B. Vyas
Example
Sol.: Here x0 = 150, x1 = 152, x2 = 154 and x3 = 156
Dr. N. B. Vyas
Example
Sol.: Here x0 = 150, x1 = 152, x2 = 154 and x3 = 156
y0 = 12.247, y1 = 12.329, y2 = 12.410 and y3 = 12.490
Dr. N. B. Vyas
Example
Sol.: Here x0 = 150, x1 = 152, x2 = 154 and x3 = 156
y0 = 12.247, y1 = 12.329, y2 = 12.410 and y3 = 12.490
By Lagranges interpolation formula,
Dr. N. B. Vyas
Example
Sol.: Here x0 = 150, x1 = 152, x2 = 154 and x3 = 156
y0 = 12.247, y1 = 12.329, y2 = 12.410 and y3 = 12.490
f (x) Pn (x) =
(x x1 )(x x2 )(x x3 )
y0
(x0 x1 )(x0 x2 )(x0 x3 )
Dr. N. B. Vyas
Example
Sol.: Here x0 = 150, x1 = 152, x2 = 154 and x3 = 156
y0 = 12.247, y1 = 12.329, y2 = 12.410 and y3 = 12.490
(x x1 )(x x2 )(x x3 )
y0
(x0 x1 )(x0 x2 )(x0 x3 )
(x x0 )(x x2 )(x x3 )
+
y1
(x1 x0 )(x1 x2 )(x1 x3 )
f (x) Pn (x) =
Dr. N. B. Vyas
Example
Sol.: Here x0 = 150, x1 = 152, x2 = 154 and x3 = 156
y0 = 12.247, y1 = 12.329, y2 = 12.410 and y3 = 12.490
(x x1 )(x x2 )(x x3 )
y0
(x0 x1 )(x0 x2 )(x0 x3 )
(x x0 )(x x2 )(x x3 )
+
y1
(x1 x0 )(x1 x2 )(x1 x3 )
(x x0 )(x x1 )(x x3 )
y2
+
(x2 x0 )(x2 x1 )(x2 x3 )
f (x) Pn (x) =
Dr. N. B. Vyas
Example
Sol.: Here x0 = 150, x1 = 152, x2 = 154 and x3 = 156
y0 = 12.247, y1 = 12.329, y2 = 12.410 and y3 = 12.490
(x x1 )(x x2 )(x x3 )
y0
(x0 x1 )(x0 x2 )(x0 x3 )
(x x0 )(x x2 )(x x3 )
+
y1
(x1 x0 )(x1 x2 )(x1 x3 )
(x x0 )(x x1 )(x x3 )
y2
+
(x2 x0 )(x2 x1 )(x2 x3 )
(x x0 )(x x1 )(x x2 )
y3
+
(x3 x0 )(x3 x1 )(x3 x2 )
f (x) Pn (x) =
Dr. N. B. Vyas
Example
Sol.: Here x0 = 150, x1 = 152, x2 = 154 and x3 = 156
y0 = 12.247, y1 = 12.329, y2 = 12.410 and y3 = 12.490
(x x1 )(x x2 )(x x3 )
y0
(x0 x1 )(x0 x2 )(x0 x3 )
(x x0 )(x x2 )(x x3 )
+
y1
(x1 x0 )(x1 x2 )(x1 x3 )
(x x0 )(x x1 )(x x3 )
y2
+
(x2 x0 )(x2 x1 )(x2 x3 )
(x x0 )(x x1 )(x x2 )
y3
+
(x3 x0 )(x3 x1 )(x3 x2 )
f (x) Pn (x) =
for x = 155
f (155) =
Dr. N. B. Vyas
Example
Ex. Compute f (0.4) for the table below by the Lagranges

interpolation:
x
f (x)
0.3
0.61
Dr. N. B. Vyas
0.5
0.69
0.6
0.72
Example
Ex. Using Lagranges formula, find the form of f (x) for the following
data:
x
f (x)
0
2
Dr. N. B. Vyas
1
3
2
12
5
147
Example
Ex. Using Lagranges formula, find x for y = 7 for the following data:
x
y
1
4
Dr. N. B. Vyas
3
12
4
19
Example
Ex. Using Lagranges formula, express the function

3x2 + x + 1
(x 1)(x 2)(x 3)
Dr. N. B. Vyas
Example
Sol.: Let us evaluate y = 3x2 + x + 1 for x = 1, x = 2 and x = 3
Dr. N. B. Vyas
Example
These values are x0 = 1, x1 = 2 and x2 = 3 and
Dr. N. B. Vyas
Example
y0 = 5,
Dr. N. B. Vyas
Example
y0 = 5, y1 = 15 and y2 = 31
Dr. N. B. Vyas
Example
y0 = 5, y1 = 15 and y2 = 31
y=
(x x1 )(x x2 )
(x x0 )(x x2 )
y0 +
y1
(x0 x1 )(x0 x2 )
(x1 x0 )(x1 x2 )
Dr. N. B. Vyas
Example
y0 = 5, y1 = 15 and y2 = 31
(x x1 )(x x2 )
(x x0 )(x x2 )
y0 +
y1
(x0 x1 )(x0 x2 )
(x1 x0 )(x1 x2 )
(x x0 )(x x1 )
+
y2
(x2 x0 )(x2 x1 )
y=
Dr. N. B. Vyas
Example
y0 = 5, y1 = 15 and y2 = 31
(x x1 )(x x2 )
(x x0 )(x x2 )
y0 +
y1
(x0 x1 )(x0 x2 )
(x1 x0 )(x1 x2 )
(x x0 )(x x1 )
+
y2
(x2 x0 )(x2 x1 )
substituting above values, we get
y=
y = 2.5(x 2)(x 3) 15(x 1)(x 3) + 15.5(x 1)(x 2)
Dr. N. B. Vyas
Example
y0 = 5, y1 = 15 and y2 = 31
(x x1 )(x x2 )
(x x0 )(x x2 )
y0 +
y1
(x0 x1 )(x0 x2 )
(x1 x0 )(x1 x2 )
(x x0 )(x x1 )
+
y2
(x2 x0 )(x2 x1 )
substituting above values, we get
y=
y = 2.5(x 2)(x 3) 15(x 1)(x 3) + 15.5(x 1)(x 2)
Dr. N. B. Vyas
Example
Thus
3x2 + x + 1
(x 1)(x 2)(x 3)
Dr. N. B. Vyas
Example
Thus
3x2 + x + 1
(x 1)(x 2)(x 3)
=
2.5(x 2)(x 3) 15(x 1)(x 3) + 15.5(x 1)(x 2)

(x 1)(x 2)(x 3)
2.5
15
15.5
+
(x 1) (x 2)
(x 3)
Dr. N. B. Vyas
Error in Interpolation
Error in Interpolation:
We assume that f (x) has continuous derivatives of order upto
n + 1 for all x (a, b). Since, f (x) is approximated by Pn (x), the
results contains errors. We define the error of interpolation or
truncation error as
Dr. N. B. Vyas
truncation error as
(x x0 )(x x1 ) . . . (x xn ) (n+1)
E(f, x) = f (x) Pn (x) =
f
()
(n + 1)!
where min(x0 , x1 , . . . , xn , x) < < min(x0 , x1 , . . . , xn , x)
Dr. N. B. Vyas
truncation error as
(x x0 )(x x1 ) . . . (x xn ) (n+1)
E(f, x) = f (x) Pn (x) =
f
()
(n + 1)!
since, is an unknown, it is difficult to find the value of error.
However, we can find a bound of the error. The bound of the
error is obtained as
Dr. N. B. Vyas
truncation error as
(x x0 )(x x1 ) . . . (x xn ) (n+1)
E(f, x) = f (x) Pn (x) =
f
()
(n + 1)!
since, is an unknown, it is difficult to find the value of error.
However, we can find a bound of the error. The bound of the
error is obtained as
|(x x0 )(x x1 ) . . . (x xn )|
|E(f, x)|
max |f (n+1) ()|
ab
(n + 1)!
Dr. N. B. Vyas
Example
Ex. Using the data sin(0.1) = 0.09983 and sin(0.2) = 0.19867, find
an approximate value of sin(0.15) by Lagrange interpolation.
Obtain a bound on the error at x = 0.15.
Dr. N. B. Vyas
Disadvantages:
In practice, we often do not know the degree of the interpolation
polynomial that will give the required accuracy, so we should be
prepared to increase the degree if necessary.
Dr. N. B. Vyas
Disadvantages:
To increase the degree the addition of another interpolation point
leads to re-computation.
i.e. no previous work is useful.
Dr. N. B. Vyas
Disadvantages:
E.g: In calculating Pk (x), no obvious advantage can be taken of
the fact that one already has calculated Pk1 (x).
Dr. N. B. Vyas
Disadvantages:
E.g: In calculating Pk (x), no obvious advantage can be taken of
the fact that one already has calculated Pk1 (x).
That means we need to calculate entirely new polynomial.
Dr. N. B. Vyas
Divided Difference
Let f (x0 ), f (x1 ), . . . , f (xn ) be the values of a function f

corresponding to the arguments x0 , x1 , . . . , xn where the intervals
x1 x0 , x2 x1 , . . . , xn xn1 are not necessarily equally spaced.
Dr. N. B. Vyas
Divided Difference

Then the first divided difference of f for the arguments
x0 , x1 , . . . , xn are defined by ,
Dr. N. B. Vyas
Divided Difference

f (x0 , x1 ) =
Dr. N. B. Vyas
f (x1 ) f (x0 )
x1 x0
Divided Difference

f (x0 , x1 ) =
f (x1 ) f (x0 )
x1 x0
f (x1 , x2 ) =
f (x2 ) f (x1 )
x2 x1
Dr. N. B. Vyas
Divided Difference
The second divided difference of f for three arguments

x0 , x1 , x2 is defined by
f (x0 , x1 , x2 ) =
Dr. N. B. Vyas
f (x1 , x2 ) f (x0 , x1 )
x2 x0
Divided Difference
The second divided difference of f for three arguments

x0 , x1 , x2 is defined by
f (x0 , x1 , x2 ) =
f (x1 , x2 ) f (x0 , x1 )
x2 x0
and similarly the divided difference of order n is defined by
f (x0 , x1 , . . . , xn ) =
f (x1 , x2 , . . . , xn ) f (x0 , x1 , . . . , xn1 )

xn x0
Dr. N. B. Vyas
Divided Difference
Properties:
The divided differences are symmetrical in all their arguments;
that is, the value of any divided difference is independent of the
order of the arguments.
Dr. N. B. Vyas
Divided Difference
Properties:
The divided difference operator is linear.
Dr. N. B. Vyas
Divided Difference
Properties:
The divided difference operator is linear.
The nth order divided differences of a polynomial of degree n are
constant, equal to the coefficient of xn .
Dr. N. B. Vyas
Newtons Divided Difference Interpolation

An interpolation formula which has the property that a
polynomial of higher degree may be derived from it by simply
adding new terms.
Dr. N. B. Vyas

adding new terms.
Newtons general interpolation formula is one such formula and
terms in it are called divided differences.
Dr. N. B. Vyas

adding new terms.
By the definition of divided difference,
Dr. N. B. Vyas

adding new terms.
f (x, x0 ) =
Dr. N. B. Vyas
f (x) f (x0 )
x x0

adding new terms.
f (x, x0 ) =
f (x) f (x0 )
x x0
f (x) = f (x0 ) + (x x0 )f (x, x0 ) (1)

Dr. N. B. Vyas

Further
f (x, x0 , x1 ) =
f (x, x0 ) f (x0 , x1 )
x x1
Dr. N. B. Vyas

Further
f (x, x0 , x1 ) =
f (x, x0 ) f (x0 , x1 )
x x1
which yields
f (x, x0 ) = f (x0 , x1 ) + (x x1 )f (x, x0 , x1 ) (2)
Dr. N. B. Vyas

Further
f (x, x0 , x1 ) =
f (x, x0 ) f (x0 , x1 )
x x1
which yields
f (x, x0 ) = f (x0 , x1 ) + (x x1 )f (x, x0 , x1 ) (2)
Similarly
f (x, x0 , x1 ) = f (x0 , x1 , x2 ) + (x x2 )f (x, x0 , x1 , x2 ) (3)
Dr. N. B. Vyas

Further
f (x, x0 , x1 ) =
f (x, x0 ) f (x0 , x1 )
x x1
which yields
f (x, x0 ) = f (x0 , x1 ) + (x x1 )f (x, x0 , x1 ) (2)
Similarly
f (x, x0 , x1 ) = f (x0 , x1 , x2 ) + (x x2 )f (x, x0 , x1 , x2 ) (3)
and in general
f (x, x0 , ..., xn1 ) = f (x0 , x1 , ..., xn ) + (x xn )f (x, x0 , x1 , ..., xn ) (4)
Dr. N. B. Vyas
multiplying equation (2) by (x x0 )
Dr. N. B. Vyas
multiplying equation (2) by (x x0 ) , (3) by (x x0 ) (x x1 )

and so on,
Dr. N. B. Vyas

and so on, and finally the last term (4) by
(x x0 ) (x x1 ) ... (x xn1 ) and
Dr. N. B. Vyas

(x x0 ) (x x1 ) ... (x xn1 ) and adding (1), (2) , (3) up to (4)
we obtain
Dr. N. B. Vyas

(x x0 ) (x x1 ) ... (x xn1 ) and adding (1), (2) , (3) up to (4)
we obtain
f (x) =
f (x0 ) + (x x0 ) f (x0 , x1 ) + (x x0 ) (x x1 ) f (x0 , x1 , x2 ) + ... +
(x x0 ) (x x1 ) ... (x xn1 ) f (x0 , x1 , ..., xn )
This formula is called Newtons divided difference formula.
Dr. N. B. Vyas
The divided difference upto third order

x y 1st div.diff. 2nd div.diff.
3rd div.diff.
x 0 y0
[x0 , x1 ]
x 1 y1
[x0 , x1 , x2 ]
[x1 , x2 ]
[x0 , x1 , x2 , x3 ]
x2 y2
[x1 , x2 , x3 ]
[x2 , x3 ]
x3 y3
Dr. N. B. Vyas
Example
Ex. Obtain the divided difference table for the data:

x
y
-1
-8
0
3
2
1
3
12
Dr. N. B. Vyas
Example
Sol. We have the following divided difference table for the data:
x
-1
y
-8
First d.d
3+8
= 11
0+1
3
13
= 1
20
1
12 1
= 11
32
Second d.d
1 11
= 4
2+1
11 + 1
=4
30
Third d.d
4+4
=2
3+1
12
Dr. N. B. Vyas
Example
Ex. Find f (x) as a polynomial in x for the following data by Newtons

divided difference formula:
x
f (x)
-4
1245
-1
33
0
5
2
9
5
1335
Dr. N. B. Vyas
Example
Sol. We have the following divided difference table for the data:
x
-4
y
1245
-1
33
1st d.d
2nd d.d
3rd d.d
4th d.d
404
94
28
14
10
3
13
88
442
1335
Dr. N. B. Vyas
Example
The Newtons divided difference formula gives:
Dr. N. B. Vyas
Example

f (x) = f (x0 ) +
Dr. N. B. Vyas
Example

f (x) = f (x0 ) + (x x0 )f [x0 , x1 ] + (x x0 )(x x1 )f [x0 , x1 , x2 ]
Dr. N. B. Vyas
Example

+
Dr. N. B. Vyas
Example

+ (x x0 )(x x1 )(x x2 )f [x0 , x1 , x2 , x3 ]
Dr. N. B. Vyas
Example

+ (x x0 )(x x1 )(x x2 )f [x0 , x1 , x2 , x3 ]
+
Dr. N. B. Vyas
Example

+ (x x0 )(x x1 )(x x2 )f [x0 , x1 , x2 , x3 ]
+ (x x0 )(x x1 )(x x2 )(x x3 )f [x0 , x1 , x2 , x3 , x4 ]
Dr. N. B. Vyas
Example

+ (x x0 )(x x1 )(x x2 )f [x0 , x1 , x2 , x3 ]
+ (x x0 )(x x1 )(x x2 )(x x3 )f [x0 , x1 , x2 , x3 , x4 ]
= ...
= 3x4 5x3 + 6x2 14x + 5
Dr. N. B. Vyas
Example
Ex. Find f (x) as a polynomial in x for the following data by Newtons

divided difference formula:
x
f (x)
-2
9
-1
16
0
17
1
18
3
44
4
81
Hence, interpolate at x = 0.5 and x = 3.1.
Dr. N. B. Vyas
Example
Sol. We form the divided difference table for the given data.
x
2
f (x)
9
1st d.d
2nd d.d
3rd d.d
4th d.d
7
1
16
1
17
1
0
1
1
18
44
0
1
4
13
0
1
8
37
81
Dr. N. B. Vyas
Example
Since, the fourth order differences are zeros, the data represents a
third degree polynomial. Newtons divided difference formula
gives the polynomial as
f (x) = f (x0 ) +
Dr. N. B. Vyas
Example
Dr. N. B. Vyas
Example
+
Dr. N. B. Vyas
Example
+ (x x0 )(x x1 )(x x2 )f [x0 , x1 , x2 , x3 ]
Dr. N. B. Vyas
Example
+ (x x0 )(x x1 )(x x2 )f [x0 , x1 , x2 , x3 ]
= ...
= x3 + 17
Dr. N. B. Vyas
Example
Ex. Find the missing term in the following table:

x
y
0
1
1
3
2
9
3
-
4
81
Dr. N. B. Vyas
Example
Sol. Divided difference table:
Dr. N. B. Vyas
Example
Sol. Divided difference table:

By Newtons divided difference formula
f (x) =
f (x0 ) + (x x0 ) f (x0 , x1 ) + (x x0 ) (x x1 ) f (x0 , x1 , x2 ) + ...
Dr. N. B. Vyas
Spline Interpolation
Spline interpolation is a form of interpolation where the

interpolant is a special type of piecewise polynomial called a
spline
Consider the problem of interpolating between the data points
(x0 , y0 ), (x1 , y1 ), . . . , (xn , yn ) by means of spline fitting.
Then the cubic spline f (x) is such that
(i) f (x) is a linear polynomial outside the interval (x0 , xn )
(ii) f (x) is a cubic polynomial in each of the subintervals,
(iii) f 0 (x) and f 00 (x) are continuous at each point.
Since f (x) is cubic in each of the subintervals f 00 (x) shall be
linear.
Dr. N. B. Vyas
f (x) =
(xi+1 x)3 Mi
+
6h
Dr. N. B. Vyas
f (x) =
(xi+1 x)3 Mi (x xi )3 Mi+1

+
6h
6h
Dr. N. B. Vyas
(xi+1 x)3 Mi (x xi )3 Mi+1
+
6h
6h

(xi+1 x)
h2
+
y i Mi +
h
6
f (x) =
Dr. N. B. Vyas
(xi+1 x)3 Mi (x xi )3 Mi+1
+
6h
6h

h2
(x xi )
(xi+1 x)
h2
yi+1 Mi+1
+
y i Mi +
h
6
h
6
f (x) =
Dr. N. B. Vyas
(xi+1 x)3 Mi (x xi )3 Mi+1
+
6h
6h

h2
(x xi )
(xi+1 x)
h2
yi+1 Mi+1
+
y i Mi +
h
6
h
6
f (x) =
where Mi1 + 4Mi + Mi+1 =
Dr. N. B. Vyas
6
(yi1 2yi + yi+1 ),
h2
(xi+1 x)3 Mi (x xi )3 Mi+1
+
6h
6h

h2
(x xi )
(xi+1 x)
h2
yi+1 Mi+1
+
y i Mi +
h
6
h
6
f (x) =
where Mi1 + 4Mi + Mi+1 =
6
(yi1 2yi + yi+1 ),
h2
i = 1, 2, 3, ..., (n 1)
and M0 = 0, Mn = 0, xi+1 xi = h.
which gives n + 1 equations in n + 1 unknowns Mi (i = 0, 1, ..., n)
which can be solved. Substituting the value of Mi gives the
concerned cubic spline.
Dr. N. B. Vyas
Example
Ex. Obtain cubic spline for the following data:

x 0 1 2 3
y 2 -6 -8 2
Dr. N. B. Vyas
Example
Sol. Since points are equispaced with h = 1 and n = 3,
Dr. N. B. Vyas
Example
Sol. Since points are equispaced with h = 1 and n = 3, the cubic
spline can be determined from
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1,
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2,
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
solving these, we get
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
solving these, we get M1 =
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
solving these, we get M1 =4.8 and M2 =
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
solving these, we get M1 =4.8 and M2 =16.8
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
Now the cubic spline in (xi x xi+1 ) is
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
(xi+1 x)3 Mi
f (x) =
+
6h
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
(xi+1 x)3 Mi (x xi )3 Mi+1
f (x) =
+
6h
6h
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
(xi+1 x)3 Mi (x xi )3 Mi+1
f (x) =
+
6h
6h

(xi+1 x)
h2
+
y i Mi +
h
6
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
(xi+1 x)3 Mi (x xi )3 Mi+1
f (x) =
+
6h
6h

(x xi )
h2
(xi+1 x)
h2
yi+1 Mi+1 (3)
+
y i Mi +
h
6
h
6
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 36; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 72 (2)
(xi+1 x)3 Mi (x xi )3 Mi+1
f (x) =
+
6h
6h

(x xi )
h2
(xi+1 x)
h2
yi+1 Mi+1 (3)
+
y i Mi +
h
6
h
6
Dr. N. B. Vyas
Example
Ex. The following values of x and y are given:

x 1 2 3 4
y 1 2 5 11
Find the cubic splines and evaluate y(1.5) and y 0 (3)
Dr. N. B. Vyas
Example
Sol. Since points are equispaced with h = 1 and n = 3,
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1,
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2,
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
solving these, we get
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
solving these, we get M1 =
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
solving these, we get M1 =2 and M2 =
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
solving these, we get M1 =2 and M2 =4
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
(xi+1 x)3 Mi
f (x) =
+
6h
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
(xi+1 x)3 Mi (x xi )3 Mi+1
f (x) =
+
6h
6h
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
(xi+1 x)3 Mi (x xi )3 Mi+1
f (x) =
+
6h
6h

(xi+1 x)
h2
+
y i Mi +
h
6
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
(xi+1 x)3 Mi (x xi )3 Mi+1
f (x) =
+
6h
6h

(x xi )
h2
(xi+1 x)
h2
yi+1 Mi+1 (3)
+
y i Mi +
h
6
h
6
Dr. N. B. Vyas
Example
6
Mi1 + 4Mi + Mi+1 = 2 (yi1 2yi + yi+1 ), i = 1, 2
h
also M0 = 0 , M3 = 0
for i = 1, M0 + 4M1 + M2 = 6(y0 2y1 + y2 )
therefore, 4M1 + M2 = 12; (1)
for i = 2, M1 + 4M2 + M3 = 6(y1 2y2 + y3 )
M1 + 4M2 = 18 (2)
(xi+1 x)3 Mi (x xi )3 Mi+1
f (x) =
+
6h
6h

(x xi )
h2
(xi+1 x)
h2
yi+1 Mi+1 (3)
+
y i Mi +
h
6
h
6
Dr. N. B. Vyas
Example
Ex. Find whether the following functions are cubic splines ?

f (x) = 5x3 3x2 , 1 x 0
1.
= 5x3 3x2 , 0 x 1
2.
f (x)
= 2x3 x2 , 1 x 0
= 2x3 + 3x2 , 0 x 1
Dr. N. B. Vyas
Example
Sol. In both the examples, f (x) is a cubic polynomial in both
intervals (1, 0) and (0, 1).
1. We have
lim f (x)
x0+
Dr. N. B. Vyas
Example
1. We have
lim f (x) = 0
x0+
Dr. N. B. Vyas
Example
1. We have
lim f (x) = 0 = lim f (x)
x0+
x0
therefore, given function f (x) is continuous on (1, 1).

f 0 (x)
Now
Dr. N. B. Vyas
Example
1. We have
x0+
x0

f 0 (x) = 15x2 6x, 1 x 0
= 15x2 6x, 0 x 1
Now
Dr. N. B. Vyas
Example
1. We have
x0+
x0

f 0 (x) = 15x2 6x, 1 x 0
= 15x2 6x, 0 x 1
Now
we have,
lim f 0 (x)
x0+
Dr. N. B. Vyas
Example
1. We have
x0+
x0

f 0 (x) = 15x2 6x, 1 x 0
= 15x2 6x, 0 x 1
Now
we have,
lim f 0 (x) = 0
x0+
Dr. N. B. Vyas
Example
1. We have
x0+
x0

f 0 (x) = 15x2 6x, 1 x 0
= 15x2 6x, 0 x 1
Now
we have,
lim f 0 (x) = 0 = lim f 0 (x)
x0+
x0
therefore, the function f 0 (x) is continuous on (1, 1).

f 00 (x)
Dr. N. B. Vyas
Example
1. We have
x0+
x0

f 0 (x) = 15x2 6x, 1 x 0
= 15x2 6x, 0 x 1
Now
we have,
lim f 0 (x) = 0 = lim f 0 (x)
x0+
x0

f 00 (x) = 30x 6, 1 x 0
= 30x 6, 0 x 1
Dr. N. B. Vyas
Example
1. We have
x0+
x0

f 0 (x) = 15x2 6x, 1 x 0
= 15x2 6x, 0 x 1
Now
we have,
lim f 0 (x) = 0 = lim f 0 (x)
x0+
x0

f 00 (x) = 30x 6, 1 x 0
= 30x 6, 0 x 1
Dr. N. B. Vyas

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Numerical Methods - Interpolation

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Interpolation with unequal intervals

Lagranges interpolation formula with unequal intervals:

Numerical Methods - Interpolation Unequal Intervals

Interpolation with unequal intervals

Lagranges interpolation formula with unequal intervals:

Numerical Methods - Interpolation Unequal Intervals

Interpolation with unequal intervals

Lagranges interpolation formula with unequal intervals:

Numerical Methods - Interpolation Unequal Intervals

Interpolation with unequal intervals

Lagranges interpolation formula with unequal intervals:

Numerical Methods - Interpolation Unequal Intervals

This polynomial is given by the following formula:

Numerical Methods - Interpolation Unequal Intervals

This polynomial is given by the following formula:

Numerical Methods - Interpolation Unequal Intervals

This polynomial is given by the following formula:

Numerical Methods - Interpolation Unequal Intervals

This polynomial is given by the following formula:

Numerical Methods - Interpolation Unequal Intervals

This polynomial is given by the following formula:

Numerical Methods - Interpolation Unequal Intervals

Lagranges Inverse Interpolation

Numerical Methods - Interpolation Unequal Intervals

Lagranges Inverse Interpolation

Numerical Methods - Interpolation Unequal Intervals

Lagranges Inverse Interpolation

Numerical Methods - Interpolation Unequal Intervals

Lagranges Inverse Interpolation

Numerical Methods - Interpolation Unequal Intervals

Lagranges Inverse Interpolation

Numerical Methods - Interpolation Unequal Intervals

Lagranges Inverse Interpolation

Numerical Methods - Interpolation Unequal Intervals

Ex. Given the table of values:

155 using Lagranges interpolation formula.

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Ex. Compute f (0.4) for the table below by the Lagranges

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Ex. Using Lagranges formula, express the function

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals

Numerical Methods - Interpolation Unequal Intervals