Chapter 4 Handout

Numerical Methods: Chapter 4
Chapter 4
Instructor: Robel Metiku

Curve Fitting
Chapter Objectives
1. Understand the fundamental difference between regression and interpolation
2. Understand the derivation of linear least-squares regression and be able to
assess the reliability of the fit using graphical and quantitative assessments
3. Know how to linearize data by transformation
4. Understand situations where polynomial, multiple, and nonlinear regression are
appropriate
5. Be able to recognize general linear models, understand the general matrix
formulation of linear least squares, and know how to compute confidence
intervals for parameters
6. Understand that there is one and only one polynomial of degree n or less that
passes exactly through n + 1 points
7. Know how to derive the first-order Newtons interpolating polynomial
8. Formulate the Newton and Lagrange interpolating polynomial and understand
their respective advantages and disadvantages
4.1
Introduction
Data is often given for discrete values along a continuum. However, you may require
estimates at points between the discrete values. This chapter describes techniques to fit
curves to such data to obtain intermediate estimates. In addition, you may require a
simplified version of a complicated function. One way to do this is to compute values of
the function at a number of discrete values along the range of interest. Then, a simpler
function may be derived to fit these values. Both of these applications are known as
curve fitting.
There are two general approaches for curve fitting that are distinguished from each
other on the basis of the amount of error associated with the data. First, where the data
exhibits a significant degree of error, the strategy is to derive a single curve that
represents the general trend of the data. Because any individual data point may be
incorrect, we make no effort to intersect every point. Rather, the curve is designed to
follow the pattern of the points taken as a group. One approach of this nature is called
least-squares regression (Fig. 4.1a).
Second, where the data is known to be very precise, the basic approach is to fit a curve
or a series of curves that pass directly through each of the points. Such data usually
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originates from tables. Examples are values for the density of water or for the heat
capacity of gases as a function of temperature. The estimation of values between wellknown discrete points is called interpolation (Fig. 4.1b and c).
Fig. 4.1 (a) Least-square regression, (b) Linear interpolation, (c) curvilinear interpolation
The simplest method for fitting a curve to data is to plot the points and then sketch a line
that visually conforms to the data. Although this is a valid option when quick estimates
are required, the results are dependent on the subjective viewpoint of the person
sketching the curve.
For example, Fig. 4.1 shows sketches developed from the same set of data by three
engineers. The 1st did not attempt to connect the points, but rather, characterized the
general upward trend of the data with a straight line (Fig. 4.1a). The 2nd engineer used
straight-line segments or linear interpolation to connect the points (Fig. 4.1b). This is a
very common practice in engineering. If the values are truly close to being linear or are
spaced closely, such an approximation provides estimates that are adequate for many
engineering calculations. However, where the underlying relationship is highly
curvilinear or the data is widely spaced, significant errors can be introduced by such
linear interpolation.
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The 3rd engineer used curves to try to capture the data (Fig. 4.1c). A fourth or fifth
engineer would likely develop alternative fits. Obviously, our goal here is to develop
systematic and objective methods for the purpose of deriving such curves.
Before we proceed to numerical methods for curve fitting, the prerequisite mathematical
background for Least-squares regression is the field of statistics. You have to familiarize
yourself with the concepts of the mean, standard deviation, residual sum of the squares,
normal distribution, and confidence intervals. If you are unfamiliar with these concepts
or are in need of a review, check reference materials in your library for a brief
introduction to these topics.
Least-squares regression: We will first learn how to fit the best straight line through a
set of uncertain data points. This technique is called linear regression. Besides
discussing how to calculate the slope and intercept of this straight line, we also present
quantitative and visual methods for evaluating the validity of the results.
In addition to fitting a straight line, we also present a general technique for fitting a
best polynomial. Thus, you will learn to derive a parabolic, cubic, or higher-order
polynomial that optimally fits uncertain data. Linear regression is a subset of this more
general approach, which is called polynomial regression.
We will also discuss nonlinear regression. This approach is designed to compute a
least-square fit of a nonlinear equation to data.
An alternative curve-fitting technique called interpolation is also described. Interpolation
is used for estimating intermediate values between precise data points. We introduce
the basic concept of polynomial interpolation by using straight lines and parabolas to
connect points. Then, we develop a generalized procedure for fitting an nth-order
polynomial. Two formats are presented for expressing these polynomials in equation
form. The first, called Newtons interpolating polynomial is preferable when the
appropriate order of the polynomial is unknown. The second, called the Lagrange
interpolating polynomial, has advantages when the proper order is known beforehand.
4.2.
Least-Squares Regression
Where substantial error is associated with data, polynomial interpolation is inappropriate

and may yield unsatisfactory results when used to predict intermediate values.
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Experimental data is often of this type. For example, Fig. 4.2a shows seven
experimentally derived data points exhibiting significant variability. Visual inspection of
the data suggests a positive relationship between y and x. That is, the overall trend
indicates that higher values of y are associated with higher values of x. Now, if a sixthorder interpolating polynomial is fitted to this data (Fig. 4.2b), it will pass exactly through
all of the points. However, because of the variability in the data, the curve oscillates
widely in the interval between the points.
In particular, the interpolated values at x = 1.5 and x = 6.5 appear to be well beyond the
range suggested by the data.
A more appropriate strategy for such cases is to derive an approximating function that
fits the shape or general trend of the data without necessarily matching the individual
points. Figure 4.2c illustrates how a straight line can be used to generally characterize
the trend of the data without passing through any particular point.
Fig. 4.2 (a) Data exhibiting significant error, (b) Polynomial fit oscillating beyond the
range of the data. (c) More satisfactory result using the least-squares fit.
One way to determine the line in Fig. 4.2c is to visually inspect the plotted data and then
sketch a best line through the points. Although such eyeball approaches have
commonsense appeal and are valid for back-of-the-envelope calculations, they are
deficient because they are arbitrary. That is, unless the points define a perfect straight
line (in which case, interpolation would be appropriate), different analysts would draw
different lines.
To remove this subjectivity, some criterion must be devised to establish a basis for the
fit. One way to do this is to derive a curve that minimizes the discrepancy between the
data points and the curve. A technique for accomplishing this objective, called leastsquares regression.
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Linear Regression
The simplest example of a least-squares approximation is fitting a straight line to a set
of paired observations: (x1, y1), (x2, y2), . . . , (xn, yn). The mathematical expression for
the straight line is
y = a0 + a1x + e
(4.1)
where a0 and a1 are coefficients representing the intercept and the slope, respectively,
and e is the error, or residual, between the model and the observations, which can be
represented by rearranging Eq. (4.1) as
e = y a 0 a 1x
Thus, the error, or residual, is the discrepancy between the true value of y and the
approximate value, a0 + a1x, predicted by the linear equation.
Criteria for a Best Fit
One strategy for fitting a best line through the data would be to minimize the sum of
the residual errors for all the available data, as in
.. (4.2)
where n = total number of points. However, this is an inadequate criterion, as illustrated
by Fig. 4.3a which depicts the fit of a straight line to two points. Obviously, the best fit is
the line connecting the points. However, any straight line passing through the midpoint
of the connecting line (except a perfectly vertical line) results in a minimum value of Eq.
(4.2) equal to zero because the errors cancel.
Fig. 4.3 Criteria examples for best fit inadequate for regression: (a) minimizes the sum
of the residuals, (b) minimizes the sum of the absolute values of the residuals, and (c)
minimizes the maximum error of any individual point.
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Therefore, another logical criterion might be to minimize the sum of the absolute values
of the discrepancies, as in
Figure 4.3b demonstrates why this criterion is also inadequate. For the four points
shown, any straight line falling within the dashed lines will minimize the sum of the
absolute values. Thus, this criterion also does not yield a unique best fit.
A third strategy for fitting a best line is the minimax criterion. In this technique, the line is
chosen that minimizes the maximum distance that an individual point falls from the line.
As depicted in Fig. 4.3c, this strategy is ill-suited for regression because it gives undue
influence to an outlier, that is, a single point with a large error. It should be noted that the
minimax principle is sometimes well-suited for fitting a simple function to a complicated
function.
A strategy that overcomes the shortcomings of the aforementioned approaches is to
minimize the sum of the squares of the residuals between the measured y and the y
calculated with the linear model
(4.3)
This criterion has a number of advantages, including the fact that it yields a unique line
for a given set of data. Before discussing these properties, we will present a technique
for determining the values of a0 and a1 that minimize Eq. (4.3).
Least-Squares Fit of a Straight Line
To determine values for a0 and a1, Eq. (4.3) is differentiated with respect to each
coefficient:
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Note that we have simplified the summation symbols; unless otherwise indicated, all
summations are from i = 1 to n. Setting these derivatives equal to zero will result in a
minimum Sr. If this is done, the equations can be expressed as
Now, realizing that
we can express the equations as a set of two
simultaneous linear equations with two unknowns (a0 and a1):
(4.4 & 4.5)
These are called the normal equations. They can be solved simultaneously
(4.6)
This result can then be used in conjunction with Eq. (4.4) to solve for
(4.7)
where
and
are the means of y and x, respectively.
Example 4.1: Linear Regression

Fit a straight line to the x and y values in the first two columns of the table below.
Quantification of Error of Linear Regression

Any line other than the one computed in Example 4.1 results in a larger sum of the
squares of the residuals. Thus, the line is unique and in terms of our chosen criterion is
a best line through the points. A number of additional properties of this fit can be
elucidated by examining more closely the way in which residuals were computed. Recall
that the sum of the squares is defined as [Eq. (4.3)]
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. (4.8)
Notice the similarity between Equations for statistics and (4.8). In the statistics case, the
square of the residual represented the square of the discrepancy between the data and
a single estimate of the measure of central tendencythe mean. In Eq. (17.8), the
square of the residual represents the square of the vertical distance between the data
and another measure of central tendencythe straight line (Fig. 4.4).
Fig. 4.4 The residual in linear regression represents the vertical distance between a
data point and the straight line
The analogy can be extended further for cases where (1) the spread of the points
around the line is of similar magnitude along the entire range of the data and (2) the
distribution of these points about the line is normal. It can be demonstrated that if these
criteria are met, least-squares regression will provide the best (that is, the most likely)
estimates of a0 and a1 (Draper and Smith, 1981). This is called the maximum likelihood
principle in statistics.
In addition, if these criteria are met, a standard deviation for the regression line can be
determined as
.. (4.9)
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where Sy/x is called the standard error of the estimate. The subscript notation y/x
designates the error is for a predicted value of y corresponding to a particular value of
x.
Also, notice that we now divide by n 2 because two data-derived estimatesa0 and a1
were used to compute Sr; thus, we have lost two degrees of freedom. Another
justification for dividing by n 2 is that there is no such thing as the spread of data
around a straight line connecting two points. Thus, for the case where n = 2, Eq. (4.9)
yields a meaningless result of infinity.
Just as was the case with the standard deviation, the standard error of the estimate
quantifies the spread of the data. However, S y/x quantifies the spread around the
regression line as shown in Fig. 4.5b in contrast to the original standard deviation S y
that quantified the spread around the mean (Fig. 4.5a).
Fig. 4.5 Regression data showing (a) the spread of the data around the mean of the
dependent variable and (b) the spread of the data around the best-fit line. The reduction
in the spread in going from (a) to (b), as indicated by the bell-shaped curves at the right,
represents the improvement due to linear regression
Fig. 4.6 Examples of linear regression with (a) small and (b) large residual errors
The above concepts can be used to quantify the goodness of our fit. This is
particularly useful for comparison of several regressions (Fig. 4.6). To do this, we return
to the original data and determine the total sum of the squares around the mean for the
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dependent variable (in our case, y). This quantity is designated St.
This is the
magnitude of the residual error associated with the dependent variable prior to
regression.
After performing the regression, we can compute Sr, the sum of the squares of the
residuals around the regression line. This characterizes the residual error that remains
after the regression. It is, therefore, sometimes called the unexplained sum of the
squares. The difference between the two quantities, St Sr, quantifies the improvement
or error reduction due to describing the data in terms of a straight line rather than as an
average value.
Because the magnitude of this quantity is scale-dependent, the difference is normalized
to St to yield
.. (4.10)
where r2 is called the coefficient of determination and r is the correlation coefficient
For a perfect fit, Sr = 0 and r = r2 = 1, signifying that the line explains 100 % of the
variability of the data. For r = r2 = 0, Sr = St and the fit represents no improvement.
An alternative formulation for r that is more convenient for computer implementation is
... (4.11)
Note: Although the correlation coefficient provides a handy measure of goodness-of-fit,
you should be careful not to ascribe more meaning to it than is warranted. Just because
r is close to 1 does not mean that the fit is necessarily good. For example, it is
possible to obtain a relatively high value of r when the underlying relationship between y
and x is not even linear.
Example 4.2: Estimation of error for the linear least-squares fit
Compute the total standard deviation, the standard error of the estimate, and the
correlation coefficient for the data in example 4.1.
Linearization of Non-linear Relationships
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Linear regression provides a powerful technique for fitting a best line to data. However,
it is predicated on the fact that the relationship between the dependent and independent
variables is linear. This is not always the case, and the first step in any regression
analysis should be to plot and visually inspect the data to ascertain whether a linear
model applies. For example, Fig. 4.7 shows data that is obviously curvilinear. Here,
techniques such as polynomial regression are appropriate. For others, transformations
can be used to express the data in a form that is compatible with linear regression.
Fig. 4.7 (a) Data ill-suited for linear least-squares regression, (b) Parabola is preferable.
One example is the exponential model
... (4.12)
where 1 and 1 are constants. This model is used in many fields of engineering to
characterize quantities that increase (positive 1) or decrease (negative 1) at a rate that
is directly proportional to their own magnitude. For example, population growth or
radioactive decay can exhibit such behavior. As depicted in Fig. 4.8a, the equation
represents a nonlinear relationship (for 1 0) between y and x.
Another example of a nonlinear model is the simple power equation
... (4.13)
where 2 and 2 are constant coefficients. This model has wide applicability in all fields
of engineering. As depicted in Fig. 4.8b, the equation (for 2 0 or 1) is nonlinear.
A third example of a nonlinear model is the saturation-growth-rate equation
... (4.14)
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where 3 and 3 are constant coefficients. This model, which is particularly well-suited
for characterizing population growth rate under limiting conditions, also represents a
nonlinear relationship between y and x (Fig. 4.8c) that levels off, or saturates, as x
increases.
Fig. 4.8 (a) The exponential equation, (b) the power equation, and (c) the saturationgrowth-rate equation. Parts (d), (e), and (f) are linearized versions of these equations
that result from simple transformations.
Nonlinear regression techniques are available to fit these equations to experimental
data directly. However, a simpler alternative is to use mathematical manipulations to
transform the equations into a linear form. Then, simple linear regression can be
employed to fit the equations to data.
For example, Eq. (4.12) can be linearized by taking its natural logarithm to yield
ln y = ln 1 + 1x ln e
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But because ln e = 1,
ln y = ln 1 + 1x .
(4.15)
Thus, a plot of ln y versus x will yield a straight line with a slope of 1 and an intercept of
ln 1 (Fig. 4.8d).
Equation (4.13) is linearized by taking its base-10 logarithm to give
log y = 2 log x + log 2
(4.16)
Thus, a plot of log y versus log x will yield a straight line with a slope of 2 and an
intercept of log 2 (Fig. 4.8e).
Equation (4.14) is linearized by inverting it to give
. (4.17)
Plot of 1/y versus 1/x will be linear, with slope of 3/3 and intercept of 1/3 (Fig. 4.8f ).
In their transformed forms, these models can use linear regression to evaluate the
constant coefficients. They could then be transformed back to their original state and
used for predictive purposes. Example 4.3 illustrates this procedure for Eq. (4.13).
Example 4.3: Linearization of a Power Equation
Fit Eq. (4.13) to the data given below using a logarithmic transformation of the data.
Data to be fit to the power equation
General Comments on Linear Regression

Before proceeding to curvilinear and multiple linear regression, we must emphasize the
introductory nature of the foregoing material on linear regression. We have focused on
the simple derivation and practical use of equations to fit data. You should be cognizant
of the fact that there are theoretical aspects of regression that are of practical
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importance but are beyond the scope of this course. For example, some statistical
assumptions that are inherent in the linear least-squares procedures are
1. Each x has a fixed value; it is not random and is known without error.
2. The y values are independent random variables and all have the same variance.
3. The y values for a given x must be normally distributed.
Such assumptions are relevant to the proper derivation and use of regression. For
example, the first assumption means that (1) the x values must be error-free and (2) the
regression of y versus x is not the same as x versus y.
4.3
Polynomial Regression
In Sec. 4.1, a procedure was developed to derive the equation of a straight line using
the least-squares criterion. Some engineering data, although exhibiting a marked
pattern such as seen in Fig. 4.7, is poorly represented by a straight line. For these
cases, a curve would be better suited to fit the data. As discussed in the previous
section, one method to accomplish this objective is to use transformations. Another
alternative is to fit polynomials to the data using polynomial regression.
The least-squares procedure can be readily extended to fit the data to a higher-order
polynomial. For example, suppose that we fit a second-order polynomial or quadratic:
y = a0 + a1x + a2x2 + e
For this case the sum of the squares of the residuals is
.. (4.18)
Following the procedure of the previous section, we take the derivative of Eq. (4.18)
with respect to each of the unknown coefficients of the polynomial, as in
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Page 15
These equations can be set equal to zero and rearranged to develop the following set of
normal equations:
(4.19)
where all summations are from i = 1 through n. Note that the above three equations are
linear and have three unknowns: a0, a1, and a2. The coefficients of the unknowns can be
calculated directly from the observed data.
For this case, we see that the problem of determining a least-squares second-order
polynomial is equivalent to solving a system of three simultaneous linear equations.
The two-dimensional case can be easily extended to an mth-order polynomial as
y = a0 + a1x + a2x2 + +amxm + e
The foregoing analysis can be easily extended to this more general case. Thus, we can
recognize that determining the coefficients of an mth-order polynomial is equivalent to
solving a system of m + 1 simultaneous linear equations. For this case, the standard
error is formulated as
(4.20)
This quantity is divided by n (m + 1) because (m + 1) data-derived coefficients a0,
a1, . . . , amwere used to compute Sr; thus, we have lost m + 1 degrees of freedom. In
addition to the standard error, a coefficient of determination can also be computed for
polynomial regression with Eq. (4.10).
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Example 4.4: Polynomial Regression

Fit a second-order polynomial to the data in the first two columns of the table below.
4.4
Interpolation
You will frequently have occasion to estimate intermediate values between precise data
points. The most common method used for this purpose is polynomial interpolation.
Recall that the general formula for an nth-order polynomial is
f(x) = a0 + a1x + a2x2 + +anxn
.. (4.21)
For n + 1 data points, there is one and only one polynomial of order n that passes
through all the points. For example, there is only one straight line (that is, a first-order
polynomial) that connects two points (Fig. 4.11a).
Similarly, only one parabola connects a set of three points (Fig. 4.11b). Polynomial
interpolation consists of determining the unique nth-order polynomial that fits n + 1 data
points. This polynomial then provides a formula to compute intermediate values.
Although there is one and only one nth-order polynomial that fits n + 1 points, there are
a variety of mathematical formats in which this polynomial can be expressed. In this
chapter, we will describe two alternatives that are well-suited for computer
implementation: the Newton and the Lagrange polynomials.
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Fig. 4.11 Examples of interpolating polynomials: (a) first-order (linear) connecting two
points, (b) second order (quadratic or parabolic) connecting three points, and (c) thirdorder (cubic) connecting four points.
Newtons Divided Difference Interpolating Polynomials
As stated above, there are a variety of alternative forms for expressing an interpolating
polynomial. Newtons divided-difference interpolating polynomial is among the most
popular and useful forms. Before presenting the general equation, we will introduce the
first and second-order versions because of their simple visual interpretation.
Linear Interpolation
The simplest form of interpolation is to connect two data points with a straight line. This
technique, called linear interpolation, is depicted graphically in Fig. 18.2. Using similar
triangles,
which can be rearranged to yield
. (4.22)
which is a linear-interpolation formula. The notation f1(x) designates that this is a firstorder interpolating polynomial. Notice that besides representing the slope of the line
connecting the points, the term [ f (x1) f (x0)]/(x1 x0) is a finite-divided-difference
approximation of the first derivative. In general, the smaller the interval between the
data points, the better the approximation. This is due to the fact that, as the interval
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decreases, a continuous function will be better approximated by a straight line. This

characteristic is demonstrated in the following example.
Fig. 4.12 Graphical depiction of linear interpolation; the shaded areas indicate the
similar triangles used to derive the linear-interpolation formula [Eq. (4.22)].
Example 4.5: Linear Interpolation
Estimate the natural logarithm of 2 using linear interpolation. First, perform the
computation by interpolating between ln 1 = 0 and ln 6 = 1.791759. Then, repeat the
procedure, but use a smaller interval from ln 1 to ln 4 (1.386294). Note that the true
value of ln 2 is 0.6931472.
Quadratic Interpolation
The error in Example 4.5 resulted from our approximating a curve with a straight line.
Consequently, a strategy for improving the estimate is to introduce some curvature into
the line connecting the points. If three data points are available, this can be
accomplished with a second-order polynomial (also called a quadratic polynomial or a
parabola). A particularly convenient form for this purpose is
f2(x) = b0 + b1(x x0) + b2(x x0)(x x1) ..
(4.23)
Note that although Eq. (4.23) might seem to differ from the general polynomial [Eq.
(4.21)], the two equations are equivalent.
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This can be shown by multiplying the terms in Eq. (4.23) to yield

f2(x) = b0 + b1x b1x0 + b2x2 + b2x0x1 b2xx0 b2xx1
or, collecting terms,
f2(x) = a0 + a1x + a2x2
where
a0 = b0 b1x0 + b2x0x1
a1 = b1 b2x0 b2x1
a2 = b2
Thus, Eqs. (4.21) and (4.23) are alternative, equivalent formulations of the unique
second-order polynomial joining the three points.
A simple procedure can be used to determine the values of the coefficients. For b0, Eq.
(4.23) with x = x0 can be used to compute
b0 = f(x0) .
(4.24)
Equation (4.24) can be substituted into Eq. (4.23), which can be evaluated at x = x1 for
(4.25)
Finally, Eqs. (4.24) and (4.25) can be substituted into Eq. (4.23), which can be
evaluated at x = x2 and solved (after some algebraic manipulations) for
(4.26)
Notice that, as was the case with linear interpolation, b1 still represents the slope of the
line connecting points x0 and x1. Thus, the first two terms of Eq. (4.23) are equivalent to
linear interpolation from x0 to x1, as specified previously in Eq. (4.22). The last term,
b2(x x0)(x x1), introduces the second-order curvature into the formula.
Before illustrating how to use Eq. (4.23), we should examine the form of the coefficient
b2. It is very similar to the finite-divided-difference approximation of the second
derivative introduced previously in Eq. (4.24). Thus, Eq. (4.23) is beginning to manifest
a structure that is very similar to the Taylor series expansion. This observation will be
explored further when we relate Newtons interpolating polynomials to the Taylor series
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in later. But first, we will do an example that shows how Eq. (4.23) is used to interpolate
among three points.
Example 4.6: Quadratic Interpolation
Fit a second-order polynomial to the three points used in Example 4.5:
x0 = 1
f(x0) = 0
x1 = 4
f(x1) = 1.386294
x2 = 6
f(x2) = 1.791759
Use the polynomial to evaluate ln 2.

General Form of Newtons Interpolating Polynomials
The preceding analysis can be generalized to fit an nth-order polynomial to n + 1 data
points. The nth-order polynomial is
fn(x) = b0 + b1(x x0)+ +bn(x x0)(x x1) (x xn1)
(4.27)
As was done previously with the linear and quadratic interpolations, data points can be
used to evaluate the coefficients b0, b1, . . . , bn. For an nth-order polynomial, n + 1 data
points are required: [x0, f (x0)], [x1, f (x1)], . . . , [xn, f (xn)].
We use these data points and the following equations to evaluate the coefficients:
b0 = f(x0)
(4.28)
b1 = f [x1, x0] ... (4.29)

b2 = f [x2, x1, x0] .. (4.30)
bn = f [xn, xn1, . . . , x1, x0] . (4.31)
where the bracketed function evaluations are finite divided differences. For example, the
first finite divided difference is represented generally as
... (4.32)
The second finite divided difference, which represents the difference of two first divided
differences, is expressed generally as
(4.33)
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Similarly, the nth finite divided difference is
(4.34)
Fig. 4.15 The use of quadratic interpolation to estimate ln 2; the linear interpolation from
x = 1 to 4 is also included for comparison
These differences can be used to evaluate the coefficients in Eqs. (4.28) through (4.31),
which can then be substituted into Eq. (4.27) to yield the interpolating polynomial
fn(x) = f (x0) + (x x0) f [x1, x0] + (x x0)(x x1) f [x2, x1, x0]
+ +(x x0)(x x1) (x xn1) f [xn, xn1, . . . , x0]
. (4.35)
which is called Newtons divided-difference interpolating polynomial. It should be noted

that it is not necessary that the data points used in Eq. (4.35) be equally spaced or that
the abscissa values necessarily be in ascending order, as illustrated in the following
example. Also, notice how Eqs. (4.32) through (4.54) are recursivei.e, higher-order
differences are computed by taking differences of lower-order differences (Fig. 4.15).
Example 4.7: Newtons Divided-Difference Interpolating Polynomials
In Example 4.6, data points at x0 = 1, x1 = 4, and x2 = 6 were used to estimate ln 2 with a
parabola. Now, adding a fourth point [x3 = 5; f (x3) = 1.609438], estimate ln 2 with a
third-order Newtons interpolating polynomial.
Lagrange Interpolating Polynomials
The Lagrange interpolating polynomial is simply a reformulation of the Newton
polynomial that avoids the computation of divided differences. It can be represented
concisely as
(4.36)
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where
.. (4.37)
where designates the product of. For example, the linear version (n = 1) is
. (4.38)
and the second-order version is
(4.39)
Equation (4.36) can be derived directly from Newtons polynomial. However, the
rationale underlying the Lagrange formulation can be grasped directly by realizing that
each term Li (x) will be 1 at x = xi and 0 at all other sample points.
Thus, each product Li(x) f(xi) takes on the value of f(xi) at the sample point xi.
Consequently, the summation of all the products designated by Eq. (4.36) is the unique
nth order polynomial that passes exactly through all n + 1 data points.
Example 4.8 Lagrange Interpolating Polynomials
Use a Lagrange interpolating polynomial of the first and second order to evaluate ln 2,
on the basis of the data given in Example 4.6:
x0 = 1
f(x0) = 0
x1 = 4
f(x1) = 1.386294
x2 = 6
f(x2) = 1.791760
Page 23

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Numerical Methods: Chapter 4

Instructor: Robel Metiku

Numerical Methods: Chapter 4

Instructor: Robel Metiku

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

Instructor: Robel Metiku

Where substantial error is associated with data, polynomial interpolation is inappropriate

Numerical Methods: Chapter 4

Instructor: Robel Metiku

Numerical Methods: Chapter 4

Instructor: Robel Metiku

Numerical Methods: Chapter 4

Instructor: Robel Metiku

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

Instructor: Robel Metiku

Now, realizing that

we can express the equations as a set of two

simultaneous linear equations with two unknowns (a0 and a1):

(4.4 & 4.5)

are the means of y and x, respectively.

Example 4.1: Linear Regression

Quantification of Error of Linear Regression

Numerical Methods: Chapter 4

Instructor: Robel Metiku

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

Instructor: Robel Metiku

Numerical Methods: Chapter 4

Instructor: Robel Metiku

Numerical Methods: Chapter 4

Instructor: Robel Metiku

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

Instructor: Robel Metiku

Numerical Methods: Chapter 4

Instructor: Robel Metiku

General Comments on Linear Regression

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

Instructor: Robel Metiku

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

MfM ATTC Manufacturing Technology Department

Instructor: Robel Metiku

Numerical Methods: Chapter 4

Instructor: Robel Metiku

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

Instructor: Robel Metiku

Example 4.4: Polynomial Regression

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

Instructor: Robel Metiku

which can be rearranged to yield

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

Instructor: Robel Metiku

decreases, a continuous function will be better approximated by a straight line. This

MfM ATTC Manufacturing Technology Department

Numerical Methods: Chapter 4

Instructor: Robel Metiku

This can be shown by multiplying the terms in Eq. (4.23) to yield