Interpolation

Numerical Methods
Interpolation
(c)AL-AMER2006 1
Numerical Methods
Lecture 14:
Introduction to Interpolation
Introduction
Interpolation problem
Existence and uniqueness
Linear and Quadratic interpolation
Newton’s Divided Difference method
Properties of Divided Differences
SE301_Topic5 (c)AL-AMER2006 2
1
Introduction
Interpolation was used for x sin(x)
long time to provide an
0 0.0000
estimate of a tabulated
function at values that are 0.1 0.0998
not available in the table.
0.2 0.1987
What is sin (0.15)? 0.3 0.2955

0.4 0.3894
Using Linear Interpolation sin (0.15) ≈ 0.1493

True value( 4 decimal digits) sin (0.15)= 0.1494
The interpolation Problem

Given a set of n+1 points,
(x0 , f ( x0 )), (x1, f ( x1 )), ...., (xn , f ( xn ) )

find an nth order polynomial f n (x)
that passes through all points
f n ( xi ) = f ( xi ) for i = 0,1, 2,..., n
2
Example
Temperature Viscosity
An experiment is used to determine (degree)
the viscosity of water as a
function of temperature. The
0 1.792
following table is generated
5 1.519
10 1.308
Problem: Estimate the viscosity
when the temperature is 8 degrees.
15 1.140
Interpolation Problem
Find a polynomial that fit the data points
exactly.
V : viscosity
n
V(T) = ∑ ak T k T : Temperature
k =0 ak : polynomial
Vi = V(Ti ) coefficients
Linear Interpolation V(T)= 1.73 − 0.0422 T
V(8)= 1.3924
3
Existence and Uniqueness
Given a set of n+1 points
(x0 , f ( x0 ) ), (x1, f ( x1 )), ...., (xn , f ( xn ) )
Assumption x0 , x1 ,..., xn are distinct
Theorem:
There is a unique polynomial fn(x) of order ≤ n
such that
f n ( xi ) = f ( xi ) for i = 0,1,..., n
Examples of Polynomial Interpolation

Linear Interpolation Quadratic Interpolation
Given any two points, Given any three points there

there is one polynomial of is one polynomial of order ≤
order ≤ 1 that passes 2 that passes through the
through the two points. three points.
4
475
Linear Interpolation
Given any two points, ( x0 , f ( x0 ) ), ( x1 , f ( x1 ) )
The line that interpolates the two points is

f ( x1 ) − f ( x0 )
f1 ( x ) = f ( x0 ) + (x − x0 )
x1 − x0
Example :
find a polynomial that interpolates (1,2) and (2,4)
4−2
f1 ( x ) = 2 + (x − 1) = 2 x
2 −1
477
Quadratic Interpolation
Given any three points, ( x0 , f ( x0 ) ), ( x1, f ( x1 ) )and ( x2 , f ( x2 ) )
The polynomial that interpolates the three points is
f 2 ( x) = b0 + b1 ( x − x0 ) + b2 ( x − x0 )( x − x1 )
where
b0 = f ( x0 )
f ( x1 ) − f ( x0 )
b1 = f [ x0 , x1 ] =
x1 − x0
f ( x2 ) − f ( x1 ) f ( x1 ) − f ( x0 )
−
x2 − x1 x1 − x0
b2 = f [ x0 , x1 , x2 ] =
x2 − x0
5
General nth order Interpolation
Given any n+1 points, (x0 , f ( x0 ) ), (x1, f ( x1 )),..., (xn , f ( xn ))
The polynomial that interpolates all points is
f n ( x ) = b0 + b1 ( x − x0 ) + b2 ( x − x0 )( x − x1 ) + ... + bn ( x − x0 )...( x − xn −1 )
b0 = f ( x0 )
b1 = f [ x0 , x1 ]
....
bn = f [ x0 , x1 , ... , xn ]
Divided Differences
f [ xk ] = f ( xk ) zeroth order DD
f [ x1 ] − f [ x0 ]
f [ x0 , x1 ] = first order DD
x1 − x0
f [ x1 , x2 ] − f [ x0 , x1 ]
f [ x0 , x1 , x2 ] = Second order DD
x2 − x0
............
f [ x1 , x2 ,..., xk ] − f [ x0 , x1 ,..., xk −1 ]
f [ x0 , x1 ,..., xk ] =
xk − x0
6
Divided Difference Table
x F[ ] F[ , ] F[ , , ] F[ , , ,]
x0 F[x0] F[x0,x1] F[x0,x1,x2] F[x0,x1,x2,x3]
x1 F[x1] F[x1,x2] F[x1,x2,x3]
x2 F[x2] F[x2,x3]
x3 F[x3]
n i −1 
f n ( x) = ∑  F [ x0 , x1 ,..., xi ] ∏ (x − x ) j
i =0  j =0 

x F[ ] F[ , ] F[ , , ]
xi f(xi)
0 -5 2 -4
1 -3 6
0 -5
-1 -15 1 -3
-1 -15
Entries of the divided difference
table are obtained from the data
table using simple operations
7
x F[ ] F[ , ] F[ , , ] xi f(xi)
0 -5 2 -4 0 -5
1 -3 6 1 -3
-1 -15 -1 -15
The first two column of the

table are the data columns
Third column : first order differences
Fourth column: Second order differences

x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15
− 3 − ( −5)
=2
1− 0
f [ x1 ] − f [ x0 ]
f [ x0 , x1 ] =
x1 − x0
8
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15
− 15 − (−3)
=6
−1 −1
f [ x2 ] − f [ x1 ]
f [ x1 , x2 ] =
x2 − x1

x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15
6 − ( 2)
= −4
− 1 − (0)
f [ x1 , x2 ] − f [ x0 , x1 ]
f [ x0 , x1 , x2 ] =
x2 − x0
9
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15
f 2 ( x ) = −5 + 2( x − 0) − 4( x − 0)( x − 1)
f2(x)= F[x0]+F[x0,x1] (x-x0)+F[x0,x1,x2] (x-x0)(x-x1)

Two Examples
Obtain the interpolating polynomials for the two examples
x y x y
1 0 2 3
2 3 1 0
3 8 3 8
What do you observe?
10
Two Examples
x Y
x Y
1 0 3 1 2 3 3 1
2 3 5 1 0 4
3 8 3 8
P2 ( x ) = 0 + 3( x − 1) + 1( x − 1)( x − 2) P2 ( x) = 3 + 3( x − 2) + 1( x − 2)( x − 1)
= x 2 −1 = x2 −1
Ordering the points should not affect the interpolating polynomial
Properties of divided Difference

Ordering the points should not affect the divided difference
f [ x0 , x1 , x2 ] = f [ x1 , x2 , x0 ] = f [ x2 , x1 , x0 ]
11
Example
Find a polynomial to x f(x)
interpolate the data.
2 3
4 5
5 1
6 6
7 9
Example
x f(x) f[ , ] f[ , , ] f[ , , , ] f[ , , , , ]
2 3 1 -1.6667 1.5417 -0.6750
4 5 -4 4.5 -1.8333
5 1 5 -1
6 6 3
7 9
f 4 = 3 + 1( x − 2) − 1.6667( x − 2)( x − 4) + 1.5417( x − 2)( x − 4)( x − 5)
− 0.6750( x − 2)( x − 4)( x − 5)( x − 6)
12
Summary
Interpolating Condition : f ( xi ) = f n ( xi ) for i = 0,1,2,..., n
* The interpolating Polynomial is unique.
* Different methods can be used to obtain it
- Newton Divided Difference [Section 18.1 ]
- Lagrange Interpolation [Section 18. 2]
- Other methods
Ordering the points should not affect the interpolating polynomial
Numerical Methods
Lagrange Interpolation
13
The interpolation Problem
Given a set of n+1 points,
(x0 , f ( x0 )), (x1, f ( x1 )), ...., (xn , f ( xn ) )

find an nth order polynomial f n (x)
that passes through all points
f n ( xi ) = f ( xi ) for i = 0,1, 2,..., n
486
Problem: xi x0 ….
x1 xn
Given
yi y0 y1 …. yn
Find the polynomial of least order f n (x) such that
f n ( xi ) = f ( xi ) for i = 0,1,..., n
n
Lagrange Interpolation Formula f n ( x) = ∑ f ( xi ) l i ( x)
i =0
(x − x )
n
∏ (x − x )
j
l i ( x) =
j =0, j ≠i i j
14
l i ( x) are called the cardinals

The cardinals are n th order polynomials
0 i ≠ j
li (x j ) = 
1 i = j
Lagrange Interpolation Example

P2 ( x) = f ( x0 )l 0 ( x) + f ( x1 )l 1 ( x) + f ( x2 )l 2 ( x) x 1/3 1/4 1
l 0 ( x) =
( x − x1 ) (x − x2 ) = (x − 1 / 4) (x − 1) y 2 -1 7
(x0 − x1 ) ( x0 − x2 ) (1 / 3 − 1 / 4) (1 / 3 − 1)
l 1 ( x) =
(x − x0 ) (x − x2 ) = (x − 1 / 3) ( x − 1)
(x1 − x0 ) (x1 − x2 ) (1 / 4 − 1 / 3) (1 / 4 − 1)
l 2 ( x) =
(x − x0 ) ( x − x1 ) = (x − 1 / 3) (x − 1 / 4)
( x2 − x0 ) (x2 − x1 ) (1 − 1 / 3) (1 − 1 / 4)
P2 ( x) = 2{− 18( x − 1 / 4)( x − 1)}− 1{16( x − 1 / 3)( x − 1)}
+ 7{2( x − 1 / 3)( x − 1 / 4)}
15
Example
find a polynomial to interpolate x y
0 1
both Newton’s
interpolation method 1 3
and Lagrange
2 2
interpolation method
must give the same 3 5
answer
4 4
0 1 2 -3/2 7/6 -5/8
1 3 -1 2 -4/3
2 2 3 -2
3 5 -1
4 4
16
Interpolating Polynomial
3 7
f 4 ( x ) = 1 + 2( x ) − x( x − 1) + x ( x − 1)( x − 2)
2 6
5
− x( x − 1)( x − 2)( x − 3)
8
Interpolating Polynomial Using

Lagrange Interpolation method
4
f 4 ( x) = ∑ f ( xi ) l i = l 0 + 3l 1 + 2l 2 + 5l 3 + 4l 4
i= 0
x −1 x−2 x−3 x−4

l0 =
0 −1 0−2 0−3 0−4
x−0 x−2 x −3 x−4
l1 =
1− 0 1− 2 1− 3 1− 4
x−0 x −1 x −3 x−4
l2 =
2−0 2 −1 2−3 2−4
x−0 x −1 x−2 x−4
l3 =
3− 0 3 −1 3− 2 3− 4
x−0 x −1 x−2 x −3
l4 =
4−0 4 −1 4−2 4−3
17
Numerical Methods
Inverse interpolation
Error in polynomial interpolation
491
Inverse Interpolation
xi x0 x1 …. xn
Problem :
Given the table and y g yi y0 y1 …. yn
Find xg such that f ( xg ) = y g
One approach:
Use polynomial interpolation to obtain fn(x) to interpolate the
data then use Newton’s method to find a solution to
fn (x g ) = y g
18
Alternative Approach
Inverse interpolation: xi x0 x1 …. xn
1. Exchange the roles
yi y0 y1 …. yn
of x and y
2. Perform polynomial
Interpolation on the yi y0 y1 …. yn
new table.
xi x0 x1 …. xn
3. Evaluate
fn ( y g )
x
y
x y
19
Question:
What is the limitation of inverse interpolation
• The original function has an inverse

• y1,y2,…,yn must be distinct.
Example
x 1 2 3
Problem : y 3.2 2.0 1.6
Given the table. Find xg such that f ( xg ) = 2.5
3.2 1 -.8333 1.0416

2.0 2 -2.5
1.6 3
f 2 ( y ) = 1 − 0.8333( y − 3.2) + 1.0416( y − 3.2)( y − 2)

f 2 (2.5) = 1 − 0.8333(−0.7) + 1.0416(−0.7)(0.5) = 1.2187
20
10 th order Polynomial Interpolation
2
1.5 10 th order interpolating polynomial
0.5
true function
-0.5
-5 -4 -3 -2 -1 0 1 2 3 4 5
Errors in polynomial Interpolation

Polynomial interpolation may lead to large error
(especially for high order polynomials)
BE CAREFUL
When an nth order interpolating polynomial is

used, the error is related to the (n+1) th order
derivative
21
Errors in polynomial Interpolation
Theorem
Let f(x) be a function such that
f (n +1) (x) is continuous on [a, b], f ( n +1) ≤ M
Let P(x) be any polynomial of degree ≤ n
that interpolates f at n + 1 equally spaced points
in [a, b] (including the end points). Then
n +1
M b−a
f(x) - P(x) ≤  
4( n + 1)  n 
Example 1
f(x) = sin(x)
We want to use 9 th order polynomial to interpolat e f(x)
(using 10 equally spaced points) in the interval [0,1.6875]
f ( n +1) ≤ 1 for n > 0

M = 1, n = 9
n +1
M b−a
f(x) - P(x) ≤  
4( n + 1)  n 
10
1  1.6875  −9
f(x) - P(x) ≤   = 1.34 × 10
4(10)  9 
22
Interpolation Error
If f n (x) is the polynomial of degree n that interpolates
the function f(x) at the nodes x0 , x1 ,..., xn then for any x
not a node
n
f(x) − f n ( x) = f [ x0 , x1 ,..., xn , x] ∏ (x − xi )
i =0
Not useful. Why?

Approximation of the Interpolation Error

If f n (x) is the polynomial of degree n that interpolates
the function f(x) at the nodes x0 , x1 ,..., xn
Let( xn +1 , f ( xn +1 )) be an additional point
The interpolation error is approximated by
n
f(x) − f n ( x ) ≈ f [ x0 , x1 ,..., xn , xn +1 ] ∏ ( x − xi )
i =0
23
Divided Difference Theorem
If f ( n ) is continuous on [a, b] and if x0 , x1 ,..., xn
are any n + 1 distinct points in [a, b] then for some ξ ∈ [a, b]
1
f [ x0 , x1 ,..., xn ] = f ( n ) (ξ )
n!
If f ( x) is a polynomial of order n 1 4 1 0 0
then 2 5 1 0
3 6 1
f [ x0 , x1 ,..., xi ] = 0 ∀i ≥ n + 1
4 7
f ( x) = 3 + x
Summary
The interpolating polynomial is unique
Different methods can be used to obtain it
Newton’s Divided difference
Lagrange interpolation
others
Polynomial interpolation can be sensitive
to data.
BE CAREFUL when high order
polynomials are used
24

Interpolation

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Numerical Methods

What is sin (0.15)? 0.3 0.2955

Using Linear Interpolation sin (0.15) ≈ 0.1493

The interpolation Problem

(x0 , f ( x0 )), (x1, f ( x1 )), ...., (xn , f ( xn ) )

f n ( xi ) = f ( xi ) for i = 0,1, 2,..., n

Examples of Polynomial Interpolation

Given any two points, Given any three points there

The line that interpolates the two points is

Divided Difference Table

The first two column of the

Divided Difference Table

Divided Difference Table

f2(x)= F[x0]+F[x0,x1] (x-x0)+F[x0,x1,x2] (x-x0)(x-x1)

What do you observe?

Ordering the points should not affect the interpolating polynomial

Properties of divided Difference

Ordering the points should not affect the interpolating polynomial

(x0 , f ( x0 )), (x1, f ( x1 )), ...., (xn , f ( xn ) )

f n ( xi ) = f ( xi ) for i = 0,1, 2,..., n

Find the polynomial of least order f n (x) such that

l i ( x) are called the cardinals

Lagrange Interpolation Example

0 1 2 -3/2 7/6 -5/8

Interpolating Polynomial Using

x −1 x−2 x−3 x−4

What is the limitation of inverse interpolation

• The original function has an inverse

3.2 1 -.8333 1.0416

f 2 ( y ) = 1 − 0.8333( y − 3.2) + 1.0416( y − 3.2)( y − 2)

1.5 10 th order interpolating polynomial

Errors in polynomial Interpolation

When an nth order interpolating polynomial is

f ( n +1) ≤ 1 for n > 0

Not useful. Why?

Approximation of the Interpolation Error

The interpolation error is approximated by

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