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What is interpolation?
Why interpolation is so
important?
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data
Interpolation vs Curve
Fitting
With interpolation we seek a function that
allows us to approximate such that functional
values between the original data set
values may be determined(estimated).
With curve fitting we simply want a function
that is a good fit (typically a best fit in
some sense) to the original data points.
With curve fitting the approximating function
does not have to pass through the original data
set.
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Introduction
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Example of Interpolation
Type of interpolation
Linear
st
(1st
order)
Quadrati
nd
c (2nd
order)
Polynomi
al (norder)
Newton:
Finite Divided
Difference
st order
1st
nd order
2nd
Linear
Lagrange
Quadr
atic
Spline
Cubic
Multivar
iable
Interpolation
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Interpolation
A. Newton Interpolation:
Finite Divided Difference
Linear (1st
order)
Newton:
Finite Divided
Difference
Quadratic (2nd
order)
Polynomial (norder)
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a. Newton Interpolation:
Finite Divided Difference
(Linear)
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Mid
x
End
x1
10
20
80
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Example 3.1
We only know two
points
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Axes\Poi star
nt
t
mid end
y=lnx
0
Axes\Poi star
nt
t
?
1.791
75
mid end
y=lnx
1.386
2
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Linear polynomial
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Example
Linear polynomial
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Relative error
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Conclusion: Newton-Linear???
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Exercise 1
x
1
y=3lnx
6
0
5
f(x) = 3 ln(x) + 0
2.0794
R = 1
4
2
42
3.2958
3
3
37
2
4.1588
1
4
83
4.8283
0
0
1
2
3
4
5
6
5
14
5.3752
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78approximate value of y(3) using linear
Calculate
an
interpolation using the following ranges
a) x=2 and x=4 where f(2) = 2.079442 and f(4) =
4.158883
b) x=2 and x=5 where f(2)= 2.079442 and f(5) =
4.828314
https://www.youtube.com/watch?
v=MCVqOwtAFRM&index=2&list=LLnT3nvYwbs8HI0Yze5u2Ktw
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b. Quadratic interpolation
If three data points are available, the estimate is improved
by introducing some curvature into the line connecting the
points.
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Example 3.2
Axes\Poin
t
x0
x1
x2
y=lnx
1.386 1.79
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Quadratic polynomial
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Example
22
Answer 3.2
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Exercise 2
x
1
2
3
4
5
6
y=3lnx
0
2.0794
42
3.2958
37
4.1588
83
4.8283
14
5.3752
78
6
5
f(x) = 3 ln(x) + 0
R = 1
4
3
2
1
0
25
c. Polynomial (n-order
interpolation)
The general form representing an n-th order interpolation
function (requires
n+1 pairs of data) is:
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Cubic polynomial
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Example
29
Quartic polynomial
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Axes\Po
int
x0
x1
x2
x3
y=lnx
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Answer 3.3
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f 2 ( x) b0 b1 ( x x0 ) b2 ( x x0 )( x x1 )
x x0
b0 f ( x0 )
x x1
b1
bn f [ xn , xn 1 , , x1 , x0 ]
f [ xi , x j ]
f ( xi ) f ( x j )
f [ xi , x j , xk ]
x x2
xi x j
f ( x1 ) f ( x0 )
x x0
f ( x2 ) f ( x1 ) f ( x1 ) f ( x0 )
x2 x1
x1 x0
b2
x 2 x0
f [ xi , x j ] f [ x j , xk ]
xi xk
f [ xn , xn 1 , , x1 , x0 ]
f [ xn , xn 1 , , x1 ] f [ xn 1 , xn 2 , , x0 ]
x n x0
f1 ( x) f ( x0 ) f ( x1 ) f ( x0 )
x x0
x x0
f1 ( x) f ( x0 )
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f ( x1 ) f ( x0 )
( x x0 )
x x0
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Newton
f1 ( x) b0 b1 ( x x0 )
f 2 ( x) b0 b1 ( x x0 ) b2 ( x x0 )( x x1 )
f 3 ( x) b0 b1 ( x x0 ) b2 ( x x0 )( x x1 ) b3 ( x x0 )( x x1 )( x x2 )
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Exercise 3
Given the following data table,
evaluate
f(2.4)using3rdorder
Newton's
Divided
Difference
interpolation polynomial.
x
y=f(x)
2.25
3.75
4.25
5.81
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Interpolation
B. Lagrange
Interpolation
1
order
nd
2
order
st
Lagrange
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Lagrangian Interpolation
The Lagrange interpolating polynomial is
simply a reformulation of the Newtons
polynomial that avoids the computation of
divided differences:
n
f n ( x) Li ( x) f ( xi )
i 0
n
Li ( x)
j 0
j i
x xj
xi x j
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38
Newto
n
f1 ( x) f ( x0 ) f ( x1 ) f ( x0 )
x x0
x x0
f ( x1 ) f ( x0 )
f1 ( x ) f ( x0 )
( x x0 )
x x0
f1 ( x )
x x0
x x1
f ( x0 )
f ( x1 )
x0 x1
x1 x0
Lagrangi
an
x x0 x x2
x x1 x x2
f 2 ( x)
f ( x0 )
x0 x1 x0 x 2
x1 x0 x1 x 2
x x0 x x1
f ( x2 )
x2 x0 x2 x1
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f ( x1 )
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Exercise 4
A) Newton and B) Lagrangian
42
Week 5
43
44
Interpolation
C. Spline Interpolation
Linear
Spline
Quadratic
Cubic
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Spline Interpolation
There are cases where polynomials can lead to
erroneous/inaccurate results because of round
off error and overshoot.
Alternative approach is to apply lower-order
polynomials to subsets of data points. Such
connecting polynomials are called spline
functions.
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A visual representation of a
situation where splines are
superior to higher order
interpolating polynomials. (a-c):
indicate that the unexpected
changes induces oscillations in
interpolating polynomials. (d)
cubic spline much more
acceptable approximation since
it is limited to third-order
curves with smooth transitions
example
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1. Linear spline
49
Example 3.6
X=
5
50
X=5
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4
4 STEPS
STEPS FOR
FOR SOLVING
SOLVING QUADRATIC
QUADRATIC
SPLINE
2. Quadratic spline
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54
Number of
Unknown= 3n where
n is interval
Number of condition=
3n -2 where n is interval
20.25a1+4.5b1 + c1 =1.0
20.25a2+4.5b2+c2=1.0
49a2+7b2+c2=2.5
49a3+7b3+c3=2.5
X=
3
X=4.
5
X=7.
0
X=9.
Inside the
Boundary
9a1+3b1+ c1 =2.5
81a3+9b3+ c3=0.5
X=
3
X=9.
0
Outside the
Boundary 56
9a1 +b1=9a2+b2
14a2+b2=14a3+b3
X=
3
X=4.
5
X=7.
0
X=9.
0
Derivatives
-Inside the
Boundary
57
20.25a1+4.5b1 + c1 =1.0
20.25a2+4.5b2+c2=1.0
49a2+7b2+c2=2.5
49a3+7b3+c3=2.5
9a1+3b1+ c1 =2.5
81a3+9b3+ c3=0.5
9a1+3b1+ c1 =2.5
81a3+9b3+ c3=0.5
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3. Cubic spline
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Cont..
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Example 3.8
Hey brother
http://www.youtube.com/watch?v=YxIiPLVR6NA
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answer
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Result 3.8
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Multivaria
ble
Interpolati
on
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d. Multivariable
Interpolation
st
Linear
Linear (1
(1st
order)
order)
Quadratic
Quadratic
nd
(2
(2nd
order)
Polynomi
Polynomi
al
al (n(norder)
Newton:
Finite Divided
Difference
st order
1
1st
order
nd order
2
2nd
order
Line
ar
Lagrange
Quad
ratic
Spline
Cubi
c
Multiv
ariable
Interpolation
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Example 3.10
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Solution
xy
0.2
0.3
0.4
1
1.
5
1.
5
1.
5
1.
0.5
0.64
9
1.00
3
1.35
9
1.70
3
0.2 0.99
1.52
0.3
4
2.04
0.4
5
2.54
Y=0.3
3
Y=0.3
3
Y=0.3
3
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xy
0.2
0.3
0.4
1
1.
5
1.
5
1.
5
1.
5
0.5
2
2
0.64
9
1.00
3
1.35
9
1.70
3
0.2 0.99
1.52
0.3
4
2.04
0.4
5
2.54
0.5
9
1.56
0.2
8
2.38
0.3
4
Develop branch y
and z
1) At x= 1
Z(1, 0.33)
2) At x= 1.5
Z(1.5, 0.33)
3) At x= 2
Z(2, 0.33)
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Answer
# Calculate
by your own
since the
data give the
wrong
answer
71
# Calculate
by your own
since the
data give the
wrong
72
answer
EXERCISE 2
73
10
1.5
10
1.5
9.95
1.5
1.5
7.32
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EXERCISE 3
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List of youtubes
Thank You The Educated Race
Will People Follow The Crowd In An
Elevator Experiment
https://www.youtube.com/watch?v=MDD4IkVZWTM
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