Cise301 Topic5 t212 Sec01

CISE301_Topic5 KFUPM - T212 - Section 01 1
SE301: Numerical Methods

Topic 5:
Interpolation
Lectures 20-22:
KFUPM
(Term 212)
Section 01

Read Chapter 18, Sections 1-5

Lecture 20
Introduction to Interpolation
Introduction
Interpolation Problem
Existence and Uniqueness
Linear and Quadratic Interpolation
Newtons Divided Difference Method
Properties of Divided Differences
Introduction
Interpolation was used for
long time to provide an
estimate of a tabulated
function at values that are
not available in the table.

What is sin (0.15)?
x sin(x)
0 0.0000
0.1 0.0998
0.2 0.1987
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,

Find an n
th
order polynomial
that passes through all points, such that:

( ) ( ) ( ) ) ( , ...., , ) ( , , ) ( ,
1 1 0 0 n n
x f x x f x x f x
) (x f
n
n i for x f x f
i i n
,..., 2 , 1 , 0 ) ( ) ( = =
Example
An experiment is used to determine
the viscosity of water as a function
of temperature. The following table
is generated:

Problem: Estimate the viscosity
when the temperature is 8 degrees.

Temperature
(degree)
Viscosity
0 1.792
5 1.519
10 1.308
15 1.140
Interpolation Problem
Find a polynomial that fits the data
points exactly.

) V(T V
T a V(T)
i i
n
k
k
k
=
=
=0
ts coefficien
Polynomial :
e Temperatur :
Viscosity :
k
a
T
V
Linear Interpolation: V(T)= 1.73 0.0422 T
V(8)= 1.3924
Existence and Uniqueness
Given a set of n+1 points:

Assumption: are distinct

Theorem:
There is a unique polynomial f
n
(x) of order n
such that:

,...,n , i for x f x f
i i n
1 0 ) ( ) ( = =
n
x x x ,..., ,
1 0
( ) ( ) ( ) ) ( , ...., , ) ( , , ) ( ,
1 1 0 0 n n
x f x x f x x f x
Examples of Polynomial Interpolation
Linear Interpolation

Given any two points,
there is one polynomial of
order 1 that passes
through the two points.
Quadratic Interpolation

Given any three points there
is one polynomial of order
2 that passes through the
three points.

Linear Interpolation
Given any two points,

The line that interpolates the two points is:

Example :
Find a polynomial that interpolates (1,2) and (2,4).

( ) ( ) ) ( , , ) ( ,
1 1 0 0
x f x x f x
( )
0
0 1
0 1
0 1
) ( ) (
) ( ) ( x x
x x
x f x f
x f x f
+ =
( ) x x x f 2 1
1 2
2 4
2 ) (
1
=
+ =
Quadratic Interpolation
Given any three points:
The polynomial that interpolates the three points is:
( ) ( ) ( ) ) ( , , ) ( , , ) ( ,
2 2 1 1 0 0
x f x and x f x x f x
( ) ( )( )
0 2
0 1
0 1
1 2
1 2
2 1 0 2
0 1
0 1
1 0 1
0 0
1 0 2 0 1 0 2
) ( ) ( ) ( ) (
] , , [
) ( ) (
] , [
) (
:
) (
x x
x x
x f x f
x x
x f x f
x x x f b
x x
x f x f
x x f b
x f b
where
x x x x b x x b b x f
= =
= =
=
+ + =
General n
th
Order Interpolation
Given any n+1 points:
The polynomial that interpolates all points is:
( ) ( ) ( ) ) ( , ..., , ) ( , , ) ( ,
1 1 0 0 n n
x f x x f x x f x
( ) ( )( ) ( ) ( )
] , ... , , [
....
] , [
) (
... ... ) (
1 0
1 0 1
0 0
1 0 1 0 2 0 1 0
n n
n n n
x x x f b
x x f b
x f b
x x x x b x x x x b x x b b x f
=
=
=
+ + + + =

Divided Differences

0
1 1 0 2 1
1 0
0 2
1 0 2 1
2 1 0
0 1
0 1
1 0
] ,..., , [ ] ,..., , [
] ,..., , [
...... .. . . . .
DD order Second
] , [ ] , [
] , , [
DD order First
] [ ] [
] , [
DD order Zeroth ) ( ] [
x x
x x x f x x x f
x x x f
x x
x x f x x f
x x x f
x x
x f x f
x x f
x f x f
k
k k
k
k k
=
=

Divided Difference Table

x F[ ] F[ , ] F[ , , ] F[ , , ,]
x
0
F[x0] F[x
0
,x
1
] F[x
0
,x
1,
x
2
] F[x
0
,x
1
,x
2
,x
3
]
x
1
F[x
1
] F[x
1
,x
2
] F[x
1
,x
2
,x
3
]
x
2
F[x
2
] F[x
2
,x
3
]
x
3
F[x
3
]
( )
[
=
=
)
`
=
n
i
i
j
j i n
x x x x x F x f
0
1
0
1 0
] ,..., , [ ) (

f(x
i
)
0 -5
1 -3
-1 -15
i
x
x F[ ] F[ , ] F[ , , ]
0 -5 2 -4
1 -3 6
-1 -15
Entries of the divided difference
table are obtained from the data
table using simple operations.

f(x
i
)
0 -5
1 -3
-1 -15
i
x
x F[ ] F[ , ] F[ , , ]
0 -5 2 -4
1 -3 6
-1 -15
The first two column of the
table are the data columns.
Third column: First order differences.
Fourth column: Second order differences.

0 -5
1 -3
-1 -15
i
y
i
x
x F[ ] F[ , ] F[ , , ]
0 -5 2 -4
1 -3 6
-1 -15
2
0 1
) 5 ( 3
=

0 1
0 1
1 0
] [ ] [
] , [
x x
x f x f
x x f
=

0 -5
1 -3
-1 -15
i
y
i
x
x F[ ] F[ , ] F[ , , ]
0 -5 2 -4
1 -3 6
-1 -15
6
1 1
) 3 ( 15
=

1 2
1 2
2 1
] [ ] [
] , [
x x
x f x f
x x f
=

0 -5
1 -3
-1 -15
i
y
i
x
x F[ ] F[ , ] F[ , , ]
0 -5 2 -4
1 -3 6
-1 -15
4
) 0 ( 1
) 2 ( 6
=

0 2
1 0 2 1
2 1 0
] , [ ] , [
] , , [
x x
x x f x x f
x x x f
=

0 -5
1 -3
-1 -15
i
y
i
x
x F[ ] F[ , ] F[ , , ]
0 -5 2 -4
1 -3 6
-1 -15
) 1 )( 0 ( 4 ) 0 ( 2 5 ) (
2
+ = x x x x f
f
2
(x)= F[x
0
]+F[x
0
,x
1
] (x-x
0
)+F[x
0
,x
1
,x
2
] (x-x
0
)(x-x
1
)
Two Examples

x y
1 0
2 3
3 8
Obtain the interpolating polynomials for the two examples:
x y
2 3
1 0
3 8
What do you observe?
Two Examples

1
) 2 )( 1 ( 1 ) 1 ( 3 0 ) (
2
2
=
+ + =
x
x x x x P
x Y
1 0 3 1
2 3 5
3 8
x Y
2 3 3 1
1 0 4
3 8
1
) 1 )( 2 ( 1 ) 2 ( 3 3 ) (
2
2
=
+ + =
x
x x x x P
Ordering the points should not affect the interpolating polynomial.
Properties of Divided Difference

] , , [ ] , , [ ] , , [
0 1 2 0 2 1 2 1 0
x x x f x x x f x x x f = =
Ordering the points should not affect the divided difference:
Example
Find a polynomial to
interpolate the data.
x f(x)
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
) 6 )( 5 )( 4 )( 2 ( 6750 . 0
) 5 )( 4 )( 2 ( 5417 . 1 ) 4 )( 2 ( 6667 . 1 ) 2 ( 1 3
4

+ + =
x x x x
x x x x x x f
x 1.6 2 2.5 3.2 4 4.5
f(x) 2 8 14 15 8 2
Example
Calculate f (2.8) using Newtons interpolating
polynomials of order 1 through 3. Choose the
sequence of the points for your estimates to
attain the best possible accuracy.
x f(x) f[ , ] f[ , , ] f[ , , , ]
2.5 14 1.4286 -8.8095 1.0120
3.2 15 5.8333 -7.2917
2 8 0
4 8
The first through third-order interpolations can then be implemented as

Example
428571 . 14 ) 5 . 2 8 . 2 ( 428571 . 1 14 ) 8 . 2 (
1
= + = f
485714 . 15 ) 2 . 3 8 . 2 )( 5 . 2 8 . 2 ( 809524 . 8 ) 5 . 2 8 . 2 ( 428571 . 1 14 ) 8 . 2 (
2
= + = f
15.388571 .) 2 8 . 2 )( 2 . 3 8 . 2 )( 5 . 2 8 . 2 ( 1.011905
) 2 . 3 8 . 2 )( 5 . 2 8 . 2 ( 809524 . 8 ) 5 . 2 8 . 2 ( 428571 . 1 14 ) 8 . 2 (
3
= +
+ = f
Summary

. polynomial ing interpolat affect the not should points the Ordering
methods Other -
2] 18. [Section ion Interpolat Lagrange -
] 18.1 [Section Difference Divided Newton -
it obtain to used be can methods Different *
unique. is Polynomial ing interpolat The *
..., , 2 , 1 , 0 ) ( ) ( : Condition ing Interpolat n i f or x f x f
i n i
= =

Lecture 21
Lagrange Interpolation
The Interpolation Problem
Given a set of n+1 points:

Find an n
th
order polynomial:
that passes through all points, such that:

( ) ( ) ( ) ) ( , ...., , ) ( , , ) ( ,
1 1 0 0 n n
x f x x f x x f x
) (x f
n
n i for x f x f
i i n
,..., 2 , 1 , 0 ) ( ) ( = =
Problem:
Given

Find the polynomial of least order such that:

Lagrange Interpolation Formula:
n i for x f x f
i i n
,..., 1 , 0 ) ( ) ( = =
) (x f
n
.
.
1
x
n
x
0
y
1
y
n
y
i
x
i
y
( )
( )
( )
[
= =
=
=
=
n
i j j
j i
j
i
n
i
i i n
x x
x x
x
x x f x f
, 0
0
) (
) ( ) (
0
x

=
=
=
j i
j i
x
x
j i
th
i
1
0
) (
: s polynomial order n are cardinals The
cardinals. the called are ) (

Lagrange Interpolation Example

x 1/3 1/4 1
y 2 -1 7
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
{ } { }
{ } ) 4 / 1 )( 3 / 1 ( 2 7
) 1 )( 3 / 1 ( 16 1 ) 1 )( 4 / 1 ( 18 2 ) (
4 / 1 1
4 / 1
3 / 1 1
3 / 1
) (
1 4 / 1
1
3 / 1 4 / 1
3 / 1
) (
1 3 / 1
1
4 / 1 3 / 1
4 / 1
) (
) ( ) ( ) ( ) ( ) ( ) ( ) (
2
1 2
1
0 2
0
2
2 1
2
0 1
0
1
2 0
2
1 0
1
0
2 2 1 1 0 0 2
+
=

=
+ + =
x x
x x x x x P
x x
x x
x x
x x
x x
x
x x
x x
x x
x x
x x
x
x x
x x
x x
x x
x x
x
x x f x x f x x f x P

Example
Find a polynomial to interpolate:

Both Newtons interpolation
method and Lagrange
interpolation method must
give the same answer.
x y
0 1
1 3
2 2
3 5
4 4
Newtons Interpolation Method
0 1 2 -3/2 7/6 -5/8

1 3 -1 2 -4/3
2 2 3 -2
3 5 -1
4 4
Interpolating Polynomial
) 3 )( 2 )( 1 (
8
5
) 2 )( 1 (
6
7
) 1 (
2
3
) ( 2 1 ) (
4

+ + =
x x x x
x x x x x x x f
Interpolating Polynomial Using
Lagrange Interpolation Method
3 4
3
2 4
2
1 4
1
0 4
0
4 3
4
2 3
2
1 3
1
0 3
0
4 2
4
3 2
3
1 2
1
0 2
0
4 1
4
3 1
3
2 1
2
0 1
0
4 0
4
3 0
3
2 0
2
1 0
1
4 5 2 3 ) ( ) (
4
3
2
1
0
4 3 2 1 0
4
0
4
=
+ + + + = =
=
x x x x
x x x x
x x x x
x x x x
x x x x
x f x f
i
i i

Lecture 22
Inverse Interpolation
Error in Polynomial Interpolation

. ) ( : such that Find
. and table Given the
: Problem
g g g
g
y x f x
y
=
.
.
1
x
n
x
0
y
1
y
n
y
i
x
i
y
One approach:
Use polynomial interpolation to obtain f
n
(x) to interpolate the
data then use Newtons method to find a solution to:
g g n
y x f = ) (
0
x
Alternative Approach

.
.
1
x
n
x
0
y
1
y
n
y
i
x
i
y
Inverse interpolation:
1. Exchange the roles
of x and y.

2. Perform polynomial
Interpolation on the
new table.
3. Evaluate

) (
g n
y f
.
.
i
y
0
y
1
y
n
y
i
x
0
x
1
x
n
x
0
x

x
y
y
x

Question:
What is the limitation of inverse interpolation?

The original function has an inverse.
y
1
, y
2
, , y
n
must be distinct.
Example

5 . 2 ) ( such that Find table. Given the
: Problem
=
g g
x f x
x 1 2 3
y 3.2 2.0 1.6
3.2 1 -.8333 1.0416
2.0 2 -2.5
1.6 3
2187 . 1 ) 5 . 0 )( 7 . 0 ( 0416 . 1 ) 7 . 0 ( 8333 . 0 1 ) 5 . 2 (
) 2 )( 2 . 3 ( 0416 . 1 ) 2 . 3 ( 8333 . 0 1 ) (
2
2
= + =
+ =
f
y y y y f
-5 -4 -3 -2 -1 0 1 2 3 4 5
-0.5
0
0.5
1
1.5
2
true function
10 th order interpolating polynomial
10
th
Order Polynomial Interpolation
Errors in polynomial Interpolation
Polynomial interpolation may lead to large
errors (especially for high order polynomials).
BE CAREFUL

When an n
th
order interpolating polynomial is
used, the error is related to the (n+1)
th
order
derivative.

1
) 1 ( 1
) 1 ( 4
: Then points). end the (including b] [a, in
points spaced equally 1 at es interpolat that
n degree of polynomial any be Let
. and b], [a, on continuous is
: such that function a be Let
+
+ +
|
.
|
\
|

+
s
+
s
s
n
n ) (n
n
a b
n
M
f (x)-P(x)
n f
P(x)
M f (x) f
f (x)
Errors in polynomial Interpolation
Theorem
Example 1
9
10
1
) 1 (
th
10 34 . 1
9
6875 . 1
) 10 ( 4
1
) 1 ( 4
9 , 1
0 1
. [0,1.6875] interval in the points) spaced equally 0 1 (using
f(x) e interpolat to polynomial order 9 use want to We
sin
+
+
=
|
.
|
\
|
s
|
.
|
\
|

+
s
= =
> s
=
f (x)-P(x)
n
a b
n
M
f (x)-P(x)
n M
n f or f
(x) f (x)
n
n
Interpolation Error
( )
[
=
=
n
i
i n n
n
n
x x x x x x f x f f (x)
x x x x
n f
0
1 0
1 0
] , ,..., , [ ) (
: node a not
any for then , ,..., , nodes at the f(x) function the
es interpolat that degree of polynomial the is (x) If
Not useful. Why?
Approximation of the Interpolation Error
( )
[
=
+
+ +
~
n
i
i n n n
n n
n
n
x x x x x x f x f f (x)
x f x
x x x f (x)
n f
0
1 1 0
1 1
1 0
] , ,..., , [ ) (
: by ed approximat is error ion interpolat The
point. additional an be )) ( , ( Let
. ,..., , nodes at the function the
es interpolat that degree of polynomial the is (x) If
Divided Difference Theorem
( )
) (
1 0
1 0
) (
!
1
] ,..., , [
: b] [a, some for then b], [a, in points distinct 1 any are
,..., , if and b], [a, on continuous is
n
n
n
n
f
n
x x x f
n
x x x f If
=
e +
1 0 ] ,..., , [
: then
, order of polynomial a is ) (
1 0
+ > = n i x x x f
n x f If
i
1 4 1 0 0
2 5 1 0
3 6 1
4 7
x x f + = 3 ) (
Summary
The interpolating polynomial is unique.
Different methods can be used to obtain it.
Newtons divided difference
Lagrange interpolation
Others
Polynomial interpolation can be sensitive to
data.
BE CAREFUL when high order polynomials
are used.

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CISE301_Topic5 KFUPM - T212 - Section 01 1

SE301: Numerical Methods

CISE301_Topic5 KFUPM - T212 - Section 01 13

CISE301_Topic5 KFUPM - T212 - Section 01 32

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