16-Interpolation With Non Equvi-Spaced Data Points - Lagrange Interpolation-28-Jan-2019Reference Materia PDF

MAT3005 - Applied Numerical Methods
Dr. B.S.R.V. Prasad

Department of Mathematics
School of Advanced Sciences
VIT, Vellore
srvprasad.bh@gmail.com
srvprasad.bh@vit.ac.in
Interpolation of Non Equi-space Data Points
1
Introduction
I Till now we have discussed the interpolation techniques for estimating
the missing data when the data points are equi-spaced.
I But, in many cases the data points are not equi-spaced.
I In this case, we can not use the Newton’s forward/backward or
Striling’s interpolation techniques.
I We should go for other techniques for solving these non-equispaced
data sets.
Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Interpolation of Non Equi-space Data Points
2
Introduction
I In next few classes we will discuss various methods of interpolation.
They include:
1. Lagrange interpolation
2. Newton’s divided difference interpolation
3. Spline interpolation

Lagrange Interpolation
3
Polynomials
I A polynomial is an expression of finite length constructed from
variables (also called indeterminates) and constants, using only the
operations of addition, subtraction, multiplication, and non-negative
integer exponents.
I The most common form of an nth order polynomial is:
pn (x) = an xn + an−1 xn−1 + · · · + a2 x2 + a1 x + a0 ,
where n is a non-negative integer and a0 , a1 , a2 , . . . , an are constant

coefficients.

4
Lagrange Interpolating Polynomials

I The basic problem of polynomial interpolation is as follows: Given a set
of (n + 1) distinct data points (xi , yi ), i = 0, 1, 2, . . . , n, we have to find
the curve y = f(x) passing through these points.
I We make the following assumptions on the unknown function f(x).
I First, we assume that f(x) is sufficiently smooth. i.e., the function f(x)
is continuously differentiable (n + 1)−times in the interval [a, b].
I We further assume that the class of approximating functions be
polynomials of degree ≤ n and of the form
y = Pn (x) = a0 + a1 x + a2 x2 + . . . + an xn .
I Now, we should determine the constants ai , i = 0, 1, 2, . . . , n.

5

I Since the polynomial Pn (x) passes through the points
(xi , yi ), i = 0, 1, 2, . . . , n, it follows that
y0 = a0 + a1 x0 + a2 x02 + . . . + an x0n .
y1 = a0 + a1 x1 + a2 x12 + . . . + an x1n .
..
.
yn = a0 + a1 xn + a2 xn2 + . . . + an xnn .
I The above is a system of (n + 1) linear algebraic equations for the

(n + 1) unknowns, ai , i = 0, 1, 2, . . . , n.

6

I The above system can be written in the matrix form AX = b where
1 x0 x02 . . . x0n
     
2 n
a0 y0
1 x1 x1 . . . x1   a1   y1 
A = . ..  , X = 
. . . and b = . . .
 
..   
 .. . .
1 xn x 2 . . . x n an yn
n n

7

I The determinant of the coefficient matrix of the above system is:
1 x0 x02 . . . x0n

1 x1 x12 . . . x1n

Y n
D= . = (xi − xj ) 6= 0

.. ..
..

. . i,j=0,
1 xn x 2 . . . x n i6=j
n n
I This determinant is called Van der Monde determinant and is clearly

different from zero (as the given points are distinct).
I Thus the above system possess a unique solution.
I Solving the above system analytically is difficult and therefore we
employ the numerical techniques.

8

I Let us define the auxiliary functions
n
Y
Pk (x) = (x − x0 ) . . . (x − xk−1 )(x − xk+1 ) . . . (x − xn ) = (x − xi )
i=0
i6=k
I Note that Pk (x) = 0 for any x = xi , i 6= k, i = 0, 1, 2 . . . , n.

I Since there are n factors, Pk (x) are polynomials of degree n.
I Now, let
n
X
y = φ(x) = Ak Pk (x),
k=0
where Ak , k = 0, 1, 2, . . . , n are constants to be determined.

9

I Clearly, φ(x) is a polynomial of degree n (or less). Further, we have that at
x = xi , y = yi . Therefore,
n
X
yi = φ(xi ) = Ak Pk (xi ) = Ai Pi (xi ).
k=0
I Therefore,
yi
Ai = .
Pi (xi )
I Hence,
n
X Pk (x)
Ln (x) = y = φ(x) = yk
Pk (xk )
k=0
n Y
n
X (x − xi )
= yk (1)
(xk − xi )
k=0 i=0
i6=k

10

I The polynomials
n
Y (x − xi )
lk (x) =
(xk − xi )
i=0
i6=k
are called Lagrange Basis Polynomials.

I (
0 for k 6= i
lk (xi ) =
1 for k = i

Inverse Lagrange Interpolation
11
Inverse Lagrange Interpolation

Interchanging x and y in the equation (1), we obtain
n Y
n
X (y − yi )
Ln (y) = x = ψ(y) = xk (2)
(yk − yi )
k=0 i=0
i6=k
This is called inverse interpolation formula.

12
Algorithm for Lagrange Interpolation

Step 1: Initialise sum=0, prod = 1;
Step 2: Accept the x value
Step 3: for k=0 to n do
for i=0 to n and i != k do
prod = prod*(x - x(i))/(x(k) - x(i))
end
sum = sum + prod
end
Step 3: Output sum

13
Problem
Certain corresponding values of x and log10 x are
(300, 2.4771), (304, 2.4829), (305, 2.4843) and (307, 2.4871). Find
log10 301.

14
Solution.
(301 − 304)(301 − 305)(301 − 307)
log10 301 = (2.4771)
(300 − 304)(300 − 305)(300 − 307)
(301 − 300)(301 − 305)(301 − 307)
+ (2.4829)
(304 − 300)(304 − 305)(304 − 307)
(301 − 300)(301 − 304)(301 − 307)
+ (2.4843)
(305 − 300)(305 − 304)(305 − 307)
(301 − 300)(301 − 304)(301 − 305)
+ (2.4871)
(307 − 300)(307 − 304)(307 − 305)
= 1.2739 + 4.9658 − 4.4717 + 0.7106
= 2.4786.

15
Problem
For the given table of values of y = f(x), construct a Lagrange Polynomial of
degree 3 and hence find the value of y when x = 3.
x 0 1 2 4
y 1 3 9 81

16
Solution. We have
(x − 1)(x − 2)(x − 4) 1
l0 (x) = = − (x3 − 7x2 + 14x − 8)
(0 − 1)(0 − 2)(0 − 4) 8
(x − 0)(x − 2)(x − 4) 1
l1 (x) = = (x3 − 6x2 + 8x)
(1 − 0)(1 − 2)(1 − 4) 3
(x − 0)(x − 1)(x − 4) 1
l2 (x) = = − (x3 − 5x2 + 4x)
(2 − 0)(2 − 1)(2 − 4) 4
(x − 0)(x − 1)(x − 2) 1 3
l3 (x) = = (x − 3x2 + 2x)
(4 − 0)(4 − 1)(4 − 2) 24
So,
1 1
L3 (x) = − (x3 − 7x2 + 14x − 8)(1) + (x3 − 6x2 + 8x)(3)
8 3
1 1
− (x3 − 5x2 + 4x)(9) + (x3 − 3x2 + 2x)(81)
4 24
Now, L3 (3) = 31.
17
Problem
If y1 = 4, y3 = 12, y4 = 19 and yx = 17, find x.

18
Solution. Using the inverse interpolation formula:
(y − 12)(y − 19) (y − 4)(y − 19) (y − 4)(y − 12)

x= (1) + (3) + (4)
(4 − 12)(4 − 19) (12 − 4)(12 − 19) (19 − 4)(19 − 12)
So, for yx = 7, we have
(7 − 12)(7 − 19) (7 − 4)(7 − 19) (7 − 4)(7 − 12)

x= (1) + (3) + (4)
(4 − 12)(4 − 19) (12 − 4)(12 − 19) (19 − 4)(19 − 12)
(−5)(−12) (3)(−12) (3)(−5)
= (1) + (3) + (4)
(−8)(−15) (8)(−7) (15)(7)
= 1.86

19
Problem
√ √
From the given table of square-roots, calculate 151 and 155, by Lagrange
interpolation formula:
x√ 150 152 154 156
y= x 12.247 12.329 12.410 12.490

20
Problem
From the given table of values, calculate f(0.35) and f(0.65) by Lagrange
Interpolation formula
x 0.30 0.40 0.50
f(x) −1.203973 −0.916291 −0.693147
0.60 0.70
−0.510826 −0.356675

21
Few Observations
I The arguments xi , i = 0, 1, . . . , n, need not be equispaced points in a
table; i.e., it is valid and useful for unequal intervals.
I The degree n of the approximating polynomial should be small,
preferably 5 or 6 (not higher), otherwise the polynomials may give rise
to oscillations.
I If we want to add one more data point, we have to compute the
polynomial from the beginning. It does not use the polynomial already
computed. That is, yk+1 (x) does not use yk (x) which is already
available.

Newton’s Divided Difference Interpolation
22
Newton Divided Difference Formula

I We have seen that, in Lagrange interpolation, we cannot use the work
that has already been done if we want to incorporate another data
point in order to improve the accuracy of estimation.
I Therefore, it is necessary to look for some other form of
representation to overcome this drawback.
I Let us consider another form of polynomial known as Newton form,
given by
Pn (x) = a0 + a1 (x − x0 ) + a2 (x − x0 )(x − x1 )
+ . . . + an (x − x0 )(x − x1 ) . . . (x − xn−1 )
I We now need to determine the coefficients a0 , a1 , . . . , an .

23

I Let us assume that (x0 , y0 ), (x1 , y1 ), . . . , (xn , yn ) are the interpolating
points.
I Then we have
Pn (xk ) = yk , k = 0, 1, 2, . . . , (n − 1).
I Now, at x = x0 , we have
Pn (x0 ) = a0 = y0 .
I Similarly, at x = x1 , we have
Pn (x1 ) = a0 + a1 (x1 − x0 ) = y1 .
I Therefore,
y1 − y0
a1 = .
x1 − x0
24

I At x = x2 , we have
Pn (x2 ) = a0 + a1 (x2 − x0 ) + a2 (x2 − x0 )(x2 − x1 ) = y2
I Substituting for a0 and a1 and rearranging the terms, we get

y2 −y1 y1 −y0
x2 −x1 − x1 −x0
a2 =
x2 − x0

25

I Let us define a notation
y[xk ] = yk
y[xk+1 ] − y[xk ]
y[xk , xk+1 ] =
xk+1 − xk
y[xk+1 , xk+2 ] − y[xk , xk+1 ]
y[xk , xk+1 , xk+2 ] =
xk+2 − xk
y[xk+1 , . . . , xi+1 ] − y[xk , . . . , xi ]
y[xk , xk+1 , . . . , xi , xi+1 ] =
xi+1 − xk
I These quantities are called divided differences.

26

I Now, we can express the coefficients ai in terms of these divided
differences.
a0 = y0 = y[x0 ]
y1 − y0
a1 = = y[x0 , x1 ]
x1 − x0
y2 −y1
− yx11 −y 0
a2 = x2 −x1 −x0
x2 − x0
y[x1 , x2 ] − y[x0 , x1 ]
=
x2 − x0
= y[x0 , x1 , x2 ]
I Thus,
an = y[x0 , x1 , . . . , xn ].

27

I Here a1 represents the first divided difference and a2 the second
divided difference and so on.
I Substituting for ai in the first equation ,we get
Pn (x) = y[x0 ] + y[x0 , x1 ](x − x0 ) + y[x0 , x1 , x2 ](x − x0 )(x − x1 )

+ ...
+ y[x0 , x1 , . . . , xn ](x − x0 )(x − x1 ) . . . (x − xn−1 )
I The above can be written in a compact form as
n (i−1)
X Y
Pn (x) = y[x0 , x1 , . . . , xi ] (x − xj )
i=0 j=0
I The above equation is called Newton’s Divided Difference Interpolation

Polynomial.
28
Divided Difference Table

I We can obtain recursively a higher-order divided difference, starting from the
first-order difference.
I Below we present this in a tabular format which is known as divided difference
table.
i xi yi = f[xi ] First Second Third Fourth

Difference Difference Difference Difference
0 x0 y0 = f[x0 ]
f[x0 , x1 ]
1 x1 y1 = f[x1 ] f[x0 , x1 , x2 ]
f[x1 , x2 ] f[x0 , x1 , x2 , x3 ]
2 x2 y2 = f[x2 ] f[x1 , x2 , x3 ] f[x0 , x1 , x2 , x3 , x4 ]
f[x2 , x3 ] f[x1 , x2 , x3 , x4 ]
3 x3 y3 = f[x3 ] f[x2 , x3 , x4 ]
f[x3 , x4 ]
4 x4 y4 = f[x4 ]

29
Problem
Given below is a table of data for log x. Estimate log 2.5 using second order
Newton interpolation polynomial.
i 0 1 2 3
xi 1 2 3 4
log xi 0 0.3010 0.4771 0.6021
Hint: Second order polynomial require only three data points. Use the first
three points and find a0 , a1 and a2 .

Cubic Spline Interpolation
30
Splines
I So far we have discussed how an interpolation polynomial of degree n
can be constructed and used if a set of values of function are given.
I There are situations in which this approach is likely to face problems
and produced incorrect estimates.
I This is because the interpolation takes a global rather than a local view
of data.
I It has been proved that when n is large compared to the order of the
“true" function, the interpolation polynomial of degree n does not
provide accurate results at the end of the range.
I Thus, increasing the order of polynomials does not necessarily increase
the accuracy.

31
Splines
I To overcome this problem, one can divide the entire range into
subintervals and use local low-order polynomials to interpolate each
subinterval.
I These local polynomials are called piecewise polynomials, which are
continuous in the subinterval and discontinuous at the interpolating
points.
I We can construct piecewise polynomials such that they are continuous
at the interpolating points also.
I This type of polynomials are called Spline polynomials.
I The concept of splines originated from the mechanical drafting tool
called “spline" used by designers for drawing smooth curves.
I The connection points are called knots or nodes.

32
Definition
Spline function A spline function of degree n over the interval [x0 , xn ] with
knots (nodes) xi , i = 0, 1, 2, . . . , n is a function S(x) with the properties:
(i) si (x) is a polynomial of degree at most n in each of the subintervals
[xi−1 , xi ], 1 ≤ i ≤ n.
(ii) si (x) and its derivatives of orders 1, 2, . . . , n − 1 are continuous on
[x0 , xn ].
The set of all polynomials form a spline interpolating polynomial if
si (xi ) = f(xi ), for i = 0, 1, 2, . . . , n. The process of constructing such
polynomials for a given set of function points is known as spline
interpolation.

33
Definition
Cubic Splines A Cubic spline interpolating polynomial over the interval
[x0 , xn ] with knots (nodes) xi , i = 0, 1, 2, . . . , n is a function S(x) with the
properties:
(i) si (x) is almost a cubic in each of the subintervals [xi−1 , xi ], 1 ≤ i ≤ n.
(ii) si (xi ) = yi = f(xi ), i = 0, 1, 2, . . . , n.
(iii) si (x), s0i (x) and s00i (x) are continuous on [x0 , xn ], and
(iv) s00i (x0 ) = s00i (xn ) = 0.

34
To derive the governing equations of the cubic spline, we observe that the
spline second derivatives must be linear. Hence we have in [xi−1 , xi ]:
1
s00i (x) = [(xi − x)Mi−1 + (x − xi−1 )Mi ]
hi
where hi = xi − xi−1 and s00i (xi ) = Mi for all i.

Now, integrating the above twice with respect to x, we obtain
1 (xi − x)3 (x − xi−1 )3

si (x) = Mi−1 + Mi + ci (xi − x) + di (x − xi−1 )
hi 6 6
The constants ci and di can be determined by using the conditions

si (xi−1 ) = f(xi−1 ) = yi−1 and si (xi ) = f(xi ) = yi . Mi ’s can obtained by using
continuity condition of s0i (x).

35
Cubic Splines
The cubic spline interpolating polynomial si (x) in the interval [xi−1 , xi ] is
given by
1
si (x) = [(xi − x)3 Mi−1 + (x − xi−1 )3 Mi ]
6hi
h2

1
+ fi−1 − i Mi−1 (xi − x)
hi 6
h2i

1
+ fi − Mi (x − xi−1 )
hi 6
The Mi ’s can be found from the following relations:

fi+1 − fi fi − fi−1
hi Mi−1 + 2(hi + hi+1 )Mi + hi+1 Mi+1 = 6 −
hi+1 hi

36
Cubic Splines
For equal intervals, hi = hi+1 = h and hence the above equations reduces
to:
1
si (x) = [(xi − x)3 Mi−1 + (x − xi−1 )3 Mi ]
6h
h2

1
+ fi−1 − Mi−1 (xi − x)
h 6
h2

1
+ fi − Mi (x − xi−1 ) (3)
h 6
and
6
Mi−1 + 4Mi + Mi+1 = (fi+1 − 2fi + fi−1 ) (4)
h2
(Here Mi = s00 (xi )).

37
Determining Mi ’s
Finally, we have a system of n − 1 linear equations in n + 1 unknowns
M0 , M1 , M2 , . . . , Mn . Therefore to solve this system, we require two
additive conditions, which may be taken in one of the following forms:
(i) M0 = Mn = 0 (A spline satisfying these conditions is called a natural
spline).
(ii) M0 = Mn , M1 = Mn+1 , f0 = fn+1 , h1 = hn+1 (A spline satisfying these
conditions is called a periodic spline).
(iii) For a non-periodic spline, we take the conditions:
s0i (a) = f 0 (a) = f00 ; s0i (b) = f 0 (b) = fn0

38
Problem
Obtain the cubic spline approximation for the function given in the tabular
form:
x 0 1 2 3
f(x) 1 2 33 244
and M0 = M3 = 0.

39
Solution. Since n = 4, we have three intervals and three cubics and,

therefore only M1 , M2 are to be determined.
Case (i):
i = 1, h = 1 =⇒ M0 + 4M1 + M2 = 6(f2 − 2f1 + f0 ) (1)
Case (ii):
i = 2, h = 1 =⇒ M1 + 4M2 + M3 = 6(f3 − 2f2 + f1 ) (2)
Since M0 = M3 = 0, from (5) and (6) we have
4M1 + M2 = 6(33 − 2 × 2 + 1) = 180 (3)

M1 + 4M2 = 6(244 − 2 × 33 + 2) = 1080 (4)

40
Solving the above two equations we obtain M1 = −24 and M2 = 276.

Now in the interval [0, 1] we have i = 1, h = 1 and required cubic spline is:
1 1
s1 (x) = [(x1 − x)3 M0 + (x − x0 )3 M1 ] + 1 × (x1 − x) f0 − M0
6 6
1
+ 1 × (x − x0 ) f1 − M1
6
1 3
24
= [(x − 0) (−24)] + (1 − x)(1 − 0) + (x − 0) 2 +
6 6
= −4x3 + 5x + 1.

41
Now in the interval [1, 2] we have i = 2, h = 1 and required cubic spline is:
1 1
s2 (x) = [(x2 − x)3 M1 + (x − x1 )3 M2 ] + 1 × (x2 − x) f1 − M1
6 6
1
+ 1 × (x − x1 ) f2 − M2
6
1 24
= [(2 − x) (−24) + (x − 1)3 (276)] + (2 − x) 2 +
3
6 6
276
+ (x − 1) 33 −
6
= 50x3 − 162x2 + 167x − 53.

42
Finally, in the interval [2, 3] we have i = 3, h = 1 and required cubic spline is:
1 1
s3 (x) = [(x3 − x)3 M2 + (x − x2 )3 M3 ] + 1 × (x3 − x) f2 − M2
6 6
1
+ 1 × (x − x2 ) f3 − M3
6
1 3 276
= [(3 − x) (276)] + (3 − x) 33 − + (x − 2)(244)
6 6
= −46x3 + 414x2 − 985x + 715.

43
Problem
Given the table of values
i 0 1 2 3
xi 1 2 3 4
f(x) 0.5 0.3333 0.25 0.20
estimate the value of f(2.5) and f(3.5) using cubic spline interpolation.

44
Solution. The points are equally spaced and hence h = 1. Since n = 4, we

have three intervals and three cubics and, therefore only M1 , M2 are to be
determined.
Case (i):
i = 1, h = 1 =⇒ M0 + 4M1 + M2 = 6(f2 − 2f1 + f0 ) (5)
Case (ii):
i = 2, h = 1 =⇒ M1 + 4M2 + M3 = 6(f3 − 2f2 + f1 ) (6)
Since M0 = M3 = 0, from (5) and (6) we have
4M1 + M2 = 6(0.25 − 2 × 0.3333 + 0.5) = 0.5004 (7)

M1 + 4M2 = 6(0.2 − 2 × 0.25 + 0.3333) = 0.1998 (8)
Solving the above two equations we obtain M1 = 0.1201 and M2 = 0.0199.

45
Now the target point x = 2.5 lies in the domain of s2 (x).

1
s2 (x) = [(x2 − x)3 M1 + (x − x1 )3 M2 ]
6 1 1
+ 1(x2 − x) f1 − M1 + 1(x − x1 ) f2 − M2
6 6
1 3 3
= [(3 − x) (0.1201) + (x − 2) (0.0199)]
6 0.1201
+ (3 − x) 0.3333 −
6
0.0199
+ (x − 2) 0.25 −
6
Now s2 (2.5) = 0.2829.

46
Now the target point x = 3.5 lies in the domain of s3 (x).

1
s3 (x) = [(x3 − x)3 M2 + (x − x2 )3 M3 ]
6 1 1
+ 1(x3 − x) f2 − M2 + 1(x − x2 ) f3 − M3
6 6
1 3
= [(4 − x) (0.0199)]
6 0.0199
+ (4 − x) 0.25 − + (x − 3)(0.20)
6
Now s3 (3.5) = 0.2238.

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MAT3005 - Applied Numerical Methods

Dr. B.S.R.V. Prasad

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

pn (x) = an xn + an−1 xn−1 + · · · + a2 x2 + a1 x + a0 ,

where n is a non-negative integer and a0 , a1 , a2 , . . . , an are constant

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Lagrange Interpolating Polynomials

I Now, we should determine the constants ai , i = 0, 1, 2, . . . , n.

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Lagrange Interpolating Polynomials

I The above is a system of (n + 1) linear algebraic equations for the

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Lagrange Interpolating Polynomials

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Lagrange Interpolating Polynomials

I This determinant is called Van der Monde determinant and is clearly

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Lagrange Interpolating Polynomials

I Note that Pk (x) = 0 for any x = xi , i 6= k, i = 0, 1, 2 . . . , n.

where Ak , k = 0, 1, 2, . . . , n are constants to be determined.

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Lagrange Interpolating Polynomials

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Lagrange Interpolating Polynomials

are called Lagrange Basis Polynomials.

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Inverse Lagrange Interpolation

This is called inverse interpolation formula.

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Algorithm for Lagrange Interpolation

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Solution. Using the inverse interpolation formula:

(y − 12)(y − 19) (y − 4)(y − 19) (y − 4)(y − 12)

So, for yx = 7, we have

(7 − 12)(7 − 19) (7 − 4)(7 − 19) (7 − 4)(7 − 12)

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Newton Divided Diﬀerence Formula

I We now need to determine the coeﬃcients a0 , a1 , . . . , an .

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Newton Divided Diﬀerence Formula

Newton Divided Diﬀerence Formula

Pn (x2 ) = a0 + a1 (x2 − x0 ) + a2 (x2 − x0 )(x2 − x1 ) = y2

I Substituting for a0 and a1 and rearranging the terms, we get

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Newton Divided Diﬀerence Formula

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Newton Divided Diﬀerence Formula

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods

Newton Divided Diﬀerence Formula

Pn (x) = y[x0 ] + y[x0 , x1 ](x − x0 ) + y[x0 , x1 , x2 ](x − x0 )(x − x1 )

I The above can be written in a compact form as

I The above equation is called Newton’s Divided Diﬀerence Interpolation

Divided Diﬀerence Table

i xi yi = f[xi ] First Second Third Fourth

Dr. B.S.R.V. Prasad | MAT3005 - Applied Numerical Methods