Interpolación

Parte II

Dr. Luis Sanchez

Inverse Interpolation
Problem : Given a table of values
Find x such that : f ( x )  yk , where yk is given

xi x0 x1 …. xn
yi y0 y1 …. yn

One approach:
Use polynomial interpolation to obtain fn(x) to interpolate the data
then use Newton’s method or other to find a solution to x

f n ( x )  yk
Inverse Interpolation

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

x  f n ( yk )
Inverse Interpolation

x
y

x y
Inverse Interpolation
Example

x 1 2 3
Problem : y 3.2 2.0 1.6

Given the table. Find x such that f ( x )  2.5

3.2 1 -.8333 1.0417
2.0 2 -2.5
1.6 3

x  f 2 ( y )  1  0.8333( y  3.2)  1.0417( y  3.2)( y  2)

x  f 2 (2.5)  1  0.8333( 0.7)  1.0417( 0.7)(0.5)  1.2187
Errors in polynomial Interpolation

• Polynomial interpolation may lead to large errors (especially for

high order polynomials).

BE CAREFUL
10th 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
Spline Interpolation
 Why Spline Interpolation?

Apply lower-order polynomials to subsets of data points. Spline

provides a superior approximation of the behavior of functions that
have local, abrupt changes.

9
Why Splines ?

17th Order
Polynomial

Original
Function

5th Order
Polynomial

9th Order
Polynomial

Figure : Higher order polynomial interpolation is a bad idea

Apply lower-order polynomials to subsets of data points. Spline
provides a superior approximation of the behavior of functions
that have local, abrupt changes.
 Spline Interpolation
• Polynomials are the most common choice of
interpolants.
• There are cases where polynomials can lead to
erroneous 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.
 Spline Interpolation
The concept of spline is using a thin , flexible strip (called
a spline) to draw smooth curves through a set of points.
 Linear Spline
The first order splines for a group of ordered data points
can be defined as a set of linear functions:

f ( x)  f ( x0 )  m0 ( x  x0 ) x0  x  x1
f ( x)  f ( x1 )  m1 ( x  x1 ) x1  x  x2

f ( x)  f ( xn1 )  mn1 ( x  xn1 ) xn1  x  xn

f ( xi 1 )  f ( xi )
mi 
xi 1  xi
Linear spline - Example
Fit the following data with first order splines.
Evaluate the function at x = 5.

2.5  1
x f(x) m  0.6
7  4.5
3.0 2.5 f (5)  f (4.5)  m(5  4.5)
4.5 1.0  1.0  0.6  0.5
7.0 2.5
9.0 0.5  1.3
 Linear Spline
• The main disadvantage of linear spline is that they are
not smooth. The data points where 2 splines meets called
(a knot), the changes abruptly.

• The first derivative of the function is discontinuous at

these points.

• Using higher order polynomial splines ensure

smoothness at the knots by equating derivatives at these
points.
 Quadric Splines
• Objective: to derive a second order polynomial for each
interval between data points. f i ( x)  ai x 2  bi x  ci
• Terms: Interior knots and end points

For n+1 data points:

• i = (0, 1, 2, …n),
• n intervals,
• 3n unknown constants
(a’s, b’s and c’s)
Quadric Splines
• The function values of adjacent polynomial must be
equal at the interior knots 2(n-1).
ai 1 xi 1  bi 1 xi 1  ci 1  f i ( xi 1 ) i  2, 3, 4,..., n
2

ai xi 1  bi xi 1  ci  f i ( xi 1 ) i  2, 3, 4,..., n
2

• The first and last functions must pass through the end
points (2).

a1 x0  b1 x0  c1  f ( x0 )
2

an xn  bn xn  cn  f ( xn )
2
Quadric Splines
• The first derivatives at the interior knots must be
equal (n-1).

f i ( x)  2ai x  bi
'

2ai 1 xi 1  bi 1  2ai xi 1  bi

• Assume that the second derivate is zero at the first

point (1)
a1  0
(The first two points will be connected by a straight line)
 Quadric Splines - Example

Fit the following data with quadratic splines. Estimate

the value at x = 5.

x 3.0 4.5 7.0 9.0

f(x) 2.5 1.0 2.5 0.5

Solutions:
There are 3 intervals (n=3), 9 unknowns.
Quadric Splines - Example
1. Equal interior points:
 For first interior point (4.5, 1.0)
The 1st equation:

x12a1  x1b1  c1  f ( x1)

(4.5) 2 a1  4.5b1  c1  f (4.5) 20.25 a1  4.5 b1  c1  1.0

The 2nd equation:

x12a2  x1b2  c2  f ( x1 )
(4.5) 2 a2  4.5b2  c2  f (4.5) 20.25a2  4.5b2  c2  1.0
Quadric Splines - Example

 For second interior point (7.0, 2.5)

The 3rd equation:
x22 a2  x2b2  c2  f ( x2 )
(7) 2 a2  7b2  c2  f (7) 49a2  7b2  c2  2.5
The 4th equation:

x22 a3  x2b3  c3  f ( x2 )

(7) 2 a3  7b3  c3  f (7) 49a3  7b3  c3  2.5

Quadric Splines - Example

 First and last functions pass the end points

For the start point (3.0, 2.5)

x a1  x0 b1  c1  f ( x0 )
2
0 9a1  3b1  c1  2.5
For the end point (9, 0.5)

x a  x3b3  c3  f ( x3 )
2
3 1 81a3  9b3  c3  0.5
 Quadric Splines - Example
Equal derivatives at the interior knots.
For first interior point (4.5, 1.0)
2 x1 a1  b1  2 x1 a2  b2 9a1  b1  9a2  b2
For second interior point (7.0, 2.5)
2 x2 a2  b2  2 x3 a3  b3 14a2  b2  14a3  b3
Second derivative at the first point is 0

f '' ( x0 )  a1  0
Quadric Splines - Example

4.5 1 0 0 0 0 0 0  b1  1 
0 0  c   
 20.25 4.5 1 0 0 0   1  1 
0 0 49 7 1 0 0 0  a2  2.5
    
0 0 0 0 0 49 7 1  b2  2.5

3 1 0 0 0 0 0 
0  c2  2.5
    
0 0 0 0 0 81 9 1  a3  0.5
1 0  9 1 0 0 0 0  b3  0 
    
0 0 14 1 0  14  1 0  c3  0 
Quadric Splines - Example
Solving these 8 equations with 8 unknowns

a1  0, b1  1, c1  5.5
a2  0.64, b2  6.76, c2  18.46
a3  1.6, b3  24.6, c3  91.3

f1 ( x)   x  5.5, 3.0  x  4.5

f 2 ( x)  0.46 x 2  6.76 x  18.46, 4.5  x  7.0

f3 ( x)  1.6 x 2  24.6 x  91.3, 7.0  x  9.0

 Cubic Splines
Objective: to derive a third order polynomial for each
interval between data points.
Terms: Interior knots and end points

f i ( x)  ai x3  bi x 2  ci x  di
For n+1 data points:
• i = (0, 1, 2, …n),
• n intervals,
• 4n unknown constants (a’s, b’s ,c’s and d’s)
 Cubic Splines
• The function values must be equal at the interior knots
(2n-2).
• The first and last functions must pass through the end
points (2).
• The first derivatives at the interior knots must be equal
(n-1).
• The second derivatives at the interior knots must be equal
(n-1).
• The second derivatives at the end knots are zero (2), (the 2nd
derivative function becomes a straight line at the end points)