NUMERICAL METHODS

INTERPOLATION

PRESENTED BY:
Paramjeet Sangwan
Assistant Professor
Mathematics
 Introduction
Interpolation was used for long time x sin(x)
to provide an estimate of a
tabulated function at values that are 0 0.0000
not available in the table. 0.1 0.0998
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, such that:

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

 Example
Temperature Viscosity
An experiment is used to determine the (degree)
viscosity of water as a function of
temperature. The following table is
0 1.792
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 fits the data points exactly.
V : Viscosity
T : Temperature
ak : Polynomial
coefficien ts
n
V(T)   ak T k

k 0

Vi  V(Ti )
Linear Interpolation: V(T)= 1.73 − 0.0422 T
V(8)= 1.3924
 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, there is Given any three points there is one
one polynomial of order ≤ 1 that polynomial of order ≤ 2 that passes
passes through the two points. through the three points.
 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
 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
 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 [ x k ]  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
 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]

 i 1 
x  x j 
n
f n ( x)   F [ x0 , x1 ,..., xi ] 
i 0  j 0 
 Divided Difference Table
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.
 Divided Difference Table
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.
 Divided Difference Table
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
 Divided Difference Table
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
 Divided Difference Table
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
 Divided Difference Table
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?

 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 1
2  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 ]
 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)
 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.

THANKS