GE 122-Lec8-Interpolation-Handouts

17/10/2021
NOT FOR SHARING OR DISTRIBUTION

Only for the educational purpose of GE 122
GE 122 L8: INTERPOLATION
Ransie Apura
Assistant Professor
UPD DGE
UP Diliman Department of Geodetic Engineering

RJAA | GE 122: Mathematical Methods in Geodetic Engineering

▪ Curve Fitting and

Interpolation
OUTLINE
▪ Numerical Methods
o Lagrange’s
o Newton’s

RJAA | GE 122: Mathematical Methods in Geodetic Engineering 2
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CURVE FITTING AND INTERPOLATION

Given: 𝑛 + 1 𝑑𝑎𝑡𝑎 𝑝𝑜𝑖𝑛𝑡𝑠 𝑥𝑖 , 𝑦𝑖 , 𝑖 = 0,1,2, … , 𝑛 → estimate 𝑦(𝑥).
• Interpolation
o Constructing a curve through the data points
o Assumption: data points are accurate and distinct
• Curve Fitting
o Applied to data that contains scatter (noise) – usually due to
measurement errors.
o Find a smooth curve that approximates the data points.
o Curve does not necessarily hit the data points.

CURVE FITTING AND INTERPOLATION
Curve Fitting – best fit line

for data points
Interpolation – curve that

fits data points (fill in the
gaps)

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INTERPOLATION
• Given: values of function “𝑓” in the form
or as ordered pairs
• Find a 𝑃𝑛 𝑥 of degree n (or less) that assumes the given values, thus,
• 𝑃𝑛 𝑥 : approximate values of “𝑓” for “𝑥 ′ 𝑠” between 𝑥0 and 𝑥𝑛 .
Interpolation: inside interval

Extrapolation: outside interval


INTERPOLATION
How to find 𝑃𝑛 𝑥 ? Most common method is polynomial interpolation (use of
algebraic polynomial).
For 𝑛 + 1 data points, there is one and
General formula for an
only one polynomial of order n that
nth order polynomial
passes through all the points.
Why use algebraic polynomial?

• Convenient functions. Differential and integral of polynomial are still
polynomial.
• Coefficients can be solved via linear systems.
• These are well-known classes of functions that can map set of real numbers
into itself.
• Uniformly approximate continuous functions

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INTERPOLATION
Weierstrass Approximation Theorem
• Given any function (defined
and continuous on a closed
bounded interval), there exists
a polynomial that is as “close”
to the given function as
desired.
• 𝑓 𝑥 is defined and continuous

on 𝑎, 𝑏 .
• For each 𝜀 > 0, there exists a
polynomial with the property For GE 122, we’ll only discuss Lagrange and Newton’s
𝑓 𝑥 − 𝑃 𝑥 < 𝜀 for all 𝑥 in 𝑎, 𝑏 . Interpolation (there are variety of mathematical
RJAA | GE 122: Mathematical Methods in Geodetic Engineering
formats to express polynomial interpolation). 7

(1) NEWTON’S INTERPOLATION

• Also known as Newton’s Divided-Difference Interpolating Polynomial.
PRELIMINARIES: Simplest interpolation is when 𝑛 = 1 (connecting 2 data points

with a straight line), known as linear interpolation.
• Estimating 𝑓1 𝑥 using similar triangles (see
figure).
𝑓1 𝑥 − 𝑓 𝑥0 𝑓 𝑥1 − 𝑓 𝑥0 Slope of line connecting
= the points. It is also the
𝑥 − 𝑥0 𝑥1 − 𝑥0
finite divided difference
of the 1st derivative.
𝑓 𝑥1 − 𝑓 𝑥0
𝑓1 𝑥 = 𝑓 𝑥0 + 𝑥 − 𝑥0
𝑥1 − 𝑥0
1st Order Linear Interpolation Formula
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Linear Interpolation (Example): Estimate ln 2 using linear interpolation.
Interpolate between ln 1 = 0 and ln 6 = 1.791759.
SOLUTION: Analytically ln 2 = 0.6931472
Step 1: 𝑥0 = 1 𝑥1 = 6
1.791759 − 0
𝑓1 2 = 0 + 2 − 1 = 0.358352
6−1
Step 2: Repeat for smaller interval ln 1 = 0
and ln 4 = 1.386294.
1.386294 − 0
𝑓1 2 = 0 + 2 − 1 = 0.462098
4−1
Smaller interval between data points → better

estimate/approximation.


Consider 𝑛 = 2 (quadratic interpolation)
• Improving estimate as we introduce some curvature to line connecting the
points (at least 3 data points available).
𝑓2 𝑥 = 𝑏0 + 𝑏1 x − 𝑥0 + 𝑏2 (x − 𝑥0 )(x − 𝑥1 ) 2nd order Curvature
Linear Interpolation
from 𝑥0 to 𝑥1
𝑓 𝑥2 −𝑓 𝑥1 𝑓 𝑥1 −𝑓 𝑥0
𝑓 𝑥1 −𝑓 𝑥0 −
𝑥2 −𝑥1 𝑥1 −𝑥0
𝑏0 = 𝑓 𝑥0 𝑏1 = 𝑏2 =
𝑥1 −𝑥0 𝑥2 −𝑥0
Slope of line connecting 𝑥0 to 𝑥1

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Quadratic Interpolation (Example): Estimate ln 2 . Use ln 1 = 0, ln 4 =
1.386294, and ln 6 = 1.791759.
Step 1: 𝑥0 = 1 𝑓 𝑥0 = 0
𝑥1 = 4 𝑓 𝑥1 = 1.386294
𝑥2 = 6 𝑓 𝑥2 = 1.791759
Step 2: 𝑏0 = 0
1.386294−0
𝑏1 = = 0.462098
4−1
1.791759−1.386294
−0.462098
6−4
𝑏2 = = −0.051873
6−1

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Quadratic Interpolation (Example): Estimate ln 2 . Use ln 1 = 0, ln 4 =
1.386294, and ln 6 = 1.791759.
Step 3: Substitute values to 𝑓2 𝑥 equation
𝑓2 𝑥 = 0 + 0.462098 x − 1 − 0.051873 (x − 1)(x − 4)
Step 4: Evaluate ln 2 using interpolation

function in step 3
𝑓2 2 = 0.565844

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Newton’s Interpolation is a series of divided differences. Higher order
differences are computed by taking differences of lower order differences.
• These differences can be used to evaluate coefficients to yield the
interpolating polynomial.
REMEMBER: Interpolation is all about finding a 𝑃𝑛 𝑥 to approximate the values

of “𝑓” for “𝑥 ′ 𝑠” between 𝑥0 and 𝑥𝑛 .
𝑃𝑛 𝑥 : Interpolating polynomial

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𝒊 𝒙𝒊 𝒇 𝒙𝒊 1st 2nd 3rd
0 𝒙𝟎 𝒇 𝒙𝟎 𝒇 𝒙𝟏 , 𝒙𝟎 𝒇 𝒙𝟐 , 𝒙𝟏 , 𝒙 𝟎 𝒇 𝒙𝟑 , 𝒙𝟐 , 𝒙𝟏 , 𝒙𝟎
1 𝒙𝟏 𝒇 𝒙𝟏 𝒇 𝒙𝟐 , 𝒙𝟏 𝒇 𝒙𝟑 , 𝒙𝟐 , 𝒙 𝟏
2 𝒙𝟐 𝒇 𝒙𝟐 𝒇 𝒙𝟑 , 𝒙𝟐
3 𝒙𝟑 𝒇 𝒙𝟑
• 1st order difference 𝑓 𝑥1 , 𝑥0 is computed by taking differences of 𝑓 𝑥0 and 𝑓 𝑥1 ; 1st order
difference 𝑓 𝑥2 , 𝑥1 is computed by taking differences of 𝑓 𝑥1 and 𝑓 𝑥2 ; 1st order
difference 𝑓 𝑥3 , 𝑥2 is computed by taking differences of 𝑓 𝑥2 and 𝑓 𝑥3 .
• 2nd order difference 𝑓 𝑥2 , 𝑥1 , 𝑥0 is computed by taking differences of 𝑓 𝑥1 , 𝑥0 and 𝑓 𝑥2 , 𝑥1 ;

2nd order difference 𝑓 𝑥3 , 𝑥2 , 𝑥1 is computed by taking differences of 𝑓 𝑥2 , 𝑥1 and 𝑓 𝑥3 , 𝑥2 .
• 3rd order difference 𝑓 𝑥3 , 𝑥2 , 𝑥1 , 𝑥0 is computed by taking differences of 𝑓 𝑥2 , 𝑥1 , 𝑥0 and

𝑓 𝑥3 , 𝑥2 , 𝑥1 .
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Divided Differences

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Newton’s Interpolating Polynomial: 𝑥0 , 𝑥1 , ⋯, 𝑥𝑛 are 𝑛 + 1 distinct numbers in
𝑎, 𝑏 .
where
NOTE: b’s of previous examples are the a’s in this equation.

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Example: Estimate ln 2 using 3rd order Newton interpolating polynomial. y is
𝑓 𝑥 = ln 𝑥 . 𝒙 𝟏 𝟒 𝟔 𝟓
𝑦 0 1.386294 1.791759 1.609438
Step 1: Write the Newton Interpolating Polynomial: 𝑛=3
𝑝3 𝑥 = 𝑎0 + 𝑎1 𝑥 − 𝑥0 + 𝑎2 𝑥 − 𝑥0 𝑥 − 𝑥1 + 𝑎3 𝑥 − 𝑥0 𝑥 − 𝑥1 𝑥 − 𝑥0 𝑥 − 𝑥2
Step 2: Compute for a’s (coefficients of the polynomial)
𝑎0 = 𝑓 𝑥0 = 0
𝑓 𝑥1 − 𝑓 𝑥0 1.386294 − 0
𝑎1 = 𝑓 𝑥0 , 𝑥1 = = = 0.462098
𝑥1 − 𝑥0 4−1
1.791759 − 1.386294
− 𝑎1
𝑎2 = 𝑓 𝑥0 , 𝑥1 , 𝑥2 = 6−4 = −0.0518731
6−1
1.609438 − 1.791759 1.791759 − 1.386294
−
5−6 6−4 − 𝑎2
𝑎3 = 𝑓 𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 = 5 −4 = 0.007865
5−1
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𝑓 𝑥 = ln 𝑥 . 𝒙 𝟏 𝟒 𝟔 𝟓
𝑦 0 1.386294 1.791759 1.609438
Step 2: or we can tabulate the computation for convenience
𝒙𝒊 𝒚𝒊 𝒌=𝟏 𝒌=𝟐 𝒌=𝟑
1 0 Number of columns depends
on order of interpolation.
4 1.386294 Problem requires 3rd order,
5 1.791759 hence, k=3.
6 1.609438

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𝑓 𝑥 = ln 𝑥 .
Step 2: 𝒙𝒊 𝒚𝒊 𝒌=𝟏 𝒌=𝟐 𝒌=𝟑
Compute for the divided
1 0 difference values of
column k=1.
4 1.386294 0.462098
5 1.791759 0.2027325
6 1.609438 0.182321
1.386294 − 0
= 0.462098
4−1
1.791759 − 1.386294
= 0.2027325
6−4
1.609438 − 1.791759
= 0.182321
UP Diliman Department of Geodetic Engineering 5−6
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1 0 difference values of
column k=2.
4 1.386294 0.462098
5 1.791759 0.2027325 −0.0518731
6 1.609438 0.182321 −0.0204115
0.2027325 − 0.462098
= −0.0518731
6−1
0.182321 − 0.2027325
= −0.0204115
5−4

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1 0 difference value(s) of
column k=3.
4 1.386294 0.462098
5 1.791759 0.2027325 −0.0518731
6 1.609438 0.182321 −0.0204115 0.007865
−0.0204115 − −0.0518731
= 0.007865
5−1

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The diagonal terms in the
1 0 table are the coefficients
of the polynomial.
4 1.386294 0.462098
5 1.791759 0.2027325 −0.0518731
6 1.609438 0.182321 −0.0204115 0.007865
Write the Newton Interpolating Polynomial (Step 1 equation).
𝑝3 𝑥 = 0 + 0.462098 𝑥 − 1 − 0.0518731 𝑥 − 1 𝑥 − 4 + 0.007865 𝑥 − 1 𝑥 − 4 𝑥 − 6
Step 3: Evaluate at x=2.
𝑝3 2 = 0 + 0.462098 2 − 1 − 0.0518731 2 − 1 2 − 4 + 0.007865 2 − 1 2 − 4 2 − 6
= 0.6287674
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Example: The data points below lie on a polynomial, determine the degree of
this polynomial.
𝒙 −𝟐 𝟏 𝟒 −𝟏 𝟑 −𝟒
𝑦 −1 2 59 4 24 −53
Step 1: Construct divided difference table (similar tabulation from previous
example except number of columns is unknown (problem is find the degree).
𝒙𝒊 𝒚𝒊 𝒌=𝟏 𝒌=𝟐 𝒌=𝟑 𝒌=𝟒 𝒌=𝟓
Arbitrarily set the columns
−2 −1
to k=5, we’ll just add
1 2 succeeding column(s) if
4 59 necessary.
−1 4
3 24
−4 −53
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Step 2: 𝒙𝒊 𝒚𝒊 𝒌=𝟏 𝒌=𝟐 𝒌=𝟑 𝒌=𝟒 𝒌=𝟓
−2 −1 difference values of
1 2 1 column k=1.
4 59 19
−1 4 11
3 24 5
−4 −53 11
2− −1 59−2 4−59 24−4

=1 = 19 = 11 =5
1− −2 4−1 −1−4 3− −1
−53−24
= 11 Numerator differences from column 𝑦𝑖 ; denominator
−4−3
differences from column 𝑥𝑖 .
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Step 2: 𝒙𝒊 𝒚𝒊 𝒌=𝟏 𝒌=𝟐 𝒌=𝟑 𝒌=𝟒 𝒌=𝟓
1 2 1 column k=2 and k=3.
4 59 19 3
−1 4 11 4 1
3 24 5 6 1
−4 −53 11 −2 1
19−1 11−19 5−11 11−5

K=2: =3 =4 =6 = −2
4− −2 −1−1 3−4 −4− −1
Numerator differences from column 𝑘 = 1; denominator differences from column 𝑥𝑖 .
4−3 6−4 −2−6 Numerator differences from

K=3: =1 =1 =1 column 𝑘 = 2; denominator
−1− −2 3−1 −4−4
differences from column 𝑥𝑖 .
25


Step 2: 𝒙𝒊 𝒚𝒊 𝒌=𝟏 𝒌=𝟐 𝒌=𝟑 𝒌=𝟒 𝒌=𝟓
1 2 1 column k=4 and k=5.
4 59 19 3
−1 4 11 4 1
3 24 5 6 1 0
−4 −53 11 −2 1 0 0
1−1 1−1 Numerator differences from column 𝑘 = 3;

K=4: =0 =0 denominator differences from column 𝑥𝑖 .
3− −2 −4− 1
0−0
K=5: =0 Numerator differences from column 𝑘 = 4;
−4− −2 denominator differences from column 𝑥𝑖 .

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Step 3: 𝒙𝒊 𝒚𝒊 𝒌=𝟏 𝒌=𝟐 𝒌=𝟑 𝒌=𝟒 𝒌=𝟓
−2 −1
1 2 1
4 59 19 3
−1 4 11 4 1
3 24 5 6 1 0
−4 −53 11 −2 1 0 0
Last non-zero diagonal term in the table would indicate the degree of
polynomial.
Answer: 𝑛 = 3 (cubic degree or 3rd degree)

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(2) LAGRANGE’S INTERPOLATION

Reformulation of Newton Polynomial (avoiding computation of divided
difference). Polynomial Interpolation equation is
*Lagrange Multipliers or Lagrange Polynomials

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General Procedure:
1. Choose the order.

2. Choose “order + 1” closest to the surrounding points.
3. Lay framework (Lagrange’s Interpolation Polynomial equation).
4. Construct each Lagrange Polynomial.
5. Put it all together.
6. Plug in and interpolate.

29


Example: Given the data points below. Use Lagrange’s Interpolation to
determine y at x =1.
Step 1: Choose order (maximize all given points): n = 2 order

Step 2: Order +1 (n +1 = 3) will use all given points (number of terms in the
polynomial equation).
Step 3: Framework:
𝑃 𝑥 = 𝑓 𝑥0 𝐿2,0 𝑥 + 𝑓 𝑥1 𝐿2,1 𝑥 + 𝑓 𝑥2 𝐿2,2 𝑥
Step 4: Construct each Lagrange Polynomial 𝑘 ≠𝑖
𝑥 − 𝑥0 𝑥 − 𝑥1 𝑥 − 𝑥2 Working equation for
𝐿2,𝑘 𝑥 = ∙ ∙
𝑥𝑘 − 𝑥0 𝑥𝑘 − 𝑥1 𝑥𝑘 − 𝑥2 Lagrange Polynomial
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Step 4: Construct each Lagrange Polynomial

𝑥 − 𝑥0 𝑥 − 𝑥1 𝑥 − 𝑥2 𝑥 − 𝑥1 𝑥 − 𝑥2 𝑥−2 𝑥−3
𝐿2,0 𝑥 = ∙ ∙ = ∙ = ∙
𝑥0 − 𝑥0 𝑥0 − 𝑥1 𝑥0 − 𝑥2 𝑥0 − 𝑥1 𝑥0 − 𝑥2 0−2 0−3
𝑘 ≠𝑖
𝑥 − 𝑥0 𝑥 − 𝑥1 𝑥 − 𝑥2 𝑥 − 𝑥0 𝑥 − 𝑥2 𝑥−0 𝑥−3
𝐿2,1 𝑥 = ∙ ∙ = ∙ = ∙
𝑥1 − 𝑥0 𝑥1 − 𝑥1 𝑥1 − 𝑥2 𝑥1 − 𝑥0 𝑥1 − 𝑥2 2−0 2−3
𝑥 − 𝑥0 𝑥 − 𝑥1 𝑥 − 𝑥2 𝑥 − 𝑥0 𝑥 − 𝑥1 𝑥−0 𝑥−2
𝐿2,2 𝑥 = ∙ ∙ = ∙ = ∙
𝑥2 − 𝑥0 𝑥2 − 𝑥1 𝑥2 − 𝑥2 𝑥2 − 𝑥0 𝑥2 − 𝑥1 3−0 3−2
31


Step 5: Put it all together.

𝑥−2 𝑥−3 𝑥−0 𝑥−3 𝑥−0 𝑥−2
𝑃 𝑥 =7 ∙ + 11 ∙ + 28 ∙
0−2 0−3 2−0 2−3 3−0 3−2
Step 6: Plug in and interpolate: substitute x = 1 and solve for P(x)

𝑃 𝑥 =4

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If Chosen order is n = 1, order +1 (n +1 = 2). Use of 2 points (number of terms in

the polynomial equation).
Framework:
𝑃 𝑥 = 𝑓 𝑥0 𝐿2,0 𝑥 + 𝑓 𝑥1 𝐿2,1 𝑥
*closest points are used (x=0 y=7 and x=2 y=11).

33

REFERENCES
• Kreyszig, Erwin (2011). “Advanced Engineering Mathematics,
10th Edition.” John Wiley and Sons.
• Chapra, S. and Canale, R. (2010). “Numerical Methods for
Engineers, 6th Edition.”
• Burden, R. and Faires, J. (2011). “Numerical Analysis, 9th Edition.”

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Questions? ☺
raapura@up.edu.ph

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GE 122 L8: INTERPOLATION

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▪ Curve Fitting and

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CURVE FITTING AND INTERPOLATION

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CURVE FITTING AND INTERPOLATION

Curve Fitting – best fit line

Interpolation – curve that

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• 𝑃𝑛 𝑥 : approximate values of “𝑓” for “𝑥 ′ 𝑠” between 𝑥0 and 𝑥𝑛 .

Interpolation: inside interval

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Why use algebraic polynomial?

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• 𝑓 𝑥 is defined and continuous

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(1) NEWTON’S INTERPOLATION

PRELIMINARIES: Simplest interpolation is when 𝑛 = 1 (connecting 2 data points

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(1) NEWTON’S INTERPOLATION

Smaller interval between data points → better

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(1) NEWTON’S INTERPOLATION

𝑓2 𝑥 = 𝑏0 + 𝑏1 x − 𝑥0 + 𝑏2 (x − 𝑥0 )(x − 𝑥1 ) 2nd order Curvature

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(1) NEWTON’S INTERPOLATION

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(1) NEWTON’S INTERPOLATION

𝑓2 𝑥 = 0 + 0.462098 x − 1 − 0.051873 (x − 1)(x − 4)

Step 4: Evaluate ln 2 using interpolation

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(1) NEWTON’S INTERPOLATION

REMEMBER: Interpolation is all about finding a 𝑃𝑛 𝑥 to approximate the values

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(1) NEWTON’S INTERPOLATION

• 2nd order difference 𝑓 𝑥2 , 𝑥1 , 𝑥0 is computed by taking differences of 𝑓 𝑥1 , 𝑥0 and 𝑓 𝑥2 , 𝑥1 ;

• 3rd order difference 𝑓 𝑥3 , 𝑥2 , 𝑥1 , 𝑥0 is computed by taking differences of 𝑓 𝑥2 , 𝑥1 , 𝑥0 and

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(1) NEWTON’S INTERPOLATION

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(1) NEWTON’S INTERPOLATION

NOTE: b’s of previous examples are the a’s in this equation.

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(1) NEWTON’S INTERPOLATION

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(1) NEWTON’S INTERPOLATION

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(1) NEWTON’S INTERPOLATION

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