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4.1 Introduction
Given the set of tabular values (𝑥0 , 𝑦0 ), (𝑥1 , 𝑦1 ), (𝑥2 , 𝑦2 ), … , (𝑥𝑛 , 𝑦𝑛 ) satisfying the relation
𝑦 = 𝑓(𝑥) where the explicit nature of 𝑓(𝑥) is not known, it is required to find a simpler
function, say 𝜙(𝑥), such that 𝑓(𝑥) and 𝜙(𝑥) agree at the set of tabulated points. Such a
process is called interpolation. If 𝜙(𝑥) is a polynomial, then the process is called polynomial
interpolation and 𝜙(𝑥) is called the interpolating polynomial. Similarly, different types of
interpolation arise depending on whether 𝜙(𝑥) is a trigonometric function, exponential
functions, etc.
Numerical interpolation approximates functions and we approximate functions for one or
several of the following reasons:
A large number of important mathematical functions may only be known through tables
of their values.
Some function may be known to exist but are computationally too complex to
manipulate numerically.
Some function may be known but the solution of the problem in which they appear may
not have an obvious mathematical expression to work with.
Some of the methods of interpolation that will be considered in this unit include Newton’s
Forward and Backward difference interpolation formulae, Newton’s divided difference
interpolation formula and the Lagrangian interpolation.
1
4.2. Finite Difference
Assume that we have a table of values (𝑥𝑖 , 𝑦𝑖 ), 𝑖 = 0, 1, 2, … , 𝑛 of any function 𝑦 = 𝑓(𝑥), the
valus of 𝑥 being equally spaced, i.e,𝑥𝑖 = 𝑥𝑜 + 𝑖ℎ, 𝑖 = 0, 1, 2, … , 𝑛. Suppose that we are required
to recover the values of 𝑓(𝑥) for some intermediate values of 𝑥, or to obtain the derivative of
𝑓(𝑥) for some 𝑥 in the range 𝑥0 ≤ 𝑥 ≤ 𝑥𝑛 . The methods for the solution to these problems are
based on the concept of the differences of a function which we now proceed to define.
4.2.1. Forward Differences
If 𝒚𝟎 , 𝒚𝟏 , 𝒚𝟐 , … , 𝒚𝒏 denotes a set of values of 𝑦, then 𝑦1 − 𝑦0 , 𝑦2 − 𝑦1 , … , 𝑦𝑛 − 𝑦𝑛−1 are called
the differences of 𝑦. Denoting these differences by ∆𝑦0 , ∆𝑦1 , ∆𝑦2 , … , ∆𝑦𝑛−1 respectively, we
have
∆𝑦0 = 𝑦1 − 𝑦0 , ∆𝑦1 = 𝑦2 − 𝑦1 , … , ∆𝑦𝑛−1 = 𝑦𝑛 − 𝑦𝑛−1
Where ∆ is called the forward difference operator and ∆𝑦0 , ∆𝑦1 , ∆𝑦2 , … are called first ordered
forward differences. The differences of first ordered forward differences are called second
ordered forward differences and are denoted by ∆2 𝑦0 , ∆2 𝑦1 , ∆2 𝑦2 , … . Similarly, one can
defined 3rd , 4th , …, 𝑛𝑡ℎ order forward differences.
𝑥 𝑦 = 𝑓(𝑥) ∆ ∆2 ∆3 ∆4 ∆5
𝑥0 𝑦0
∆𝑦0
𝑥1 𝑦1 ∆2 𝑦0
∆𝑦1 ∆3 𝑦0
2
𝑥2 𝑦2 ∆ 𝑦1 ∆4 𝑦0
∆𝑦2 ∆3 𝑦1 ∆5 𝑦0
𝑥3 𝑦3 ∆2 𝑦2 ∆4 𝑦1
∆𝑦3 3
∆ 𝑦2
𝑥4 𝑦4 2
∆ 𝑦3
∆𝑦4
𝑥5 𝑦5
2
Example
Given 𝑓(0) = 3, 𝑓(1) = 12, 𝑓(2) = 81, 𝑓(3) = 200, 𝑓(4) = 100,𝑎𝑛𝑑 𝑓(5) = 8.
𝑥 𝑦 = 𝑓(𝑥) ∆ ∆2 ∆3 ∆4 ∆5
0 3
9
1 12 60
69 -10
2 81 50 −259
119 -269 755
3 200 −219 496
-100 227
4 100 8
-92
5 8
3
Table4.2 Backward Difference Table
𝑥 𝑦 = 𝑓(𝑥) ∇ ∇2 ∇3 ∇4 ∇5
𝑥0 𝑦0
∇𝑦1
𝑥1 𝑦1 ∇2 𝑦2
∇𝑦2 ∇3 𝑦3
𝑥2 𝑦2 ∇2 𝑦3 ∇4 𝑦4
3
∇𝑦3 ∇ 𝑦4 ∇5 𝑦5
𝑥3 𝑦3 ∇2 𝑦4 ∇4 𝑦5
∇𝑦4 3
∇ 𝑦5
𝑥4 𝑦4 ∇2 𝑦5
∇𝑦5
𝑥5 𝑦5
Example
Construct the backward difference table for 𝑦 = log10 𝑥 given below
𝑥 10 20 30 40 50
𝑦 1 1.3010 1.4771 1.6021 1.6990
4
Table4.3 Central Difference Table
𝑥 𝑦 = 𝑓(𝑥) δ δ2 δ3 δ4 δ5
𝑥0 𝑦0
δ𝑦1
2
𝑥1 𝑦1 δ2 𝑦1
δ𝑦3
2 δ3 𝑦3
𝑥2 𝑦2 δ2 𝑦2 2
δ3 𝑦5 δ4 𝑦2
δ𝑦5 2
2
𝑥3 𝑦3 δ2 𝑦3 δ5 𝑦5
δ𝑦7 δ4 𝑦3 2
2 δ3 𝑦7
2
𝑥4 𝑦4 δ2 𝑦4
δ𝑦9
2
𝑥5 𝑦5
Example
1
Construct central difference table for 𝑓(𝑥) = 𝑥 , 𝑥 ∈ [3,3.5] & ℎ = 0.1
𝑥 𝑦 = 𝑓(𝑥) 𝛿 δ2 δ3 δ4 δ5
3 0.3333
δ𝑦1 =-0.0107
2
3.1 0.3225 δ2 𝑦1 =0.0006
δ𝑦3 =-0.0101
2 δ3 𝑦3 =0
2 2
3.2 0.3125 δ 𝑦2 =0.0006
δ4 𝑦2 =0
δ𝑦5 =-0.0095 δ3 𝑦5 =0
2
2
3.3 0.3030 2
δ 𝑦3 =0.0006 δ5 𝑦5 =-0.001
δ𝑦7 =-0.0089 δ4 𝑦3 =-0.0001 2
2 δ3 𝑦7 =-0.0001
2
3.4 0.2941 δ2 𝑦4 =0.0005
δ𝑦9 =-0.0084
2
3.5 0.2857
5
4.2.4. The shift Operator (E)
The operator E is called shift operator or displacement or translation operator. It shows the
operation of increasing the argument value 𝑥 by its interval of differencing ℎ so that:
𝐸𝑓(𝑥) = 𝑓(𝑥 + ℎ) in the case of a continuous variable 𝑥, and
𝐸𝑦𝑥 = 𝑦𝑥+1 in the case of a discrete variable.
Similarly, 𝐸 2 𝑓(𝑥 + ℎ) = 𝑓(𝑥 + 2ℎ)
Powers of the operator (positive or negative) are defined in a similar manner:
𝐸 𝑛 𝑓(𝑥) = 𝑓(𝑥 + 𝑛ℎ), 𝐸 𝑛 𝑦𝑥 = 𝑦𝑥+𝑛ℎ
4.2.5. Averaging Operator (𝝁)
Averaging operator which is denoted by 𝝁 is defined by
ℎ 1 1 1 1
𝑓(𝑥+ )+𝑓(ℎ−ℎ/2) − −
2 𝐸 2 𝑓(𝑥)+𝐸 2 𝑓(𝑥) (𝐸 2 +𝐸 2 )𝑓(𝑥)
𝜇𝑓(𝑥) = = =
2 2 2
𝟏 𝟏
−
(𝑬𝟐 +𝑬 𝟐 )
Hence 𝜇 = 𝟐
(ℎ𝐷)2 (ℎ𝐷)3
𝐸𝑓(𝑥) = 𝑓(𝑥)[1 + ℎ𝐷 + + +⋯]
2! 3!
(ℎ𝐷)2 (ℎ𝐷)3
𝐸 = 1 + ℎ𝐷 + + +⋯
2! 3!
𝐸 = 𝑒 ℎ𝐷
ln(𝐸)
ln(𝐸) = ℎ𝐷 ⟹ 𝐷 = ℎ
Hence
1. 𝐸 = 1 + ∆= 1 + 𝑒 ℎ𝐷
ln(1+∆) 1 1 1 1
2. 𝐷 = = ℎ [∆ − 2 ∆2 + 3 ∆3 − 4 ∆4 + ⋯ ]
ℎ
6
∆𝑓(𝑥) = (𝐸 − 1)𝑓(𝑥) ⟹ ∆= 𝑬 − 𝟏
2. ∇𝑓(𝑥) = 𝑓(𝑥) − 𝑓(𝑥 − ℎ) = 𝑓(𝑥) − 𝐸 −1 𝑓(𝑥)
∇𝑓(𝑥) = (1 − 𝐸 −1 )𝑓(𝑥) ⟹ 𝛁 = 𝟏 − 𝑬−𝟏
𝟏 𝟏 𝟏 𝟏
𝒉 𝒉
3. 𝜹𝒇(𝒙) = 𝒇 (𝒙 + 𝟐) − 𝒇 (𝒙 − 𝟐) = 𝑬𝟐 𝒇(𝒙) − 𝑬−𝟐 𝒇(𝒙) = (𝑬𝟐 − 𝑬−𝟐 ) 𝒇(𝒙)
𝟏 𝟏
𝜹 = 𝑬𝟐 − 𝑬−𝟐
Example
1/2
𝛿2
1. Show that 𝜇 = (1 + )
4
Solution
1/2
𝟏 𝟏 2
−
1/2 (𝑬𝟐 −𝑬 𝟐 ) 1/2 2 1/2
𝛿2 𝐸+2+𝐸 −1 𝐸 1/2 +𝐸 −1/2
(1 + ) = (1 + ) =( ) = (( ) )
4 4 4 2
1/2 2 1/2
𝛿2 𝐸 1/2 +𝐸 −1/2 𝐸 1/2 +𝐸 −1/2
(1 + ) = (( ) ) = =𝜇
4 2 2
ℎ
𝐴 − 𝐵 = ∆ tan−1 𝑥 = tan−1 (1+𝑥(𝑥+ℎ) )
∆ 1
b. (3𝑥 − 4) = (∆(3𝑥 − 4)) = 𝐸 −1 (∆(3𝑥 − 4)) = 𝐸 −1 (3(𝑥 + ℎ) − 4 − (3𝑥 − 4))
𝐸 𝐸
∆
(3𝑥 − 4) = 𝐸 −1 (3ℎ) = 3ℎ
𝐸
7
Exercise
Prove that
−𝟏
a. 𝜹 = 𝛁(𝟏 − 𝛁) 𝟐
b. ∆𝛁 = ∆ − 𝛁 = 𝜹𝟐
∆ 𝛁
c. ∆ + 𝛁 = 𝛁 − ∆
𝟏 𝟏
d. 𝜹 (𝑬𝟐 + 𝑬−𝟐 ) = ∆(𝑬−𝟏 + 𝟏)
e. ∆= 𝟏 − 𝒆−𝒉𝑫
8
4.3. Interpolation with Equally Spaced points
4.3.1. Newton’s Forward Interpolation Formula
Let the function 𝑦 = 𝑓(𝑥) take the values 𝑦0 , 𝑦1 , … , 𝑦𝑛 corresponding to the values
𝑥0 , 𝑥1 , … , 𝑥𝑛 of 𝑥. Let these values of 𝑥 be equi-spaced such that 𝑥𝑖 = 𝑥0 + 𝑖ℎ (𝑖 = 1,2,3, …).
Assuming 𝑦(𝑥) to be polynomial of the 𝑛𝑡ℎ degree in 𝑥 such that
𝑦(𝑥0 ) = 𝑦0 , 𝑦(𝑥1 ) = 𝑦1 , … , 𝑦(𝑥𝑛 ) = 𝑦𝑛
Let the polynomial representation of(𝑥0 , 𝑦0 ), (𝑥1 , 𝑦1 ) ,… , (𝑥𝑛 , 𝑦𝑛 ) be
𝑦(𝑥1 ) = 𝑎0 + 𝑎1 (𝑥1 − 𝑥0 )
⟹ 𝑦1 = 𝑦0 + 𝑎1 (ℎ)
𝑦1 −𝑦0
⟹ 𝑎1 = ℎ
∆𝒚𝟎
⟹ 𝒂𝟏 = 𝒉
∆𝟐 𝒚𝟎 ∆𝟑 𝒚𝟎 ∆𝒏 𝒚𝟎
In a similar manner we get 𝒂𝟐 = , 𝒂𝟑 = ,…, 𝒂𝒏 =
𝟐𝒉𝟐 𝟑!𝒉𝟑 𝒏!𝒉𝒏
9
Example
1
a. Construct the difference table for 𝑓(𝑥) = 𝑥 , 𝑥 ∈ [2,2.5] & ℎ = 0.1
b. Using NFIF Find i. 𝑓(2.25) ii. 𝑓(2.35)
Solution
a.
𝑥 𝑦 = 𝑓(𝑥) ∆ ∆2 ∆3 ∆4 ∆5
2 0.5
-0.024
2.1 0.476 0.003
-0.021 -0.002
2.2 0.455 0.001 0.003
-0.020 0.001 −0.005
2.3 0.435 0.002 −0.002
-0.018 -0.001
2.4 0.417 0.001
-0.017
2.5 0.400
𝑥−𝑥0 2.25−2.2
𝑏 𝑖. 𝑃 = for ℎ = 0.1 , 𝑥 = 2.25 𝑎𝑛𝑑 𝑥0 = 2.2 ⟹ 𝑃 = = 0.5
ℎ 0.1
𝑷(𝑷−𝟏) 𝟐 𝑷(𝑷−𝟏)(𝑷−𝟐) 𝟑 𝑷(𝑷−𝟏)(𝑷−𝟐)...(𝑷−𝒏+𝟏) 𝒏
𝑓(𝑥) = 𝑦(𝑥) = 𝒚𝟎 + 𝑷∆𝒚𝟎 + 𝟐!
∆ 𝒚𝟎 + 𝟑!
∆ 𝒚𝟎 + ⋯+ 𝒏!
∆ 𝒚𝟎
𝟎.𝟓(𝟎.𝟓−𝟏) 𝟎.𝟓(𝟎.𝟓−𝟏)(𝟎.𝟓−𝟐)
⟹ 𝑦(2.25) = 0.445 + (0.5)(−0.020) + (𝟎. 𝟎𝟎𝟐) + (−𝟎. 𝟎𝟎𝟏) + ⋯ +
𝟐! 𝟑!
𝑦(2.25) ≅ 0.4446875
1
The exact value is 𝑦(2.25) = 2.25 = 0.44444 ….
Example
Find the 4th degree polynomial which takes the following values
𝒙 0 2 4 6 8 10
𝒚 1 2 1 10 9 ?
Solution
𝒙−𝟎 𝒙
𝑷= =𝟐
𝟐
65 5 𝑥4
𝑦(𝑥) = 1 + 7𝑥 − 12 𝑥 2 + 4 𝑥 3 − 12
10
Example
From the table estimate the number of students who obtained marks b/n 40 and 45.
𝑥 𝑦𝑥 ∆𝑦𝑥 ∆2 𝑦𝑥 ∆3 𝑦𝑥 ∆4 𝑦𝑥
40 31
42
50 73 9
51 -25
60 124 -16 37
35 12
70 159 -4
31
80 190
We shall find 𝑦45 that is number of students with mark less than 45.
𝑥−𝑥0 5
Taking 𝑥0 = 40, 𝑥 = 45 we have𝑝 = = = 0.5
ℎ 10
𝑦45 = 47.87
The number of students with marks less than 45 is 47.87 i.e.,48.
Example
11
X 0 1 2 3 4
Y 1 4 17 ? 97
Solution
⟹ 𝐸 4 𝑦0 − 4𝐸 3 𝑦0 + 6𝐸 2 𝑦0 − 4𝐸𝑦0 + 𝑦0 = 0
⟹ 𝑦4 − 4𝑦3 + 6𝑦2 − 4𝑦1 + 𝑦0 = 0
⟹ 97 − 4𝑦3 + 6(17) − 4(4) + 1 = 0 ⟹ 𝑦3 = 46
Example
X 0 1 2 3 4 5
Y 1 ? 11 28 ? 116
𝑦0 = 1, 𝑦2 = 11, 𝑦3 = 28, 𝑎𝑛𝑑 𝑦5 = 116 . since four values are known we assume 𝑦 = 𝑓(𝑥)as a
polynomial of degree three.
Hence ∆4 𝑦0 = 0 and ∆5 𝑦0 = 0
12
⟹ 𝑦𝑛−1 = 𝑦𝑛 + 𝑎1 (ℎ)
𝑦 −𝑦 𝑦 −𝑦
⟹ 𝑎1 = 𝑥𝑛−1 −𝑥𝑛 = 𝑥𝑛−𝑥𝑛−1
𝑛−1 𝑛 𝑛 𝑛−1
𝛁𝒚𝒏
⟹ 𝒂𝟏 = 𝒉
𝛁𝟐 𝒚𝒏 𝛁𝟑 𝒚𝒏 𝛁𝒏 𝒚𝒏
In a similar manner we get 𝒂𝟐 = , 𝒂𝟑 = ,…, 𝒂𝒏 =
𝟐𝒉𝟐 𝟑!𝒉𝟑 𝒏!𝒉𝒏
𝒙−𝒙𝒏
Let 𝑷 = 𝒉
𝒙−𝒙𝒏−𝒊 𝒙−𝒙𝒏 +𝒙𝒏 −𝒙𝒏−𝒊 𝒙−𝒙𝒏 𝒙𝒏 −𝒙𝒏−𝒊 𝒙−𝒙𝒏 𝒊𝒉
= = + = + =𝑷+𝒊
𝒉 𝒉 𝒉 𝒉 𝒉 𝒉
Example
The population of a town in the census was as given below.
13
Solution
First we construct the difference table
𝑥 𝑦 = 𝑓(𝑥) ∇ ∇2 ∇3 ∇4
1891 46
∇𝑦1 =20
1901 66 ∇2 𝑦2 =-5
∇𝑦2 =15 ∇3 𝑦3 =2
1911 81 ∇2 𝑦3 =-3 ∇4 𝑦4 =-3
∇𝑦3 =12 3
∇ 𝑦4 =-1
1921 93 2
∇ 𝑦4 =-4
∇𝑦4 =8
1931 101
𝒙−𝒙𝒏 𝟏𝟗𝟐𝟓−𝟏𝟗𝟑𝟏
𝑷= = = −𝟎. 𝟔
𝒉 𝟏𝟎
𝑷(𝑷+𝟏) 𝑷(𝑷+𝟏)(𝑷+𝟐)
𝑦(𝑥) = 𝒚𝒏 + 𝑷𝛁𝒚𝒏 + 𝛁 𝟐 𝒚𝒏 + 𝛁 𝟑 𝒚𝒏 + ⋯
𝟐! 𝟑!
(−𝟎.𝟔)(−𝟎.𝟔+𝟏) (−𝟎.𝟔)(−𝟎.𝟔+𝟏)(−𝟎.𝟔+𝟐)
𝑦(1925) = 𝟏𝟎𝟏 + (−𝟎. 𝟔)(𝟖) + (−𝟒) + (−𝟏) +
𝟐! 𝟑!
(−𝟎.𝟔)(−𝟎.𝟔+𝟏)(−𝟎.𝟔+𝟐)(−𝟎.𝟔+𝟑)
(−𝟑)
𝟒!
14
4.4.Interpolation With Unequally spaced point
When the values of the argument are not at equally spaced then we use two such formulae for
interpolation.
Similarly
For 𝑥 = 𝑥𝑛 , 𝑦𝑛 = 𝐴𝑛 (𝑥𝑛 − 𝑥0 )(𝑥𝑛 − 𝑥2 ) … (𝑥𝑛 − 𝑥𝑛−1 )
𝑦𝑛
That is 𝐴𝑛 = (𝑥
𝑛 −𝑥0 )(𝑥𝑛 −𝑥2 )…(𝑥𝑛 −𝑥𝑛−1 )
This is called Lagrange’s interpolation formula and which can be written as a general form:
15
𝑛
𝑃𝑛 (𝑥) = ∑ 𝐿𝑖 (𝑥)𝑓𝑖
𝑖=0
Where
𝑥−𝑥 (𝑥−𝑥0 )…(𝑥−𝑥𝑖−1 )(𝑥−𝑥𝑖+1 )…(𝑥−𝑥𝑛 )
𝐿𝑖 (𝑥) = ∏𝑛𝑗=0,𝑗≠𝑖 (𝑥 −𝑥𝑗 ) = (𝑥 −𝑥 ,( 𝑖 = 0,1,2, … , 𝑛) are
𝑖 𝑗 𝑖 0 )(𝑥𝑖 −𝑥1 )…(𝑥𝑖 −𝑥𝑖−1 )(𝑥𝑖 −𝑥𝑖+1 )…(𝑥𝑖 −𝑥𝑛 )
Note: The Lagrange’s interpolation formula can also be used to split the given function into
partial fractions.
Dividing both sides of equation (2) by (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ). … . (𝑥 − 𝑥𝑛 ) we get
𝑓(𝑥) 𝑦0 1 𝑦1 1
(𝑥−𝑥0 )(𝑥−𝑥1 )(𝑥−𝑥2 ).….(𝑥−𝑥𝑛 )
= (𝑥 )(𝑥 ).….(𝑥 )
. +(𝑥 )(𝑥 ).….(𝑥 )
. + ⋯+
0 −𝑥1 0 −𝑥2 0 −𝑥𝑛 𝑥−𝑥0 1 −𝑥0 1 −𝑥2 1 −𝑥𝑛 𝑥−𝑥1
𝑦𝑛 1
.
(𝑥𝑛 −𝑥0 )(𝑥𝑛 −𝑥1 )(𝑥𝑛 −𝑥2 ).….(𝑥𝑛 −𝑥𝑛−1 ) 𝑥−𝑥𝑛
Example
Use Lagrange’s method of interpolation to find the unique polynomial 𝑃(𝑥) of degree 2 such
that : 𝑃(1) = 1, 𝑃(3) = 27, 𝑃(4) = 64.
Solution
𝑥0 = 1, 𝑥1 = 3, 𝑥2 = 4 𝑎𝑛𝑑 𝑦0 = 1, 𝑦1 = 27, 𝑦2 = 64
(𝑥−𝑥1 )(𝑥−𝑥2 ) (𝑥−𝑥0 )(𝑥−𝑥2 ) (𝑥−𝑥0 )(𝑥−𝑥1 )
𝑃2 (𝑥) = (𝑥 𝑦0 + (𝑥 𝑦1 + (𝑥 𝑦2
0 −𝑥1 )(𝑥0 −𝑥2 ) 1 −𝑥0 )(𝑥1 −𝑥2 ) 2 −𝑥0 )(𝑥2 −𝑥1 )
Exercise
1. The percentage of criminals for different age group are given below. Determine the
percentage number of criminals under 35 year using the Lagrange’s formula.
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Age % No. of criminals
Under25 year 52
Under30year 67.3
Under40 year 84.1
Under50 year 94.4
Answer 77.405
𝑥 2 +6𝑥−1 𝑦0 1 𝑦1 1
(𝑥+1)(𝑥−1)(𝑥−4)(𝑥−6)
=(𝑥 . + (𝑥 . +
0 −𝑥1 )(𝑥0 −𝑥2 )(𝑥0 −𝑥3 ) 𝑥−𝑥0 1 −𝑥0 )(𝑥1 −𝑥2 )(𝑥1 −𝑥3 ) 𝑥−𝑥1
𝑦2 1 𝑦3 1
.
(𝑥2 −𝑥0 )(𝑥2 −𝑥1 )(𝑥2 −𝑥3 ) 𝑥−𝑥2
+ (𝑥 . 𝑥−𝑥
3 −𝑥0 )(𝑥3 −𝑥1 )(𝑥3 −𝑥2 ) 3
𝑥 2 +6𝑥−1 3 1 1 1 13 1 71 1
(𝑥+1)(𝑥−1)(𝑥−4)(𝑥−6)
= 35 (𝑥+1) + 5 (𝑥−1) − 10 (𝑥−4) + 70 (𝑥−6)
Inverse Interpolation
In interpolation, we estimate the missing value of the function y = f (x) corresponding to a value x intermediate
between two given values. In inverse interpolation, we interpolate the argument x corresponding to an
intermediate value y of the entry.
From
(𝑥−𝑥1 )(𝑥−𝑥2 )…(𝑥−𝑥𝑛 )
𝑦 = (𝑥 𝑦0 +
0 −𝑥1 )(𝑥0 −𝑥2 )…(𝑥0 −𝑥𝑛 )
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Which is called Inverse Interpolation formula.
Example
The following table gives the values of y corresponding to certain values of x. Find the value of x when
y = 167.59789 by applying Lagrange’s inverse interpolation formula.
x 1 2 5 7
y 1 12 117 317
Solution:
Here x0 = 1, x1 = 2, x2 = 5, x3 = 7, y0 = 1, y1 = 12, y2 = 117, y3 = 317 and y = 167.59789.
By using the inverse Lagrange’s formula we can get x = 5.65238 when y = 167.59789
In general the 𝑛𝑡ℎ order divided differences for the arguments 𝑥0 , 𝑥1 , … , 𝑥𝑛 is given by
[𝒙𝟏 ,𝒙𝟐 ,…,𝒙𝒏 ]−[𝒙𝟎 ,𝒙𝟏 ,…,𝒙𝒏−𝟏 ]
[𝒙𝟎 , 𝒙𝟏 , … , 𝒙𝒏 ] =
𝒙𝒏 −𝒙𝟎
2. The 𝑛𝑡ℎ order divided differences of a polynomial of 𝑛𝑡ℎ degree are constant
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Then from the definition of divided differences, we have
𝒚−𝒚𝟎
[𝒙, 𝒙𝟎 ] =
𝒙−𝒙𝟎
⟹ 𝒚 = 𝒚𝟎 + (𝒙 − 𝒙𝟎 )[𝒙, 𝒙𝟎 ] …………..(𝒊)
[𝒙, 𝒙𝟎 ]−[𝒙𝟎 , 𝒙𝟏 ]
[𝒙, 𝒙𝟎 , 𝒙𝟏 ] = ⟹ [𝒙, 𝒙𝟎 ] = [𝒙𝟎 , 𝒙𝟏 ] + (𝒙 − 𝒙𝟏 )[𝒙, 𝒙𝟎 , 𝒙𝟏 ]
𝒙−𝒙𝟏
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Table 4.4: Table of Divided Differences
Example
Apply Newton’s divided difference formula find 𝑓(8) if
𝑓(1) = 3, 𝑓(3) = 31, 𝑓(6) = 223, 𝑓(10) = 1011, 𝑓(11) = 1343
Solution
31 64−14
3 =10
6−1 19−10
223−31
=64 =1
10−1
6−3
6 223 197−64 1−1
=19 =0
10−3 27−19 11 − 1
1011−223
=197 =1
11−3
10−6 332−197
10 1011 =27
11−6
1343−1011
=332
11−10
11 1343
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𝒚 = 𝒚𝟎 + (𝒙 − 𝒙𝟎 )[𝒙𝟎 , 𝒙𝟏 ] + (𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟏 )[𝒙𝟎 , 𝒙𝟏 , 𝒙𝟐 ] + (𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟏 )(𝒙 − 𝒙𝟐 )[𝒙𝟎 , 𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 ]
+ (𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟏 )(𝒙 − 𝒙𝟐 )(𝒙 − 𝒙𝟑 )[𝒙𝟎 , 𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 , 𝒙𝟒 ]
𝒚 = 𝟑 + (𝒙 − 𝟏)𝟏𝟒 + (𝒙 − 𝟏)(𝒙 − 𝟑)𝟏𝟎 + (𝒙 − 𝟏)(𝒙 − 𝟑)(𝒙 − 𝟔)𝟏 + (𝒙 − 𝟏)(𝒙 − 𝟑)(𝒙 − 𝟔)(𝒙 − 𝟏𝟎)𝟎
Exercise
From the following data estimate the number of persons having incomes b/n 2000 and 2500:
Solution
First we prepare the cumulative frequency table as follows
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+𝟎
𝒚 = 𝟔𝟎𝟎𝟎 + (𝟐𝟓𝟎𝟎 − 𝟓𝟎𝟎)𝟖. 𝟓 + (𝟐𝟓𝟎𝟎 − 𝟓𝟎𝟎)(𝟐𝟓𝟎𝟎 − 𝟏𝟎𝟎𝟎)(−𝟎. 𝟎𝟎𝟑𝟐𝟔) + (𝟐𝟓𝟎𝟎 −
𝟓𝟎𝟎)(𝟐𝟓𝟎𝟎 − 𝟏𝟎𝟎𝟎)(𝟐𝟓𝟎𝟎 − 𝟐𝟎𝟎𝟎)𝟎. 𝟎𝟎𝟎𝟎𝟎𝟎𝟖𝟒
+𝟎
𝒚 = 𝟔𝟎𝟎𝟎 + (𝟐𝟎𝟎𝟎)𝟖. 𝟓 + (𝟐𝟎𝟎𝟎)(𝟏𝟓𝟎𝟎)(−𝟎. 𝟎𝟎𝟑𝟐𝟔) + (𝟐𝟎𝟎𝟎)(𝟏𝟓𝟎𝟎)(𝟓𝟎𝟎)𝟎. 𝟎𝟎𝟎𝟎𝟎𝟎𝟖𝟒 + 𝟎
𝒚𝟐𝟓𝟎𝟎 = 𝟏𝟒𝟒𝟖𝟎
That means the number of persons having income less than 2500 is 𝟏𝟒𝟔𝟕𝟓
The number of persons having income b/n 2000 and 2500 is 𝟏𝟒𝟔𝟕𝟓 − 13850 = 825
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