INTERPOLATION

INTERPOLATION
Hoang Hai Ha
Email: hoanghaiha@hcmut.edu.vn
February 22, 2024
Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 1 / 51

O UTLINE
1 I NTRODUCTION

O UTLINE
1 I NTRODUCTION
2 P OLYNOMIAL INTERPOLATIONS

O UTLINE
1 I NTRODUCTION
3 L EAST SQUARE METHOD

O UTLINE
1 I NTRODUCTION
3 L EAST SQUARE METHOD
4 C UBIC SPLINES

I NTRODUCTION

A PROBLEM
A census of the population of the US is taken every 10 years. The

following table lists the population, in thousands of people, from
1960 to 2010 and the data are also represented in the figure
Year 1960 1970 1980 1990 2000 2010

Population 179.2 203.3 226.5 249.6 281.4 308.7
The question is: Find the population of the US in 1975.

A PROBLEM
A census of the population of the US is taken every 10 years. The

following table lists the population, in thousands of people, from
1960 to 2010 and the data are also represented in the figure
Year 1960 1970 1980 1990 2000 2010

Population 179.2 203.3 226.5 249.6 281.4 308.7
The question is: Find the population of the US in 1975.

D EFINITION 1.1
The process constructing a function that fit known data points is
called interpolation and is the subject of this chapter.

P OLYNOMIAL INTERPOLATIONS

Some values of a function y = f (x) are given by the table of data:
xi x0 x1 x2 ... xn
y i = f (x i ) y0 y1 y2 ... yn

xi x0 x1 x2 ... xn
y i = f (x i ) y0 y1 y2 ... yn
We will find a polynomial of degree n or smaller
P n (x) = a n x n + a n−1 x n−1 + . . . + a 1 x + a 0
that passes through all points (x i , y i ), i = 0..n, that is, satisfies
P n (x i ) = y i , i = 0, 1, 2, . . . , n

xi x0 x1 x2 ... xn
y i = f (x i ) y0 y1 y2 ... yn
We will find a polynomial of degree n or smaller
P n (x) = a n x n + a n−1 x n−1 + . . . + a 1 x + a 0
that passes through all points (x i , y i ), i = 0..n, that is, satisfies
P n (x i ) = y i , i = 0, 1, 2, . . . , n
P n (x) is called the polynomial interpolation for f (x), x i is called

node.

E XAMPLE 2.1
Determine the polynomial interpolation that fits the table
x 0 1 3
.
y 1 -1 2
Solution.
Polynomial has the form P (x) = a 0 x 2 + a 1 x + a 2

E XAMPLE 2.1
x 0 1 3
.
y 1 -1 2
Solution.

 a2 = 1
P (x i ) = y i , then a 0 + a 1 + a 2 = −1
9a 0 + 3a 1 + a 2 = 2


E XAMPLE 2.1
x 0 1 3
.
y 1 -1 2
Solution.

 a2 = 1
P (x i ) = y i , then a 0 + a 1 + a 2 = −1
9a 0 + 3a 1 + a 2 = 2

T HEOREM 2.1
A function y = f (x) is presented by the table of data
x x0 x1 x2 . . . xn
y y0 y1 y2 . . . yn
Then there is a unique polynomial of maximum degree n P n (x) that
satisfies P n (x i ) = y i .
L AGRANGE POLYNOMIALS
Given a function y = f (x) by the table

x x0 x1 x2 . . . xn
y y0 y1 y2 . . . yn
We compute the polynomial interpolation [x 0 , x n ], n Ê 1.
The Lagrange polynomial interpolation is given as follows
n
L n (x) =
X
p k (x).y k ,
k=0
where
(x − x 0 )(x − x 1 ) . . . (x − x k−1 )(x − x k+1 ) . . . (x − x n )
p k (x) = ,
(x k − x 0 )(x k − x 1 ) . . . (x k − x k−1 )(x k − x k+1 ) . . . (x k − x n )
where k = 0 . . . n − 1.

E XAMPLE 2.2
x 0 1 3
Given a function y = f (x) by the table: . Evaluate the
y 1 -1 2
approximate value f (2) by using Lagrange polynomial interpolation.

E XAMPLE 2.2
x 0 1 3
Given a function y = f (x) by the table: . Evaluate the
y 1 -1 2
approximate value f (2) by using Lagrange polynomial interpolation.
Solution
(x − 1)(x − 3) (x − 0)(x − 3) (x − 0)(x − 1)
L 2 (x) = 1× +(−1)× +2× .
(0 − 1)(0 − 3) (1 − 0)(1 − 3) (3 − 0)(3 − 1)
f (2) ≈ −2/3.

Let
ω(x) = (x − x 0 ) . . . (x − x k−1 )(x − x k )(x − x k+1 ) . . . (x − x n ).
Then
ω(x)
p nk (x) =
ω′ (x k )(x − x k )
The Lagrange interpolation becomes
n yk n y
k
L n (x) = ω(x). ω(x).
X X
= ,
k=0 ω (x k )(x − x k )
′
k=0 D k
with D k = ω′ (x k )(x − x k ).

x x0 x1 ... xn
x0 x − x0 x0 − x1 ... x0 − xn D0
x1 x1 − x0 x − x1 ... x1 − xn D1
... ... ... ... ... ...
xn xn − x0 xn − x1 ... x − xn Dn

x x0 x1 ... xn
x0 x − x0 x0 − x1 ... x0 − xn D0
x1 x1 − x0 x − x1 ... x1 − xn D1
... ... ... ... ... ...
xn xn − x0 xn − x1 ... x − xn Dn
n
ω(x) =
Q
(x − x i ) .
i =1
D k : product of all entries on the kth row.

E XAMPLE 2.3
Given a function y = f (x) that is defined by the table below
x 0 1 3 4
. Using Lagrange polynomial interpolation,
y 1 1 2 -1
approximate the value of f at x = 2.
Solution.
2 0 1 3 4
0 2 − 0 0 − 1 0 − 3 0 − 4 D 0 = −24
1 1−0 2−1 1−3 1−4 D1 = 6
3 3−0 3−1 2−3 3−4 D2 = 6
4 4 − 0 4 − 1 4 − 3 2 − 4 D 3 = −24.
w(x) = 4.
µ ¶
1 1 1 1
f (2) ≈ 4 − × 1 + × 1 + × 2 − × (−1) .
24 6 6 24

D IVIDED DIFFERENCES
D EFINITION 2.1
The first divided difference of f respect to x k , x k+1 (denoted
y k+1 − y k
f [x k , x k+1 ]) is defined by: f [x k , x k+1 ] = .
x k+1 − x k

D EFINITION 2.1
y k+1 − y k
x k+1 − x k
The second divided difference, f [x k , x k+1 , x k+2 ] is defined :
f [x k+1 , x k+2 ] − f [x k , x k+1 ]
f [x k , x k+1 , x k+2 ] = .
x k+2 − x k

D EFINITION 2.1
y k+1 − y k
x k+1 − x k
f [x k+1 , x k+2 ] − f [x k , x k+1 ]
f [x k , x k+1 , x k+2 ] = .
x k+2 − x k
The p t h divided difference, f [x k , x k+1 ..., x k+p ] is defined
f [x k , x k+1 , . . . , x k+p ] =
f [x k+1 , x k+2 , . . . , x k+p ] − f [x k , x k+1 , . . . , x k+p−1 ]
.
x k+p − x k

D EFINITION 2.1
y k+1 − y k
x k+1 − x k
f [x k+1 , x k+2 ] − f [x k , x k+1 ]
f [x k , x k+1 , x k+2 ] = .
x k+2 − x k
The p t h divided difference, f [x k , x k+1 ..., x k+p ] is defined
f [x k , x k+1 , . . . , x k+p ] =
f [x k+1 , x k+2 , . . . , x k+p ] − f [x k , x k+1 , . . . , x k+p−1 ]
.
x k+p − x k

E XAMPLE 2.4
Find all divided differences of y = f (x) given by the table
x 1.0 1.3 1.6 1.9
y 0.76 0.62 0.45 0.28

xk yk 1st DD
1 0.76
1.3 0.62
1.6 0.45
1.9 0.28

xk yk 1st DD
1 0.76
-7/15
1.3 0.62
−17/30
1.6 0.45
-17/30
1.9 0.28

xk yk 1st DD 2nd DD 3rd DD
1 0.76
-7/15
1.3 0.62 -1/6
−17/30 5/27
1.6 0.45 0
-17/30
1.9 0.28

N EWTON POLYNOMIAL INTERPOLATIONS
We find a polynomial degree at most n that fits the data points in the
form:
N (x) = y 0 + a 0 (x − x 0 ) + a 1 (x − x 0 )(x − x 1 ) + a 2 (x − x 0 )(x − x 1 )(x − x 2 ) + ...

... + a n−1 (x − x 0 )(x − x 1 )...(x − x n−1 )

form:

... + a n−1 (x − x 0 )(x − x 1 )...(x − x n−1 )
N (x 0 ) = y 0

form:

... + a n−1 (x − x 0 )(x − x 1 )...(x − x n−1 )
N (x 0 ) = y 0
y1 − y0
N (x 1 ) = y 1 = y 0 + a 0 (x 1 − x 0 ), ⇒ a 0 = = f [x 0 , x 1 ].
x1 − x0

form:

... + a n−1 (x − x 0 )(x − x 1 )...(x − x n−1 )
N (x 0 ) = y 0
y1 − y0
N (x 1 ) = y 1 = y 0 + a 0 (x 1 − x 0 ), ⇒ a 0 = = f [x 0 , x 1 ].
x1 − x0
N (x 2 ) = y 2 = y 0 + f [x 0 , x 1 ](x 2 − x 0 ) + a 1 (x 2 − x 0 )(x 2 − x 1 )

y 2 − y 1 + y 1 − y 0 − f [x 0 , x 1 ](x 2 − x 0 )
⇒ a1 =
(x 2 − x 0 )(x 2 − x 1 )
f [x 2 , x 1 ] f [x 0 , x 1 ](x 1 − x 0 ) − f [x 0 , x 1 ](x 2 − x 0 )
= +
x2 − x0 (x 2 − x 0 )(x 2 − x 1 )
f [x 2 , x 1 ] − f [x 0 , x 1 ]
=
x2 − x0
= f [x 0 , x 1 , x 2 ].

y 2 − y 1 + y 1 − y 0 − f [x 0 , x 1 ](x 2 − x 0 )
⇒ a1 =
(x 2 − x 0 )(x 2 − x 1 )
f [x 2 , x 1 ] f [x 0 , x 1 ](x 1 − x 0 ) − f [x 0 , x 1 ](x 2 − x 0 )
= +
x2 − x0 (x 2 − x 0 )(x 2 − x 1 )
f [x 2 , x 1 ] − f [x 0 , x 1 ]
=
x2 − x0
= f [x 0 , x 1 , x 2 ].
Similarly, we get a n−1 = f [x 0 , x 1 , ..., x n ].

F ORWARD N EWTON POLYNOMIAL INTERPOLATIONS
N (x)= y 0 + f [x 0 , x 1 ](x − x 0 ) + f [x 0 , x 1 , x 2 ](x − x 0 )(x − x 1 )+

+... + f [x 0 , x 1 , ...x n ](x − x 0 )(x − x 1 )...(x − x n−1 ).

F ORWARD N EWTON POLYNOMIAL INTERPOLATIONS
N (x)= y 0 + f [x 0 , x 1 ](x − x 0 ) + f [x 0 , x 1 , x 2 ](x − x 0 )(x − x 1 )+

+... + f [x 0 , x 1 , ...x n ](x − x 0 )(x − x 1 )...(x − x n−1 ).
B ACKWARD N EWTON POLYNOMIAL INTERPOLATIONS
N (x) =y n + f [x n , x n−1 ](x − x n )+

+ f [x n , x n−1 , x n−2 ](x − x n )(x − x n−1 )
+... + f [x n , x n−1 , x n−2 , ..., x 0 ](x − x n )(x − x n−1 )...(x − x 1 ).

E XAMPLE 2.5
Interpolate the following table of data points by using the Forward
Newton interpolation:
x 1.0 1.3 1.6 1.9

y 0.76 0.62 0.45 0.28
Solution.
7 1 5
N (x) = 0.76 − (x−1)− (x−1)(x−1.3)+ (x−1)(x−1.3)(x−1.6).
15 6 17

E XAMPLE 2.6
The following data are given for an interpolating polynomial
unknown degree.
x 0 1 2
.
P (x) 2 −1 4
Determine the coefficient before x 2 if all 3r d DD are 1.
Solution.
The polynomial has form:
P (x) = 2 + f [0, 1]x + f [0, 1, 2]x(x − 1) + f [0, 1, 2, x 3 ] x(x − 1)(x − 2) .
| {z }
=1

E XAMPLE 2.6
The following data are given for an interpolating polynomial
unknown degree.
x 0 1 2
.
P (x) 2 −1 4
Determine the coefficient before x 2 if all 3r d DD are 1.
Solution.
The polynomial has form:
P (x) = 2 + f [0, 1]x + f [0, 1, 2]x(x − 1) + f [0, 1, 2, x 3 ] x(x − 1)(x − 2) .
| {z }
=1
2
The coefficient before x is : f [0, 1, 2] − 3 f [0, 1, 2, x 3 ] .

E RROR
T HEOREM 2.2
Suppose that x 0 , x 1 , . . . x n are distinct points and P (x) is the
interpolating polynomial of a differentiable function of order n + 2
f (x), then we have the estimate
¯ ¯
¯ (n+1) (x − x 0 )(x − x 1 ) . . . (x − x n ) ¯
| f (x) − P (x)| ≤ max ¯ f ¯ (x) ¯.
[a,b] (n + 1)! ¯
E XAMPLE 2.7
Use 3 nodes x = 2, x = 2.75, x = 4 on [2, 4], estimate the maximum
1
error of the interpolating polynomial P (x) of f (x) = .
x

Solution of example 2.7
¯ ¯
¯ (3) (x − 2)(x − 2.75)(x − 4) ¯
The maximum error is max ¯ f (x)
¯ ¯.
[2,4] 3! ¯

Solution of example 2.7
¯ ¯
¯ (3) (x − 2)(x − 2.75)(x − 4) ¯
The maximum error is max ¯ f (x)
¯ ¯.
[2,4] 3! ¯
3
max | f (3) (x)| = max |6x −4 | = .
[2,4] [2,4] 8
g (x) = (x − 2)(x − 2.75)(x − 4) = x 3 − (35x 2 )/4 + (49)/2 − 22, we
have max |g (x)| = |g (7/2)|.
[2,4]
1
Thus, the maximum error is · |g (7/2)|
16

L EAST SQUARE METHOD

On the plane Ox y, we have a large number of points M k (x k , y k ),

k = 1, 2, ..., n, (at least two points are different x i ̸= x j , i ̸= j . In that
case, the construction a curve going through all these point is not
efficient.

On the plane Ox y, we have a large number of points M k (x k , y k ),

k = 1, 2, ..., n, (at least two points are different x i ̸= x j , i ̸= j . In that
case, the construction a curve going through all these point is not
efficient.
We will find an approximate function y = f (x) that describes data in
the table, but it’s not necessary for it to go exactly through given
points.

Find minimum of the functional

n
( f (x k ) − y k )2 → mi n
X
g(f ) =
k=1
The forms of functions that we usually use are

f (x) = A + B x, f (x) = A + B x +C x 2 , f (x) = Ap(x) + B q(x)
E RROR
We use the next formula to estimate the error of the least square
method
n
( f (x k ) − y k )2 .
P
E=
i =1

F ORM f (x) = A + B x
Then
n
(A + B x k − y k )2
X
g (A, B ) =
k=1
It leads to finding extreme values of two variables function, so we

need to find critical point (solve the system of partial derivative)
∂ P n n

(A + B x k − y k )2 = 2
P

 (A + B x k − y k ) = 0
∂A k=1

k=1
∂ Pn n
(A + B x k − y k )2 = 2
P
(A + B x k − y k )x k = 0


∂B k=1

k=1
n n
 µ ¶
P P


 nA + xk B = yk
k=1 ¶ k=1
⇔ µ
n
¶ µ
n n
x k2 B =
P P P
xk A + xk y k



k=1 k=1 k=1

E XAMPLE 3.1
Find the approximate function f (x) = A + B x for the given table by the
least square method and estimate the error E
x 1 1 2 2 2
y 1 2 2 3 4

E XAMPLE 3.1
x 1 1 2 2 2
y 1 2 2 3 4
Solution
y = 1.5x.

E XAMPLE 3.1
x 1 1 2 2 2
y 1 2 2 3 4
Solution
y = 1.5x.
5
E = (y i − 1.5x i )2 .
P
i =1
E XAMPLE 3.2
Find the approximate function f (x) = A ln x + B for the given table by
the least square method and linear model.
x 1 1.3 2 2 2.3
.
y 1.3 2 2 3.3 4.3

F ORM f (x) = A + B x +C x 2
n
(A + B x k +C x k2 − y k )2
X
g (A, B,C ) =
k=1
We find extreme value of 3 variable function

∂ n

(A + B x k +C x k2 − y k ) = 0
P
 g (A, B,C ) = 2
∂A


k=1


 ∂

n
(A + B x k +C x k2 − y k )x k = 0
P
g (A, B,C ) = 2
 ∂B k=1
∂


 n
(A + B x k +C x k2 − y k )x k2 = 0
P
g (A, B,C ) = 2


∂C

k=1

This leads to solve the system
n n n
 µ ¶ µ ¶
P P 2 P


 n A + x k B + x k
C = yk
µ k=1 ¶ µ k=1 ¶ k=1


 µP n n n n
 ¶
x k2 B + x k3 C =
P P P
⇔ xk A + xk y k

 k=1 k=1 k=1 k=1
n n n n
 µ ¶ µ ¶ µ ¶
 P
x k2 A + x k3 B + x k4 C = x k2 y k

 P P P

k=1 k=1 k=1 k=1

E XAMPLE 3.3
Find approximate function f (x) = A + B x +C x 2 for the below table by
using least square method
x 1 1 2 3 3
.
y 4.12 4.18 6.23 8.34 8.38

E XAMPLE 3.3
Find approximate function f (x) = A + B x +C x 2 for the below table by
using least square method
x 1 1 2 3 3
.
y 4.12 4.18 6.23 8.34 8.38
E XAMPLE 3.4
Find the approximate function f (x) = A sin x + B cos 2x +C for the
below table by using least square method
x 1 1.2 2.4 3.5 3.7
.
y 4.2 4.8 6.3 8.4 8.8

F ORM f (x) = Ap(x) + B q(x)
n
(Ap(x k ) + B q(x k ) − y k )2
X
g (A, B ) =
k=1
We need to define the extreme value of 2 variable function g (A, B )

n

∂ P
 ∂A g (A, B ) = 2 (Ap(x k ) + B q(x k ) − y k )p(x k ) = 0


k=1
n
∂ P
∂B g (A, B ) = 2 (Ap(x k ) + B q(x k ) − y k )q(x k ) = 0



k=1

F ORM f (x) = Ap(x) + B q(x)
n
(Ap(x k ) + B q(x k ) − y k )2
X
g (A, B ) =
k=1
We need to define the extreme value of 2 variable function g (A, B )

n

∂ P
 ∂A g (A, B ) = 2 (Ap(x k ) + B q(x k ) − y k )p(x k ) = 0


k=1
n
∂ P
∂B g (A, B ) = 2 (Ap(x k ) + B q(x k ) − y k )q(x k ) = 0



k=1
 µ n ¶ µ
n
¶
n
P 2 P P


 p (x k ) A + p(x k )q(x k ) B = p(x k )y k
k=1 k=1 µ k=1
⇔ µ
n
¶
n
¶
n
q 2 (x k ) B =
P P P
p(x k )q(x k ) A + q(x k )y k



k=1 k=1 k=1

E XAMPLE 3.5
p
Find an approximate function f (x) = A x + B cos(x) for given table
by least square method
x 1.0 1.2 1.4 1.6 1.8
y 2.27 2.37 2.45 2.52 2.60

C UBIC SPLINES

W HY DO WE USE CUBIC SPLINES ?
Disadvantage of Lagrange and Newton polynomial is that
high-degree polynomials can oscillate erratically( a minor
fluctuation over a small portion of the interval can induce large
fluctuations over the entire range).

C UBIC SPLINE INTERPOLATIONS
An alternative approach is to divide the approximation interval into

a collection of subintervals and construct a (generally) different
approximating polynomial on each subinterval. This is called
piecewise-polynomial approximation.

C UBIC SPLINE INTERPOLATIONS
An alternative approach is to divide the approximation interval into

a collection of subintervals and construct a (generally) different
approximating polynomial on each subinterval. This is called
piecewise-polynomial approximation.
D EFINITION 4.1
A piecewise-polynomial approximation uses polynomials degree 3
between each successive pair of nodes is called the cubic spline
interpolation.

T HE CASE OF 3 NODES
x x0 x1 x2
Given a function y = f (x) defined by table
f (x) y0 y1 y2
We construct the piecewise polynomial as:
(
S 0 (x) = a 0 + b 0 (x − x 0 ) + c 0 (x − x 0 )2 + d 0 (x − x 0 )3 , x ∈ [x 0 , x 1 ]
S(x) = ,

x x0 x1 x2
f (x) y0 y1 y2
(
S(x) = ,
and satisfying the following conditions:

S(x i ) = y i .

x x0 x1 x2
f (x) y0 y1 y2
(
S(x) = ,
and satisfying the following conditions:

S(x i ) = y i .
S(x) has continuous second derivative on [x 0 , x 2 ].
S 0 (x 0 ) = y 0 , S 0 (x 1 ) = y 1 , S 1 (x 1 ) = y 1 , S 2 (x 2 ) = y 2 .
The first derivative is continuous : S 0′ (x 1 ) = S 1′ (x 1 )
The second derivative is continuous: S 0′′ (x 1 ) = S 1′′ (x 1 )
⇒ 6 equations with 8 variables ⇒ we need to implement 2 equations.
The piecewise function found as above is called cubic spline
interpolation.
G ENERAL CASE
Given function y = f (x) by data points in the table:

x x 0 x 1 ... x n
f (x) y 0 y 1 ... y n

G ENERAL CASE
Given function y = f (x) by data points in the table:

x x 0 x 1 ... x n
f (x) y 0 y 1 ... y n
Constructing cubic spline of the data set above is to find:

S 0 (x),


x ∈ [x 0 , x 1 ]
S 1 (x),

x ∈ [x 1 , x 2 ]
S(x) = .

..


S n−1 (x), x ∈ [x n−1 , x n ]

where S i (x) = a i + b i (x − x i ) + c i (x − x i )2 + d i (x − x i )3 , i = 0...n − 1, ⇒

4n unknowns, 4n − 2 equations.

N ATURAL CUBIC SPLINE
N ATURAL CUBIC SPLINE : S ′′ (x 0 ) = 0, S ′′ (x n ) = 0

Let h i = x i +1 − x i , i = 0..n − 1.


Let h i = x i +1 − x i , i = 0..n − 1.
S ′′ (x 0 ) = 0, ⇒ c 0 = 0


Let h i = x i +1 − x i , i = 0..n − 1.
S ′′ (x 0 ) = 0, ⇒ c 0 = 0
Define c n = S ′′ (x n )/2, ⇒ c n = 0

Find vector C = (c 0 , c 1 , c 2 , . . . , c n−1 , c n )T = (0, c 1 , c 2 , . . . , 0)T from the
system AC = B , where
1 0 0 ... 0 0
 

 h 0 2(h 0 + h 1 ) h 1 . . . 0 0 

A=
 ... ... ... ... ... ... 

 0 0 0 . . . 2(h n−2 + h n−1 ) h n−1 
0 0 0 ... 0 1

Find vector C = (c 0 , c 1 , c 2 , . . . , c n−1 , c n )T = (0, c 1 , c 2 , . . . , 0)T from the
system AC = B , where
1 0 0 ... 0 0
 

 h 0 2(h 0 + h 1 ) h 1 . . . 0 0 

A=
 ... ... ... ... ... ... 

 0 0 0 . . . 2(h n−2 + h n−1 ) h n−1 
0 0 0 ... 0 1
 
0
y2 − y1 y1 − y0
3 −3
 
h1 h0
 
 
B = ...
 

 y n − y n−1 y n−1 − y n−2 
 3 −3 
 h n−1 h n−2

0

After finding vector C , remaining coefficients a k , b k , d k are defined
by
ak = yk


y k+1 − y k h k



bk = − (c k+1 + 2c k )
hk 3

 c k+1 − c k
 dk
 = , ∀k = 0..n − 1
3h k

E XAMPLE 4.1
x 0 2 5
Construct natural cubic spline from the table
y 1 1 4

E XAMPLE 4.1
x 0 2 5
y 1 1 4
     
1 0 0 0 0
Solution: A = 2 10 3 , B = 3 , ⇒ c = 0.3
    
0 0 1 0 0
a 0 = 1, a 1 = 1

E XAMPLE 4.1
x 0 2 5
y 1 1 4
     
1 0 0 0 0
Solution: A = 2 10 3 , B = 3 , ⇒ c = 0.3
    
0 0 1 0 0
a 0 = 1, a 1 = 1
b 0 = −0.2, b 1 = 0.4

E XAMPLE 4.1
x 0 2 5
y 1 1 4
     
1 0 0 0 0
Solution: A = 2 10 3 , B = 3 , ⇒ c = 0.3
    
0 0 1 0 0
a 0 = 1, a 1 = 1
b 0 = −0.2, b 1 = 0.4
d 0 = 0.05, d 1 = −1/30

E XAMPLE 4.2
x 0 1 3 4
Given function y = f (x) by the table below . Using
y 1 2 4 8
natural cubic spline, find approximately f (1.5) and f ′ (3.5).

E XAMPLE 4.2
x 0 1 3 4
y 1 2 4 8
0
     
1 0 0 0 0
1 6 2 0  9
, B = 0, ⇒ c = − 16 
 
Solution A = 
0 2 6 1 9  27 
16
0 0 0 1 0 0

E XAMPLE 4.2
x 0 1 3 4
y 1 2 4 8
0
     
1 0 0 0 0
1 6 2 0  9
, B = 0, ⇒ c = − 16 
 
Solution A = 
0 2 6 1 9  27 
16
0 0 0 1 0 0
a 0 = 1, a 1 = 2, a 3 = 4

E XAMPLE 4.2
x 0 1 3 4
y 1 2 4 8
0
     
1 0 0 0 0
1 6 2 0  9
, B = 0, ⇒ c = − 16 
 
Solution A = 
0 2 6 1 9  27 
16
0 0 0 1 0 0
a 0 = 1, a 1 = 2, a 3 = 4
b 0 = 19/16, b 1 = 5/8, b 2 = 23/8

E XAMPLE 4.2
x 0 1 3 4
y 1 2 4 8
0
     
1 0 0 0 0
1 6 2 0  9
, B = 0, ⇒ c = − 16 
 
Solution A = 
0 2 6 1 9  27 
16
0 0 0 1 0 0
a 0 = 1, a 1 = 2, a 3 = 4
b 0 = 19/16, b 1 = 5/8, b 2 = 23/8
d 0 = −3/16, d 1 = 3/8, d 2 = −9/16

E XAMPLE 4.2
x 0 1 3 4
y 1 2 4 8
0
     
1 0 0 0 0
1 6 2 0  9
, B = 0, ⇒ c = − 16 
 
Solution A = 
0 2 6 1 9  27 
16
0 0 0 1 0 0
a 0 = 1, a 1 = 2, a 3 = 4
b 0 = 19/16, b 1 = 5/8, b 2 = 23/8
d 0 = −3/16, d 1 = 3/8, d 2 = −9/16
f (1.5) = 71/32, f ′ (3.5) = 265/64

C LAMPED CUBIC SPLINE
f ′ (a) = S ′ (x 0 ) = α, f ′ (b) = S ′ (x n ) = β
We define
 vector C = (c 1 , c 2 , ..., c n )T from AC = B , where 
2h 0 h0 0 0 ... 0 0

 h0 2(h 0 + h 1 ) h1 0 ... 0 0 

 0 h1 2(h 1 + h 2 ) h2 ... 0 
A=
 
... ... ... ... ... ... ...

 
 
 0 0 0 ... . . . 2(h n−2 + h n−1 ) h n−1 
0 0 0 0 ... h n−1 2h n−1 n×n
 y1 − y0 
3 − 3α
h
y 2 − y 10 y1 − y0
 
 
 3 −3 

 h1 h0 

B = ... 
y n − y n−1 y n−1 − y n−2 
 

 3 −3 
 h n−1 h n−2 
 y n − y n−1 
3β − 3
h n−1
E XAMPLE 4.3
x 0 1 2
Construct clamped cubic spline interpolated by table
y 1 2 1
satisfying conditions f ′ (0) = 0, f ′ (2) = 0.

E XAMPLE 4.3
x 0 1 2
y 1 2 1
Solution
 
2 1 0
Find c = (c 0 , c 1 , c 2 )T from Ac = B , where A = 1 4 1,
0 1 2
 
3
B = −6

3

E XAMPLE 4.3
x 0 1 2
y 1 2 1
Solution
 
2 1 0
0 1 2
   
3 3
B = −6 ⇒ c = −3
  
3 3

E XAMPLE 4.3
x 0 1 2
y 1 2 1
Solution
 
2 1 0
0 1 2
   
3 3
B = −6 ⇒ c = −3
  
3 3
b 0 = 0, b 1 = 0

E XAMPLE 4.3
x 0 1 2
y 1 2 1
Solution
 
2 1 0
0 1 2
   
3 3
B = −6 ⇒ c = −3
  
3 3
b 0 = 0, b 1 = 0
d 0 = −2, d 0 = 2

E XAMPLE 4.4
A car traveling along a straight road is clocked at a number of points.
The data from the observations are given in the following table, where
the time is in hours, the distance is in km, and the speed is in km/h.
time 0 3 5
distance 0 100 180 . Use a clamped cubic spline to predict the
speed 75 77 80
position of the car when t = 4(h).

E XAMPLE 4.4
A car traveling along a straight road is clocked at a number of points.
The data from the observations are given in the following table, where
the time is in hours, the distance is in km, and the speed is in km/h.
time 0 3 5
distance 0 100 180 . Use a clamped cubic spline to predict the
speed 75 77 80
position of the car when t = 4(h).
SOLUTION
We construct the clamped cubic spline S(t ) to describe the
position of car at t time. From the table we have
S ′ (0) = 75, S ′ (5) = 80.

S OLUTION

S OLUTION
   
6 3 0 −125
A = 3 10 2, B =  20 ,
0 2 4 120

S OLUTION
     
6 3 0 −125 −67/3
A = 3 10 2, B =  20 ,⇒ c =  3 
0 2 4 120 57/2

S OLUTION
     
6 3 0 −125 −67/3
A = 3 10 2, B =  20 ,⇒ c =  3 
0 2 4 120 57/2
b 0 = 75, b 1 = 17

S OLUTION
     
6 3 0 −125 −67/3
A = 3 10 2, B =  20 ,⇒ c =  3 
0 2 4 120 57/2
b 0 = 75, b 1 = 17
d 0 = 76/27, d 1 = 17/4

S OLUTION
     
6 3 0 −125 −67/3
A = 3 10 2, B =  20 ,⇒ c =  3 
0 2 4 120 57/2
b 0 = 75, b 1 = 17
d 0 = 76/27, d 1 = 17/4
Position when t = 4(h) is 124.25

INTERPOLATION

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INTERPOLATION

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INTERPOLATION

February 22, 2024

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 1 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 2 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 2 / 51

3 L EAST SQUARE METHOD

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 2 / 51

3 L EAST SQUARE METHOD

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 2 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 3 / 51

A census of the population of the US is taken every 10 years. The

Year 1960 1970 1980 1990 2000 2010

The question is: Find the population of the US in 1975.

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 4 / 51

A census of the population of the US is taken every 10 years. The

Year 1960 1970 1980 1990 2000 2010

The question is: Find the population of the US in 1975.

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 4 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 5 / 51

Some values of a function y = f (x) are given by the table of data:

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 6 / 51

Some values of a function y = f (x) are given by the table of data:

We will find a polynomial of degree n or smaller

P n (x) = a n x n + a n−1 x n−1 + . . . + a 1 x + a 0

that passes through all points (x i , y i ), i = 0..n, that is, satisfies

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 6 / 51

Some values of a function y = f (x) are given by the table of data:

We will find a polynomial of degree n or smaller

P n (x) = a n x n + a n−1 x n−1 + . . . + a 1 x + a 0

that passes through all points (x i , y i ), i = 0..n, that is, satisfies

P n (x) is called the polynomial interpolation for f (x), x i is called

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 6 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 8 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 8 / 51

Given a function y = f (x) by the table

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 9 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 10 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 10 / 51

ω(x) = (x − x 0 ) . . . (x − x k−1 )(x − x k )(x − x k+1 ) . . . (x − x n ).

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 11 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 12 / 51

D k : product of all entries on the kth row.

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 12 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 13 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 14 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 14 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 14 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 14 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 15 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 16 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 17 / 51

1.3 0.62 -1/6

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 18 / 51

N (x) = y 0 + a 0 (x − x 0 ) + a 1 (x − x 0 )(x − x 1 ) + a 2 (x − x 0 )(x − x 1 )(x − x 2 ) + ...

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 19 / 51

N (x) = y 0 + a 0 (x − x 0 ) + a 1 (x − x 0 )(x − x 1 ) + a 2 (x − x 0 )(x − x 1 )(x − x 2 ) + ...

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 19 / 51

N (x) = y 0 + a 0 (x − x 0 ) + a 1 (x − x 0 )(x − x 1 ) + a 2 (x − x 0 )(x − x 1 )(x − x 2 ) + ...

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 19 / 51

N (x) = y 0 + a 0 (x − x 0 ) + a 1 (x − x 0 )(x − x 1 ) + a 2 (x − x 0 )(x − x 1 )(x − x 2 ) + ...

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 19 / 51

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 20 / 51

Similarly, we get a n−1 = f [x 0 , x 1 , ..., x n ].

Hoang Hai Ha (HCMUT) INTERPOLATION February 22, 2024 20 / 51