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Lecture17 PDF
Lecture17 PDF
MAT 460/560
Fall Semester 2009-10
Lecture 17 Notes
These notes correspond to Section 3.2 in the text.
Divided Dierences
In the previous lecture, we learned how to compute the value of an interpolating polynomial at a
given point, using Nevilles Method. However, the theorem that serves as the basis for Nevilles
Method can easily be used to compute the interpolating polynomial itself. The basic idea is to
represent interpolating polynomials using the Newton form, which uses linear factors involving the
interpolation points, instead of monomials of the form .
Recall that if the interpolation points 0 , . . . , are distinct, then the process of nding a
polynomial that passes through the points ( , ), = 0, . . . , , is equivalent to solving a system
of linear equations x = b that has a unique solution. The matrix is determined by the choice
of basis for the space of polynomials of degree or less. Each entry of is the value of the th
polynomial in the basis at the point .
In Newton interpolation, the matrix is upper triangular, and the basis functions are dened
to be the set { ()}=0 , where
0 () = 1,
() =
( ),
= 1, . . . , .
=0
The advantage of Newton interpolation is that the interpolating polynomial is easily updated as
interpolation points are added, since the basis functions { ()}, = 0, . . . , , do not change from
the addition of the new points.
The coecients of the Newton interpolating polynomial
() =
()
=0
are given by
= [0 , . . . , ]
where [0 , . . . , ] denotes the divided dierence of 0 , . . . , . The divided dierence is dened as
follows:
[ ] = ,
1
[ , +1 ] =
[ , +1 , . . . , + ] =
+1
,
+1
[+1 , . . . , + ] [ , . . . , +1 ]
.
+
This denition implies that for each nonnegative integer , the divided dierence [0 , 1 , . . . , ]
only depends on the interpolation points 0 , 1 , . . . , and the value of () at these points. It
follows that the addition of new interpolation points does not change the coecients 0 , . . . , .
Specically, we have
+1 (+1 )
+1 () = () +
+1 ().
+1 (+1 )
This ease of updating makes Newton interpolation the most commonly used method of obtaining
the interpolating polynomial.
The following result shows how the Newton interpolating polynomial bears a resemblance to a
Taylor polynomial.
Theorem Let be times continuously dierentiable on [, ], and let 0 , 1 , . . . , be distinct
points in [, ]. Then there exists a number [, ] such that
[0 , 1 , . . . , ] =
() ()
.
!
for = 0, 1, . . . , do
= ( )
end
for = 1, 2, . . . , do
for = , 1, . . . , do
= ( 1 )/( )
end
end
Example We will use Newton interpolation to construct the third-degree polynomial 3 () that
ts the data
0
1
2
3
1
0
1
2
( )
3
4
5
6
[2 , 3 ]
[0 , 1 , 2 ]
[1 , 2 , 3 ]
[0 , 1 , 2 , 3 ]
= 9
[3 ] [2 ]
=
3 2
6 5
=
21
= 11
[1 , 2 ] [0 , 1 ]
=
2 0
9 (7)
=
1 (1)
= 8
[2 , 3 ] [1 , 2 ]
=
3 1
11 9
=
20
= 10
[1 , 2 , 3 ] [0 , 1 , 2 ]
=
3 0
10 8
=
2 (1)
= 6
[0 ] = 3
[0 , 1 ] = 7
1 = 0
[1 ] = 4
[0 , 1 , 2 ] = 8
[0 , 1 , 2 , 3 ] = 6
[1 , 2 ] = 9
2 = 1
[2 ] = 5
3 = 2
[3 ] = 6
[1 , 2 , 3 ] = 10
[2 , 3 ] = 11
It follows that the interpolating polynomial 3 () can be obtained using the Newton divideddierence formula as follows:
3 () =
=0
[0 , . . . , ]
( )
=0
= [0 ] + [0 , 1 ]( 0 ) + [0 , 1 , 2 ]( 0 )( 1 ) +
[0 , 1 , 2 , 3 ]( 0 )( 1 )( 2 )
= 3 7( + 1) + 8( + 1) 6( + 1)( 1).
4
We see that Newton interpolation produces an interpolating polynomial that is in the Newton form,
with centers 0 = 1, 1 = 0, and 2 = 1.
Once the coecients have been computed, we can use nested multiplication to evaluate the resulting
interpolating polynomial, which is represented using the Newton divided-dierence formula
() =
()
=0
=0
[0 , 1 , . . . , ]
( )
=0
= [0 ] + [0 , 1 ]( 0 ) + [0 , 1 , 2 ]( 0 )( 1 ) +
[0 , 1 , . . . , ]( 0 )( 1 ) ( 1 ).
Algorithm (Nested Multiplication) Given distinct interpolation points 0 , 1 , . . . , and the
coecients = [0 , 1 , . . . , ] of the Newton interpolating polynomial (), the following algorithm computes = () for a given real number .
=
for = 1, 2, . . . , 0 do
= + ( )
end
It can be seen that this algorithm closely resembles Horners Method, which is a special case of
nested multiplication that works with the power form of a polynomial, whereas nested multiplication
works with the more general Newton form.
Example Consider the interpolating polynomial obtained in the previous example,
3 () = 3 7( + 1) + 8( + 1) 6( + 1)( 1).
We will use nested multiplication to write this polynomial in the power form
3 () = 3 3 + 2 2 + 1 + 0 .
This requires repeatedly applying nested multiplication to a polynomial of the form
() = 0 + 1 ( 0 ) + 2 ( 0 )( 1 ) + 3 ( 0 )( 1 )( 2 ),
and for each application it will perform the following steps,
3 = 3
2 = 2 + ( 2 )3
1 = 1 + ( 1 )2
0 = 0 + ( 0 )1 ,
5
1 = 7,
2 = 8,
3 = 6,
1 = 0,
2 = 1.
It follows that
() = 4 + (7)( 0) + 14( 0)( (1)) + (6)( 0)( (1))( 0)
= 4 7 + 14( + 1) 62 ( + 1),
and the centers are now 0, 1 and 0.
For the second application of nested multiplication, we have
() = 4 7 + 14( + 1) 62 ( + 1),
so the coecients of () in this Newton form are
0 = 4,
1 = 7,
2 = 14,
3 = 6,
1 = 1,
2 = 0.
1 = 7,
2 = 14,
3 = 6,
1 = 0,
7
2 = 1.