Interpolation Method

Chapter 7: Interpolation
❑  Topics:
❑  Examples
❑  Polynomial Interpolation – bases, error, Chebyshev, piecewise
❑  Orthogonal Polynomials
❑  Splines – error, end conditions
❑  Parametric interpolation
❑  Multivariate interpolation: f(x,y)

Interpolation Motivation
Polynomial Interpolation Choosing Interpolant
Piecewise Polynomial Interpolation Existence and Uniqueness
Interpolation
Basic interpolation problem: for given data
(t1 , y1 ), (t2 , y2 ), . . . (tm , ym ) with t1 < t2 < · · · < tm
determine function f : R ! R such that
f (ti ) = yi , i = 1, . . . , m
f is interpolating function, or interpolant, for given data
Additional data might be prescribed, such as slope of
interpolant at given points
Additional constraints might be imposed, such as
smoothness, monotonicity, or convexity of interpolant
f could be function of more than one variable, but we will
Note: consider
We might only one-dimensional
look case
at multi-dimensional
case, even though the text
Michael does
T. Heath not.
Scientific Computing 3 / 56
Purposes for Interpolation

Purposes for Interpolation

Plotting smooth curve through discrete data points
Reading between lines of table

Plotting smooth curve through discrete data points
Differentiating or integrating tabular data
Reading between lines of table
Quick and easy evaluation of mathematical function
Differentiating or integrating tabular data
Replacing complicated function by simple one
Quick and easy evaluation of mathematical function
¡  Basis functions for function approximation in numerical solution of
Replacing
ordinary andcomplicated function
partial differential by simple
equations (ODEsoneand PDEs).
¡  Basis functions for developing integration rules.
¡  Basis functions for developing differentiation techniques.
(Not just tabular Michael
data…) T. Heath Scientific Computing 4 / 56
Michael T. Heath Scientific Computing 4 / 56

Interpolation vs Approximation
By definition, interpolating function fits given data points

exactly
Interpolation is inappropriate if data points subject to

significant errors
It is usually preferable to smooth noisy data, for example

by least squares approximation
Approximation is also more appropriate for special function

libraries

Issues in Interpolation
Arbitrarily many functions interpolate given set of data points
What form should interpolating function have?
How should interpolant behave between data points?
Should interpolant inherit properties of data, such as

monotonicity, convexity, or periodicity?
Are parameters that define interpolating function

meaningful? For example, function values, slopes, etc. ?
If function and data are plotted, should results be visually

pleasing?

Choosing Interpolant
Choice of function for interpolation based on

How easy interpolating function is to work with
determining its parameters ! Conditioning? !!
evaluating interpolant
differentiating or integrating interpolant
How well properties of interpolant match properties of data

to be fit (smoothness, monotonicity, convexity, periodicity,
etc.)

Functions for Interpolation
Families of functions commonly used for interpolation

include
Polynomials
Piecewise polynomials
Trigonometric functions
Exponential functions
Rational functions
For now we will focus on interpolation by polynomials and

piecewise polynomials
We will consider trigonometric interpolation (DFT) later

A Classic Polynomial Interpolation Problem
•  Suppose you’re asked to tabulate data such

that linear interpolation between tabulated
values is correct to 4 digits.
•  How many entries are required on, say, [0,1]?
•  How many digits should you have in the

tabulated data?
An important polynomial interpolation result for f (x) 2 C n :

If p(x) 2 lPn 1 and p(xj ) = f (xj ), j = 1, . . . , n, then there
exists a ✓ 2 [x1 , x2 , . . . , xn , x] such that
f n (✓)
f (x) p(x) = (x x1 )(x x2 ) · · · (x xn ).
n!
In particular, for linear interpolation, we have

f 00 (✓)
f (x) p(x) = (x x1 )(x x2 )
2
|f 00 | h2 h2 |f 00 |
|f (x) p(x)|  max = max
[x1 :x2 ] 2 4 [x1 :x2 ] 8
where the latter result pertains to x 2 [x1 , x2 ].
Example: f (x) = cos(x)

We know that |f 00 |  1 and thus, for linear interpolation
h2
|f (x) p(x)|  .
8
If we want 4 decimal places of accuracy, accounting for rounding, we need
h2 1 4
|f (x) p(x)|   ⇥ 10
8 2
h2  4 ⇥ 10 4
h  0.02
x cos x
0.00 1.00000
0.02 0.99980
0.04 0.99920
0.06 0.99820
0.08 0.99680
Basis Functions
Family of functions for interpolating given data points is
spanned by set of basis functions 1 (t), . . . , n (t)
Interpolating function f is chosen as linear combination of
basis functions,
n
X
f (t) = xj j (t)
j=1
Requiring f to interpolate data (ti , yi ) means

n
X
f (ti ) = xj j (ti ) = yi , i = 1, . . . , m
j=1
which is system of linear equations Ax = y for n-vector x

of parameters xj , where entries of m ⇥ n matrix A are
given by aij = j (ti )
Existence, Uniqueness, and Conditioning
Existence and uniqueness of interpolant depend on

number of data points m and number of basis functions n
If m > n, interpolant usually doesn’t exist
If m < n, interpolant is not unique
If m = n, then basis matrix A is nonsingular provided data

points ti are distinct, so data can be fit exactly
Sensitivity of parameters x to perturbations in data

depends on cond(A), which depends in turn on choice of
basis functions

Interpolation Monomial, Lagrange, and Newton Interpolation
Polynomial Interpolation Orthogonal Polynomials
Piecewise Polynomial Interpolation Accuracy and Convergence
Polynomial Interpolation
Simplest and most common type of interpolation uses

polynomials
Unique polynomial of degree at most n 1 passes through

n data points (ti , yi ), i = 1, . . . , n, where ti are distinct
There are many ways to represent or compute interpolating

polynomial, but in theory all must give same result
< interactive
(i.e., in infinite example
precision >
arithmetic)

Monomial Basis
Monomial basis functions
j (t) = tj 1
, j = 1, . . . , n
give interpolating polynomial of form

n 1
pn 1 (t) = x 1 + x 2 t + · · · + x n t
with coefficients x given by n ⇥ n linear system

2 n 1
32 3 2 3
1 t1 · · · t 1 x1 y1
6 1 t2 · · · t n 1 7 6 x 2 7 6 y 2 7
6 2 76 7 6 7
Ax = 6 . . .
. . . .. 7 6 .. 7 = 6 .. 7 = y
4. . . . 54 . 5 4 . 5
1 tn · · · tnn 1 xn yn
Matrix of this form is called Vandermonde matrix

Example: Monomial Basis

Determine polynomial of degree two interpolating three
data points ( 2, 27), (0, 1), (1, 0)
Using monomial basis, linear system is
2 2
32 3 2 3
1 t 1 t1 x1 y1
Ax = 41 t2 t22 5 4x2 5 = 4y2 5 = y
1 t3 t23 x3 y3
For these particular data, system is
2 32 3 2 3
1 2 4 x1 27
41 0 05 4x2 5 = 4 15
1 1 1 x3 0
⇥ ⇤T
whose solution is x = 1 5 4 , so interpolating
polynomial is
p2 (t) = 1 + 5t 4t2
Monomial Basis, continued
< interactive example >
Solving system Ax = y using standard linear equation

solver to determine coefficients x of interpolating
polynomial requires O(n3 ) work
For monomial basis, matrix A is increasingly ill-conditioned

as degree increases
Ill-conditioning does not prevent fitting data points well,
since residual for linear system solution will be small
But it does mean that values of coefficients are poorly
determined
Both conditioning of linear system and amount of
computational work required to solve it can be improved by
using different basis
Change of basis still gives same interpolating polynomial
for given data, but representation of polynomial will be
different

Conditioning with monomial basis can be improved by
shifting and scaling independent variable t
✓ ◆j 1
t c
j (t) =
d
where, c = (t1 + tn )/2 is midpoint and d = (tn t1 )/2 is
half of range of data
New independent variable lies in interval [ 1, 1], which also
helps avoid overflow or harmful underflow
Even with optimal shifting and scaling, monomial basis
usually is still poorly conditioned, and we must seek better
alternatives
❑  Two types: Global or Piecewise
❑  Choices:
❑  A: points are given to you
❑  B: you choose the points
❑  Case A: piecewise polynomials are most common – STABLE.

❑  Piecewise linear
❑  Splines
❑  Hermite (matlab “pchip” – piecewise cubic Hermite int. polynomial)
❑  Case B: high-order polynomials are OK if points chosen wisely

❑  Roots of orthogonal polynomials
❑  Convergence is exponential: err ~ Ce-¾ n, instead of algebraic: err~Cn-k
Piecewise Polynomial Interpolation
❑  Example – Given the table below,
xj fj
0.6 1.2
0.8 2.0
1.0 2.4
Polynomial
❑  Q: What is f(x=0.75) ? interpolation error for
If p(x) 2 lPn 1 and p(xj ) = f (xj ), j =

exists a ✓ 2 [x1 , x2 , . . . , xn , x] such th
f (x) p(x) =
❑  Example – Given the table below,
xj fj
0.6 1.2
0.8 2.0
1.0 2.4
Polynomial
❑  Q: What is f(x=0.75) ? interpolation error for
❑  A: 1.8 --- You’veIf done2(piecewise)

justp(x) lPn 1 and linear p(x j ) = f (xj ), j =
interpolation.
exists a ✓ 2 [x1 , x2 , . . . , xn , x] such th
❑  Moreover, you know the error is · (0.2)2 f’’ / 8.
f (x) p(x) =
xj fj
0.6 1.2
0.8 2.0
1.0 2.4 General Polynomial Interpolation
• Whether interpolating on segments or globally, error formula applies over
the interval.
If p(t) 2 lPn 1 and p(tj ) = f (tj ), j = 1, . . . , n, then there
exists a ✓ 2 [t1 , t2 , . . . , tn , t] such that
f n (✓)
f (t) p(t) = (t t1 )(t t2 ) · · · (t tn )
n!
f n (✓)
= qn (t), qn (t) 2 lPn .
n!
• We generally have no control over f n (✓), so instead seek to optimize
choice of the tj in order to minimize
max |qn (t)| .

t2[t1 ,tn ]
• Such a problem is called a minimax problem and the solution is given

by the tj s being the roots of a Chebyshev polynomial, as we will discuss
shortly.
• First, however, we turn to the problem of constructing p(t) 2 lPn 1 (t).
Constructing High-Order Polynomial Interpolants
❑  Lagrange Polynomials
n
X
p(t) = fj lj (t)
j=1
lj (t) = 1 t = tj
lj (ti ) = 0 t = ti , i 6= j
lj (t) 2 lPn 1 (t)
The lj1(t) polynomials are chosen so that p(tj) = f(tj) := fj

lj (t) = (t t1 )(t t2 ) · · · (t tj 1 )(t tj+1 ) · · · (t tn )
C
The lj(t)s are sometimes called the Lagrange cardinal functions.
C = (tj t1 )(tj t2 ) · · · (tj tj 1 )(tj tj+1 ) · · · (tj tn )
✓ ◆✓ ◆ ✓ ◆✓ ◆ ✓ ◆
t t1 t t2 t tj 1 t tj+1 t tn
l (t) = ··· ··· .
n
X
❑  Lagrange Polynomials
p(t) = fj lj (t)
j=1
P lj (t) = 1 t = tj
• Construct p(t) = j f j l j (t).
lj (ti ) = 0 t = ti , i 6= j
• lj (t) given by above.
lj (t) 2 lPn 1 (t)
• Error formula f (t) p(t) given as before.
• Can choose tj ’s to minimize error polynomial qn (t).
1
lj (t) = (t t1 )(t t2 ) · · · (t tj 1 )(t tj+1 ) · · · (t tn )
C
• lj (t) is a polynomial of degree n 1
C = (tj t1 )(tj t2 ) · · · (tj tj 1 )(tj tj+1 ) · · · (tj tn )
• It is zero at t =
✓ ti , i 6=
◆ j.
✓ ◆ ✓ ◆✓ ◆ ✓
t t1 t t2 t tj 1 t tj+1 t t
l (t) =
• Choosej C so that · · · ···
tj itt1is 1 at
tj t t=
2
tj . tj tj 1 tj tj+1 tj t
n
Constructing
• Can choose tj ’sHigh-Order
to minimizePolynomial Interpolants
error polynomial qn (t).

• It is zero at t = ti , i 6= j.
• Choose C so that it is 1 at t = tj .
n
X
p(t) = fj lj (t)
j=1
lj (t) = 1 t = tj
lj (ti ) = 0 t = ti , i 6= j
lj (t) 2 lPn 1 (t)
Constructing
• Can choose tj ’s High-Order
to minimize Polynomial Interpolants
error polynomial qn (t).

• Choose C so that it is 1 at t = tj .
n
X
p(t) = fj lj (t)
j=1
lj (t) = 1 t = tj
lj (ti ) = 0 t = ti , i 6= j
lj (t) 2 lPn 1 (t)
❑  Although a bit tedious to do by hand, these formulas are relatively easy to

evaluate with a computer.
❑  So, to recap – Lagrange polynomial interpolation:

P
• Construct p(t) = j fj lj (t).
• lj (t) given by above.
• Can choose tj ’s to minimize error polynomial qn (t).

Lagrange Basis Functions, n=2 (linear)
Lagrange Basis Functions, n=3 (quadratic)
Also have the Newton Basis
• Given pn (tj ) = fj , j = 1, . . . , n and pn 2 lPn 1 .

• Let
pn+1 (t) := pn (t) + C(t t1 )(t t2 ) · · · (t tn )
such that pn+1 (tn+1 ) = fn+1
• Set
fn+1 pn (tn+1 )
C = ,
qn (tn+1 )
with qn (t) := (t t1 )(t t2 ) · · · (t tn ) 2 lPn
❑  These formulas are interesting because they are adaptive.

(More details are in the text, but this is the essence of the method.)
Lagrange Interpolation
For given set of data points (ti , yi ), i = 1, . . . , n, Lagrange
basis functions are defined by
n
Y n
Y
`j (t) = (t tk ) / (tj tk ), j = 1, . . . , n
k=1,k6=j k=1,k6=j
For Lagrange basis,

⇢
1 if i = j
`j (ti ) = , i, j = 1, . . . , n
0 if i 6= j
so matrix of linear system Ax = y is identity matrix
Thus, Lagrange polynomial interpolating data points (ti , yi )
is given by
pn 1 (t) = y1 `1 (t) + y2 `2 (t) + · · · + yn `n (t)
Lagrange Basis Functions
Lagrange interpolant is easy to determine but more

expensive to evaluate for given argument, compared with
monomial basis representation
These concernsform
Lagrangian areisimportant
also morewhen computing
difficult by hand,
to differentiate,
but not important
integrate, etc. when using a computer.
Example: Lagrange Interpolation
Use Lagrange interpolation to determine interpolating

polynomial for three data points ( 2, 27), (0, 1), (1, 0)
Lagrange polynomial of degree two interpolating three

points (t1 , y1 ), (t2 , y2 ), (t3 , y3 ) is given by p2 (t) =
(t t2 )(t t3 ) (t t1 )(t t3 ) (t t1 )(t t2 )
y1 + y2 + y3
(t1 t2 )(t1 t3 ) (t2 t1 )(t2 t3 ) (t3 t1 )(t3 t2 )
For these particular data, this becomes
t(t 1) (t + 2)(t 1)
p2 (t) = 27 + ( 1)
( 2)( 2 1) (2)( 1)

Interpolating Continuous Functions
If data points are discrete sample of continuous function,

how well does interpolant approximate that function
between sample points?
If f is smooth function, and pn 1 is polynomial of degree at

most n 1 interpolating f at n points t1 , . . . , tn , then
f (n) (✓)
f (t) pn 1 (t) = (t t1 )(t t2 ) · · · (t tn )
n!
where ✓ is some (unknown) point in interval [t1 , tn ]
Since point ✓ is unknown, this result is not particularly

useful unless bound on appropriate derivative of f is
known

Interpolating Continuous Functions, continued
If |f (n) (t)|  M for all t 2 [t1 , tn ], and

h = max{ti+1 ti : i = 1, . . . , n 1}, then
M hn
max |f (t) pn 1 (t)| 
t2[t1 ,tn ] 4n
Error diminishes with increasing n and decreasing h, but

only if |f (n) (t)| does not grow too rapidly with n

Convergence
Polynomial interpolating continuous function may not

converge to function as number of data points and
polynomial degree increases
Equally spaced interpolation points often yield

unsatisfactory results near ends of interval
If points are bunched near ends of interval, more

satisfactory results are likely to be obtained with
polynomial interpolation
Use of Chebyshev points distributes error evenly and

yields convergence throughout interval for any sufficiently
smooth function

Unstable and Stable Interpolating Basis Sets
❑  Examples of unstable bases are:

❑  Monomials (modal): φi = xi
❑  High-order Lagrange interpolants (nodal) on uniformly-spaced points.
❑  Examples of stable bases are:

❑  Orthogonal polynomials (modal), e.g.,
❑  Legendre polynomials: Lk(x), or
❑  bubble functions: φk(x) := Lk+1(x) – Lk-1(x).
❑  Lagrange (nodal) polynomials based on Gauss quadrature points
(e.g., Gauss-Legendre, Gauss-Chebyshev, Gauss-Lobatto-Legendre,
etc.)
❑  Can map back and forth between stable nodal bases and
Legendre or bubble function modal bases, with minimal
information loss.
Unstable and Stable Interpolating Basis Sets
• Key idea for Chebyshev interpolation is to choose points that minimize

max |qn+1 (x)| on interval I := [ 1, 1].
qn+1 (x) := (x x0 )(x x1 ) . . . (x xn )
:= xn + cn 1 xn 1
+ . . . + c0
which is a monic polynomial of degree n + 1.

• The roots of the Chebyshev polynomial Tn+1 (x) yield such a set of points
by clustering near the endpoints.
Lagrange Polynomials: Good and Bad Point Distributions
N=4
N=7
φ2 φ4
N=8
Uniform Gauss-Lobatto-Legendre
Here, we see the max qn+1 for uniform
(red) and Chebyshev points.
Chebyshev converges much more rapidly.

Nth-order Gauss-Chebyshev Points
❑  Roots of Nth-order Chebyshev polynomial are projections of
equispaced points on the circle, starting with µ = ±µ/2, then
µ = 3±µ/2,…,¼-±µ/2.
N+1 Gauss-Lobatto Chebyshev Points
❑  N+1 GLC points are projections of equispaced points on the
circle, starting with µ = 0, then µ = ¼/N, 2¼/N, … , k¼/N, … , ¼.
Nth-Order Gauss Chebyshev Points
❑  Matlab Demo
Example: Runge’s Function

Polynomial interpolants of Runge’s function at equally
spaced points do not converge

Example: Runge’s Function

Polynomial interpolants of Runge’s function at Chebyshev
points do converge
Chebyshev Convergence is exponential

< interactive example > for smooth f(t).
Interpolation Testing
• Try a variety of methods for a variety of functions.

• Inspect by plotting the function and the interpolant.
• Compare with theoretical bounds. (Which are accurate!)
Typical Interpolation Experiment
• Given f (t), evaluate fj := f (tj ), j = 1, . . . , n.

• Construct interpolant:
n
X
p(t) = p̂j j (t).
j=1
• Evaluate p(t) at t̃i , i = 1, . . . , m, m n. (Fine mesh, for plotting, say.)

• To check error, compare with original function on fine mesh, t̃i .
• Compare with theoretical bounds. (Which are accurate!)
Typical Interpolation Experiment
• Given f (t), evaluate fj := f (tj ), j = 1, . . . , n.

• Construct interpolant:
n
X
p(t) = p̂j j (t).
j=1
• Evaluate p(t) at t̃i , i = 1, . . . , m, m n. (Fine mesh, for plotting, say.)

• To check error, compare with original function on fine mesh, t̃i .
ei := p(t̃i ) f (t̃i )
maxi |ei |
emax :=
maxi |fi |
max |p f |
⇡ .
max |f |
(Remember, it’s an experiment.)
• Preceding description is for one trial.
• Repeat for increasing n and plot emax (n) on a log-log or semilog plot.
• Compare with other methods and with theory:
– methods – identify best method for given function / requirements
– theory – verify that experiment is correctly implemented
• Repeat with a di↵erent function.
Summary of Key Theoretical Results
• Piecewise linear interpolation:

(
h 2 M := max✓2[a,b] |f 00 (✓) |
max | p f|  M,
t2[a,b] 8 h := maxj2[2,...,n] (tj tj 1 ), tj 1 < tj
• Polynomial interpolation through n points:

qn (✓)
max | p f|  M,
t2[a,b] n!
hn
 M, (for t 2 [a, b]),
4n
with M := max |f n (✓) |.
✓2[a,b,t]
– Here, qn (✓) := (✓ t1 )(✓ t2 ) · · · (✓ tn ).

– The first result also holds true for extrapolation, i.e., t62[a, b].
• Natural cubic spline (s00 (a) = s00 (b) = 0):
max | p f |  C h2 M, M = max |f 00 (✓) |,

t2[a,b] ✓2[a,b]
00 00
– Here, qn (✓) := (✓ t1 )(✓ t2 ) · · · (✓ tn ).
– The first result also holds true for extrapolation, i.e., t62[a, b].
• Natural cubic spline (s00 (a) = s00 (b) = 0):
max | p f |  C h2 M, M = max |f 00 (✓) |,

t2[a,b] ✓2[a,b]
unless f 00 (a) = f 00 (b) = 0, or other lucky circumstances.

• Clamped cubic spline (s0 (a) = f 0 (a), s0 (b) = f 0 (b)):
max | p f |  C h4 M, M = max |f iv (✓) |.

t2[a,b] ✓2[a,b]
• Nyquist sampling theorem:

Roughly: The maximum frequency that can be resolved with n points is N = n/2.
There are other conditions, such as limits on the spacing of the sampling.
• Methods:
– piecewise linear
– polynomial on uniform points
– polynomial on Chebyshev points
– natural cubic spline
• Tests:
– et
– ecos t
– sin t on [0, ⇡]
– sin t on [0, ⇡2 ]
– sin 15t on [0, 2⇡]
– ecos 11t on [0, 2⇡]
1
– Runge function: 1+25t2
on [0, 1]
1
on [ 1, 1]
p
– Semi-circle: 1 t2 on [ 1, 1]
– Polynomial: tn
– Extrapolation
– Other
interp_test.m interp_test_runge.m
• Methods:
– piecewise linear
– polynomial on uniform points
– polynomial on Chebyshev points
– natural cubic spline
• Tests:
– et
– ecos t
– sin t on [0, ⇡]
– sin t on [0, ⇡2 ]
– sin 15t on [0, 2⇡]
– ecos 11t on [0, 2⇡]
1
on [0, 1]
1
on [ 1, 1]
p
– Semi-circle: 1 t2 on [ 1, 1]
– Polynomial: tn
– Extrapolation
– Other
interp_test.m interp_test_runge.m
Interpolation Piecewise Polynomial Interpolation
Polynomial Interpolation Hermite Cubic Interpolation
Piecewise Polynomial Interpolation Cubic Spline Interpolation
Piecewise Polynomial Interpolation

Fitting single polynomial to large number of data points is
likely to yield unsatisfactory oscillating behavior in
interpolant
Piecewise polynomials provide alternative to practical and
theoretical difficulties with high-degree polynomial
interpolation
Main advantage of piecewise polynomial interpolation is
that large number of data points can be fit with low-degree
polynomials
In piecewise interpolation of given data points (ti , yi ),
different function is used in each subinterval [ti , ti+1 ]
Abscissas ti are called knots or breakpoints, at which
interpolant changes from one function to another
Piecewise Interpolation, continued
Simplest example is piecewise linear interpolation, in

which successive pairs of data points are connected by
straight lines
Although piecewise interpolation eliminates excessive

oscillation and nonconvergence, it appears to sacrifice
smoothness of interpolating function
We have many degrees of freedom in choosing piecewise

polynomial interpolant, however, which can be exploited to
obtain smooth interpolating function despite its piecewise
nature

Piecewise Polynomial Bases: Linear and Quadratic
Cubic Spline Interpolation

Spline is piecewise polynomial of degree k that is k 1
times continuously differentiable
For example, linear spline is of degree 1 and has 0
continuous derivatives, i.e., it is continuous, but not
smooth, and could be described as “broken line”
Cubic spline is piecewise cubic polynomial that is twice
continuously differentiable
As with Hermite cubic, interpolating given data and
requiring one continuous derivative imposes 3n 4
constraints on cubic spline
Requiring continuous second derivative imposes n 2
additional constraints, leaving 2 remaining free parameters
Piecewise cubics:
• Interval Ij = [xj 1 , xj ], j = 1, . . . , n
pj (x) 2 lP3 (x) on Ij
pj (x) = aj + bj x + cj x2 + dj x3
• 4n unknowns
pj (xj 1 ) = fj 1 , j = 1, . . . , n
pj (xj ) = fj , j = 1, . . . , n
p0j (xj ) = p0j+1 (xj ), j = 1, . . . , n 1

Spline
p00j (xj ) = p00j+1 (xj ), j = 1, . . . , n 1 conditions
• 4n 2 equations
Cubic Splines, continued
Final two parameters can be fixed in various ways
Specify first derivative at endpoints t1 and tn
Force second derivative to be zero at endpoints, which

gives natural spline
Enforce “not-a-knot” condition, which forces two

consecutive cubic pieces to be same
Force first derivatives, as well as second derivatives, to

•  Force first
match derivativestat
at endpoints endpoints to match y’(x) – clamped spline.
1 and tn (if spline is to be periodic)

Example: Cubic Spline Interpolation
Determine natural cubic spline interpolating three data

points (ti , yi ), i = 1, 2, 3
Required interpolant is piecewise cubic function defined by

separate cubic polynomials in each of two intervals [t1 , t2 ]
and [t2 , t3 ]
Denote these two polynomials by
p1 (t) = ↵1 + ↵2 t + ↵3 t2 + ↵4 t3
2 3
p2 (t) = 1 + 2t + 3t + 4t
Eight parameters are to be determined, so we need eight

equations

Cubic Spline Formulation – 2 Segments
Interpolatory
8 Unknowns
p1 (t1 ) = y1
p1 (t) = ↵1 + ↵2 t + ↵3 t)2 =
p1 (t +↵y24 t
3
2
p2 (t) = + 2t +p (t3 t)2 + 4t
3
2 2 = y2
1
8 Equations p2 (t3 ) = y3
Interpolatory Continuity of Derivatives

Interpolatory
p1 (t1 ) = y1 p01 (t2 ) p=1 (tp102)(t=
2 ) y1
p1 (t2 ) = y2 p001 (t2 ) p=1 (tp2 )002 (t=

2 ) y2
p2 (t2 ) = y2 8 Unknowns p2 (t2 ) = y2

End Conditions
p2 (t3 ) = y3 p001 (t) = p (t↵)1 + = ↵y2 t + ↵3 t2 + ↵4 t3
p1 (t1 ) =2 03 3
p002 (t) = 1 + 2 t + 3 t2 + 4 t3
Continuity of Derivatives
p2 (t3 ) Continuity
= 0 of Derivatives
p01 (t2 ) = p02 (t2 ) p01 (t
(Natural 0
2 ) = p2 (t2 )
Spline)
p001 (t2 ) = p002 (t2 ) p001 (t2 ) = p002 (t2 )
8 Equations
End Conditions End Conditions Interpolatory

p001 (t1 ) = 0 p001 (t1 ) = 0 p1 (t1 ) = y1
p002 (t3 ) = 0 p002 (t3 ) = 0 p1 (t2 ) = y2
p2 (t2 ) = y2
p2 (t3 ) = y3
Some Cubic Spline Properties
❑  Continuous
❑  1st derivative: continuous
❑  2nd derivative: continuous
❑  “Natural Spline” minimizes integrated curvature:

over all twice-differentiable f(x)
passing through (xj,fj), j=1,…,n.
❑  Robust / Stable (unlike high-order polynomial interpolation)

❑  Commonly used in computer graphics, CAD software, etc.
❑  Usually used in parametric form (DEMO)
❑  There are other forms, e.g., tension-splines, that are also useful.
❑  For clamped boundary conditions, convergence is O(h4)
❑  For small displacements, natural spline is like a physical spline.
(DEMO)
Hermite Cubic vs Spline Interpolation

Choice between Hermite cubic and spline interpolation
depends on data to be fit and on purpose for doing
interpolation
If smoothness is of paramount importance, then spline
interpolation may be most appropriate
But Hermite cubic interpolant may have more pleasing
visual appearance and allows flexibility to preserve
monotonicity if original data are monotonic
In any case, it is advisable to plot interpolant and data to
help assess how well interpolating function captures
behavior of original data

Hermite Cubic vs Spline Interpolation
Matlab “pchip()” function

Parametric Interpolation
❑  Important when y(x) is not a function of x; then, define [ x(t), y(t) ]

such that both are (preferably smooth) functions of t.
❑  Example 1: a circle.
Parametric Interpolation: Example 2
❑  Suppose we want to
approximate a cursive letter.
❑  Use (minimally curvy) splines,

parameterized.
❑  Once we have our (xi , yi )

pairs, we still need to pick ti .
❑  One possibility: ti = i , but

usually it’s better to
parameterize by arclength, if x
Stable Lagrange
and y haveInterpolation
the same units.
• An approximate arclength is
❑  An approximate arclength is:
i
X
si = dsj , dsi := ||xi xi 1 ||2
j=0
❑  Note – can also have Lagrange

parametric interpolation…
Pseudo-Arclength-Based Index-Based
Multidimensional Interpolation
❑  Multidimensional interpolation has many applications in computer

aided design (CAD), partial differential equations, high-parameter
data fitting/assimilation.
❑  Costs considerations can be dramatically different (and of course,

higher) than in the 1D case.
2D basis function, N=10

Multidimensional Interpolation
❑  There are many strategies for interpolating f(x,y) [ or f(x,y,z), etc.].

❑  One easy one is to use tensor products of one-dimensional
interpolants, such as bicubic splines or tensor-product Lagrange
polynomials. n nXX
pn(s, t) = li(s) lj (t) fij
i=0 j=0
n X
X n
= li(s) fij lj (t)
i=0 j=0
2D Example: n=2
Consider 1D Interpolation
n
X
f˜(s) = lj (s) fj
j=1
n
X
f˜(s) = lj (s) fj
j=1
n
X
f˜i = lij fj , lij := lj (si)
j=1
f̃ = L f
• si – fine mesh (i.e., target gridpoints)

• L is the matrix of Lagrange cardinal polynomials (or, say, spline
bases) evaluated at the target points, si, i = 1, . . . , m.
Two-Dimensional Case (say, n x n à m x m)
n X
X n
f˜(s, t) = li(s) lj (t) fij
i=1 j=1
n X
X n
= li(s) fij lj (t)
i=1 j=1
n X
X n
f˜pq := f˜(sp, tq ) := lpi fij lqj
i=1 j=1
n X
X n
T
:= lpi fij ljq
i=1 j=1
F̃ = LF LT ! matrix-matrix product, fast
• Note that the storage of L is mn < m2 + n2, which is the storage

of F̃ and F combined.
• That is, in higher space dimensions, the operator cost (L) is less
than the data cost (F̃ , F ).
:= lpi fij ljq
i=1 j=1
Two-DimensionalF̃Case (say,
= LF LT n x n à m x m)
• Note that the storage of L is mn < m2 + n2, which is the storage

of F̃ and F combined.
• That is, in higher space dimensions, the operator cost (L) is less
than the data cost (F̃ , F ).
• This is even more dramatic in 3D, where the relative cost is mn
to m3 + n3.
• Observation: It is difficult to assess relevant operator costs
based on 1D model problems.
1
Aside: GLL Points and Legendre Polynomials

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Chapter 7: Interpolation

❑ Polynomial Interpolation – bases, error, Chebyshev, piecewise

❑ Splines – error, end conditions

❑ Multivariate interpolation: f(x,y)

Purposes for Interpolation

Purposes for Interpolation

Reading between lines of table

Michael T. Heath Scientific Computing 4 / 56

By definition, interpolating function fits given data points

Interpolation is inappropriate if data points subject to

It is usually preferable to smooth noisy data, for example

Approximation is also more appropriate for special function

Michael T. Heath Scientific Computing 5 / 56

Arbitrarily many functions interpolate given set of data points

What form should interpolating function have?

How should interpolant behave between data points?

Should interpolant inherit properties of data, such as

Are parameters that define interpolating function

If function and data are plotted, should results be visually

Michael T. Heath Scientific Computing 6 / 56

Choice of function for interpolation based on

How well properties of interpolant match properties of data

Michael T. Heath Scientific Computing 7 / 56

Functions for Interpolation

Families of functions commonly used for interpolation

For now we will focus on interpolation by polynomials and

We will consider trigonometric interpolation (DFT) later

Michael T. Heath Scientific Computing 8 / 56

• Suppose you’re asked to tabulate data such

• How many entries are required on, say, [0,1]?

• How many digits should you have in the

An important polynomial interpolation result for f (x) 2 C n :

In particular, for linear interpolation, we have

Example: f (x) = cos(x)

Requiring f to interpolate data (ti , yi ) means

which is system of linear equations Ax = y for n-vector x

Existence, Uniqueness, and Conditioning

Existence and uniqueness of interpolant depend on

If m > n, interpolant usually doesn’t exist

If m < n, interpolant is not unique

If m = n, then basis matrix A is nonsingular provided data

Sensitivity of parameters x to perturbations in data

Michael T. Heath Scientific Computing 10 / 56

Simplest and most common type of interpolation uses

Unique polynomial of degree at most n 1 passes through

There are many ways to represent or compute interpolating

Michael T. Heath Scientific Computing 11 / 56

give interpolating polynomial of form

with coefficients x given by n ⇥ n linear system

Matrix of this form is called Vandermonde matrix

Example: Monomial Basis

Monomial Basis, continued

< interactive example >

Solving system Ax = y using standard linear equation

Monomial Basis, continued

For monomial basis, matrix A is increasingly ill-conditioned

Monomial Basis, continued

❑  Polynomial Interpolation – bases, error, Chebyshev, piecewise

❑  Splines – error, end conditions

❑  Multivariate interpolation: f(x,y)

•  Suppose you’re asked to tabulate data such

•  How many entries are required on, say, [0,1]?

•  How many digits should you have in the

❑  Two types: Global or Piecewise

❑  Case A: piecewise polynomials are most common – STABLE.

❑  Case B: high-order polynomials are OK if points chosen wisely

❑  Example – Given the table below,

❑  Example – Given the table below,

❑  A: 1.8 --- You’veIf done2(piecewise)

❑  Although a bit tedious to do by hand, these formulas are relatively easy to

❑  So, to recap – Lagrange polynomial interpolation:

❑  These formulas are interesting because they are adaptive.

❑  Examples of unstable bases are:

❑  Examples of stable bases are: