Interpolation

Introduction
Estimation of intermediate values between
precise data points. The most common method is
polynomial interpolation:
f ( x)  a0  a1 x  a2 x 2   an x n

 Polynomial interpolation is used when the point

determined are very precise. The curve
representing the behavior has to pass through
every point.
 There is one and only one nth-order polynomial
that fits n+1 points
 Introduction

n=3 n=4
n=2

First order (linear) 2nd order (quadratic) 3rd order (cubic)

 Introduction

There are a variety of mathematical formats in

which this polynomial can be expressed:
The Newton polynomial (sec. 18.1)
The Lagrange polynomial (sec. 18.2)
 Lagrange Interpolating Polynomials

• The general form for n+1 data points is:

n
f n ( x)   Li ( x) f ( xi )
i 0
n x  xj
Li ( x)  
j 0 xi  x j
j i

designates the “product of”

 Lagrange Interpolating Polynomials

• Linear version (n = 1):

Used for 2 points of data: (xo,f(xo)) and (x1,f(x1)),

x  x1 x  x0
f1 ( x)  f ( x0 )  f ( x1 )
x0  x1 x1  x0

Lo (x) L1 ( x)
 Lagrange Interpolating Polynomials

• Second order version (n = 2):

f 2 ( x) 
 x  x1  x  x2 
f ( x0 ) Lo ( x) , j  0
x0  x1 x0  x 2 

 x  x0  x  x2 
f ( x1 ) L1 ( x) , j  1
x1  x0 x1  x 2 

 x  x0  x  x1 
f ( x2 ) L2 ( x) , j  2
x2  x0 x2  x1 
Lagrange Interpolating Polynomials - Example

Use a Lagrange interpolating polynomial of the

first and second order to evaluate ln(2) on the
basis of the data:

x0  1 f ( x0)  ln(1)  0
x1  4 f ( x1)  ln( 4)  1.386294
x2  6 f ( x2)  ln( 6)  1.791760
Lagrange Interpolating Polynomials – Example
(cont’d)
• First order polynomial:

x  x1 x  x0
f 1( x)  f ( x 0)  f ( x1)
x 0  x1 x1  x 0
24 2 1
f 1(2)  0  1.386294  0.4620981
1 4 4 1
 Lagrange Interpolating Polynomials –
Example (cont’d)

• Second order polynomial:

x  x1 x  x2 x  4 x  6
Lo ( x )    
xo  x1 xo  x2 0  4 0  6
x  xo x  x2 x  0 x  6
L1 ( x )    
x1  xo x1  x2 4  0 4  6
x  xo x  x1 x  0 x  4
L2 ( x )    
x2  xo x2  x1 6  0 6  4
 Lagrange Interpolating Polynomials – Example
(cont’d)
n n
x  xj
f n ( x )   Li ( x ) f ( xi ) Li ( x )   ( j  i)
i 0 j 0 xi  x j
(2  4)(2  6)
f 2 (2)  0
(1  4)(1  6)
(2  1)(2  6)
 1.386294
(4  1)(4  6)
(2  1)(2  4)
 1.791760 0.5658444
(6  1)(6  4)
Lagrange Interpolating Polynomials – Example
(cont’d)
Pseudocode – Lagrange interpolation
 Coefficients of an Interpolating Polynomial

• Although “Lagrange” polynomials are well suited for

determining intermediate values between points, they
do not provide a polynomial in conventional form:

f ( x)  a0  a1 x  a2 x   ax x
2 n

• Since n+1 data points are required to determine n+1

coefficients, simultaneous linear systems of equations
can be used to calculate “a”s.
 Coefficients of an Interpolating Polynomial
(cont’d)

f ( x0 )  a0  a1 x0  a x   a x
2
2 0
n
n 0

f ( x1 )  a0  a1 x1  a x   a x
2
2 1
n
n 1


f ( xn )  a0  a1 xn  a2 xn2   an xnn
Where “x”s are the knowns and “a”s are the
unknowns.
 Interpolantion
Polynomials are the most common choice
of interpolation because they are easy
to:
Evaluate
Differentiate, and
Integrate.

16
Possible divergence of an extrapolated
production
 Why Spline Interpolation?

Apply lower-order polynomials to subsets of data points. Spline

provides a superior approximation of the behavior of functions that
have local, abrupt changes.

18
 Why Splines ?

17th Order
Polynomial

Original
Function

5th Order
Polynomial

9th Order
Polynomial

Figure : Higher order polynomial interpolation is a bad idea

20
 Spline Interpolation

• Polynomials are the most common choice of

interpolants.
• There are cases where polynomials can lead to
erroneous results because of round off error and
overshoot.
• Alternative approach is to apply lower-order
polynomials to subsets of data points. Such
connecting polynomials are called spline functions.
Spline provides a superior approximation of the behavior
of functions that have local, abrupt changes (d).
 Linear Spline
The first order splines for a group of ordered data
points can be defined as a set of linear functions:

f ( x)  f ( x0 )  m0 ( x  x0 ) x0  x  x1
f ( x)  f ( x1 )  m1 ( x  x1 ) x1  x  x2

f ( x)  f ( xn1 )  mn1 ( x  xn1 ) xn1  x  xn

f ( xi 1 )  f ( xi )
mi 
xi 1  xi
 Linear spline - Example
Fit the following data with first order splines.
Evaluate the function at x = 5.
2 .5  1
x f(x) m  0.6
7  4.5
3.0 2.5 f (5)  f (4.5)  m(5  4.5)
4.5 1.0  1.0  0.6  0.5
7.0 2.5
9.0 0.5  1.3
 Linear Spline
• The main disadvantage of linear spline is that they are
not smooth. The data points where 2 splines meets
called (a knot), the changes abruptly.

• The first derivative of the function is discontinuous at

these points.

• Using higher order polynomial splines ensure

smoothness at the knots by equating derivatives at
these points.
 Quadric Splines
• Objective: to derive a second order polynomial for each
interval between data points. fi ( x)  ai x 2  bi x  ci
• Terms: Interior knots and end points

For n+1 data points:

• i = (0, 1, 2, …n),
• n intervals,
• 3n unknown
constants (a’s, b’s and
c’s)
 Quadric Splines
• The function values of adjacent polynomial
must be equal at the interior knots 2(n-1).
ai 1 xi 1  bi 1 xi 1  ci 1  f i ( xi 1 ) i  2, 3, 4,..., n
2

ai xi 1  bi xi 1  ci  f i ( xi 1 ) i  2, 3, 4,..., n
2

• The first and last functions must pass through

the end points (2).
a1 x0  b1 x0  c1  f ( x0 )
2

an xn  bn xn  cn  f ( xn )
2
 Quadric Splines
• The first derivatives at the interior knots
must be equal (n-1).
f i ( x)  2ai x  bi
'

2ai 1 xi 1  bi 1  2ai xi 1  bi

• Assume that the second derivate is zero at

the first point (1)
a1  0
(The first two points will be connected by a straight line)
 Quadric Splines - Example

Fit the following data with quadratic splines.

Estimate the value at x = 5.
x 3.0 4.5 7.0 9.0
f(x) 2.5 1.0 2.5 0.5

Solutions:
There are 3 intervals (n=3), 9 unknowns.
 Quadric Splines - Example
1. Equal interior points:
 For first interior point (4.5, 1.0)
The 1st equation:
x12 a1  x1b1  c1  f ( x1 )

(4.5) 2 a1  4.5b1  c1  f (4.5) 20.25 a1  4.5 b1  c1  1.0

The 2nd equation:

x12 a2  x1b2  c2  f ( x1 )
(4.5) 2 a2  4.5b2  c2  f (4.5) 20.25a2  4.5b2  c2  1.0
 Quadric Splines - Example

 For second interior point (7.0, 2.5)

The 3rd equation:
x22 a2  x2b2  c2  f ( x2 )
(7) 2 a2  7b2  c2  f (7) 49a2  7b2  c2  2.5

The 4th equation:

x22 a3  x2b3  c3  f ( x2 )

(7)2 a3  7b3  c3  f (7) 49a3  7b3  c3  2.5

 Quadric Splines - Example

 First and last functions pass the end points

For the start point (3.0, 2.5)
x a1  x0 b1  c1  f ( x0 )
2
0
9a1  3b1  c1  2.5

For the end point (9, 0.5)

x a  x3b3  c3  f ( x3 )
2
3 1 81a3  9b3  c3  0.5
 Quadric Splines - Example
Equal derivatives at the interior knots.
For first interior point (4.5, 1.0)
2 x1 a1  b1  2 x1 a2  b2 9a1  b1  9a2  b2

For second interior point (7.0, 2.5)

2 x2 a2  b2  2 x3 a3  b3 14a2  b2  14a3  b3

Second derivative at the first point is 0

f '' ( x0 )  a1  0
 Quadric Splines - Example

4.5 1 0 0 0 0 0 0  b1  1 
0 0  c   
 20.25 4.5 1 0 0 0   1  1 
0 0 49 7 1 0 0 0  a2  2.5
    
0 0 0 0 0 49 7 1  b2  2.5

3 1 0 0 0 0 0 
0  c2  2.5
    
0 0 0 0 0 81 9 1  a3  0.5
1 0  9 1 0 0 0 0  b3  0 
    
0 0 14 1 0  14  1 0  c3  0 
 Quadric Splines - Example
Solving these 8 equations with 8 unknowns
a1  0, b1  1, c1  5.5
a2  0.64, b2  6.76, c2  18.46
a3  1.6, b3  24.6, c3  91.3

f1 ( x )   x  5.5, 3.0  x  4.5

f 2 ( x)  0.46 x 2  6.76 x  18.46, 4.5  x  7.0

f 3 ( x)  1.6 x 2  24.6 x  91.3, 7.0  x  9.0

 Cubic Splines
Objective: to derive a third order polynomial for
each interval between data points.
Terms: Interior knots and end points

fi ( x)  ai x3  bi x 2  ci x  di
For n+1 data points:
• i = (0, 1, 2, …n),
• n intervals,
• 4n unknown constants (a’s, b’s ,c’s and d’s)
 Cubic Splines
• The function values must be equal at the interior knots
(2n-2).
• The first and last functions must pass through the end
points (2).
• The first derivatives at the interior knots must be equal
(n-1).
• The second derivatives at the interior knots must be
equal (n-1).
• The second derivatives at the end knots are zero (2), (the 2nd
derivative function becomes a straight line at the end points)
 Alternative technique to get Cubic Splines

• The second derivative within each interval [xi-1, xi ] is a straight line. (the 2nd
derivatives can be represented by first order Lagrange interpolating
polynomials.

A straight line
x  xi x  xi 1
f i ( x)  f i ( xi 1 )  f i ( xi )
'' '' ''
connecting the first
xi 1  xi xi  xi 1 knot f’’(xi-1) and the
second knot f’’(xi)

The second derivative at any point x within the interval

 Cubic Splines
• The last equation can be integrated twice
2 unknown constants of integration can be evaluated by
applying the boundary conditions:
1. f(x) = f (xi-1) at xi-1
2. f(x) = f (xi) at xi
'' ''
f i ( x) 
f i ( xi 1 )
xi  x 3  f i ( xi ) x  xi 1 3
6 xi  xi 1  6 xi  xi 1 
Unknowns:

f ' ' ( xi )
 f i ( xi 1 ) f i ( xi 1 ) xi  xi 1  
''
    xi  x 
 xi  xi 1 6  f ' ' ( xi 1 )
i = 0, 1,…, n
 f i ( xi ) f i ( xi ) xi  xi 1  
''
    x  xi 1 
 xi  xi 1 6 
 Cubic Splines
• For each interior point xi (n-1): f i1 ( xi )  f i ( xi )
' '

( xi  xi 1 ) f '' ( xi 1 )  2( xi 1  xi 1 ) f '' ( xi )

 ( xi 1  xi ) f '' ( xi 1 ) 
6
 f ( xi 1 )  f ( xi )
xi 1  xi


6
 f ( xi 1 )  f ( xi )
xi  xi 1

This equation result with n-1 unknown second

derivatives where, for boundary points:
f˝(xo) = f˝(xn) = 0
 Cubic Splines - Example

Fit the following data with cubic splines

Use the results to estimate the value at x=5.

x 3.0 4.5 7.0 9.0

f(x) 2.5 1.0 2.5 0.5

Solution:
 Natural Spline:

f '' ( x0 )  f '' (3)  0, f '' ( x3 )  f '' (9)  0

 Cubic Splines - Example
 For 1st interior point (x1 = 4.5)
x 3.0 4.5 7.0 9.0
f(x) 2.5 1.0 2.5 0.5
- xi  xi 1  x1  x0  4.5  3.0  1.5
- xi 1  xi 1  x2  x0  7  3.0  4
- xi 1  xi  x2  x1  7  4.5  2.5
Apply the following equation:

( xi  xi 1 ) f '' ( xi 1 )  2( xi 1  xi 1 ) f '' ( xi )  ( xi 1  xi ) f '' ( xi 1 )


6
 f ( xi 1 )  f ( xi )  6
 f ( xi 1 )  f ( xi )
xi 1  xi xi  xi 1
 Cubic Splines - Example
6 6
1.5 f (3)  2  4 f (4.5)  2.5 f (7) 
'' ''
(2.5  1) 
''
(2.5  1)
2.5 1.5
Since f ''
(3)  0

8 f '' (4.5)  2.5 f '' (7)  9.6 .......... .... (eq.1)

 For 2nd interior point (x2 = 7 )

x 3.0 4.5 7.0 9.0

f(x) 2.5 1.0 2.5 0.5
xi  xi 1  x2  x1  7  4.5  2.5
xi 1  xi 1  x3  x1  9  4.5  4.5

xi 1  xi  x3  x2  9  7  2
 Cubic Splines - Example

Apply the following equation:

( xi  xi 1 ) f '' ( xi 1 )  2( xi 1  xi 1 ) f '' ( xi )  ( xi 1  xi ) f '' ( xi 1 )


6
 f ( xi 1 )  f ( xi )  6
 f ( xi 1 )  f ( xi )
xi 1  xi xi  xi 1
6 6
2.5 f '' (4.5)  2  4.5 f '' (7)  2 f '' (9)  (0.5  2.5)  (1  2.5)
2 2.5
Since f '' (9)  0

2.5 f '' (4.5)  9 f '' (7)  9.6 .......... ... (equ 2)

 Cubic Splines - Example
Solve the two equations:
8 f i '' (4.5)  2.5 f i '' (7)  9.6 

 yeild f ''
( 4.5)  1.67909, f ''
(7)  1.53308
2.5 f i (4.5)  9 f i (7)  9.6
'' ''


The first interval (i=1), apply for the equation:

'' ''
f i ( x)  i i 1 xi  x   x  xi 1 3
f (x ) 3 f i ( xi )
6xi  xi 1  6xi  xi 1 
 f i ( xi 1 ) f i '' ( xi 1 )xi  xi 1   f i ( xi ) f i ( xi )xi  xi 1 
''
   xi  x     x  xi 1 
 xi  xi 1 6   xi  xi 1 6 
 2.5 0(1.5)   1 1.67909(1.5) 
f1 ( x)  0 ( xi  3) 3 
1.67909
( x  3) 3     4 . 5  x   1.5   ( x  3)
6(1.5)  1 . 5 6   6 

f1 ( x)  0.186566 ( x  3)3  1.6667 (4.5  x)  0.24689( x  3)

 Cubic Splines - Example
The 2nd interval (i =2), apply for the equation:
 1.53308  1  1.67909(2.5) 
f 2 ( x) 
1.67909
(7  x ) 3  ( x  4.5)3     7  x 
6(2.5) 6(2.5)  2.5 6 
 2.5  1.53308(2.5) 
   ( x  4.5)
 2.5 6 

f 2 ( x)  0.111939(7  x)3  0.102205( x  4.5)3  0.29962(7  x)  1.638783( x  4.5)

The 3rd interval (i =3),

f3 ( x)  0.127757(9  x)  1.761027(9  x)  0.25( x  7)

3

For x = 5: f 2 ( x)  f 2 (5)  1.102886