Module 1: Numerical Analysis

Lesson 14

Gauss Interpolation

14.1 Introduction

Newton’s Forward and Backward interpolating polynomials are used to interpolate

the function values at the starting or end of the data respectively. We now see the
central difference formulas which are most suited for interpolation near the middle
of a tabulated set.

Consider the data points as:

{( x−3 , y−3 ) , ( x−2 , y−2 ) , ( x−1 , y−1 ) , ( x0 , y0 ) , ( x1 , y1 ) , ( x2 , y2 ) , ( x3 , y3 )}

14.2 Gauss-Forward Interpolation Formula

The difference table for the above data is:

The newton’s Forward interpolation formula is:

p ( p − 1) 2 p ( p − 1)( p − 2) 3 p( p − 1)( p − 2)( p − 3) 4
y p = y0 + p∆y0 + ∆ y0 + ∆ y0 + ∆ y0 + ...
2! 3! 4!
(14.1)

We know ∆ 3 y−1 = ∆ 2 y0 − ∆ 2 y−1 ⇒ ∆ 2 y0 = ∆ 2 y−1 + ∆ 3 y−1 .

Similarly, ∆ 3 y0 = ∆ 3 y−1 + ∆ 4 y−1 , ∆ 4 y0 = ∆ 4 y−1 + ∆ 5 y−1 .

Also ∆ 3 y−1 − ∆ 3 y−2 = ∆ 4 y−2 ⇒ ∆ 3 y−1 = ∆ 3 y−2 + ∆ 4 y−2 .

 Gauss Interpolation

Similarly, ∆ 4 y−1 = ∆ 4 y−2 + ∆ 5 y−2 etc.

Substituting for ∆ 2 y0 , ∆ 3 y0 , ∆ 4 y0 ,... in equation (1), and rearranging, we get

p ( p − 1) 2 ( p + 1)( p)( p − 1) 3 ( p + 1)( p)( p − 1)( p − 2) 4

y p = y0 + p∆y0 + ∆ y−1 + ∆ y−1 + ∆ y−2 + ...
2! 3! 4!
(14.2)

This is called Gauss-Forward interpolation formula.

 Module 1: Numerical Analysis

1st difference 2nd difference 3rd difference 4th difference 5th difference
x−3 y−3

 
δy 5
∆y−3  =
−
 2 

x−2 y−2 ∆ 2 y−3 ( =

δ 2 y−2 )

   
δy 3
∆y−2  = δ 3y 3 
∆ 3 y−3  =
− −
 2   2 

x−1 y−1 ∆ 2 y−2 ( =

δ 2 y−1 ) ∆ 4 y−3 ( =
δ 4 y−1 )

     
δy 1
∆y−1  = δ 3y 1 
∆ 3 y−2  = δ 5y 1 
∆ 5 y−3  =
− − −
 2   2   2 

x0 y0 → Central Line ∆ 2 y−1 ( =

δ 2 y0 ) ∆ 4 y−2 ( =
δ 4 y0 )
…
     
δ y1 
∆y0  = δ 3 y1 
∆ 3 y−1  = δ 5 y1 
∆ 5 y−2  =
 2   2   2 

x1 y1 ∆ 2 y0 ( =
δ 2 y1 ) ∆ 4 y−1 ( =
δ 4 y1 )

   
δ y3 
∆y1  = δ 3 y3 
∆ 3 y0  =
 2   2 
 Gauss Interpolation

x2 y2 ∆ 2 y1 ( =
δ 2 y2 )

 
δ y5 
∆y2  =
 2 

x3 y3
 Module 1: Numerical Analysis

We know ∆y0= δ y 1 , ∆ 2 y−=

1 δ 2 y0 , ∆ 3 y−=
1 δ 3 y 1 and ∆ 4 y−2 =
δ 4 y0 ;using these in (2),
2 2

we write the equation in (2) in terms of the central differences as:

p ( p − 1) 2 ( p + 1)( p )( p − 1) 3 ( p + 1)( p )( p − 1)( p − 2) 4

y0 pδ y 1 +
y p =+ δ y0 + δ y1 + δ y0 + ...
2 2! 3! 2 4!
(14.3)

This formula can be used directly to interpolate the function at the centre of the
data i.e., for values of , .

14.3 Gauss-Backward Interpolation Formula

We have ∆y0 − ∆y−1 = ∆ 2 y−1

⇒ ∆y0 = ∆y−1 + ∆ 2 y−1 ,

∆ 2 y0 = ∆ 2 y−1 + ∆ 3 y−1 , ∆ 3 y0 = ∆ 3 y−1 + ∆ 4 y−1 etc

Also, ∆ 3 y−1 = ∆ 3 y−2 + ∆ 4 y−2 ,

∆ 4 y−1 = ∆ 4 y−2 + ∆ 5 y−2 , etc.

Substituting these in equation (1), we get

p ( p − 1) 2 p ( p − 1)( p − 2) 3
y p= y0 + p ( ∆y−1 + ∆ 2 y−1 ) + ( ∆ y−1 + ∆ 3 y−1 ) + ( ∆ y−1 + ∆ 4 y−1 ) + ...
2! 3!

( p + 1) p 2 ( p + 1) p ( p − 1) 3
= y0 + p∆y−1 +
2!
∆ y−1 +
3!
( ∆ y−2 + ∆ 4 y−2 ) + ...
 Gauss Interpolation

or
p ( p + 1) 2 ( p + 1) p ( p − 1) 3 ( p + 2)( p + 1) p ( p − 1) 4
y p = y0 + p∆y−1 + ∆ y−1 + ∆ y−2 + ∆ y−2 + ...
2! 3! 4!

(14.4)

This is called Gauss-Backward interpolation formula. This is written using the

central differences as:

p ( p + 1) 2 ( p + 1) p ( p − 1) 3 ( p + 2)( p + 1) p ( p − 1) 4
y0 + pδ y
yp = 1 + δ y0 + δ y1+ δ y0 + ...
− 2! 3! − 4!
2 2

(14.5)

Formula given in (2) and (4) or (3) and (5) have limited utility, but are useful in
deriving the important method known as Stirling’s method.

Keywords: Stirling’s Method, Central Differences, Gauss-Forward Interpolation

Formula, Interpolation near the Middle of a Tabulated Set

References

Jain, M. K., Iyengar. S.R.K., Jain. R.K. (2008). Numerical Methods. Fifth Edition,
New Age International Publishers, New Delhi.

Atkinson, E Kendall. (2004). Numerical Analysis. Second Edition, John Wiley &
Sons, Publishers, Singapore.

Suggested Reading
 Gauss Interpolation

Scheid, Francis. (1989). Numerical Analysis. Second Edition, McGraw-Hill

Publishers, New York.

Sastry, S.S. (2005). Introductory Methods of Numerical Analysis. Fourth Edition,

Prentice Hall of India Publishers, New Delhi.