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    Sec. 3.4

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    Aqe Kitam
    The document discusses Hermite interpolation, which finds a polynomial that matches both the value and derivative of a function at given points. It defines a Hermite interpolating polynomial H(x) of degree at most 2n+1 that matches f(x) and f'(x) at n+1 distinct points from [a,b]. It provides a formula for H(x) and discusses the error, which depends on dividing differences. An example computes the Hermite polynomial for f(x)=1/x and evaluates it at several points.

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    Sec. 3.4

    Uploaded by

    Aqe Kitam
    21 views3 pages
    The document discusses Hermite interpolation, which finds a polynomial that matches both the value and derivative of a function at given points. It defines a Hermite interpolating polynomial H(x) of degree at most 2n+1 that matches f(x) and f'(x) at n+1 distinct points from [a,b]. It provides a formula for H(x) and discusses the error, which depends on dividing differences. An example computes the Hermite polynomial for f(x)=1/x and evaluates it at several points.

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    The document discusses Hermite interpolation, which finds a polynomial that matches both the value and derivative of a function at given points. It defines a Hermite interpolating polynomial H(x) of degree at most 2n+1 that matches f(x) and f'(x) at n+1 distinct points from [a,b]. It provides a formula for H(x) and discusses the error, which depends on dividing differences. An example computes the Hermite polynomial for f(x)=1/x and evaluates it at several points.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    21 views3 pages

    Sec. 3.4

    Uploaded by

    Aqe Kitam
    The document discusses Hermite interpolation, which finds a polynomial that matches both the value and derivative of a function at given points. It defines a Hermite interpolating polynomial H(x) of degree at most 2n+1 that matches f(x) and f'(x) at n+1 distinct points from [a,b]. It provides a formula for H(x) and discusses the error, which depends on dividing differences. An example computes the Hermite polynomial for f(x)=1/x and evaluates it at several points.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 3

    3.

    4 Hermite Interpolation
    Given a differentiable function 𝒇(𝒙) on [𝒂, 𝒃] and a set of
    𝒏 + 𝟏 distinct values {𝒙𝟎 , 𝒙𝟏 , 𝒙𝟐 , … , 𝒙𝒏 } ∈ [𝒂, 𝒃]. Then there
    exist a polynomial 𝑯(𝒙) of degree at most 𝟐𝒏 + 𝟏 such that
    𝒇(𝒙𝒊 ) = 𝑯(𝒙𝒊 ) & 𝑓′(𝒙𝒊 ) = 𝑯′(𝒙𝒊 ) for 𝒊 = 𝟎, 𝟏, 𝟐, … , 𝒏.
    𝟐𝒏+𝟏

    𝑯𝟐𝒏+𝟏 (𝒙) = 𝒇𝟎 + � 𝒇𝟎𝟏𝟐…𝒌 (𝒙 − 𝒛𝟎 ) (𝒙 − 𝒛𝟏 ) … (𝒙 − 𝒛𝒌−𝟏 )


    𝒌=𝟏

    where 𝒛𝟐𝒌 = 𝒛𝟐𝒌+𝟏 = 𝒙𝒌 & 𝒇𝟐𝒌,𝟐𝒌+𝟏 = 𝒇′ (𝒙𝒌 ).


    𝒇(𝟐𝒏+𝟐) (𝝃(𝒙))
    The error is given by 𝑬𝟐𝒏+𝟏 (𝒙) ≅ ∏𝟐𝒏+𝟏
    𝒊=𝟎 |𝒙 − 𝒙𝒊 | ,
    (𝟐𝒏+𝟐)!
    where 𝝃(𝒙) lies in [𝒂, 𝒃].
    Divided Differences Table for Hermite

    𝒛𝒊 𝒇𝒊 1st order div


    𝒛𝟎 = 𝒙𝟎 𝒇𝟎
    𝒛𝟏 = 𝒙𝟎 𝒇𝟏 𝒇𝟎𝟏 = 𝒇′ (𝒙𝟎 )
    𝒛𝟐 = 𝒙𝟏 𝒇𝟐 𝒇𝟐 − 𝒇𝟏 𝒇𝟎𝟏𝟐
    𝒇𝟏𝟐 =
    𝒙𝟐 − 𝒙𝟏
    𝒛𝟑 = 𝒙𝟏 𝒇𝟑 𝒇𝟐𝟑 = 𝒇′ (𝒙𝟏 ) 𝒇𝟏𝟐𝟑 𝒇𝟎𝟏𝟐𝟑
    𝒛𝟒 = 𝒙𝟐 𝒇𝟒 𝒇𝟒 − 𝒇𝟑 𝒇𝟎𝟏𝟐 𝒇𝟏𝟐𝟑𝟒 𝒇𝟎𝟏𝟐𝟑𝟒
    𝒇𝟑𝟒 =
    𝒙𝟒 − 𝒙𝟑
    𝒛𝟓 = 𝒙𝟐 𝒇𝟓 𝒇𝟒𝟓 = 𝒇′ (𝒙𝟐 ) 𝒇𝟏𝟐𝟑 𝒇𝟐𝟑𝟒𝟓 𝒇𝟏𝟐𝟑𝟒𝟓 𝒇𝟎𝟏𝟐𝟑𝟒𝟓

    𝑯𝟓 (𝒙) = 𝒇𝟎 + 𝒇𝟎𝟏 (𝒙 − 𝒙𝟎 ) + 𝒇𝟎𝟏𝟐 (𝒙 − 𝒙𝟎 )𝟐 + …

    +𝒇𝟎𝟏𝟐𝟑𝟒𝟓 (𝒙 − 𝒙𝟎 )𝟐 (𝒙 − 𝒙𝟏 )𝟐 (𝒙 − 𝒙𝟐 )

    1
    Example 1 Find the Hermite polynomial that interpolate
    𝟏
    𝒇(𝒙) = at {𝒙𝟎 = 𝟏, 𝒙𝟏 = 𝟐, 𝒙𝟐 = 𝟒}. Compute 𝑯𝟓 (𝟎. 𝟓), 𝑯𝟓 (𝟑)
    𝒙
    and 𝑯𝟓 (𝟓. 𝟓) . Find the exact error and comment on the results.
    −𝟏
    𝒇′(𝒙) =
    𝒙𝟐

    𝒛𝒊 𝒇𝒊 1st order div


    𝟏 𝟏
    𝟏 𝟏 𝒇′ (𝟏) = −𝟏
    𝟐 𝟎. 𝟓 𝒇𝟏𝟐 = −𝟎. 𝟓
    𝟐 𝟎. 𝟓 𝒇′ (𝟐) = −𝟎. 𝟐𝟓
    𝟒 𝟎. 𝟐𝟓 𝒇𝟑𝟒 = −𝟎. 𝟏𝟐𝟓
    𝟒 𝟎. 𝟐𝟓 𝒇′ (𝟒) = −𝟎. 𝟎𝟔𝟐𝟓

    2
    Example 2 Use 5-digit rounding arithmetic to find the Hermite
    polynomial for the following data:

    𝒙 𝒇(𝒙) 𝒇′ (𝒙)
    0.8 0.22363 2.1692
    1.0 0.65809 2.0467

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