þ 3.

4 Hermite Interpolation

Find the osculating polynomial P(x) such that P(xi) = f (xi), P’ (xi)
= f ’ (xi), …, P(m_i) (xi) = f (m_i) (xi) for all i = 0, 1, …, n.

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 Chapter 3 Interpolation and Polynomial Approximation -- Hermite Interpolation

Note:
F Given N conditions (and hence N equations), a polynomial of
degree N − 1 can be determined.
F The osculating polynomial that agrees with f and all its
derivatives of order ≤ m0 at one point x0 is just the Taylor
polynomial
f ( m0 ) ( x0 )
P ( x ) = f ( x0 ) + f ʹ( x0 )( x − x0 ) + ... + ( x − x0 ) m0
m0 !
f ( m0 +1) (ξ )
with remainder R( x ) = f ( x ) − ϕ ( x ) = ( x − x 0 ) ( m 0 +1 )
( m0 + 1)!
F The case when mi = 1 for each i = 0, 1, …, n gives the
Hermite polynomials .

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 Chapter 3 Interpolation and Polynomial Approximation -- Hermite Interpolation

Example: Suppose x0 ≠ x1 ≠ x2. Given f(x0), f(x1), f(x2) and f ’(x1), find
the polynomial P(x) such that P(xi) = f (xi)，i = 0, 1, 2, and P’(x1) = f ’(x1).
Analyze the errors.
3.
Solution: First of all, the degree of P(x) must be …
Similar to Lagrange polynomials, we may assume the form of
Hermite polynomial as
2
∧
P3 ( x ) = Σ f ( x i ) hi ( x ) + f ’( x1) h1 ( x )
i =0
∧ ∧
where hi(xj) = δij , hi’(x1) = 0, h1 (xi) = 0, h1’(x1) = 1

h0(x) Has roots x1, x2, and h0’(x1) = 0 ⇒ x1 is a multiple root.

h0 ( x ) = C 0 ( x − x1 )2 ( x − x2 ) ( x − x1 ) 2 ( x − x2 )
h0 ( x ) =
h0(x0) = 1 ⇒ C0 ( x0 − x1 ) 2 ( x0 − x2 )
h2(x) Similar to h0(x).

h1(x) Has roots x0, x2 ⇒ h1 ( x ) ( Ax B )( x x0 )( x x 2 )

= + − −
A and B can be solved with h1(x1) = 1 and h1’(x1) = 0.
∧
∧ Has roots x , x , x ⇒ h 1( x ) = C 1 ( x − x 0 )( x − x 1 )( x − x 2 )
h1(x) 0 1 2
∧
h’(x
1 1
) = 1 ⇒ C1 can be solved.
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 Chapter 3 Interpolation and Polynomial Approximation -- Hermite Interpolation

In general, given x0 , …, xn; y0 , …, yn and y0’ , …, yn’ . The Hermite

polynomial H2n+1(x) satisfies H2n+1(xi) = yi and H’2n+1(xi) = yi’ for all i.
n n ∧
Solution: Let H2n+1( x ) = Σ yi hi ( x ) + Σ yi ’ h i ( x )
i =0 i =0
where hi(xj) = δij, hi’(xj) = 0, ∧ ∧
hi (xj) = 0, hi’(xj) = δij
∧
hi(x) x0 , …, xi , …, xn are all roots with multiplicity 2 ⇒
(x − xj )
hi ( x ) = ( Ai x + Bi )Ln,2 i( x ) Ln , i ( x ) = ∏
j≠i ( xi − x j )
Ai and Bi can be solved by hi(xi) = 1 and hi’(xi) = 0 ⇒

hi ( x ) = [1 − 2 L'n, i ( xi )( x − xi )] L2n, i ( x )
∧
hi (x) All the roots x0 , …, xn have multiplicity 2 except xi ⇒
∧
hi ( x) = Ci ( x − xi ) Ln, i2(x) ∧
∧ hi (x) = ( x − xi ) Ln, i2(x)
i i) = 1 ⇒ Ci = 1
h’(x
2
2n f ( 2 n+ 2 ) (ξ x ) ⎡ n ⎤
If a = x0 < x1 < ... < xn = b, f ∈ C [a , b] , then Rn ( x ) = ( x − x i )⎥
( 2n + 2)! ⎢⎣∏ i =0 ⎦

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 Chapter 3 Interpolation and Polynomial Approximation -- Hermite Interpolation

∧
Quiz: Given xi = i +1, i = 0, 1, 2, 3, 4, 5. Which one is h2(x)?

y y
1- 1-
slope=1 ü
0.5 -

0.5-
0 1 2 3 4 5 6 x
-

0 1 2 3 4 5 6 x

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Homework 8th
Part 1: Proof the following conclusion

Part 2:

3+8 4+7

2+1 5+6