Lecture 3

Introduction to Interpolation
Introduction
Interpolation Problem
Existence and Uniqueness
Linear and Quadratic Interpolation
Newton’s Divided Difference Method
Properties of Divided Differences

2
Introduction
Interpolation was used for x sin(x)
long time to provide an
0 0.0000
estimate of a tabulated
function at values that are 0.1 0.0998
not available in the table.
0.2 0.1987

What is sin (0.15)? 0.3 0.2955

0.4 0.3894

Using Linear Interpolation sin (0.15) ≈ 0.1493

True value (4 decimal digits) sin (0.15) = 0.1494
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The Interpolation Problem
Given a set of n+1 points,

x0 , f ( x0 ) , x1, f ( x1 ) , ...., xn , f ( xn )

Find an nth order polynomial f n (x )
that passes through all points, such that:

f n ( xi )  f ( xi ) for i  0,1, 2,..., n

4
 Example
Temperature Viscosity
An experiment is used to determine (degree)
the viscosity of water as a function
of temperature. The following table
0 1.792
is generated:
5 1.519

10 1.308
Problem: Estimate the viscosity
when the temperature is 8 degrees.
15 1.140

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Interpolation (Unequal Intervals)
 Lagrangian Formula

Let us suppose that we have (n+1) pivotal values; then an

nth order polynomial passing exactly through each of
these points is,

Pn ( x )  l0 ( x ) f 0  l1 ( x ) f1  ..........  ln ( x) f n

Where f i  f ( xi ) are the pivotal function values and are

nth degree polynomial defined according to

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Lagrange Interpolation
Problem: xi x0 x1 …. xn
Given
yi y0 y1 …. yn

Find the polynomial of least order f n (x) such that:

f n ( xi )  f ( xi ) for i  0,1,..., n
n
Lagrange Interpolation Formula: Pn ( x)   f  xi   i ( x)
i 0

 i ( x)  
n x  xj 
j  0 , j  i xi  x j 
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Lagrange Interpolation

 i ( x) are called the cardinals.

The cardinals are n th order polynomials :
0 i  j
i (x j )  
1 i  j

 ( x)  ( x  x0 )( x  x1 )....( x  xi 1 )( x  xi 1 )....( x  xn )
i

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Lagrange Interpolation Example
P2 ( x)  f ( x0 ) 0 ( x)  f ( x1 ) 1 ( x)  f ( x2 ) 2 ( x) x 1/3 1/4 1
x  x1  x  x2   x  1 / 4 x  1 y 2 -1 7
 0 ( x) 
x0  x1  x0  x2  1 / 3  1 / 4 1 / 3  1 n

 1 ( x) 
x  x0  x  x2   x  1 / 3 x  1 Pn ( x)   f  xi   i ( x)
x1  x0  x1  x2  1 / 4  1 / 3 1 / 4  1 i 0
n x  x j 
 2 ( x) 
x  x0  x  x1   x  1 / 3 x  1 / 4  i ( x)   x  x 
x2  x0  x2  x1  1  1 / 3 1  1 / 4 j 0, j  i i j

P2 ( x)  2 18( x  1 / 4)( x  1) 116( x  1 / 3)( x  1)

 72( x  1 / 3)( x  1 / 4)

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Lagrange Interpolation
 In the case of high order polynomials

f (x)

x
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10th Order Polynomial Interpolation
2

1.5 10 th order interpolating polynomial

0.5

true function

-0.5
-5 -4 -3 -2 -1 0 1 2 3 4 5

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 Divided Differences
f [ xk ]  f ( x k ) Zeroth order DD
f [ x1 ]  f [ x0 ]
f [ x0 , x1 ]  First order DD
x1  x0
f [ x1 , x2 ]  f [ x0 , x1 ]
f [ x0 , x1 , x2 ]  Second order DD
x2  x0
............
f [ x1 , x2 ,..., xk ]  f [ x0 , x1 ,..., xk 1 ]
f [ x0 , x1 ,..., xk ] 
xk  x0

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Divided Difference Table
x F[ ] F[ , ] F[ , , ] F[ , , ,]
x0 F[x0] F[x0,x1] F[x0,x1,x2] F[x0,x1,x2,x3]
x1 F[x1] F[x1,x2] F[x1,x2,x3]
x2 F[x2] F[x2,x3]
x3 F[x3]

n i 1 
f n ( x)    F [ x0 , x1 ,..., xi ]  x  x j 
i 0  j 0 

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Divided Difference Table
x F[ ] F[ , ] F[ , , ]
xi f(xi)
0 -5 2 -4
1 -3 6
0 -5
-1 -15 1 -3
-1 -15
Entries of the divided difference
table are obtained from the data
table using simple operations.

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Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi f(xi)
0 -5 2 -4 0 -5
1 -3 6 1 -3
-1 -15 -1 -15

The first two column of the

table are the data columns.
Third column: First order differences.
Fourth column: Second order differences.
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Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15
 3  (5)
2
1 0
f [ x1 ]  f [ x0 ]
f [ x0 , x1 ] 
x1  x0

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Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15
 15  (3)
6
1 1

f [ x2 ]  f [ x1 ]
f [ x1 , x2 ] 
x2  x1

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Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15

6  ( 2)
 4
 1  ( 0)
f [ x1 , x2 ]  f [ x0 , x1 ]
f [ x0 , x1 , x2 ] 
x2  x0
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Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15

f 2 ( x)  5  2( x  0)  4( x  0)( x  1)

f2(x)= F[x0]+F[x0,x1] (x-x0)+F[x0,x1,x2] (x-x0)(x-x1)

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Two Examples
Obtain the interpolating polynomials for the two examples:

x y x y

1 0 2 3

2 3 1 0

3 8 3 8

What do you observe?

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Two Examples
x Y
x Y
1 0 3 1 2 3 3 1
2 3 5 1 0 4
3 8 3 8

P2 ( x)  0  3( x  1)  1( x  1)( x  2) P2 ( x)  3  3( x  2)  1( x  2)( x  1)
2
 x 1  x2 1

Ordering the points should not affect the interpolating polynomial.

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Properties of Divided Difference
Ordering the points should not affect the divided difference:

f [ x0 , x1 , x2 ]  f [ x1 , x2 , x0 ]  f [ x2 , x1 , x0 ]

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Example
 Find a polynomial to x f(x)
interpolate the data.
2 3

4 5

5 1

6 6

7 9

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Example
x f(x) f[ , ] f[ , , ] f[ , , , ] f[ , , , , ]
2 3 1 -1.6667 1.5417 -0.6750
4 5 -4 4.5 -1.8333
5 1 5 -1
6 6 3
7 9
f 4  3  1( x  2)  1.6667( x  2)( x  4)  1.5417( x  2)( x  4)( x  5)
 0.6750( x  2)( x  4)( x  5)( x  6)

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Summary
 The interpolating polynomial is unique.
 Different methods can be used to obtain it.
 Newton’s divided difference
 Lagrange interpolation
 Others
 Polynomial interpolation can be sensitive to
data.
 BE CAREFUL when high order polynomials
are used.

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