FET 222

PART A4 INTERPOLATION

MEANING OF INTERPOLATION
Many times, data is given only at discrete points such as  x0 , y0  , .  x1 , y1  , …  xn1 , yn1  ,  xn , yn  .
So, how then does one find the value of at any other value of x ? Well, a continuous function f  x

may be used to represent the data values with f  x  passing through the points (Fig. 1).

Fig 1 Interpolation of discrete data.

Then one can find the value of y at any other value of x . This is called interpolation.
Of course, if x falls outside the range of x for which the data is given, it is no longer interpolation but
instead is called extrapolation..
What kind of function should one choose? A polynomial is a common choice for an interpolating
function because polynomials are easy to
(A) evaluate,
(B) differentiate, and
(C) integrate

relative to other choices such as a trigonometric and exponential series.

Polynomial interpolation involves finding a polynomial of order n that passes through the given points.

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The points x0 , x1 , … , xn 1 , xn are called the interpolation points. The process of “passing through

these points” is referred to as interpolating the data. The function that interpolates the data is an
interpolant or an interpolating polynomial (or whatever function is being used)
Some of the methods of interpolation are the direct method, Newton’s divided difference polynomial
method and the Lagrangian interpolation method.

DIRECT METHOD OF INTERPOLATION

The direct method of interpolation is based on the following premise. Given n+1 data points, fit a
polynomial of order n as given below
y  a0  a1x  ...an1xn1  an xn 1

through the data, where a0 , a1 , … an and n+1 are real constants.

Since n+1 values of y are given at n+1 values of x , one can write n+1 equations. Then the
constants a0 , a1 , … an can be found by solving the n+1 simultaneous linear equations.

To find the value of y at a given value of x, simply substitute the value of in Equation 1.

NEWTON’S DIVIDED DIFFERENCE POLYNOMIAL METHOD

The general form of the Newton’s divided difference polynomial for n+1 data points,  x0 , y0  , .  x1 , y1  ,
…  xn1 , yn1  ,  xn , yn  . is given by
f  x   b0  b1  x  x0   b2  x  x0  x  x1   ...  bn  x  x0  x  x1  ...  x  xn1 
where b0 , b1 , b2 ...bn are the first , second , third and nth finite divided differences respectively. They
are defined respectively in terms of the given data as

We denote the first divided difference by

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Using this notation we have

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Divided differences used in the Newton’s Interpolating Polynomials can be presented in a table form.
This makes the calculations much simpler.
Let us consider the points (x0, y0), (x1, y1), (x2, y2) and (x3, y3) where y = f(x).The divided difference
table can be written as shown in table 3

Table 3 Divided difference table

xi f  xi  f  x j , xi  f  xk , x j , xi  f  xl , xk , x j , xi 
x0 f  x0 
f  x1   f  x0 
= x
x1  x0
yx
x1 f  x1  f  x2 , x1 , x0   =P
x2  x0
QP
f  x2   f  x1  f  x3 , x2 , x1 , x0  
=y x3  x0
x2  x1
zy
x2 f  x2  f  x3 , x2 , x1   =Q
x3  x1
f  x3   f  x2 
=z
x3  x2
x3 f  x3 

LAGRANGIAN METHOD OF INTERPOLATION.

The Lagrangian interpolating polynomial for n+1 data points,  x0 , y0  , .  x1 , y1  , …  xn1 , yn1  ,  xn , yn  .
is given by
f n  x   L0 f  x0   L1 f  x1   L2 f  x2   ...  Ln f  xn 
where

L0 
 x  x1  x  x2  ...  x  xn 
 x0  x1  x0  x2  ...  x0  xn 
L1 
 x  x0  x  x2  ... x  xn 
 x1  x0  x1  x2  ... x1  xn 
L2 
 x  x0  x  x1  ... x  xn 
 x2  x0  x2  x3  ...  x2  xn 
Ln 
 x  x0  x  x1  ...  x  xn1 
 xn  x0  xn  x2  ...  xn  xn1 

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This can be rewritten more compactly as

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