Interpolation

• Estimation of intermediate values between precise

data points. The most common method is:
f ( x)  a0  a1 x  a2 x 2    an x n

• Although there is one and only one nth-order

polynomial that fits n+1 points, there are a variety of
mathematical formats in which this polynomial can be
expressed:
– The Newton polynomial
– The Lagrange polynomial

by Lale Yurttas, Texas Chapter 18 1

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Figure

by Lale Yurttas, Texas Chapter 18 2

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 Newton’s Divided-Difference
Interpolating Polynomials
Linear Interpolation/
• Is the simplest form of interpolation, connecting two data
points with a straight line.
Slope and a
finite divided
f1 ( x)  f ( x0 ) f ( x1 )  f ( x0 )
 difference
x  x0 x  x0 approximation to
1st derivative
f ( x1 )  f ( x0 )
f1 ( x)  f ( x0 )  ( x  x0 ) Linear-interpolation
x  x0 formula

• f1(x) designates that this is a first-order interpolating

polynomial.
by Lale Yurttas, Texas Chapter 18 3
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Figure
18.2

by Lale Yurttas, Texas Chapter 18 4

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Quadratic Interpolation/
• If three data points are available, the estimate is
improved by introducing some curvature into the line
connecting the points.
f 2 ( x)  b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )
• A simple procedure can be used to determine the
values of the coefficients.
x  x0 b0  f ( x0 )
f ( x1 )  f ( x0 )
x  x1 b1 
x  x0
f ( x2 )  f ( x1 ) f ( x1 )  f ( x0 )

x2  x1 x1  x0
x  x2 b2 
x2  x0
5
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General Form of Newton’s Interpolating Polynomials/
f n ( x)  f ( x0 )  ( x  x0 ) f [ x1 , x0 ]  ( x  x0 )( x  x1 ) f [ x2 , x1 , x0 ]
   ( x  x0 )( x  x1 )  ( x  xn 1 ) f [ xn , xn 1 , , x0 ]
b0  f ( x0 )
b1  f [ x1 , x0 ]
b2  f [ x2 , x1 , x0 ]

bn  f [ xn , xn 1 , , x1 , x0 ]
f ( xi )  f ( x j )
f [ xi , x j ]  Bracketed function
xi  x j evaluations are finite
f [ xi , x j ]  f [ x j , xk ] divided differences
f [ xi , x j , xk ] 
xi  xk

f [ xn , xn 1 ,  , x1 ]  f [ xn 1 , xn  2 , , x0 ]
f [ xn , xn 1 , , x1 , x0 ] 
xn 18x0
Chapter 6
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Errors of Newton’s Interpolating Polynomials/
• Structure of interpolating polynomials is similar to the Taylor
series expansion in the sense that finite divided differences are
added sequentially to capture the higher order derivatives.
• For an nth-order interpolating polynomial, an analogous
relationship for the error is:
f ( n 1) ( ) Is somewhere
Rn  ( x  x0 )( x  x1 )  ( x  xn ) containing the unknown
(n  1)! and he data

• For non differentiable functions, if an additional point f(xn+1) is

available, an alternative formula can be used that does not
require prior knowledge of the function:
Rn  f [ xn 1 , xn , xn 1 , , x0 ]( x  x0 )( x  x1 )  ( x  xn )
by Lale Yurttas, Texas Chapter 18 7
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 Lagrange Interpolating Polynomials
• The Lagrange interpolating polynomial is simply a
reformulation of the Newton’s polynomial that
avoids the computation of divided differences:
n
f n ( x)   Li ( x) f ( xi )
i 0
n x  xj
Li ( x)  
j 0 xi  x j
j i

by Lale Yurttas, Texas Chapter 18 8

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 x  x1 x  x0
f1 ( x )  f ( x0 )  f ( x1 )
x0  x1 x1  x0

f 2 ( x) 
 x  x1  x  x2 
f ( x0 ) 
 x  x0  x  x2 
f ( x1 )
 x0  x1  x0  x 2   x1  x0  x1  x 2 

 x  x0  x  x1 
f ( x2 )
 x2  x0  x2  x1 
•As with Newton’s method, the Lagrange version has an
estimated error of:
n
Rn  f [ x, xn , xn 1 , , x0 ] ( x  xi )
i 0
by Lale Yurttas, Texas Chapter 18 9
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Figure 18.10

by Lale Yurttas, Texas Chapter 18 10

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 Coefficients of an Interpolating
Polynomial
• Although both the Newton and Lagrange
polynomials are well suited for determining
intermediate values between points, they do not
provide a polynomial in conventional form:

f ( x)  a0  a1 x  a2 x    a x x 2 n

• Since n+1 data points are required to determine n+1

coefficients, simultaneous linear systems of
equations can be used to calculate “a”s.

by Lale Yurttas, Texas Chapter 18 11

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 f ( x0 )  a0  a1 x0  a x   a x 2
2 0
n
n 0

f ( x1 )  a0  a1 x1  a x   a x 2
2 1
n
n 1


f ( xn )  a0  a1 xn  a x   a x 2
2 n
n
n n

Where “x”s are the knowns and “a”s are the unknowns.

by Lale Yurttas, Texas Chapter 18 12

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Figure 18.13

by Lale Yurttas, Texas Chapter 18 13

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 Spline Interpolation
• There are cases where polynomials can lead to
erroneous results because of round off error
and overshoot.
• Alternative approach is to apply lower-order
polynomials to subsets of data points. Such
connecting polynomials are called spline
functions.

by Lale Yurttas, Texas Chapter 18 14

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Figure 18.14

by Lale Yurttas, Texas Chapter 18 15

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Figure 18.15

by Lale Yurttas, Texas Chapter 18 16

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Figure 18.16

by Lale Yurttas, Texas Chapter 18 17

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Figure 18.17

by Lale Yurttas, Texas Chapter 18 18

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