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8 Hand-Out On Interpolation

This document discusses interpolation and approximation of functions from data points. Interpolation finds a function that passes exactly through the data points, while approximation finds a function that minimizes error. Polynomial interpolation is commonly used because polynomials are simple yet can approximate any function to any accuracy. The document also describes algebraic interpolating polynomials, which uniquely interpolate a set of data points with a polynomial of a certain degree.

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61 views3 pages

8 Hand-Out On Interpolation

This document discusses interpolation and approximation of functions from data points. Interpolation finds a function that passes exactly through the data points, while approximation finds a function that minimizes error. Polynomial interpolation is commonly used because polynomials are simple yet can approximate any function to any accuracy. The document also describes algebraic interpolating polynomials, which uniquely interpolate a set of data points with a polynomial of a certain degree.

Uploaded by

uchiha_rhenzaki
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MATH 174

Numerical Analysis I
Section B
First Semester A.Y. 2014-2015
Mathematics Division
Institute of Mathermatical Sciences and Physics
University of the Philippines Los Ba nos
September 12, 2014
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 1 / 11
Chapter Two. Interpolation of Functions
Suppose that a mathematical model for the spread of an epidemic
produces that following table showing the number of deaths due to the
disease on t days after the outbreak.
t 0 10 25 50 100
deaths 0 8 4251 20,677 357
What if an expert wants to analyze weekly data?
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 2 / 11
What if we want to get the optimal selling price for a commodity (in terms
of gross sales) and the most ecient way to gather data for a model is to
sell it at varying prices and observing the number of products sold?
Suppose the data gathered is as follows:
Price 70 82.5 137.5 187.50
Number of Units Sold 1,250 750 550 272.50
How will you nd the optimal price?
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 3 / 11
A common mathematical problem
Given a set of points (x
i
, f(x
i
)) for i = 0, 1, 2, ..., n where the nodes x
i
s
are distinct values of the independent variable. Then either
approximate the value of f at some value of x not included in the list;
or
determine a function g that mimics the behavior of the data in some
sense.
These problems give rise to a two dierent areas of study:
Interpolation and Approximation.
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 4 / 11
Interpolation vs Approximation
Interpolation
the function g is determined by requiring zero errors at the nodes, i.e.,
f(x
i
) g(x
i
) = 0, i = 0, 1, ..., n
Approximation
the function g is chosen such that some measure of error is minimized, for
example
n

i=0
(f(x
i
) g(x
i
))
2
< .
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 5 / 11
Consider the function f(x) = e
x
.
Using the nodes 2, 1, 0, 1, the interpolating polynomial is
P(x) =
x
3
+ 3e

x
2
+ x 2

x + e
3

x
2
+ 3x + 2

x
6e
2
+
3e
2

x
3
+ 2x
2
x 2

+ x
6e
2
.
While an approximating polynomial for f is
Q(x) = 1 + x +
x
2
2!
+
x
3
3!
.
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 6 / 11
Interpolation, a special case of Approximation
Why focus on interpolation?
Common forms of interpolation
polynomial
piecewise polynomial
rational
trigonometric
exponential
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 7 / 11
Why polynomials?
they are the simplest functions practical for computers
their derivatives and integrals easy to compute and are still
polynomials
for any required accuracy, there is a polynomial approximating f
Theorem
Weierstrass (First) Approximation Theorem.
Let f C[a, b]. Then > 0 there is a polynomial P(x) such that
|f(x) p(x)| < , x [a, b].
there is one and only one interpolating polynomial for a
set of points (x
i
, f(x
i
)) for i = 0, 1, 2, ..., n .
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 8 / 11
Algebraic Interpolating Polynomial
A polynomial P
n
(x) P
n
(x, f, x
1
, x
2
, ..., x
n+1
) of degree no greater
that n that has the form
P
n
(x) = c
0
+ c
1
x + ... + c
n
x
n
and coincides with the data points (x
i
, f(x
i
)) for i = 1, 2, ..., n, n + 1
is called the algebraic interpolating polynomial of f.
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 9 / 11
Unisolvence Theorem
Theorem
There is a unique algebraic interpolating polynomial
P
n
(x, f, x
1
, x
2
, ..., x
n+1
).
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 10 / 11
Ngayon pa lang...
The accuracy of the interpolating polynomial is
guaranteed
ONLY FOR ABSCISSAS between the
least and greatest nodes.
NJA Egarguin (IMSP, UPLB) MATH 174 September 12, 2014 11 / 11

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