Polynomial Approximation: Practical Computations

Polynomial Approximation, Higher Order Matching

Beyond Hermite Interpolatory Polynomials

Numerical Analysis and Computing

Lecture Notes #5 Interpolation and Polynomial
Approximation
Divided Differences, and Hermite Interpolatory Polynomials

Joe Mahaffy,
[email protected]
Department of Mathematics
Dynamical Systems Group
Computational Sciences Research Center
San Diego State University
San Diego, CA 92182-7720
http://www-rohan.sdsu.edu/jmahaffy

Spring 2010
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 Polynomial Approximation: Practical Computations
Polynomial Approximation, Higher Order Matching
Beyond Hermite Interpolatory Polynomials

Outline

1 Polynomial Approximation: Practical Computations

Representing Polynomials
Divided Differences
Different forms of Divided Difference Formulas

2 Polynomial Approximation, Higher Order Matching

Osculating Polynomials
Hermite Interpolatory Polynomials
Computing Hermite Interpolatory Polynomials

3 Beyond Hermite Interpolatory Polynomials

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 Polynomial Approximation: Practical Computations
Polynomial Approximation, Higher Order Matching
Beyond Hermite Interpolatory Polynomials

Recap and Lookahead

Previously:
Nevilles Method to successively generate higher degree polynomial ap-
proximations at a specific point. If we need to compute the polyno-
mial at many points, we have to re-run Nevilles method for each point.
O(n2 ) operations/point.

Algorithm: Nevilles Method

To evaluate the polynomial that interpolates the n + 1 points (xi , f (xi )), i = 0, . . . , n
at the point x:
1. Initialize Qi,0 = f (xi ).
2. FOR i = 1 : n
FOR j = 1 : i
(x xij )Qi,j1 (x xi )Qi1,j1
Qi,j =
xi xij
END
END

3. Output the Q-table.

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Beyond Hermite Interpolatory Polynomials

Recap and Lookahead

Next:
Use divided differences to generate the polynomials themselves.

The coefficients of the polynomials. Once we have those, we can
quickly (remember Horners method?) compute the polynomial in
any desired points. O(n) operations/point.

Algorithm: Horners Method

Input: Degree n; coefficients a0 , a1 , . . . , an ; x0
Output: y = P(x0 ), z = P (x0 ).
1. Set y = an , z = an
2. For j = (n 1), (n 2), . . . , 1
Set y = x0 y + aj , z = x0 z + y
3. Set y = x0 y + a0
4. Output (y , z)
5. End program

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 Polynomial Approximation: Practical Computations Representing Polynomials
Polynomial Approximation, Higher Order Matching Divided Differences
Beyond Hermite Interpolatory Polynomials Different forms of Divided Difference Formulas

Representing Polynomials

If Pn (x) is the nth degree polynomial that agrees with f (x) at the
points {x0 , x1 , . . . , xn }, then we can (for the appropriate constants
{a0 , a1 , . . . , an }) write:

Pn (x) = a0 + a1 (x x0 ) + a2 (x x0 )(x x1 ) +
+ an (x x0 )(x x1 ) (x xn1 )

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 Polynomial Approximation: Practical Computations Representing Polynomials
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Beyond Hermite Interpolatory Polynomials Different forms of Divided Difference Formulas

Representing Polynomials

If Pn (x) is the nth degree polynomial that agrees with f (x) at the
points {x0 , x1 , . . . , xn }, then we can (for the appropriate constants
{a0 , a1 , . . . , an }) write:

Pn (x) = a0 + a1 (x x0 ) + a2 (x x0 )(x x1 ) +
+ an (x x0 )(x x1 ) (x xn1 )

Note that we can evaluate this Horner-style, by writing

Pn (x) = a0 + (x x0 ) (a1 + (x x1 ) (a2 +

+ (x xn2 ) (an1 + an (x xn1 )))) ,

so that each step in the Horner-evaluation consists of a

subtraction, a multiplication, and an addition.
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 Polynomial Approximation: Practical Computations Representing Polynomials
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Finding the Constants {a0 , a1 , . . . , an } Just Algebra

Given the relation

Pn (x) = a0 + a1 (x x0 ) + a2 (x x0 )(x x1 ) +
+ an (x x0 )(x x1 ) (x xn1 )

at x0 : a0 = Pn (x0 ) = f (x0 ).

at x1 : f (x0 ) + a1 (x1 x0 ) = Pn (x1 ) = f (x1 )

f (x1 ) f (x0 )
a1 = .
x1 x 0
f (x2 ) f (x0 ) f (x1 ) f (x0 )
at x2 : a2 = .
(x2 x0 )(x2 x1 ) (x2 x0 )(x1 x0 )

This gets massively ugly fast! We need some nice clean

notation!
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Beyond Hermite Interpolatory Polynomials Different forms of Divided Difference Formulas

Sir Isaac Newton to the Rescue: Divided Differences

Zeroth Divided Difference:

f [xi ] = f (xi ).

First Divided Difference:

f [xi+1 ] f [xi ]
f [xi , xi+1 ] = .
xi+1 xi

Second Divided Difference:

f [xi+1 , xi+2 ] f [xi , xi+1 ]
f [xi , xi+1 , xi+2 ] = .
xi+2 xi

k th Divided Difference:
f [xi+1 , xi+2 , . . . , xi+k ] f [xi , xi+1 , . . . , xi+k1 ]
f [xi , xi+1 , . . . , xi+k ] = .
xi+k xi

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Beyond Hermite Interpolatory Polynomials Different forms of Divided Difference Formulas

The Constants {a0 , a1 , . . . , an } Revisited

We had
at x0 : a0 = Pn (x0 ) = f (x0 ).

at x1 : f (x0 ) + a1 (x1 x0 ) = Pn (x1 ) = f (x1 )

f (x1 ) f (x0 )
a1 = .
x1 x 0
f (x2 ) f (x0 ) f (x1 ) f (x0 )
at x2 : a2 = .
(x2 x0 )(x2 x1 ) (x2 x0 )(x1 x0 )
Clearly:
a0 = f [x0 ], a1 = f [x0 , x1 ].
We may suspect that a2 = f [x0 , x1 , x2 ], that is indeed so (a little
bit of careful algebra will show it), and in general
ak = f[x0 , x1 , . . . , xk ].
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Algebra: Chasing down a2 = f [x0 , x1 , x2 ]

f (x2 ) f (x0 ) f (x1 ) f (x0 )

a2 =
(x2 x0 )(x2 x1 ) (x2 x1 )(x1 x0 )

(f (x2 ) f (x0 ))(x1 x0 ) (f (x1 ) f (x0 ))(x2 x0 )

=
(x2 x0 )(x2 x1 )(x1 x0 )

(x1 x0 )f (x2 ) (x2 x0 )f (x1 ) + (x2 x0 x1 + x0 )f (x0 )

=
(x2 x0 )(x2 x1 )(x1 x0 )

(x1 x0 )f (x2 ) (x1 x0 + x2 x1 )f (x1 ) + (x2 x1 )f (x0 )

=
(x2 x0 )(x2 x1 )(x1 x0 )

(x1 x0 )(f (x2 ) f (x1 )) (x2 x1 )(f (x1 ) f (x0 ))

=
(x2 x0 )(x2 x1 )(x1 x0 )

(f (x2 ) f (x1 )) (f (x1 ) f (x0 ))

=
(x2 x0 )(x2 x1 ) (x2 x0 )(x1 x0 )

f [x1 , x2 ] f [x0 , x1 ]
= = f[x0 , x1 , x2 ] (!!!)
x2 x 0 x2 x 0

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Beyond Hermite Interpolatory Polynomials Different forms of Divided Difference Formulas

Newtons Interpolatory Divided Difference Formula

Hence, we can write

n k1
" #
X Y
Pn (x) = f [x0 ] + f [x0 , . . . , xk ] (x xm ) .
k=1 m=0

Pn (x) = f [x0 ] +
f [x0 , x1 ](x x0 ) +
f [x0 , x1 , x2 ](x x0 )(x x1 ) +
f [x0 , x1 , x2 , x3 ](x x0 )(x x1 )(x x2 ) +

This expression is known as Newtons Interpolatory Divided

Difference Formula.

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 Polynomial Approximation: Practical Computations Representing Polynomials
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Beyond Hermite Interpolatory Polynomials Different forms of Divided Difference Formulas

Computing the Divided Differences (by table)

x f(x) 1st Div. Diff. 2nd Div. Diff.

x0 f [x0 ]
f [x1 ]f [x0 ]
f [x0 , x1 ] = x1 x0
f [x1 ,x2 ]f [x0 ,x1 ]
x1 f [x1 ] f [x0 , x1 , x2 ] = x2 x0
f [x2 ]f [x1 ]
f [x1 , x2 ] = x2 x1
f [x2 ,x3 ]f [x1 ,x2 ]
x2 f [x2 ] f [x1 , x2 , x3 ] = x3 x1
f [x3 ]f [x2 ]
f [x2 , x3 ] = x3 x2
f [x3 ,x4 ]f [x2 ,x3 ]
x3 f [x3 ] f [x2 , x3 , x4 ] = x4 x2
f [x4 ]f [x3 ]
f [x3 , x4 ] = x4 x3
f [x4 ,x5 ]f [x3 ,x4 ]
x4 f [x4 ] f [x3 , x4 , x5 ] = x5 x3
f [x5 ]f [x4 ]
f [x4 , x5 ] = x5 x4
x5 f [x5 ]

Note: The table can be extended with three 3rd divided

differences, two 4th divided differences, and one 5th divided
difference.

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Algorithm: Computing the Divided Differences

Algorithm: Newtons Divided Differences

Given the points (xi , f (xi )), i = 0, . . . , n.
Step 1: Initialize Fi,0 = f (xi ), i = 0, . . . , n
Step 2:
FOR i = 1 : n
FOR j = 1 : i
Fi,j1 Fi1,j1
Fi,j =
xi xij
END
END

Result: The diagonal, Fi,i now contains f [x0 , . . . , xi ].

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A Theoretical Result: Generalization of the Mean Value Theorem

Theorem (Generalized Mean Value Theorem)

Suppose that f C n [a, b] and {x0 , . . . , xn } are distinct number in
[a, b]. Then (a, b) :

f (n) ()
f [x0 , . . . , xn ] = .
n!

For n = 1 this is exactly the Mean Value Theorem...

So we have extended to MVT to higher order derivatives!
What is the theorem telling us?
Newtons nth divided difference is in some sense an approxi-
mation to the nth derivative of f .

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 Polynomial Approximation: Practical Computations Representing Polynomials
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Newton vs. Taylor...

Using Newtons Divided Differences...

PnN (x) = f [x0 ] + f [x0 , x1 ](x x0 ) +

f [x0 , x1 , x2 ](x x0 )(x x1 ) +
f [x0 , x1 , x2 , x3 ](x x0 )(x x1 )(x x2 ) +

Using Taylor expansion

PnT (x) = f (x0 ) + f (x0 )(x x0 ) +

1 2
2! f (x0 )(x x0 ) +
1 3
3! f (x0 )(x x0 ) +

It makes sense that the divided differences are approximating the

derivatives in some sense!

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Beyond Hermite Interpolatory Polynomials Different forms of Divided Difference Formulas

Simplification: Equally Spaced Points

When the points {x0 , . . . , xn } are equally spaced, i.e.

h = xi+1 xi , i = 0, . . . , n 1,

we can write x = x0 + sh, x xk = (s k)h so that

n
X
Pn (x) = Pn (x0 + sh) = s(s 1) (s k + 1)hk f [x0 , . . . , xk ].
k=0

s s(s 1) (s k + 1)
Using the binomial coefficients, =
k k!
n
X s
Pn (x0 + sh) = f[x0 ] + k! hk f[x0 , . . . , xk ].
k
k=1

This is Newtons Forward Divided Difference Formula.

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Notation, Notation, Notation...

Another form, Newtons Forward Difference Formula is constructed

by using the forward difference operator :
f (xn ) = f (xn+1 ) f (xn )
using this notation:
f (x1 ) f (x0 ) 1
f [x0 , x1 ] = = f (x0 ).
x1 x0 h

1 f (x1 ) f (x0 ) 1
f [x0 , x1 , x2 ] = = 2 2 f (x0 ).
2h h 2h
1
k f (x0 ).
f [x0 , . . . , xk ] =
k! hk
Thus we can write Newtons Forward Difference Formula
n
X s
Pn (x0 + sh) = f[x0 ] + k f(x0 ).
k
k=1

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Notation, Notation, Notation... Backward Formulas

If we reorder {x0 , x1 , . . . , xn } {xn , . . . , x1 , x0 }, and define the backward

difference operator :

f (xn ) = f (xn ) f (xn1 ),

we can define the backward divided differences:

1
f [xn , . . . , xnk ] = k f (xn ).
k! hk
We write down Newtons Backward Difference Formula
n
k s
X
Pn (x) = f[xn ] + (1) k f(xn ),
k
k=1

where
s s(s + 1) (s + k 1)
= (1)k .
k k!

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Beyond Hermite Interpolatory Polynomials Different forms of Divided Difference Formulas

Forward? Backward? Im Confused!!!

x f (x) 1st Div. Diff. 2nd Div. Diff.

x0 f [x0 ]
f[x1 ]f[x0 ]
f[x0 , x1 ] = x1 x0
f[x1 ,x2 ]f[x0 ,x1 ]
x1 f [x1 ] f[x0 , x1 , x2 ] = x2 x0
f [x2 ]f [x1 ]
f [x1 , x2 ] = x2 x1
f [x2 ,x3 ]f [x1 ,x2 ]
x2 f [x2 ] f [x1 , x2 , x3 ] = x3 x1
f [x3 ]f [x2 ]
f [x2 , x3 ] = x3 x2
f [x3 ,x4 ]f [x2 ,x3 ]
x3 f [x3 ] f [x2 , x3 , x4 ] = x4 x2
f [x4 ]f [x3 ]
f [x3 , x4 ] = x4 x3
f[x4 ,x5 ]f[x3 ,x4 ]
x4 f [x4 ] f[x3 , x4 , x5 ] = x5 x3
f[x5 ]f[x4 ]
f[x4 , x5 ] = x5 x4
x5 f [x5 ]
Forward: The fwd div. diff. are the top entries in the table.
Backward: The bwd div. diff. are the bottom entries in the table.

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Forward? Backward? Straight Down the Center!

The Newton formulas works best for points close to the edge of
the table; if we want to approximate f (x) close to the center, we
have to work some more...
x f (x) 1st Div. Diff. 2nd Div. Diff. 3rd Div. Diff. 4th Div. Diff.
x2 f [x2 ]
f [x2 , x1 ]
x1 f [x1 ] f [x2 , x1 , x0 ]
f[x1 , x0 ] f[x2 , x1 , x0 , x1 ]
x0 f[x0 ] f[x1 , x0 , x1 ] f[x2 , x1 , x0 , x1 , x2 ]
f[x0 , x1 ] f[x1 , x0 , x1 , x2 ]
x1 f [x1 ] f [x0 , x1 , x2 ] f [x1 , x0 , x1 , x2 , x3 ]
f [x1 , x2 ] f [x0 , x1 , x2 , x3 ]
x2 f [x2 ] f [x1 , x2 , x3 ]
f [x2 , x3 ]
x3 f [x3 ]

We are going to construct Stirlings Formula a scheme using

centered differences. In particular we are going to use the blue
(centered at x0 ) entries, and averages of the red (straddling the x0
point) entries.

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Stirlings Formula Approximating at Interior Points

Assume we are trying to approximate f (x) close to the interior

point x0 :
f [x1 , x0 ] + f [x0 , x1 ]
Pn (x) = P2m+1 (x) = f [x0 ] + sh
2
+ s 2 h2 f [x1 , x0 , x1 ]
f [x2 , x1 , x0 , x1 ] + f [x1 , x0 , x1 , x2 ]
+ s(s 2 1)h3
2
+ s 2 (s 2 1)h4 f [x2 , x1 , x0 , x1 , x2 ]
+ ...
+ s 2 (s 2 1) (s 2 (m 1)2 )h2m f [xm , . . . , xm ]
+ s(s 2 1) (s 2 m2 )h2m+1
f [xm1 , . . . , xm ] + f [xm , . . . , xm+1 ]

2

If n = 2m + 1 is odd, otherwise delete the last two lines.

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Summary: Divided Difference Formulas

Newtons Interpolatory Divided Difference Formula

Pn (x) = f [x0 ] + f [x0 , x1 ](x x0 ) + f [x0 , x1 , x2 ](x x0 )(x x1 ) +
f [x0 , x1 , x2 , x3 ](x x0 )(x x1 )(x x2 ) +

Newtons Forward Divided Difference Formula

n
X s
Pn (x0 + sh) = f [x0 ] + k! hk f [x0 , . . . , xk ]
k=1
k

Newtons Backward Difference Formula

Xn s
Pn (x) = f [xn ] + (1)k k f (xn )
k=1
k

Reference: Binomial Coefficients

s s(s 1) (s k + 1) s s(s + 1) (s + k 1)
= , = (1)k
k k! k k!

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Beyond Hermite Interpolatory Polynomials Computing Hermite Interpolatory Polynomials

Combining Taylor and Lagrange Polynomials

A Taylor polynomial of degree n matches the function and its

first n derivatives at one point.

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 Polynomial Approximation: Practical Computations Osculating Polynomials
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Beyond Hermite Interpolatory Polynomials Computing Hermite Interpolatory Polynomials

Combining Taylor and Lagrange Polynomials

A Taylor polynomial of degree n matches the function and its

first n derivatives at one point.
A Lagrange polynomial of degree n matches the function values
at n + 1 points.

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 Polynomial Approximation: Practical Computations Osculating Polynomials
Polynomial Approximation, Higher Order Matching Hermite Interpolatory Polynomials
Beyond Hermite Interpolatory Polynomials Computing Hermite Interpolatory Polynomials

Combining Taylor and Lagrange Polynomials

A Taylor polynomial of degree n matches the function and its

first n derivatives at one point.
A Lagrange polynomial of degree n matches the function values
at n + 1 points.
Question: Can we combine the ideas of Taylor and Lagrange to
get an interpolating polynomial that matches both the
function values and some number of derivatives at mul-
tiple points?

Joe Mahaffy, [email protected] #5 Interpolation and Polynomial Approximation (22/41)

 Polynomial Approximation: Practical Computations Osculating Polynomials
Polynomial Approximation, Higher Order Matching Hermite Interpolatory Polynomials
Beyond Hermite Interpolatory Polynomials Computing Hermite Interpolatory Polynomials

Combining Taylor and Lagrange Polynomials

A Taylor polynomial of degree n matches the function and its

first n derivatives at one point.
A Lagrange polynomial of degree n matches the function values
at n + 1 points.
Question: Can we combine the ideas of Taylor and Lagrange to
get an interpolating polynomial that matches both the
function values and some number of derivatives at mul-
tiple points?
Answer: To our euphoric joy, such polynomials exist! They are
called Osculating Polynomials.

Joe Mahaffy, [email protected] #5 Interpolation and Polynomial Approximation (22/41)

 Polynomial Approximation: Practical Computations Osculating Polynomials
Polynomial Approximation, Higher Order Matching Hermite Interpolatory Polynomials
Beyond Hermite Interpolatory Polynomials Computing Hermite Interpolatory Polynomials

Combining Taylor and Lagrange Polynomials

A Taylor polynomial of degree n matches the function and its

first n derivatives at one point.
A Lagrange polynomial of degree n matches the function values
at n + 1 points.
Question: Can we combine the ideas of Taylor and Lagrange to
get an interpolating polynomial that matches both the
function values and some number of derivatives at mul-
tiple points?
Answer: To our euphoric joy, such polynomials exist! They are
called Osculating Polynomials.
The Concise Oxford Dictionary:
Osculate 1. (arch. or joc.) kiss. 2. (Biol., of species, etc.) be related through
intermediate species etc., have common characteristics with another or with each
other. 3. (Math., of curve or surface) have contact of higher than first order with,
meet at three or more coincident points.
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 Polynomial Approximation: Practical Computations Osculating Polynomials
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Beyond Hermite Interpolatory Polynomials Computing Hermite Interpolatory Polynomials

Osculating Polynomials In Painful Generality

Given (n + 1) distinct points {x0 , x1 , . . . , xn } [a, b], and non-negative

integers {m0 , m1 , . . . , mn }.
Notation: Let m = max{m0 , m1 , . . . , mn }.
The osculating polynomial approximation of a function f C m [a, b]
at xi , i = 0, 1, . . . , n is the polynomial (of lowest possible order) that
agrees with

{f (xi ), f (xi ), . . . , f (mi ) (xi )} at xi [a, b], i.

The degree of the osculating polynomial is at most

n
X
M =n+ mi .
i=0

In the case where mi = 1, i the polynomial is called a Hermite

Interpolatory Polynomial.

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Beyond Hermite Interpolatory Polynomials Computing Hermite Interpolatory Polynomials

Hermite Interpolatory Polynomials The Existence Statement

If f C 1 [a, b] and {x0 , x1 , . . . , xn } [a, b] are distinct, the unique
polynomial of least degree ( 2n + 1) agreeing with f (x) and f (x) at
{x0 , x1 , . . . , xn } is
n
X n
X
H2n+1 (x) = f(xj )Hn,j (x) + f (xj )Hn,j (x),
j=0 j=0

where h i
Hn,j (x) = 1 2(x xj )Ln,j (xj ) L2n,j (x)

Hn,j (x) = (x xj )L2n,j (x),

and Ln,j (x) are our old friends, the Lagrange coefficients:
n
Y x xi
Ln,j (x) = .
i=0, i6=j
xj x i

Further, if f C 2n+2 [a, b], then for some (x) [a, b]

Qn
xi )2 (2n+2)
i=0 (x
f (x) = H2n+1 (x) + f ((x)).
(2n + 2)!

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Thats Hardly Obvious Proof Needed! 1 of 2

0, if i 6= j
Recall: Ln,j (xi ) = i,j =
1 if i = j
(i,j is Kroneckers delta).

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Thats Hardly Obvious Proof Needed! 1 of 2

0, if i 6= j
Recall: Ln,j (xi ) = i,j =
1 if i = j
(i,j is Kroneckers delta).

If follows that when i 6= j: Hn,j (xi ) = Hn,j (xi ) = 0.

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Thats Hardly Obvious Proof Needed! 1 of 2

0, if i 6= j
Recall: Ln,j (xi ) = i,j =
1 if i = j
(i,j is Kroneckers delta).

If follows that when i 6= j: Hn,j (xi ) = Hn,j (xi ) = 0.

( h i
Hn,j (xj ) = 1 2(xj xj )Ln,j (xj ) 1 = 1
When i = j:
Hn,j (xj ) = (xj xj )L2n,j (xj ) = 0.

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Thats Hardly Obvious Proof Needed! 1 of 2

0, if i 6= j
Recall: Ln,j (xi ) = i,j =
1 if i = j
(i,j is Kroneckers delta).

If follows that when i 6= j: Hn,j (xi ) = Hn,j (xi ) = 0.

( h i
Hn,j (xj ) = 1 2(xj xj )Ln,j (xj ) 1 = 1
When i = j:
Hn,j (xj ) = (xj xj )L2n,j (xj ) = 0.
Thus, H2n+1 (xj ) = f(xj ).

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Thats Hardly Obvious Proof Needed! 1 of 2

0, if i 6= j
Recall: Ln,j (xi ) = i,j =
1 if i = j
(i,j is Kroneckers delta).

If follows that when i 6= j: Hn,j (xi ) = Hn,j (xi ) = 0.

( h i
Hn,j (xj ) = 1 2(xj xj )Ln,j (xj ) 1 = 1
When i = j:
Hn,j (xj ) = (xj xj )L2n,j (xj ) = 0.
Thus, H2n+1 (xj ) = f(xj ).
(x)
Hn,j = [2Ln,j (xj )]L2n,j (x) + [1 2(x xj )Ln,j (xj )] 2Ln,j (x)Ln,j (x)
h i
= Ln,j (x) 2Ln,j (xj )Ln,j (x) + [1 2(x xj )Ln,j (xj )] 2(x)Ln,j

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Thats Hardly Obvious Proof Needed! 1 of 2

0, if i 6= j
Recall: Ln,j (xi ) = i,j =
1 if i = j
(i,j is Kroneckers delta).

If follows that when i 6= j: Hn,j (xi ) = Hn,j (xi ) = 0.

( h i
Hn,j (xj ) = 1 2(xj xj )Ln,j (xj ) 1 = 1
When i = j:
Hn,j (xj ) = (xj xj )L2n,j (xj ) = 0.
Thus, H2n+1 (xj ) = f(xj ).
(x)
Hn,j = [2Ln,j (xj )]L2n,j (x) + [1 2(x xj )Ln,j (xj )] 2Ln,j (x)Ln,j (x)
h i
= Ln,j (x) 2Ln,j (xj )Ln,j (x) + [1 2(x xj )Ln,j (xj )] 2(x)Ln,j

(x): H (x ) = 0 when i 6= j.
Since Ln,j (x) is a factor in Hn,j n,j i

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Proof, continued...

(x )
Hn,j j = [2Ln,j (xj )] L2n,j (xj )
| {z }
1
+ [1 2 (xj xj ) Ln,j (xj )] 2 Ln,j (xj ) Ln,j (xj )
| {z } | {z }
0 1
= 2Ln,j (xj ) + 1 2 Ln,j (xj ) = 0

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Proof, continued...

(x )
Hn,j j = [2Ln,j (xj )] L2n,j (xj )
| {z }
1
+ [1 2 (xj xj ) Ln,j (xj )] 2 Ln,j (xj ) Ln,j (xj )
| {z } | {z }
0 1
= 2Ln,j (xj ) + 1 2 Ln,j (xj ) = 0

i.e. Hn,j (xi ) = 0, i.

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Proof, continued...

(x )
Hn,j j = [2Ln,j (xj )] L2n,j (xj )
| {z }
1
+ [1 2 (xj xj ) Ln,j (xj )] 2 Ln,j (xj ) Ln,j (xj )
| {z } | {z }
0 1
= 2Ln,j (xj ) + 1 2 Ln,j (xj ) = 0

i.e. Hn,j (xi ) = 0, i.

(x)
Hn,j = L2n,j (x) + 2(x xj )Ln,j (x)Ln,j (x)
h i
= Ln,j (x) Ln,j (x) + 2(x xj )Ln,j (x)

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Proof, continued...

(x )
Hn,j j = [2Ln,j (xj )] L2n,j (xj )
| {z }
1
+ [1 2 (xj xj ) Ln,j (xj )] 2 Ln,j (xj ) Ln,j (xj )
| {z } | {z }
0 1
= 2Ln,j (xj ) + 1 2 Ln,j (xj ) = 0

i.e. Hn,j (xi ) = 0, i.

(x)
Hn,j = L2n,j (x) + 2(x xj )Ln,j (x)Ln,j (x)
h i
= Ln,j (x) Ln,j (x) + 2(x xj )Ln,j (x)

(x ) = 0, since L (x ) = .
If i 6= j: Hn,j i n,j i i,j
h i

If i = j: Hn,j (xj ) = 1 1 + 2(xj xj )Ln,j (xj ) = 1.

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Proof, continued...

(x )
Hn,j j = [2Ln,j (xj )] L2n,j (xj )
| {z }
1
+ [1 2 (xj xj ) Ln,j (xj )] 2 Ln,j (xj ) Ln,j (xj )
| {z } | {z }
0 1
= 2Ln,j (xj ) + 1 2 Ln,j (xj ) = 0

i.e. Hn,j (xi ) = 0, i.

(x)
Hn,j = L2n,j (x) + 2(x xj )Ln,j (x)Ln,j (x)
h i
= Ln,j (x) Ln,j (x) + 2(x xj )Ln,j (x)

(x ) = 0, since L (x ) = .
If i 6= j: Hn,j i n,j i i,j
h i

If i = j: Hn,j (xj ) = 1 1 + 2(xj xj )Ln,j (xj ) = 1.

Hence, H2n+1 (xi ) = f (xi ), i.

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Uniqueness Proof

Assume there is a second polynomial G (x) (of degree

2n + 1) interpolating the same data.

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Uniqueness Proof

Assume there is a second polynomial G (x) (of degree

2n + 1) interpolating the same data.

Define R(x) = H2n+1 (x) G (x).

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Uniqueness Proof

Assume there is a second polynomial G (x) (of degree

2n + 1) interpolating the same data.

Define R(x) = H2n+1 (x) G (x).

Then by construction R(xi ) = R (xi ) = 0, i.e. all the xi s are

zeros of multiplicity at least 2.

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Uniqueness Proof

Assume there is a second polynomial G (x) (of degree

2n + 1) interpolating the same data.

Define R(x) = H2n+1 (x) G (x).

Then by construction R(xi ) = R (xi ) = 0, i.e. all the xi s are

zeros of multiplicity at least 2.

This can only be true if R(x) = q(x) ni=0 (x xi )2 , for some

Q
q(x).

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Uniqueness Proof

Assume there is a second polynomial G (x) (of degree

2n + 1) interpolating the same data.

Define R(x) = H2n+1 (x) G (x).

Then by construction R(xi ) = R (xi ) = 0, i.e. all the xi s are

zeros of multiplicity at least 2.

This can only be true if R(x) = q(x) ni=0 (x xi )2 , for some

Q
q(x).

If q(x) 6 0 then the degree of R(x) is 2n + 2, which is a

contradiction.

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Uniqueness Proof

Assume there is a second polynomial G (x) (of degree

2n + 1) interpolating the same data.

Define R(x) = H2n+1 (x) G (x).

Then by construction R(xi ) = R (xi ) = 0, i.e. all the xi s are

zeros of multiplicity at least 2.

This can only be true if R(x) = q(x) ni=0 (x xi )2 , for some

Q
q(x).

If q(x) 6 0 then the degree of R(x) is 2n + 2, which is a

contradiction.

Hence q(x) 0 R(x) 0 H2n+1 (x) is unique.

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Main Use of Hermite Interpolatory Polynomials

One of the primary applications of Hermite Interpolatory Polynomials is

the development of Gaussian quadrature for numerical integration. (To
be revisited later this semester.)
The most commonly seen Hermite interpolatory polynomial is the cubic
one, which satisfies

H3 (x0 ) = f (x0 ), H3 (x0 ) = f (x0 )

H3 (x1 ) = f (x1 ), H3 (x1 ) = f (x1 ).

it can be written explicitly as

h ih i2 h i2
H3 (x) = 1 + 2 xxx 0
1 x0
x1 x
x1 x0 f (x0 ) + (x x0 ) x1 x
x1 x0 f (x0 )
h ih i2 h i2
+ 1 + 2 xx11x
x
0
xx0
x1 x0 f (x1 ) + (x x1 ) xx0
x1 x0 f (x1 ).

It appears in some optimization algorithms (see Math 693a, linesearch

algorithms.)
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Computing from the Definition is Tedious!

However, there is good news: we can re-use the algorithm for Newtons
Interpolatory Divided Difference Formula with some modifications in
the initialization.
We double the number of points, i.e. let

{y0 , y1 , . . . , y2n+1 } = {x0 , x0 + , x1 , x1 + , . . . , xn , xn + }

Set up the divided difference table (up to the first divided differences),
and let 0 (formally), and identify:

f [xi + ] f [xi ]
f (xi ) = lim ,
0

to get the table [next slide]...

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Hermite Interpolatory Polynomial using Modified Newton Divided Differences

y f(x) 1st Div. Diff. 2nd Div. Diff. 3rd Div. Diff.
y0 = x0 f [y0 ]
f [y0 , y1 ] = f (y 0)
y1 = x0 f [y1 ] f [y0 , y1 , y2 ]
f [y1 , y2 ] f [y0 , y1 , y2 , y3 ]
y2 = x1 f [y2 ] f [y1 , y2 , y3 ]
f [y2 , y3 ] = f (y 2) f [y1 , y2 , y3 , y4 ]
y3 = x1 f [y3 ] f [y2 , y3 , y4 ]
f [y3 , y4 ] f [y2 , y3 , y4 , y5 ]
y4 = x2 f [y4 ] f [y3 , y4 , y5 ]
f [y4 , y5 ] = f (y4 ) f [y3 , y4 , y5 , y6 ]
y5 = x2 f [y5 ] f [y4 , y5 , y6 ]
f [y5 , y6 ] f [y4 , y5 , y6 , y7 ]
y6 = x3 f [y6 ] f [y5 , y6 , y7 ]
f [y6 , y7 ] = f (y 6) f [y5 , y6 , y7 , y8 ]
y7 = x3 f [y7 ] f [y6 , y7 , y8 ]
f [y7 , y8 ] f [y6 , y7 , y8 , y9 ]
y8 = x4 f [y8 ] f [y7 , y8 , y9 ]
f [y8 , y9 ] = f (y 8)
y9 = x4 f [y9 ]

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H3 (x) revisited...

Old notation
h ih i2 h ih i2
H3 (x) = 1 + 2 xxx
1 x
0
0
x1 x
x1 x 0
f (x0 ) + 1 + 2 x1 x
x1 x 0
xx0
x1 x0
f (x1 )
h i2 h i2
+ (x x0 ) xx11x
x
0
f (x0 ) + (x x1 ) xxx 0
1 x0
f (x1 ).

Divided difference notation

H3 (x) = f (x0 ) + f (x0 )(x x0 ) + f [x0 , x0 , x1 ](x x0 )2
+ f [x0 , x0 , x1 , x1 ](x x0 )2 (x x1 ).

Or with the y s...

H3 (x) = f (y0 ) + f (y0 )(x y0 ) + f [y0 , y1 , y2 ](x y0 )(x y1 )

+ f [y0 , y1 , y2 , y3 ](x y1 )(x y2 )(x y3 ).

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H3 (x) Example

0
0 0.2 0.4 0.6 0.8 1

x0 = 0, x1 = 1
f (x0 ) = 0, f (x0 ) = 4, f (x1 ) = 3, f (x1 ) = 1
H3 (x) = 4x x 2 3x 2 (x 1)
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H3 (x) Example Not Very Pretty Computations

Example
x0 = 0; x1 = 1; % This is the data
fv0 = 0; fpv0 = 4;
fv1 = 3; fpv1 = -1;
y0 = x0; f0=fv0; % Initializing the table
y1 = x0; f1=fv0;
y2 = x1; f2=fv1;
y3 = x1; f3=fv1;
f01 = fpv0; % First divided differences
f12 = (f2-f1)/(y2-y1);
f23 = fpv1;
f012 = (f12-f01)/(y2-y0); % Second divided differences
f123 = (f23-f12)/(y3-y1);
f0123 = (f123-f012)/(y3-y0); % Third divided difference
x=(0:0.01:1);
H3 = f0 + f01*(x-y0) + f012*(x-y0).*(x-y1) + ...
f0123*(x-y0).*(x-y1).* (x-y2);

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Algorithm: Hermite Interpolation

Algorithm: Hermite Interpolation, Part #1

Given the data points (xi , f (xi ), f (xi )), i = 0, . . . , n.
Step 1: FOR i=0:n
y2i = xi , Q2i,0 = f (xi ), y2i+1 = xi , Q2i+1,0 = f (xi )
Q2i+1,1 = f (xi )
IF i > 0
Qi,0 Qi1,0
Q2i,1 =
y2i y2i1
END
END

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Algorithm: Hermite Interpolation

Algorithm: Hermite Interpolation, Part #2

Step 2: FOR i = 2 : (2n + 1)
FOR j = 2 : i
Qi,ji Qi1,j1
Qi,j = .
yi yij
END
END
Result: qi = Qi,i , i = 0, . . . , 2n + 1 now contains the coefficients for

2n+1
X k1
Y
H2n+1 (x) = q0 + qi (x yj ) .
k=1 j=0

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Higher Order Osculating Polynomials 1 of 3

So far we have seen the osculating polynomials of order 0 the

Lagrange polynomial, and of order 1 the Hermite interpolatory
polynomial.
It turns out that generating osculating polynomials of higher order
is fairly straight-forward; and we use Newtons divided
differences to generate those as well.

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Higher Order Osculating Polynomials 1 of 3

So far we have seen the osculating polynomials of order 0 the

Lagrange polynomial, and of order 1 the Hermite interpolatory
polynomial.
It turns out that generating osculating polynomials of higher order
is fairly straight-forward; and we use Newtons divided
differences to generate those as well.
n,k
Given a set of points {xk }nk=0 , and {f () (xk )}k=0,=0 ; i.e. the
function values, as well as the first k derivatives of f in xk . (Note
that we can specify a different number of derivatives in each point.)
Set up the Newton-divided-difference table, and put in (k + 1)
duplicate entries of each point xk , as well as its function value
f (xk ).

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Higher Order Osculating Polynomials 2 of 3

Run the computation of Newtons divided differences as usual;

with the following exception:

Whenever a zero-denominator is encountered i.e. the divided

difference for that entry cannot be computed due to duplica-
tion of a point use a derivative instead. For mth divided
1 (m)
differences, use m! f (xk ).

On the next slide we see the setup for two point in which two
derivatives are prescribed.

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Higher Order Osculating Polynomials 3 of 3

y f(x) 1st Div. Diff. 2nd Div. Diff. 3rd Div. Diff.
y0 = x0 f [y0 ]
f [y0 , y1 ] = f (x 0)
y1 = x0 f [y1 ] f [y0 , y1 , y2 ] = 12 f (x0 )
f [y1 , y2 ] = f (x 0) f [y0 , y1 , y2 , y3 ]
y2 = x0 f [y2 ] f [y1 , y2 , y3 ]
f [y2 , y3 ] f [y1 , y2 , y3 , y4 ]
y3 = x1 f [y3 ] f [y2 , y3 , y4 ]
f [y3 , y4 ] = f (x 1) f [y2 , y3 , y4 , y5 ]
y4 = x1 f [y4 ] f [y3 , y4 , y5 ] = 12 f (x1 )
f [y4 , y5 ] = f (x 1)
y5 = x1 f [y5 ]

3rd and higher order divided differences are computed as usual

in this case.

On the next slide we see four examples of 2nd order osculating

polynomials.

Joe Mahaffy, [email protected] #5 Interpolation and Polynomial Approximation (38/41)

 Polynomial Approximation: Practical Computations
Polynomial Approximation, Higher Order Matching
Beyond Hermite Interpolatory Polynomials

Examples...

Osculating Polynomials

0.8 f(0) = +0.00 f(1) = 1.00

df(0) = +1.00 df(1) = 1.00
0.6
ddf(0) = +0.00 ddf(1) = +0.00
0.4

0.2

0.2

0.4
f(1) = +1.00
0.6
df(1) = +1.00
0.8 ddf(1) = +0.00

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1

Joe Mahaffy, [email protected] #5 Interpolation and Polynomial Approximation (39/41)

 Polynomial Approximation: Practical Computations
Polynomial Approximation, Higher Order Matching
Beyond Hermite Interpolatory Polynomials

Examples...

Osculating Polynomials

0.8 f(0) = +0.00 f(1) = 1.00

df(0) = 1.00 df(1) = 1.00
0.6
ddf(0) = +0.00 ddf(1) = +0.00
0.4

0.2

0.2

0.4
f(1) = +1.00
0.6
df(1) = +1.00
0.8 ddf(1) = +0.00

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1

Joe Mahaffy, [email protected] #5 Interpolation and Polynomial Approximation (39/41)

 Polynomial Approximation: Practical Computations
Polynomial Approximation, Higher Order Matching
Beyond Hermite Interpolatory Polynomials

Examples...

Osculating Polynomials

f(0) = +0.00 f(1) = 1.00

df(0) = +0.00 df(1) = +1.00
0.5 ddf(0) = +10.00 ddf(1) = +3.00

0.5 f(1) = +1.00

df(1) = +2.00
ddf(1) = 1.00

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1

Joe Mahaffy, [email protected] #5 Interpolation and Polynomial Approximation (39/41)

 Polynomial Approximation: Practical Computations
Polynomial Approximation, Higher Order Matching
Beyond Hermite Interpolatory Polynomials

Examples...

Osculating Polynomials

0.8 f(0) = +0.00 f(1) = 1.00

df(0) = 1.00 df(1) = 1.00

0.6
ddf(0) = 10.00 ddf(1) = +10.00
0.4

0.2

0.2

0.4
f(1) = +1.00
0.6
df(1) = 1.00
0.8 ddf(1) = 10.00

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1

Joe Mahaffy, [email protected] #5 Interpolation and Polynomial Approximation (39/41)

 Polynomial Approximation: Practical Computations
Polynomial Approximation, Higher Order Matching
Beyond Hermite Interpolatory Polynomials

Examples...
Osculating Polynomials Osculating Polynomials

1 1

0.8 f(0) = +0.00 f(1) = 1.00 0.8 f(0) = +0.00 f(1) = 1.00
df(0) = +1.00 df(1) = 1.00 df(0) = 1.00 df(1) = 1.00
0.6 0.6
ddf(0) = +0.00 ddf(1) = +0.00 ddf(0) = +0.00 ddf(1) = +0.00
0.4 0.4

0.2 0.2

0 0

0.2 0.2

0.4 0.4
f(1) = +1.00 f(1) = +1.00
0.6 0.6
df(1) = +1.00 df(1) = +1.00
0.8 ddf(1) = +0.00 0.8 ddf(1) = +0.00

1 1

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1 1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1
Osculating Polynomials Osculating Polynomials

0.8 f(0) = +0.00 f(1) = 1.00

1
df(0) = 1.00 df(1) = 1.00
0.6
f(0) = +0.00 f(1) = 1.00 ddf(0) = 10.00 ddf(1) = +10.00
df(0) = +0.00 df(1) = +1.00 0.4

0.5 ddf(0) = +10.00 ddf(1) = +3.00

0.2

0
0.2

0.4
f(1) = +1.00
0.5 f(1) = +1.00 0.6
df(1) = 1.00
df(1) = +2.00
ddf(1) = 1.00 0.8 ddf(1) = 10.00

1 1

1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1 1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1

Joe Mahaffy, [email protected] #5 Interpolation and Polynomial Approximation (39/41)

 Polynomial Approximation: Practical Computations
Polynomial Approximation, Higher Order Matching
Beyond Hermite Interpolatory Polynomials

We have encountered methods by these fellows

Sir Isaac Newton, 4 Jan 1643 (Woolsthorpe, Lincolnshire, England) 31

March 1727.
Joseph-Louis Lagrange, 25 Jan 1736 (Turin, Sardinia-Piedmont (now
Italy)) 10 April 1813.
Johann Carl Friedrich Gauss, 30 April 1777 (Brunswick, Duchy of
Brunswick (now Germany)) 23 Feb 1855.
Charles Hermite, 24 Dec 1822 (Dieuze, Lorraine, France) 14 Jan 1901.

The class website contains links to short bios for these (and other)
mathematicians, click on Mathematics Personae, who have contributed
to the material covered in this class. It makes for interesting reading and
puts mathematics into a historical and political context.

Joe Mahaffy, [email protected] #5 Interpolation and Polynomial Approximation (40/41)