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    Piecewise Linear Interpolation: - Simple Idea

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    Anonymous EEom63X
    The document discusses piecewise linear interpolation, which connects data points with straight lines. It defines the local variable s as x - xk, and the first divided difference as (yk+1 – yk)/(xk+1 –xk). The interpolant is given by L(x) = yk + (x – xk) (yk+1 – yk)/(xk+1 –xk), which is a linear function passing through the points (xk, yk) and (xk+1, yk+1). It also discusses piecewise cubic interpolation, which fits cubic polynomials between points, requiring two derivatives to be specified or enforced. Cubic splines impose continuity conditions to solve for the derivatives without explicitly

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    Piecewise Linear Interpolation: - Simple Idea

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    Anonymous EEom63X
    26 views14 pages
    The document discusses piecewise linear interpolation, which connects data points with straight lines. It defines the local variable s as x - xk, and the first divided difference as (yk+1 – yk)/(xk+1 –xk). The interpolant is given by L(x) = yk + (x – xk) (yk+1 – yk)/(xk+1 –xk), which is a linear function passing through the points (xk, yk) and (xk+1, yk+1). It also discusses piecewise cubic interpolation, which fits cubic polynomials between points, requiring two derivatives to be specified or enforced. Cubic splines impose continuity conditions to solve for the derivatives without explicitly

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    The document discusses piecewise linear interpolation, which connects data points with straight lines. It defines the local variable s as x - xk, and the first divided difference as (yk+1 – yk)/(xk+1 –xk). The interpolant is given by L(x) = yk + (x – xk) (yk+1 – yk)/(xk+1 –xk), which is a linear function passing through the points (xk, yk) and (xk+1, yk+1). It also discusses piecewise cubic interpolation, which fits cubic polynomials between points, requiring two derivatives to be specified or enforced. Cubic splines impose continuity conditions to solve for the derivatives without explicitly

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    26 views14 pages

    Piecewise Linear Interpolation: - Simple Idea

    Uploaded by

    Anonymous EEom63X
    The document discusses piecewise linear interpolation, which connects data points with straight lines. It defines the local variable s as x - xk, and the first divided difference as (yk+1 – yk)/(xk+1 –xk). The interpolant is given by L(x) = yk + (x – xk) (yk+1 – yk)/(xk+1 –xk), which is a linear function passing through the points (xk, yk) and (xk+1, yk+1). It also discusses piecewise cubic interpolation, which fits cubic polynomials between points, requiring two derivatives to be specified or enforced. Cubic splines impose continuity conditions to solve for the derivatives without explicitly

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 14

    Piecewise linear interpolation

    • Simple idea
    – Connect straight lines between data points
    – Any intermediate value read off from straight line
    • The local variable, s, is
    • s = x - xk
    • The first divided difference is
    • δk = (yk+1 – yk)/(xk+1 –xk)
    • With these quantities in hand, the interpolant is
    • L(x) = yk + (x – xk) (yk+1 – yk)/(xk+1 –xk)
    • = yk + sδk
    • Linear function that passes through (xk, yk) and (xk+1, yk+1)
    Piecewise linear interpolation
    • Same format as all function v = piecelin(x,y,u)
    other interpolants %PIECELIN Piecewise linear interpolation.
    % v = piecelin(x,y,u) finds piecewise linear L(x)
    • Function diff finds % with L(x(j)) = y(j) and returns v(k) = L(u(k)).
    % First divided difference
    difference of delta = diff(y)./diff(x);
    elements in a vector % Find subinterval indices k so that x(k) <= u <
    x(k+1)
    • Find appropriate n = length(x);
    k = ones(size(u));
    sub-interval for j = 2:n-1
    k(x(j) <= u) = j;
    • Evaluate end
    • Jargon: x is called a % Evaluate interpolant
    s = u - x(k);
    “knot” for the linear v = y(k) + s.*delta(k);
    spline interpolant
    • So we can reduce error by choosing small intervals where
    2nd derivative is higher
    – If we can choose where to sample data
    – Do more where the “action” is more
    Piecewise Cubic interpolation
    • While we expect function not to vary, we expect it to also
    be smooth
    • So we could consider piecewise interpolants of higher
    degree
    • How many pieces of information do we need to fit a
    cubic between two points?
    – y=a+bx+cx2+dx3
    – 4 coefficients
    – Need 4 pieces of information
    – 2 values at end points
    – Need 2 more pieces of information
    – Derivatives?
    • However for Hermite, the derivative needs to be specified
    • Cubic splines, the derivative is not specified but enforced
    Cubic splines
    Imposing the continuity conditions
    Using function continuity
    First Derivative continuity
    Second derivative continuity
    Solving for m

    • n-2 equations in n unknowns


    • Need to add two conditions
    • Usually at end points
    Solving a cubic spline system
    • Assume natural splines

    • This is a tridiagonal system


    • Can be solved in O(n) operations
    • How?
    – Do LU and solve
    – With tridiagonal structure requires O(7n) operations
    Interpolation: wrap up
    • Interpolation: Given a function at N points, find its value at
    other point(s)
    • Polynomial interpolation
    – Monomial, Newton and Lagrange forms
    • Piecewise polynomial interpolation
    – Linear, Hermite cubic and Cubic Splines
    • Polynomial interpolation is good at low orders
    • However, higher order polynomials “overfit” the data and
    do not predict the curve well in between interpolation
    points
    • Cubic Splines are quite good in smoothly interpolating data

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