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Numerical Methods

The document discusses Lagrange interpolating polynomials and Neville's method for data interpolation. Lagrange polynomials use divided differences to find a unique polynomial of degree n that passes through n+1 data points. Neville's method recursively generates Lagrange polynomials of increasing degree to interpolate a value, stopping when results converge. Exercises demonstrate applying both methods to interpolate values for various functions.

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0% found this document useful (0 votes)
509 views23 pages

Numerical Methods

The document discusses Lagrange interpolating polynomials and Neville's method for data interpolation. Lagrange polynomials use divided differences to find a unique polynomial of degree n that passes through n+1 data points. Neville's method recursively generates Lagrange polynomials of increasing degree to interpolate a value, stopping when results converge. Exercises demonstrate applying both methods to interpolate values for various functions.

Uploaded by

arjay plata
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lagrange Interpolating Polynomials

• A polynomial of degree one that passes through the distinct point


(x0,y0) and (x1, y1) is equal to approximating a function f(x0) = y0 and
f(x1) = y1 by means of first-degree polynomial interpolation.
• The function is defined as

and

x  x1 x  x0
L0 ( x)  L1 ( x) 
x0  x1 x1  x0
Lagrange Interpolating Polynomials

• The linear Lagrange Interpolating Polynomial through (x0, y0) and (x1,
y1) is
P( x)  L0 ( x) f ( x0 )  L1 ( x) f ( x1 )
x  x1 x  x0
P( x)  f ( x0 )  f ( x1 )
• Note that x0  x1 x1  x0

L0implies
• This  1, L0 ( x1 )  0, L1 ( x0 )  0, L1 ( x1 )  1
( x0 ) that

P( x0 )  1  f ( x0 )  0  f ( x1 )  f ( x0 )  y0
P is thePunique polynomial
( x1 )  0  f ( x0of) degree
 1  fat( x
most one that passes through
1 )  f ( x1 )  y1
(x0,y0) and (X1, y1)
Lagrange Interpolating Polynomials

• Example: Determine the Lagrange interpolating polynomial that


passes through the points (2,4) and (5,1)

x  x1 x 5 1
L0 ( x )     ( x  5)
x0  x1 25 3
x  x1 x2 1
L1 ( x )    ( x  2)
x0  x1 52 3

1 1
P( x)   ( x  5)  4  ( x  2)  1
3 3
P( x)   x  6
Lagrange Interpolating Polynomials

• Example:
The graph of y = P(x) is shown in the figure

3
y = P(x) = - x + 6
2

0
1 2 3 4 5
Lagrange Interpolating Polynomials

• If x0, x1,…xn are n+1 distinct numbers and f is a function whose values
are given at these numbers, then a unique polynomial P(x) of degree
at most n exist with
for k = 0,1,…n

f ( xk )isgiven
• The polynomial P(by
xk )

P ( x )  Ln , 0 ( x ) f ( x0 )  ...  Ln , n ( x) f ( xn )
n
P( x)  
k 0
f ( xk ) Ln , k ( x )
Lagrange Interpolating Polynomials

• Where
( x  x0 )( x  x1 )...(x  xk 1 )( x  xk 1 )...(x  xn )
Ln ,k ( x) 
( xk  x0 )( xk  x1 )...(xk  xk 1 )( xk  xk 1 )...(xk  xn )
n
x  xi
Ln ,k ( x)  
i  0 xk  xi
ik
or Ln,k (x) can simply be written as when there is no confusion
as to its degree
Lk (x)
Lagrange Interpolating Polynomials

• Example:
a.) Use the number x0 = 2, x1 = 2.75 and x2 = 4 to find the second
Lagrange Interpolating polynomial for f(x) = 1/x
b.) use this polynomial to approximate f(3) = 1/3

( x  2.75)( x  4) 2
L0 ( x )   ( x  2.75)( x  4)
( 2  2.75)(2  4) 3
( x  2)( x  4) 16
L1 ( x )   ( x  2)( x  4)
( 2.75  2)(2.75  4) 15
( x  2)( x  2.75) 2
L2 ( x )   ( x  2)( x  2.75)
( 4  2)(4  2.5) 5
Lagrange Interpolating Polynomials

Also, therefore,
1
f ( x0 )  f (2)  2
2 P ( x )   f ( xk ) Lk ( x )
1 4 k 0
f ( x1 )  f ( 2.75)  
2.75 11 1 2 35 49
1 P( x)  x  x
f ( x2 )  f (4)  22 88 44
4
An approximation to f(3) = 1/3

9 105 49 29
f (3) P (3)      0.32955
22 88 44 88
Lagrange Interpolating Polynomials

EXERCISES:
1. For the given function f(x), let x0 = 0, x1 = 0.6 and x2 = 0.9. Construct
interpolation polynomials of degree at most one and at most two to
approximate f(0.45)

1. f ( x )  cos x
2. f ( x )  1  x
3. f ( x )  ln( x  1)
4. f ( x )  tan x
Lagrange Interpolating Polynomials

EXERCISES:
2. For the given function f(x), let x0 = 1, x1 = 1.25 and x2 = 1.6.
Construct interpolation polynomials of degree at most one and at
most two to approximate f(1.4)

1. f ( x )  sin x
2. f ( x )  3 x  1
3. f ( x )  log10 (3 x  1)
4. f ( x )  e 2x
x
Data Approximation and Neville’s Method

Neville’s method overcome the trouble of the standard Lagrarian


polynomial technique of of determining the degree of polynomial to
use.

For Neville’s method, it is essential to compute the interpolated value


with polynomials of successie higher degree, stopping when the
successive values are close together.
Data Approximation and Neville’s Method

Neville’s method uses the equation


( x  x2 ) * ( f1 )  ( x1  x) * ( f 2 )
f ( x) 
x1  x2
Or in general form, (recursively generating Lagrange polynomial
approximation)

( x  xi ) * Pi 1, j  ( xi 1  x) * Pi , j 1
Pi , j 
xi  j  xi
Data Approximation and Neville’s Method

Example:
Table below lists values of a function f at various points. The
approximation requires to interpolate for x = 27.5

x f(x)
10.1 0.17537
22.2 0.37784
32.0 0.52992
41.6 0.66393
50.5 0.63608
Data Approximation and Neville’s Method

Example:
x Pi0 Pi1 P12 P13 Pi4

10.1 0.17537 0.46653 0.46141 0.46174 0.45754


22.2 0.37784 0.46009 0.46201 0.45198
32.0 0.52992 0.46711 0.40850
41.6 0.66393 0.70805
50.5 0.63608
Error computation:

P12 P13 Pi4

-0.00511 0.00033 -0.00420


0.00192 -0.01002
-0.05861
Data Approximation and Neville’s Method

EXERCISES:
1. Use Neville’s method to obtain the approximation for Lagrange
interpolating polynomials of degrees one, two and three to
approximate each of the following:

1
1. f (8.4) 2. f (  )
3
f (8.1)  16.94410
f ( 0.75)  0.07181250
f (8.3)  17.56492
f ( 0.5)  0.02475000
f (8.6)  18.50515
f ( 0.25)  0.33493750
f (8.7)  18.82091
f (0)  1.10100000
Data Approximation and Neville’s Method

EXERCISES:
2. Use Neville’s method to obtain the approximation for Lagrange
interpolating polynomials of degrees one, two and three to
approximate each of the following:

3. f ( 4.3) 4. f (0.25)
f (0)  1 f ( 1)  0.86199480
f (0.25)  1.64872 f ( 0.5)  0.95802009
f (0.5)  2.71828 f (0)  1.0986123
f (0.75)  4.48169 f (0.5)  1.2943767
Divided Differences

• The special standard notation used for divided differences is

f1  f 0
f x0 , x1    f0
[1]

called the first divided difference  x0


x1 between x0 and x1
The function

f 2  f1
f x ,
called the first divided x  
1 difference  f
[1]
between x11 and x2
x2  x1
2
Divided Differences

• In general,
ft  f s
f xs , xt  
xt  xs
Is the first divided difference between xs and xt
While, the second-and higher-order differences are defined in
terms of lower-order differences
f x1 , x2   f x0 , x1 
Say,
f x0 , x1 , x2    f0
[ 2]

x2  x0

Or , f x1 , x2 ,...xn   f x0 , x1 ,...xn 1 


f x0 , x1 ,...xn    f0
[n]

xn  x0
Divided Differences
Divided Differences

• The interpolating polynomial is


Pn ( x)  a0  ( x  x0 )a1  ( x  x0 )( x  x1 )a2  ...
 ( x  x0 )( x  x1 )...(x  xn 1) an
Divided Differences

• Example,
xi fi f[xi,xi+1] f[xi,...xi+2] f[xi,...xi+3] f[xi,...xi+4]
3.2 22.0
8.4000
2.7 17.8 2.856
2.118 -0.528
1.0 14.2 2.012 0.256
6.343 0.0865
4.8 38.3 2.263
16.750
The interpolating
5.6 polynomial
51.7 of degree 3 at points x0 = 3.2 to x3 = 4.8, is

P3 ( x)  22  8.4( x  3.2)  2.856( x  3.2)( x  2.7)  0.528( x  3.2)( x  2.7)(1.0)


Divided Differences

• EXERCISESX f(xi)
i

1. 0.765197
1.0
1.3 0.6200860

1.6 0.4554022

1.9 0.2818186

2.2 0.1103623

Complete the divided difference table for the data given, and construct the
interpolating polynomial that uses all the data and interpolate x =1.5
Divided Differences

• EXERCISES
2. f(8.4) if f(8.1)=16.94410, f(8.3) = 17.56492,
f(8.6) = 18.50515, f(8.7) = 18.82091

3. f(0.9) if f(0.6) =−0.17694460, f(0.7) = 0.01375227,


f(0.8) = 0.22363362, f(1.0) = 0.65809197

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