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Interpolation: A) Lagrange Method

Interpolation is a method of constructing new data points within the range of a discrete set of known data points. Lagrange developed a polynomial interpolation method where any set of (n+1) data points can be exactly represented by an nth degree polynomial. For a set of points (x0, y0), (x1, y1), ..., (xn, yn), the Lagrange interpolation polynomial is a linear combination of basis polynomials constructed from the data points. This polynomial can be used to estimate the value of y for any input x. Several examples are provided to demonstrate fitting data points with Lagrange interpolation polynomials of varying degrees and evaluating the polynomials.

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0% found this document useful (0 votes)
212 views12 pages

Interpolation: A) Lagrange Method

Interpolation is a method of constructing new data points within the range of a discrete set of known data points. Lagrange developed a polynomial interpolation method where any set of (n+1) data points can be exactly represented by an nth degree polynomial. For a set of points (x0, y0), (x1, y1), ..., (xn, yn), the Lagrange interpolation polynomial is a linear combination of basis polynomials constructed from the data points. This polynomial can be used to estimate the value of y for any input x. Several examples are provided to demonstrate fitting data points with Lagrange interpolation polynomials of varying degrees and evaluating the polynomials.

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© © All Rights Reserved
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INTERPOLATION

Interpolation means to adjust data to fit a relation. Mathematically it is the science of


fitting a set of (n +1) points to a polynomial of degree n.
An efficient method is due to Lagrange by which a set of (n+1) points can satisfy an nth
degree polynomial.
a) Lagrange Method:
To demonstrate this on a simple example, suppose we wish to pass a straight line by the
two points: ( x0 , y0 ) , ( x1, y1)
y  y0 y1  y0
It is easy to see that the equation is 
x  x0 x1  x0

or in the more tractable form of Lagrange

x  x1 x  x0
y  P1( x)  y0  y1
x0  x1 x1  x0

Lagrange was also able to write for (n+1) points, namely

( x0 , y 0 ) , ( x1, y1) , ( x2 , y 2 ) , . . . . . , ( xn , yn )

in the simple form

n
( x  x )( x  x ).....( x  x )( x  x )....(x  x )
y  Pn ( x)   yi ( xi  x00)( xi  x11)....(xi  xii11)( xi  xii11).....(xi nxn )
i 0

Or

( x  x1 )( x  x2 ).....( x  xn 1 )( x  xn )
y  Pn ( x)  y0 
( x0  x1 )( x0  x2 ).....( x0  xn 1 )( x0  xn )
( x  x0 )( x  x2 ).....( x  xn 1 )( x  xn )
y1  ............ 
( x1  x0 )( x1  x2 ).....( x1  xn 1 )( x1  xn )
( x  x0 )( x  x1 ).....( x  xn  2 )( x  xn 1 )
yn
( xn  x0 )( xn  x1 ).....( x1  xn  2 )( xn  xn 1 )

Page 1 of 12
or that
n
y  Pn ( x)   yi Ln,i
i 0

in which
n
(x  x j )
Ln,i   ( xi  x j )
j 0

j i

Notice that the polynomial Pn (x) is called the rational function and is used to evaluate the
approximate value of y at a given value of x  xi , i  0,1,2,..., n

A similar formula is used to evaluate the approximate value of x at a given value of y .


This formula is
( y  y1 )( y  y 2 ).....( y  y n 1 )( y  y n )
x  Pn ( y )  x0 
( y0  y1 )( y0  y 2 ).....( y 0  y n 1 )( y 0  y n )
( y  y0 )( y  y 2 ).....( y  y n 1 )( y  y n )
x1  ............ 
( y1  y0 )( y1  y 2 ).....( y1  y n 1 )( y1  y n )
( y  y0 )( y  y1 ).....( y  y n  2 )( y  y n 1 )
xn
( y n  y 0 )( y n  y1 ).....( y1  y n  2 )( y n  y n 1 )

Example 1. Interpolate y 2.3 using the data in the given table:-


x 1.1 1.7 3
y 10.6 15.2 20.3

Solution:
( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 )
y  P2 ( x)  y0  y1  y2
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 )

( x  1.7)( x  3) ( x  1.1)( x  3) ( x  1.1)( x  1.7)


 y ( x)  10.6   15.2   20.3
(1.1  1.7)(1.1  3) (1.7  1.1)(1.7  3) (3  1.1)(3  1.7)

 1.97031x 2  13.18354 x  1.51781

 P 2.3  18.38132

Page 2 of 12
Example 2. Construct the Lagrange Interpolation polynomial for the function y  sin x ,
choose the points x0  0 , x1  16 , x2  12

Solution:
Substitute in the given equation by the given values of x to get the table:
x 0 1 1
6 2
y 0 1 1
2

( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 )
y  P2 ( x)  y0  y1  y2
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 )

( x  16 )( x  12 ) 1 ( x  0)( x  12 ) ( x  0)( x  16 )
y  P2 ( x)  0   2   1
(0  16 )(0  12 ) ( 16  0)( 16  12 ) ( 12  0)( 12  16 )

   
 9 x x  1  6 x x  1  3x 2  3.5 x
2 6

Example 3. Fit the points (0,0) , (1,2) , (2,3) , (3,5) to a third degree polynomial
(rational function).

( x  1)( x  2)( x  3) ( x  0)( x  2)( x  3)


Solution: y  0 2 
(0  1)(0  2)(0  3) (1  0)(1  2)(1  3)

( x  0)( x  1)( x  2) ( x  0)( x  1)( x  2)


3 5
(2  0)(2  1)(2  3) (3  0)(3  1)(3  2)

1 3 19
 x  1.5 x 2  x
3 6
Example 4. Use Lagrange’s formula to find the rational function used to evaluate y and
hence evaluate y 2 that fits the points given in the following table:

x 1 3 4 6
Solution: y -7 5 8 14
( x  x1 )( x  x2 )( x  x3 ) ( x  x0 )( x  x2 )( x  x3 )
y  P3 ( x)  y0  y1 
( x0  x1 )( x0  x2 )( x0  x3 ) ( x1  x0 )( x1  x2 )( x  x3 )
( x  x0 )( x  x1 )( x  x3 ) ( x  x0 )( x  x1 )( x  x2 )
y2  y3
( x2  x0 )( x2  x1 )( x2  x3 ) ( x3  x0 )( x3  x1 )( x3  x2 )

Page 3 of 12
( x  3)( x  4)( x  6) ( x  1)( x  4)( x  6)
y   7   5 
(1  3)(1  4)(1  6) (3  1)(3  4)(3  6)

8 ( x  1)( x  3)( x  6)  14 ( x  1)( x  3)( x  4)


(4  1)(4  3)(4  6) (6  1)(6  3)(6  4)
1

 x 3  13 x 2  69 x  92
5

1
 
f 2   x 3  13 x 2  69 x  92  0.4
5

Example 5. Use Lagrange’s formula to obtain P x  , P 0.5 , and P 3.2 that fit the following
readings:

x 0 1 2 3
Solution: y 0 1 8 28
( x  x1 )( x  x2 )( x  x3 ) ( x  x0 )( x  x2 )( x  x3 )
y  P3 ( x)  y0  y1 
( x0  x1 )( x0  x2 )( x0  x3 ) ( x1  x0 )( x1  x2 )( x  x3 )
( x  x0 )( x  x1 )( x  x3 ) ( x  x0 )( x  x1 )( x  x2 )
y2  y3
( x2  x0 )( x2  x1 )( x2  x3 ) ( x3  x0 )( x3  x1 )( x3  x2 )
( x  1)( x  2)( x  3) ( x  0)( x  2)( x  3)
 y  0  1 
(0  1)(0  2)(0  3) (1  0)(1  2)(1  3)

8 ( x  0)( x  1)( x  3)  28 ( x  0)( x  1)( x  2)


(2  0)(2  1)(2  3) (3  1)(3  1)(3  2)
 0.5 x  x  2 x  3  4 x x  1 x  3  14
3
x x  1 x  2 
7 3 1 2 1
 P3  x   x  x  x
6 2 3
7 1 1
 P 0.5  0.53  0.52  0.5  0.1875
6 2 3
7 1 1
 P 3.2   3.2 3  3.2 2  3.2   34.176
6 2 3

Example 6. Use Lagrange’s formula to get y at x  6 ,and y at x  2.5 that fit the
following data:

x 3 5 8 9
Solution: y 2 1 5 7

Page 4 of 12
( x  x1 )( x  x2 )( x  x3 ) ( x  x0 )( x  x2 )( x  x3 )
y  P3 ( x)  y0  y1 
( x0  x1 )( x0  x2 )( x0  x3 ) ( x1  x0 )( x1  x2 )( x  x3 )
( x  x0 )( x  x1 )( x  x3 ) ( x  x0 )( x  x1 )( x  x2 )
y2  y3
( x2  x0 )( x2  x1 )( x2  x3 ) ( x3  x0 )( x3  x1 )( x3  x2 )
( x  5)( x  8)( x  9) ( x  3)( x  8)( x  9)
 y  2  1 
(3  5)(3  8)(3  9) (5  3)(5  8)(5  9)

5 ( x  3)( x  5)( x  9)  7 ( x  3)( x  5)( x  8)


(8  3)(8  5)(8  9) (9  3)(9  5)(9  8)
 1  1 
 y   ( x  5)( x  8)( x  9)   ( x  3)( x  8)( x  9) 
 30   24 
 1  7 
  ( x  3)( x  5)( x  9)   ( x  3)( x  5)( x  8)
 3  24 
 1   1 
 y 6   (6  5)(6  8)(6  9)   (6  3)(6  8)(6  9) 
 30   24 
 1  7 
  (6  3)(6  5)(6  9)   (6  3)(6  5)(6  8)
 3  24 
 y6   1.8
Similarly
 1  1 
 y 2.5   (2.5  5)(2.5  8)(2.5  9)   (2.5  3)(2.5  8)(2.5  9) 
 30   24 
 1  7 
  (2.5  3)(2.5  5)(2.5  9)   (2.5  3)(2.5  5)(2.5  8)
 3  24 
 y2.5  2.9375

Example 7. Calculate the approximate value of the real root of the equation:
x 3  5x  5  0
Solution:
Since the root is the value of x at which y =0.
Since the equation is of degree three, so, the rational function is also of degree three, i.e.
contains four constants, so, we form a table contains four points , around the required root,
satisfy the equation y  x 3  5 x  5
Suppose the table is in the form

x -1 0 1 2
y -11 -5 1 13
To evaluate x use the formula:

Page 5 of 12
( y  y1 )( y  y2 )( y  y3 ) ( y  y0 )( y  y2 )( y  y3 )
x  x0  x1 
( y0  y1 )( y0  y2 )( y0  y3 ) ( y1  y0 )( y1  y2 )( y1  y3 )
( y  y0 )( y  y1 )( y  y3 ) ( y  y0 )( y  y1 )( y  y2 )
x2  x3
( y2  y0 )( y2  y1 )( y2  y3 ) ( y3  y0 )( y3  y1 )( y3  y2 )
(0  5)(0  1)(0  13) (0  11)(0  1)(0  13)
x   1  0 
(11  5)(11  1)(11  13) (5  11)(5  1)(5  13)

1 (0  11)(0  5)(0  13)  2  (0  11)(0  5)(0  1)


(1  11)(1  5)(1  13) (13  11)(13  5)(13  1)
x = 0.844 which is the required root.
3
Example 8. Find approximately the real root of the equation: x  2 x  5  0
Solution:
Since the root is the value of x at which y =0.
Since the equation is of degree three, so, the rational function is also of degree three, i.e.
contains four constants, so, we form a table contains four points , around the required root,
satisfy the equation y  x 3  2 x  5
Suppose the table is in the form
x 1.9 2 2.1 2.3
y -1.941 -1 0. 61 2.567
To evaluate x use the formula:
( y  y1 )( y  y2 )( y  y3 ) ( y  y0 )( y  y2 )( y  y3 )
x  x0  x1 
( y0  y1 )( y0  y2 )( y0  y3 ) ( y1  y0 )( y1  y2 )( y1  y3 )
( y  y0 )( y  y1 )( y  y3 ) ( y  y0 )( y  y1 )( y  y2 )
x2  x3
( y2  y0 )( y2  y1 )( y2  y3 ) ( y3  y0 )( y3  y1 )( y3  y2 )
( y  1)( y  0.61)(2  2.567) ( y  1.941)( y  0.61)( y  2.567)
 x  1.9   2  
(1.941  1)(1.941  0.61)(1.941  2.567) (1  1.941)(1  0.61)(1  2.567)

( y  1.941)( y  1)( y  2.567) ( y  1.941)( y  1)( y  0.61)


2.1  2.3
(0.61  1.941)(0.61  1)(0.61  2.567) (2.567  1.941)(2.567  1)( 2.567  0.61)
Substituting in this formula by y =0 → x= 2.07 which is the required root.

b) Newton Divided Difference Method:


Page 6 of 12
Lagrange interpolation method is quite tedious, especially when wishes to expand L n ,i .
Another simpler method is due to Newton in which the polynomial Pn ( x) is written in the
form
Pn ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 )( x  x1 )  ...... ....  a n ( x  x0 )............( x  x n )
It is easy to see by substituting x  x0 that
a0  Pn ( x0 )  f [ x0 ]
and that by substituting for x  x1 that
Pn ( x1 )  a0
a1 
x1  x 0
f [ x1 ]  f [ x 0 ]

x1  x 0
which we shall call f [ x0 , x1 ] etc.... Thus the following table is obtained

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 , x 2 , x3 ]  f [ x 0 x1 , x2 ]
f [ x1 , x2 ]  f [ x0 , x1 , x 2 , x3 ] 
x2  x1 x3  x0
f [ x2 , x3 ]  f [ x1 , x2 ]
x2 f [ x2 ] f [ x1 , x2 , x3 ] 
x3  x1
f [ x3 ]  f [ x2 ] f [ x 2 , x3 , x 4 ]  f [ x1 , x2 , x3 ]
f [ x2 , x3 ]  f [ x1 , x 2 , x3 , x 4 ] 
x2  x1 x 4  x1
.
.
.
.
xn f [ xn ]

Example 1. For the points (0,0) , (1,2) , (2,3) , (3,5) obtain a third degree polynomial
Solution:
0 a0  0

Page 7 of 12
20
a1  f [ x0 , x1 ]  2
1 0

1 2 1
1 2 a 2  f [ x0 , x1 , x2 ]  
20 2
1 1

3 2 1
f [ x1 , x2 ]  1 a3  f [ x0 , x1 , x 2 , x3 ]  2 2 
2 1 30 3

2 1 1
2 3 f [ x1 , x2 , x3 ]  
3 1 2
53
f [ x2 , x3 ]  2
32
3 5

from which it follows that the polynomial is


P3 ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 )( x  x1 )  a3 ( x  x0 )( x  x1 )( x  x2 )
 1  1
P3 ( x )  0  2( x  0)     ( x  0)( x  1)    ( x  0)( x  1)( x  2)
 2  3
1 1
 2 x  ( x 2  x )  ( x 3  3x 2  2 x )
2 3
1 19
 x 3  15 . x2  x
3 6

Example 2. Obtain a fourth degree polynomial to fit the points


(1,0.7651977) , (13
. ,0.620086) , (16
. ,0.4554022) , (19
. ,0.2818186) ,(2.2,01103623
. )
Solution:
1 0.7651977
-0.4837057
1.3 0.6200860 -0.1087339
-0.548946 0.0658784
1.6 0.4554022 -0.0494433 0.0018251
-0.578612 0.0680685
1.9 0.2818186 0.0118183
-0.571521
2.2 0.1103623
from which it follows that the polynomial is
P4 ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 )( x  x1 )  a3 ( x  x0 )( x  x1 )( x  x2 )
 a4 ( x  x0 )( x  x1 )( x  x2 )( x  x3 )
P4 ( x )  0.7651977  0.4837057( x  1)  0.1087339( x  1)( x  1.3)
 0.0658784( x  1)( x  1.3)( x  1.6)  0.001825( x  1)( x  1.3)( x  1.6)( x  1.9)

Example 3. Find the value of f 2  and the function with least degree (the rational function)
for the following readings:
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x -1.0 0.0 0.5 1.0 2.5 3.0
y 3.0 -2.0 -0.375 3.0 16.125 19.0
Solution:
-1 3.0
-5.0
0.0 -2.0 5.5
3.25 -1.0
0.5 -0.375 3.5 0
6.75 -1.0 0
1.0 3.0 1.0 0
8.75 -1.0
2.5 16.125 -1.5
5.75
3.0 19.0
from which it follows that the polynomial is
P3 ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 )( x  x1 )  a3 ( x  x0 )( x  x1 )( x  x2 )
P3 ( x )  3  5( x  1)  5.5( x  1)( x  0)  1( x  1)( x  0)( x  0.5)
  x 3  5x 2  x  2
3 2
f 2   2   52   2   2  12

Example 4. Find the value of log 4.01 from the following table:
X 4.0002 4.0104 4.0232 4.0294
Y 0.6020817 0.6031877 0.6045716 0.6052404
Solution:
4.0002 0.6020817
1.08431
4.0104 0.6031877 -0.013652
1.08117 0.024144
4.0232 0.6045716 -0.012947
1.07871
4.0294 0.6052404
from which it follows that the polynomial is
P3 ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 )( x  x1 )  a3 ( x  x0 )( x  x1 )( x  x2 )
P3 ( x )  0.6020817  1.08431( x  4.0002)  0.0136521( x  4.0002)( x  4.0104)
 0.024144( x  4.0002)( x  4.0104)( x  4.029)
f ( 4.01)  0.6020817  1.08431( 4.01  4.0002)  0.0136521( 4.01  4.0002)( 4.01  4.0104)
 0.024144( 4.01  4.0002)( 4.01  4.0104)( 4.01  4.029)
 f ( 4.01) 

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Example 5. Find the value of y 0.5, y 3.2  using the data in the following table:
x 0 1 2 3
y 0 1 8 28
Solution:
0 0
1
1 1 3
7
7 6

2 8 6.5
20
3 28
from which it follows that the polynomial is
P3 ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 )( x  x1 )  a3 ( x  x0 )( x  x1 )( x  x2 )
7
P3 ( x )  0  1( x  0)  3( x  0)( x  1)  ( x  0)( x  1)( x  2)
6
7 1 1
y ( x)  x 3  x 2  x
6 2 3
7 1 1
 y (0.5)  0.53  0.52  0.5  0.18749997
6 2 3
Example 6. Form the interpolation polynomial for the function y  f  x  for the data in the
given table using the general Newton’s formula, then use it to get the value of f 3.7608 .
X 0 2.5069 5.0154 7.5277
Y 0.3989423 0.39888169 0.3984408 0.398138
Solution:
0 0.3989423
-0.00005
2.5069 0.39888169 -0.0000199
-0.0001499 0.0
5.0154 0.3984408 -0.0000199
-0.0002496
7.5277 0.398138
from which it follows that the polynomial is
P2 ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 )( x  x1 )
P2 ( x )  0.3989423  0.00005( x  0)  0.0000 ( x  0)( x  2.5069 )
y ( x)  1.99  10 5 x 2  1.1269  10 7 x  0.3989423
 y (3.7608)  1.99  10  5 3.76082  1.1269  10  7 3.7608   0.3989423
 0.3986604
Page 10 of 12
Example 7. Use Newton’s interpolation general formula to get the value of y at x  6
from the following set of data.
x 2 4 5 7 10
y 3 1 5 6 15
Solution:
2 3
-1
5
4 1 3

4 - 17
30
19
5 5 - 76 180
5
0.5 18
7 6 0.5
3
10 15

from which it follows that the polynomial is


P4 ( x)  a0  a1 ( x  x0 )  a2 ( x  x0 )( x  x1 )  a3 ( x  x0 )( x  x1 )( x  x2 )
 a4 ( x  x0 )( x  x1 )( x  x2 )( x  x3 )
P4 ( x)  3  1( x  2)  53 ( x  2)( x  4)  17
30
( x  2)( x  4)( x  5)
19
 180 ( x  2)( x  4)( x  5)( x  7 )
y (6)  3  1(6  2)  53 (6  2)(6  4)  17
30
19
(6  2)(6  4)(6  5)  180 (6  2)(6  4)(6  5)(6  7)
313
y (6)  3  4  53 (4)(2)  17
30
19
(4)(2)(1)  180 (4)(2)(1)(1)   6.955555555555556
45
Example 18. Interpolate y 2.3 using the data in the given table:-
x 1.1 1.7 3
y 10.6 15.2 20.3

Solution: using Newton’s general formula


1.1 10.6
7.66667
1.7 15.2 -1.97031
3.92308
3 20.3
from which it follows that the polynomial is

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P2 ( x )  a0  a1 ( x  x0 )  a2 ( x  x0 )( x  x1 )

P2 ( x)  10.6  7.66667 ( x  1.1)  1.9731( x  1.1)( x  1.7)


y ( 2.3)  10.6  7.66667 ( 2.3  1.1)  1.9731( 2.3  1.1)( 2.3  1.7)
 10.6  7.66667 (1.2)  1.9731(1.2)(0.6)  18.38135

Exercises:
1. Use Lagrange interpolation to fit a fourth-degree polynomial to the points
(1,0.765) (1.3,0.62) (1.6,0.455) (1.9,0.281) (2.2,0.11)
2. Use the divided-difference to fit a third-degree polynomial to the points
(-1,0.22) (-0.5,0.62) (0,0.55) (0.5,0.35)
3. Use Lagrange interpolation to find an approximate value for cos 0.75 if
cos 0.733  0.7432 cos 0.803  0.6946

++++++++++++++++++++++++++++++++++++++++++

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