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Tutorial 7: "Parabolic Interpolation"

This document discusses parabolic interpolation, which uses a quadratic polynomial to approximate the shape of a function near its optimum point. It presents the basic formula for determining the coefficients of the polynomial given three known points on the function. The algorithm involves calculating a new estimated optimum point using the formula, then updating the interval bounds based on whether the new point is higher or lower than the current point. The document concludes with an example of using parabolic interpolation to find the maximum of a given function.

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130 views3 pages

Tutorial 7: "Parabolic Interpolation"

This document discusses parabolic interpolation, which uses a quadratic polynomial to approximate the shape of a function near its optimum point. It presents the basic formula for determining the coefficients of the polynomial given three known points on the function. The algorithm involves calculating a new estimated optimum point using the formula, then updating the interval bounds based on whether the new point is higher or lower than the current point. The document concludes with an example of using parabolic interpolation to find the maximum of a given function.

Uploaded by

rith
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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Tutorial 7

“Parabolic interpolation”
Instructed by Chhorn Sopheaktra

1. Introduction
Parabolic interpolation is a method that takes advantage of the fact that
a second-order polynomial often provides a good approximation to the shape
of f(x) near an optimum. In this lecture, we will study the concept of
parabolic interpolation and apply its algorithms in Matlab for finding
the optimum point.

2. Basic formula

f(x)
p(x)

x0 x3 x1 x2

Suppose we have three points A, B and C locate on function f(x). Then the
coordinate of each point is A(x0, f(x0)), B(x1,f(x1)) and C(x2,f(x2)). If
we create a second-order p(x)=ax2+bx+c to approximate the function f(x),
the coefficients a and b are given by:
f(x0)= ax02 +bx0 +c
f(x1)= ax12 +bx1 +c
f(x2)= ax22 +bx3 +c
Or
f(x0)(x1 - x2)+f(x1)(x2 - x0)  f(x2)(x0 - x1)
a=-
(x2 - x1)(x1 - x0)(x2 - x0)
f(x0)(x21 - x22)+f(x1)(x22 - x20)  f(x2)(x20 - x21)
b=
(x2 - x1)(x1 - x0)(x2 - x0)
If x3 is an optimum point of p(x), then we get:
b
p'(x3)=0 or x3  
2a
f(x0)(x21 - x22)+f(x1)(x22 - x20)  f(x2)(x20 - x21)
x3 =
2f(x0)(x1 - x2)+2f(x1)(x2 - x0)+2f(x2)(x0 - x1)

3. Algorithms
 Define function and initial condition for parabolic interpolation
 Calculate new estimator ( x3 ) using above equation
 If x1>x3 set new interval as:
 x2=x1
 x1=x3
 If x1<x3 set new interval as:
 x0=x1
 x1=x3
xnew  xold
 stopping condition  a =
xold
4. Practice
 Using parabolic section method to find the maximum point of function
2sin(x)-x2/10. We know that the initial points are x1=0, x1=1 and
x2=4. The maximum error must smaller that 0.001%.

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