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Numerical Analysis

Polynomial interpolation is used to estimate values between data points by fitting a polynomial function through the points. There are several types of polynomial interpolation including linear, quadratic, and Newton's interpolation which use dividing differences. Newton's interpolation fits a polynomial of degree n through n+1 data points exactly using a divided difference table and Newton's formula.

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60 views9 pages

Numerical Analysis

Polynomial interpolation is used to estimate values between data points by fitting a polynomial function through the points. There are several types of polynomial interpolation including linear, quadratic, and Newton's interpolation which use dividing differences. Newton's interpolation fits a polynomial of degree n through n+1 data points exactly using a divided difference table and Newton's formula.

Uploaded by

amir nabil
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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Numerical Analysis

(3)

1
Interpolation

▪ Used in estimating intermediate values between precise


data points.
▪ Get a function using a given data points.
▪ Then get intermediate values using this function.

The Interpolation Problem:


Given a set of (n + 1) points,

(x0 , f ( x0 )), (x1, f ( x1)), ...., (xn , f ( xn ))


x0 … x,
f(x0) … y
Benefits 'Pros' of interpolation:
1. Plotting smooth curve using data points.
2. Quick evaluation of a function.
3. Replace complicated function by simple one.
Basis function:
A function that used for interpolating a set of data points
which will include variable.
Existence and Uniqueness : 'one and only one'
Given a set of n+1 points:

Assumption:
x0 , x1 ,..., xn are distinct

2
Theorem:
There is a unique polynomial fn(x) of order ≤ n such that:
f n ( xi ) = f ( xi ) for i = 0,1,...,n

Polynomial Interpolation

Simplest and most common type.

P n (t) = X1 t0+ X2 t1 + X3 t2+ ……. + Xn-1 t(n-1)


with AX = Y, Vander mode matrix
Example:
Determine polynomial of degree two to interpolate these data-
points: (-2, -27), (0, -1), (1, 0)
Solution
AX = Y
𝑡12 : As we need the degree two
If we have 3 points then we want three variables in output function
1 𝑡1 𝑡12 𝑥1 𝑦1
[1 𝑡2 𝑡22 ] . [𝑥2 ] = [𝑦2 ]
1 𝑡3 𝑡32 𝑥3 𝑦3
1 −2 4 𝑥1 −27
[1 0 0] . [𝑥2 ] = [ −1 ]
1 1 1 𝑥3 0
:‫ نحل المعادالت رياضيا‬, ‫بعد ضرب المصفوفتين‬
X1 = -1, X2 = 5 , X3 = -4
P2 (t) = -1 + 5 t1 – 4 t2
3
Linear Interpolation

Given any two points,


(x0 , f ( x0 ) ), (x1, f ( x1 ))
The line that interpolates the two points is:

f ( x1 ) − f ( x0 )
f1 ( x) = f ( x0 ) + (x − x0 )
x1 − x0
Example:
Find a polynomial that interpolates (1, 2) and (2, 4).
Solution
4−2
f1 ( x) = 2 + (x − 1) = 2 x
2 −1
Example:
Find log (10) for the function f(x) = log(x) when
log (8) = 0.9030900, log (12) = 1.0791812
Solution
Be aware that:
When X0 = 8, then f(X0) = 0.9030900
When X1 = 12, then f(X1) = 1.0791812
Then apply on :
f ( x1 ) − f ( x0 )
f1 ( x) = f ( x0 ) + (x − x0 )
x1 − x0
Then get value of log(10) : that mean get value of f(10)

4
Quadratic Interpolation

Given any three points (𝑥0 , 𝑓(𝑥0 )), (𝑥1 , 𝑓(𝑥1 )), 𝑎𝑛𝑑 (𝑥2 , 𝑓(𝑥2 ))
The polynomial that interpolates the three points is:

𝑓(𝑥 ) = 𝑏0 + 𝑏1 (𝑥 − 𝑥0 ) + 𝑏2 (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) + ⋯

𝑤ℎ𝑒𝑟𝑒:
) ‫ االولى‬x – ‫ الحاليه‬x ( ‫هات كل واحد مع اللي قبله و اقسم على‬

𝑏0 = 𝑓 (𝑥0 )
𝑓(𝑥1 ) − 𝑓(𝑥0 )
𝑏1 = 𝑓[𝑥0 , 𝑥1 ] =
𝑥1 − 𝑥0

𝑓(𝑥2 ) − 𝑓(𝑥1 )
− 𝑏1
𝑥2 − 𝑥1
𝑏2 = 𝑓 [𝑥0 , 𝑥1 , 𝑥2 ] =
𝑥2 − 𝑥0

Example:
Find f(x) for (0, -1) , (1, -1), (2, 7)

Example:
Given the function f(x) = ln(x) when
ln (1) = 0, ln (4) = 1.38629, ln (6) = 1.7917
Find f(x) as quadratic function then find f(3).
5
Newton's Interpolation

Work on given set of data points.


Having a matrix to get values of ( t ) then replace it in the equation.
It has a form:

P n (t) = X1+ X2 (t - t1) + X3 (t - t1) (t – t2) + …….

Example:
Using newton's interpolation to get interpolating polynomial for
(-2, -27), (0, -1), (1, 0)
Solution
t1 = -2, y1 = -27
Use :
1 0 0 𝑥1 𝑦1
[1 (𝑡2 − 𝑡1 ) 0 ] . [𝑥2 ] = [𝑦2 ]
1 (𝑡3 − 𝑡1 ) (𝑡3 − 𝑡1 )(𝑡3 − 𝑡2 ) 𝑥3 𝑦3
1 0 0 𝑥1 −27
[1 2 0 ] . [𝑥2 ] = [ −1 ]
1 3 3 𝑥3 0
:‫ نحل المعادالت رياضيا‬, ‫بعد ضرب المصفوفتين‬
X1 = -27 , X2 = 13 , X3 = -4
P (t) = -27 + 13 (t – (-2)) - 4 (t – (-2)) (t – 0)

6
Newton Divided Differences Interpolation

By having set of data points divided differences denoted by: f [ ]


f [ xk ] = f ( x k ) Zeroth order DD
f [ x1 ] − f [ x0 ]
f [ x0 , x1 ] = First order DD
x1 − x0
f [ x1 , x2 ] − f [ x0 , x1 ]
f [ x0 , x1 , x2 ] = Second order DD
x2 − x0
............
f [ x1 , x2 ,..., xk ] − f [ x0 , x1 ,..., xk −1 ]
f [ x0 , x1 ,..., xk ] =
xk − x0

Divided Difference Table

7
f(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) +
F [x0, x1, x2, x3, x4] (x-x0) (x-x1) (x-x2) (x-x3)
Example:
xi 0 1 -1
𝒇 (𝒙𝒊 ) -5 -3 -15

f [ x1 ] − f [ x0 ] − 3 − (−5)
f [ x0 , x1 ] = =2
x1 − x0 1− 0
f [ x2 ] − f [ x1 ] − 15 − (−3)
f [ x1 , x2 ] = =6
x2 − x1 −1 −1
f [ x1 , x2 ] − f [ x0 , x1 ] 6 − (2)
f [ x0 , x1 , x2 ] = = −4
x2 − x0 − 1 − (0)
f2(x)= F[x0] + F [x0, x1] (x - x0) + F [x0, x1, x2] (x - x0) (x - x1)

f 2 ( x) = −5 + 2( x − 0) − 4( x − 0)( x − 1)

8
‫‪Notes:‬‬

‫] ‪f [ x2 ] − f [ x1‬‬
‫= ] ‪f [ x1 , x2‬‬
‫‪x2 − x1‬‬ ‫= ] ‪𝑓[𝑥1 , 𝑥2‬‬
‫]االول[𝑓‪]−‬االخير[𝑓‬
‫االخير‪−‬االول‬

‫‪1‬‬ ‫‪2‬‬ ‫‪3‬‬ ‫‪4‬‬ ‫‪4‬‬ ‫‪3‬‬ ‫‪2‬‬ ‫‪1‬‬

‫] ‪𝑓[𝑥3 , 𝑥4 ] − 𝑓[𝑥2 , 𝑥3 ] − 𝑓[𝑥1 , 𝑥2 ] − 𝑓 [𝑥0 , 𝑥1‬‬


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

‫المقام‬

‫عدد المتغيرات – ‪1‬‬

‫‪Count of (xi) - 1‬‬

‫‪9‬‬

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