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    Neville's Method: 0 1 N 1 2 K I M M M M, M ,..., M

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    This document discusses Neville's method for polynomial interpolation. Neville's method uses increasingly higher order Lagrange interpolation polynomials to interpolate a function f(x) at a given point x=p. It provides definitions of Lagrange polynomials Pm1,m2,...,mk(x) that agree with f(x) at points xm1, xm2, etc. An example applies Neville's method to approximate f(x)=1/x at x=3 using interpolation points x0=2, x1=2.5, x2=4. It constructs the necessary Lagrange polynomials and arrives at an approximation of 0.325 for f(3). A second example sets up a Neville table to approximate f(x

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    Neville's Method: 0 1 N 1 2 K I M M M M, M ,..., M

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    This document discusses Neville's method for polynomial interpolation. Neville's method uses increasingly higher order Lagrange interpolation polynomials to interpolate a function f(x) at a given point x=p. It provides definitions of Lagrange polynomials Pm1,m2,...,mk(x) that agree with f(x) at points xm1, xm2, etc. An example applies Neville's method to approximate f(x)=1/x at x=3 using interpolation points x0=2, x1=2.5, x2=4. It constructs the necessary Lagrange polynomials and arrives at an approximation of 0.325 for f(3). A second example sets up a Neville table to approximate f(x

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    This document discusses Neville's method for polynomial interpolation. Neville's method uses increasingly higher order Lagrange interpolation polynomials to interpolate a function f(x) at a given point x=p. It provides definitions of Lagrange polynomials Pm1,m2,...,mk(x) that agree with f(x) at points xm1, xm2, etc. An example applies Neville's method to approximate f(x)=1/x at x=3 using interpolation points x0=2, x1=2.5, x2=4. It constructs the necessary Lagrange polynomials and arrives at an approximation of 0.325 for f(3). A second example sets up a Neville table to approximate f(x

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    29 views2 pages

    Neville's Method: 0 1 N 1 2 K I M M M M, M ,..., M

    Uploaded by

    وقارافٖضل
    This document discusses Neville's method for polynomial interpolation. Neville's method uses increasingly higher order Lagrange interpolation polynomials to interpolate a function f(x) at a given point x=p. It provides definitions of Lagrange polynomials Pm1,m2,...,mk(x) that agree with f(x) at points xm1, xm2, etc. An example applies Neville's method to approximate f(x)=1/x at x=3 using interpolation points x0=2, x1=2.5, x2=4. It constructs the necessary Lagrange polynomials and arrives at an approximation of 0.325 for f(3). A second example sets up a Neville table to approximate f(x

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    Numerical Analysis Fall 2020

    Neville’s Method
    Lecturer: Naveed Ahmed

    Neville’s method can be applied in the situation that we want to interpolate f (x) at a given point x = p
    with increasingly higher order Lagrange interpolation polynomials.

    Definition 1.1 Let f be a function defined at x0 , x1 , . . . , xn , and suppose that m1 , m2 , . . . , mk are k distinct
    integers, with 0 ≤ mi ≤ n for each i. The Lagrange polynomial that agrees with f (x) at the k points
    xm1 , xm2 , . . . , xmk is denoted Pm1 ,m2 ,...,mk (x).

    xi Pi = f (xi ) Pi−1,i Pi−2,i−1,i


    x0 P0 = f (x0 )
    x1 P1 = f (x1 ) P0,1 (x)
    x2 P2 = f (x2 ) P1,2 (x) P0,1,2 (x)
    x3 P3 = f (x3 ) P2,3 (x) P1,2,3 (x) P0,1,2,3 (x)

    where

    1 h i
    P0,1 (x) = (x − x0 )P1 (x) − (x − x1 )P2 (x)
    (x1 − x0 )
    1 h i
    P1,2 (x) = (x − x1 )P2 (x) − (x − x1 )P1 (x)
    (x2 − x1 )
    1 h i
    P0,1,2 (x) = (x − x0 )P1,2 (x) − (x − x2 )P0,1 (x)
    (x2 − x0 )
    ......

    Example 1.2 Given x0 = 2, x1 = 2.5, x2 = 4 and a function


    1
    f (x) =
    x
    approximate f (3).

    Solution:
    Compute the values
    1 1 1
    P0 = f (x0 ) == 0.5, P1 = f (x1 ) = = 0.4 P2 = f (x2 ) = = 0.25.
    2 2.5 4
    Next we will compute the individual entries in the table as follows
    1 h i
    P0,1 (x) = (x − x0 )P1 (x) − (x − x1 )P0 (x)
    (x1 − x0 )
    1 h i
    P0,1 (3) = (x − 2) · P1 (3) − (x − 2.5) · P0 (3)
    (2.5 − 2)

    1-1
    1-2 Lecture 1: November 16, 2020

    Note that
    P0 (3) = P0 (x0 ), P1 (3) = f (x1 ), P2 (3) = f (x2 )

    1 h i
    P0,1 (3) = (3 − 2) · P1 (3) − (3 − 2.5) · P0 (3)
    (2.5 − 2)
    1 h i
    = (3 − 2) · 0.4 − (3 − 2.5) · 0.5 = 0.3
    (2.5 − 2)

    Similarly
    1 h i
    P1,2 (x) = (x − x1 )P2 (x) − (x − x2 )P1 (x)
    (x2 − x1 )
    1 h i
    P1,2 (3) = (3 − 2.5) · 0.25 − (3 − 4) · 0.4 = 0.35
    (4 − 2.5)

    Please check
    P0,1,2 = 0.325 (Check yourself please)

    Example 1.3 Neville’s method is used to approximate f (0.5), giving the following table

    xi Pi = f (xi )
    x0 = 0 P0 = 0
    x1 = 0.4 P1 = 2.8 P0,1 = 3.5
    27
    x2 = 0.7 P2 ==? P1,2 =? P0,1,2 = 7

    Determine P2 = f (0.7)

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