SE301: Numerical Methods

Topic 5:
Interpolation
Lectures 20-22:

KFUPM

Read Chapter 18, Sections 1-5

CISE301_Topic5 KFUPM 1
 Lecture 20
Introduction to Interpolation
Introduction
Interpolation Problem
Existence and Uniqueness
Linear and Quadratic Interpolation
Newton’s Divided Difference Method
Properties of Divided Differences

CISE301_Topic5 KFUPM 2
Introduction
Interpolation was used for x sin(x)
long time to provide an
0 0.0000
estimate of a tabulated
function at values that are 0.1 0.0998
not available in the table.
0.2 0.1987

What is sin (0.15)? 0.3 0.2955

0.4 0.3894

Using Linear Interpolation sin (0.15) ≈ 0.1493

True value (4 decimal digits) sin (0.15) = 0.1494
CISE301_Topic5 KFUPM 3
The Interpolation Problem
Given a set of n+1 points,

 x0 , f ( x0 )  ,  x1, f ( x1 )  , ....,  xn , f ( xn ) 
Find an nth order polynomial f n (x )
that passes through all points, such that:

f n ( xi )  f ( xi ) for i  0,1, 2,..., n

CISE301_Topic5 KFUPM 4
Example
Temperature Viscosity
An experiment is used to determine (degree)
the viscosity of water as a function
of temperature. The following table
0 1.792
is generated:
5 1.519

10 1.308
Problem: Estimate the viscosity
when the temperature is 8 degrees.
15 1.140

CISE301_Topic5 KFUPM 5
Interpolation Problem
Find a polynomial that fits the data
points exactly.
V : Viscosity
n
V(T)   ak T k T : Temperatur e
k 0 ak : Polynomial
Vi  V(Ti ) coefficients
Linear Interpolation: V(T)= 1.73 − 0.0422 T
V(8)= 1.3924
CISE301_Topic5 KFUPM 6
Existence and Uniqueness
Given a set of n+1 points:
 x0 , f ( x0 )  ,  x1, f ( x1 )  , ....,  xn , f ( xn ) 
Assumption: x0 , x1 ,..., xn are distinct

Theorem:
There is a unique polynomial fn(x) of order ≤ n
such that:
f n ( xi )  f ( xi ) for i  0 ,1,...,n
CISE301_Topic5 KFUPM 7
Examples of Polynomial Interpolation
Linear Interpolation Quadratic Interpolation

 Given any two points, Given any three points there

there is one polynomial of is one polynomial of order ≤
order ≤ 1 that passes 2 that passes through the
through the two points. three points.

CISE301_Topic5 KFUPM 8
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).

42
f1 ( x)  2   x  1  2 x
2 1

CISE301_Topic5 KFUPM 9
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 2 ( x)  b0  b1  x  x0   b2  x  x0  x  x1 
where :
b0  f ( x0 )
f ( x1 )  f ( x0 )
b1  f [ x0 , x1 ] 
x1  x0
f ( x2 )  f ( x1 ) f ( x1 )  f ( x0 )

x2  x1 x1  x0
b2  f [ x0 , x1 , x2 ] 
x2  x0
CISE301_Topic5 KFUPM 10
General n Order Interpolation
th

Given any n+1 points:  x0 , f ( x0 )  ,  x1 , f ( x1 )  , ...,  xn , f ( xn ) 

The polynomial that interpolates all points is:

f n ( x)  b0  b1  x  x0   b2  x  x0  x  x1   ...  bn  x  x0 ... x  xn 1 
b0  f ( x0 )
b1  f [ x0 , x1 ]
....
bn  f [ x0 , x1 , ... , xn ]

CISE301_Topic5 KFUPM 11
 Divided Differences
f [ x k ]  f ( xk ) 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

CISE301_Topic5 KFUPM 12
Divided Difference Table
x F[ ] F[ , ] F[ , , ] F[ , , ,]
x0 F[x0] F[x0,x1] F[x0,x1,x2] F[x0,x1,x2,x3]
x1 F[x1] F[x1,x2] F[x1,x2,x3]
x2 F[x2] F[x2,x3]
x3 F[x3]

 i 1 
 x  x j 
n
f n ( x)    F [ x0 , x1 ,..., xi ] 
i 0  j 0 

CISE301_Topic5 KFUPM 13
Divided Difference Table
x F[ ] F[ , ] F[ , , ]
xi f(xi)
0 -5 2 -4
1 -3 6
0 -5
-1 -15 1 -3
-1 -15
Entries of the divided difference
table are obtained from the data
table using simple operations.

CISE301_Topic5 KFUPM 14
Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi f(xi)
0 -5 2 -4 0 -5
1 -3 6 1 -3
-1 -15 -1 -15

The first two column of the

table are the data columns.
Third column: First order differences.
Fourth column: Second order differences.
CISE301_Topic5 KFUPM 15
Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15
 3  (5)
2
1 0
f [ x1 ]  f [ x0 ]
f [ x0 , x1 ] 
x1  x0

CISE301_Topic5 KFUPM 16
Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15
 15  (3)
6
1 1

f [ x2 ]  f [ x1 ]
f [ x1 , x2 ] 
x2  x1

CISE301_Topic5 KFUPM 17
Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15

6  ( 2)
 4
 1  (0)
f [ x1 , x2 ]  f [ x0 , x1 ]
f [ x0 , x1 , x2 ] 
x2  x0
CISE301_Topic5 KFUPM 18
Divided Difference Table
x F[ ] F[ , ] F[ , , ] xi yi
0 -5 2 -4 0 -5
1 -3 6
-1 -15 1 -3
-1 -15

f 2 ( x)  5  2( x  0)  4( x  0)( x  1)

f2(x)= F[x0]+F[x0,x1] (x-x0)+F[x0,x1,x2] (x-x0)(x-x1)

CISE301_Topic5 KFUPM 19
Two Examples
Obtain the interpolating polynomials for the two examples:

x y x y

1 0 2 3

2 3 1 0

3 8 3 8

What do you observe?

CISE301_Topic5 KFUPM 20
Two Examples
x Y
x Y
1 0 3 1 2 3 3 1
2 3 5 1 0 4
3 8 3 8

P2 ( x)  0  3( x  1)  1( x  1)( x  2) P2 ( x)  3  3( x  2)  1( x  2)( x  1)
 x 1
2  x2 1

Ordering the points should not affect the interpolating polynomial.

CISE301_Topic5 KFUPM 21
Properties of Divided Difference
Ordering the points should not affect the divided difference:

f [ x0 , x1 , x2 ]  f [ x1 , x2 , x0 ]  f [ x2 , x1 , x0 ]

CISE301_Topic5 KFUPM 22
Example
 Find a polynomial to x f(x)
interpolate the data.
2 3

4 5

5 1

6 6

7 9

CISE301_Topic5 KFUPM 23
Example
x f(x) f[ , ] f[ , , ] f[ , , , ] f[ , , , , ]
2 3 1 -1.6667 1.5417 -0.6750
4 5 -4 4.5 -1.8333
5 1 5 -1
6 6 3
7 9
f 4  3  1( x  2)  1.6667( x  2)( x  4)  1.5417( x  2)( x  4)( x  5)
 0.6750( x  2)( x  4)( x  5)( x  6)

CISE301_Topic5 KFUPM 24
Example

x 1.6 2 2.5 3.2 4 4.5

f(x) 2 8 14 15 8 2

 Calculate f (2.8) using Newton’s interpolating

polynomials of order 1 through 3. Choose the
sequence of the points for your estimates to
attain the best possible accuracy.

CISE301_Topic5 KFUPM 25
 Example

x f(x) f[ , ] f[ , , ] f[ , , , ]
2.5 14 1.4286 -8.8095 1.0120
3.2 15 5.8333 -7.2917  
2 8 0    
4 8      
The first through third-order interpolations can then be implemented as
  f ( 2.8)  14  1.428571( 2.8  2.5)  14.428571
1

f 2 (2.8)  14  1.428571(2.8  2.5)  8.809524(2.8  2.5)(2.8  3.2)  15.485714

f 3 (2.8)  14  1.428571(2.8  2.5)  8.809524(2.8  2.5)(2.8  3.2)
 1.011905(2.8  2.5)(2.8  3.2)(2.8  2.)  15.388571
CISE301_Topic5 KFUPM 26
Summary
Interpolating Condition : f ( xi )  f n ( xi ) for i  0, 1, 2, ..., n
* The interpolating Polynomial is unique.
* Different methods can be used to obtain it
- Newton Divided Difference [Section 18.1 ]
- Lagrange Interpolation [Section 18. 2]
- Other methods

Ordering the points should not affect the interpolating polynomial.

CISE301_Topic5 KFUPM 27
 Lecture 21
Lagrange Interpolation

CISE301_Topic5 KFUPM 28
The Interpolation Problem
Given a set of n+1 points:

 x0 , f ( x0 )  ,  x1, f ( x1 )  , ....,  xn , f ( xn ) 
Find an nth order polynomial: f n (x )
that passes through all points, such that:

f n ( xi )  f ( xi ) for i  0,1, 2,..., n

CISE301_Topic5 KFUPM 29
Lagrange Interpolation
Problem: xi x0 x1 …. xn
Given
yi y0 y1 …. yn

Find the polynomial of least order f n (x) such that:

f n ( xi )  f ( xi ) for i  0,1,..., n
n
Lagrange Interpolation Formula: f n ( x)   f  xi  i ( x)
i 0

x  x 
n
i ( x)   x  x 
j 0, j i
j

i j
CISE301_Topic5 KFUPM 30
Lagrange Interpolation

i ( x) are called the cardinals.

The cardinals are n th order polynomials :
0 i  j
i ( x j )  
1 i  j

CISE301_Topic5 KFUPM 31
Lagrange Interpolation Example
P2 ( x)  f ( x0 )0 ( x)  f ( x1 )1 ( x)  f ( x2 )2 ( x) x 1/3 1/4 1

0 ( x) 
 x  x1   x  x2 

 x  1 / 4   x  1 y 2 -1 7
 x0  x1   x0  x2  1 / 3  1 / 4 1 / 3  1
1 ( x) 
 x  x0   x  x2    x  1 / 3  x  1
 x1  x0   x1  x2  1 / 4  1 / 3 1 / 4  1
2 ( x ) 
 x  x0   x  x1    x  1 / 3  x  1 / 4
 x2  x0   x2  x1  1  1 / 3 1  1 / 4
P2 ( x)  2  18( x  1 / 4)( x  1)  116( x  1 / 3)( x  1)
 7 2( x  1 / 3)( x  1 / 4)

CISE301_Topic5 KFUPM 32
Example
Find a polynomial to interpolate: x y

0 1
Both Newton’s interpolation
method and Lagrange 1 3
interpolation method must
give the same answer.
2 2

3 5

4 4

CISE301_Topic5 KFUPM 33
Newton’s Interpolation Method
0 1 2 -3/2 7/6 -5/8

1 3 -1 2 -4/3

2 2 3 -2

3 5 -1

4 4

CISE301_Topic5 KFUPM 34
Interpolating Polynomial

3 7
f 4 ( x)  1  2( x)  x( x  1)  x( x  1)( x  2)
2 6
5
 x( x  1)( x  2)( x  3)
8

CISE301_Topic5 KFUPM 35
Interpolating Polynomial Using
Lagrange Interpolation Method
4
f 4 ( x)   f ( xi ) i  0  31  22  53  44
i 0

x 1 x  2 x 3 x4
0 
0 1 0  2 03 04
x0 x2 x3 x4
1 
1 0 1 2 1 3 1 4
x  0 x 1 x 3 x4
2 
2  0 2 1 23 24
x  0 x 1 x2 x4
3 
3  0 3 1 3 2 3 4
x  0 x 1 x2 x 3
4 
4  0 4 1 42 43
CISE301_Topic5 KFUPM 36
 Lecture 22
Inverse Interpolation
Error in Polynomial Interpolation

CISE301_Topic5 KFUPM 37
 Inverse Interpolation
xi x0 x1 …. xn
Problem :
Given the table and y g . yi y0 y1 …. yn
Find x g such that : f ( x g )  y g .

One approach:
Use polynomial interpolation to obtain fn(x) to interpolate the
data then use Newton’s method to find a solution to:
f n ( xg )  y g
CISE301_Topic5 KFUPM 38
Inverse Interpolation
Alternative Approach

Inverse interpolation: xi x0 x1 …. xn
1. Exchange the roles
yi y0 y1 …. yn
of x and y.

2. Perform polynomial
Interpolation on the yi y0 y1 …. yn
new table. xi x0 x1 …. xn
3. Evaluate

f n ( yg )

CISE301_Topic5 KFUPM 39
Inverse Interpolation

x
y

x y

CISE301_Topic5 KFUPM 40
Inverse Interpolation
Question:

What is the limitation of inverse interpolation?

• The original function has an inverse.

• y1, y2, …, yn must be distinct.

CISE301_Topic5 KFUPM 41
Inverse Interpolation
Example

x 1 2 3
Problem : y 3.2 2.0 1.6
Given the table. Find x g such that f ( xg )  2.5

3.2 1 -.8333 1.0416

2.0 2 -2.5
1.6 3

f 2 ( y )  1  0.8333( y  3.2)  1.0416( y  3.2)( y  2)

f 2 (2.5)  1  0.8333(0.7)  1.0416(0.7)(0.5)  1.2187
CISE301_Topic5 KFUPM 42
10th Order Polynomial Interpolation
2

1.5 10 th order interpolating polynomial

0.5

true function

-0.5
-5 -4 -3 -2 -1 0 1 2 3 4 5

CISE301_Topic5 KFUPM 43
Errors in polynomial Interpolation
 Polynomial interpolation may lead to large
errors (especially for high order polynomials).
BE CAREFUL

 When an nth order interpolating polynomial is

used, the error is related to the (n+1)th order
derivative.

CISE301_Topic5 KFUPM 44
Errors in polynomial Interpolation
Theorem
Let f(x) be a function such that :
(n 1 ) ( n 1)
f (x) is continuous on [a, b], and f  M.
Let P(x) be any polynomial of degree  n
that interpolates f at n  1 equally spaced points
in [a, b] (including the end points). Then :
n 1
M ba
f(x)-P(x)   
4(n  1)  n 
CISE301_Topic5 KFUPM 45
Example 1
f(x)  sin (x)
We want to use 9 th order polynomial to interpolate f(x)
(using 10 equally spaced points) in the interval[0,1.6875].

f ( n 1)  1 for n  0
M  1, n  9
n 1
M ba
f(x)-P(x)   
4( n  1)  n 
10
1  1.6875  9
f(x)-P(x)     1.34  10
4(10)  9 
CISE301_Topic5 KFUPM 46
Interpolation Error
If f n (x) is the polynomial of degree n that interpolates
the function f(x) at the nodes x0 , x1 ,..., xn , then for any x
not a node :
n
f(x)  f n ( x)  f [ x0 , x1 ,..., xn , x]   x  xi 
i 0

Not useful. Why?

CISE301_Topic5 KFUPM 47
Approximation of the Interpolation
Error
If f n (x) is the polynomial of degree n that interpolates
the function f(x) at the nodes x0 , x1 ,..., xn .
Let ( xn 1 , f ( xn 1 )) be an additional point.

The interpolation error is approximated by :

n
f(x)  f n ( x)  f [ x0 , x1 ,..., xn , xn 1 ]   x  xi 
i 0

CISE301_Topic5 KFUPM 48
Divided Difference Theorem
If f ( n ) is continuous on [a, b], and if x0 , x1 ,..., xn
are any n  1 distinct points in [a, b], then for some   [a, b] :
1 (n)
f [ x0 , x1 ,..., xn ]  f   
n!

If f ( x) is a polynomial of order n, 1 4 1 0 0
then : 2 5 1 0

f [ x0 , x1 ,..., xi ]  0 i  n  1 3 6 1
4 7
f ( x)  3  x
CISE301_Topic5 KFUPM 49
Summary
 The interpolating polynomial is unique.
 Different methods can be used to obtain it.
 Newton’s divided difference
 Lagrange interpolation
 Others
 Polynomial interpolation can be sensitive to
data.
 BE CAREFUL when high order polynomials
are used.
CISE301_Topic5 KFUPM 50