INTERPOLATION

Interpolation is a process of finding a formula (often a polynomial)

whose graph will pass through a given set of points (x, y ).
As an example, consider defining
x0 = 0, x1 = π/4, x2 = π/2
and
yi = cos xi , i = 0, 1, 2
This gives us the three points
 
π √1 π


(0, 1) , 4 , 2
, 2,0

Now find a quadratic polynomial

p(x) = a0 + a1 x + a2 x 2
for which
p(xi ) = yi , i = 0, 1, 2
The graph of this polynomial is shown on the accompanying graph.
We later give an explicit formula.
 Quadratic interpolation of cos(x)

y = cos(x)
y = p (x)
2

x
π/4 π/2
PURPOSES OF INTERPOLATION

1 Replace a set of data points {(xi , yi )} with a function given

analytically.
2 Approximate functions with simpler ones, usually polynomials
or ‘piecewise polynomials’.
Purpose #1 has several aspects.
The data may be from a known class of functions.
Interpolation is then used to find the member of this class of
functions that agrees with the given data. For example, data
may be generated from functions of the form

p(x) = a0 + a1 e x + a2 e 2x + · · · + an e nx

Then we need to find the coefficients {aj } based on the given

data values.
We may want to take function values f (x) given in a table for
selected values of x, often equally spaced, and extend the
function to values of x not in the table.
For example, given numbers from a table of logarithms,
estimate the logarithm of a number x not in the table.
Given a set of data points {(xi , yi )}, find a curve passing
through these points that is “pleasing to the eye”. In fact,
this is what is done continually with computer graphics. How
do we connect a set of points to make a smooth curve?
Connecting them with straight line segments will often give a
curve with many corners, whereas what was intended was a
smooth curve.
Purpose #2 for interpolation is to approximate functions f (x) by
simpler functions p(x), perhaps to make it easier to integrate or
differentiate f (x). That will be the primary reason for studying
interpolation in this course.
As an example of why this is important, consider the problem of
evaluating Z 1
dx
I =
0 1 + x 10
This is very difficult to do analytically. But we will look at
producing polynomial interpolants of the integrand; and
polynomials are easily integrated exactly.
We begin by using polynomials as our means of doing
interpolation. Later in the chapter, we consider more complex
‘piecewise polynomial’ functions, often called ‘spline functions’.
LINEAR INTERPOLATION
The simplest interpolation is linear interpolation: given two data
points (x0 , y0 ) and (x1 , y1 ), find a polynomial P1 (x) of a degree
≤ 1 such that
P1 (x0 ) = y0 , P1 (x1 ) = y1 ($)
We can write the interpolation polynomial as
P1 (x) = a0 + a1 x
and determine a0 and a1 from the interpolation conditions ($).
y

(x1,y1)

(x0,y0)

x
LINEAR INTERPOLATION

There are more convenient ways to write the linear interpolant,

and we give several of them below.

x − x1 x − x0 (x1 − x) y0 + (x − x0 ) y1
P1 (x) = y0 + y1 =
x0 − x1 x1 − x0 x1 − x0
 
x − x0 y1 − y0
= y0 + (y1 − y0 ) = y0 + (x − x0 )
x1 − x0 x1 − x0

Check each of these by evaluating them at x = x0 and x1 to see if

the respective values are y0 and y1 .
Example
Following is a table of values for f (x) = tan x for a few values of x.

x 1 1.1 1.2 1.3

tan x 1.5574 1.9648 2.5722 3.6021

Use linear interpolation to estimate tan(1.15). Then use

x0 = 1.1, x1 = 1.2

with corresponding values for y0 and y1 . Then

x − x0
tan x ≈ y0 + (y1 − y0 )
x1 − x0
1.15 − 1.1 .
tan(1.15) ≈ 1.9648 + (2.5722 − 1.9648) = 2.2685
1.2 − 1.1
.
The true value is tan(1.15) = 2.2345. We will want to examine
formulas for the error in interpolation, to know when we have
sufficient accuracy in our interpolant.
y

y=tan(x)

1 1.3 x

y = tan(x)
y = p1(x)

x
1.1 1.2
QUADRATIC INTERPOLATION
We want to find a polynomial

P2 (x) = a0 + a1 x + a2 x 2

which satisfies
P2 (xi ) = yi , i = 0, 1, 2
for given data points (x0 , y0 ), (x1 , y1 ), (x2 , y2 ). One formula for
such a polynomial is

P2 (x) = y0 L0 (x) + y1 L1 (x) + y2 L2 (x) (∗)

with
(x−x1 )(x−x2 ) (x−x0 )(x−x2 )
L0 (x) = (x0 −x1 )(x0 −x2 ) , L1 (x) = (x1 −x0 )(x1 −x2 )
(x−x0 )(x−x1 )
L2 (x) = (x2 −x0 )(x2 −x1 )

The formula (∗) is called Lagrange’s form of the interpolation

polynomial.
LAGRANGE BASIS FUNCTIONS
The functions
(x−x1 )(x−x2 ) (x−x0 )(x−x2 )
L0 (x) = (x0 −x1 )(x0 −x2 ) , L1 (x) = (x1 −x0 )(x1 −x2 )
(x−x0 )(x−x1 )
L2 (x) = (x2 −x0 )(x2 −x1 )

are called ‘Lagrange basis functions’ for quadratic interpolation.

They have the properties

1, i = j
Li (xj ) =
0, i 6= j

for i, j = 0, 1, 2. Also, they all have degree 2.

As a consequence of each Li (x) being of degree 2, we have that
the interpolant

P2 (x) = y0 L0 (x) + y1 L1 (x) + y2 L2 (x)

must have degree ≤ 2.

UNIQUENESS
Can there be another polynomial, call it Q(x), for which
deg(Q) ≤ 2, Q(xi ) = yi , i = 0, 1, 2
i.e., is the Lagrange formula P2 (x) unique?
Introduce
R(x) = P2 (x) − Q(x)
From the properties of P2 and Q, we have deg(R) ≤ 2. Moreover,
R(xi ) = P2 (xi ) − Q(xi ) = yi − yi = 0
for all three node points x0 , x1 , and x2 . How many polynomials
R(x) are there of degree at most 2 and having three distinct zeros?
The answer is that only the zero polynomial satisfies these
properties, and therefore
R(x) = 0 for all x
Q(x) = P2 (x) for all x
SPECIAL CASES
Consider the data points (x0 , 1), (x1 , 1), (x2 , 1). What is the
polynomial P2 (x) in this case?
Answer: We must have the polynomial interpolant is
P2 (x) ≡ 1
meaning that P2 (x) is the constant function. Why? First, the
constant function satisfies the property of being of degree ≤ 2.
Next, it clearly interpolates the given data. Therefore by the
uniqueness of quadratic interpolation, P2 (x) must be the constant
function 1.
Consider now the data points (x0 , mx0 ), (x1 , mx1 ), (x2 , mx2 ) for
some constant m. What is P2 (x) in this case? By an argument
similar to that above,
P2 (x) = mx for all x
Thus the degree of P2 (x) can be less than 2.
HIGHER DEGREE INTERPOLATION
We consider now the case of interpolation by polynomials of a
general degree n. We want to find a polynomial Pn (x) for which
deg(Pn ) ≤ n, Pn (xi ) = yi , i = 0, 1, · · · , n (∗∗)
with given data points
(x0 , y0 ) , (x1 , y1 ) , · · · , (xn , yn )
The solution is given by Lagrange’s formula
Pn (x) = y0 L0 (x) + y1 L1 (x) + · · · + yn Ln (x)
The Lagrange basis functions are given by
(x − x0 ) · · · (x − xk−1 )(x − xk+1 ) · · · (x − xn )
Lk (x) =
(xk − x0 ) · · · (xk − xk−1 )(xk − xk+1 ) · · · (xk − xn )
for k = 0, 1, 2, ..., n. The quadratic case was covered earlier.
In a manner analogous to the quadratic case, we can show that the
above Pn (x) is the only solution to the problem (∗∗).
For each k,
(x − x0 ) · · · (x − xk−1 )(x − xk+1 ) · · · (x − xn )
Lk (x) =
(xk − x0 ) · · · (xk − xk−1 )(xk − xk+1 ) · · · (xk − xn )

is a polynomial of degree n. In addition,


1, k = i
Lk (xi ) =
0, k 6= i

Using these properties, it follows that the formula

Pn (x) = y0 L0 (x) + y1 L1 (x) + · · · + yn Ln (x)

satisfies the interpolation problem of finding a solution to

deg(Pn ) ≤ n, Pn (xi ) = yi , i = 0, 1, · · · , n
EXAMPLE
Recall the table
x 1 1.1 1.2 1.3
tan x 1.5574 1.9648 2.5722 3.6021
We now interpolate this table with the nodes
x0 = 1, x1 = 1.1, x2 = 1.2, x3 = 1.3
Without giving the details of the evaluation process, we have the
following results for interpolation with degrees n = 1, 2, 3:
n 1 2 3
Pn (1.15) 2.2685 2.2435 2.2296
Error −.0340 −.0090 .0049
The accuracy improves with increasing degree n, but not at a very
rapid rate. In fact, the error becomes worse when n is increased
further (for this particular function tan x). Later we will see that
interpolation of a much higher degree, say n ≥ 10, is often poorly
behaved when the node points {xi } are evenly spaced.
A FIRST ORDER DIVIDED DIFFERENCE
For a given function f (x) and two distinct points x0 and x1 , define
f (x1 ) − f (x0 )
f [x0 , x1 ] =
x1 − x0
This is called a first order divided difference of f (x).
By the mean-value theorem,
f (x1 ) − f (x0 ) = f 0 (c) (x1 − x0 )
for some c between x0 and x1 . Thus
f [x0 , x1 ] = f 0 (c)
and the divided difference in very much like the derivative,
especially if x0 and x1 are quite close together. In fact,
 
0 x1 + x0
f ≈ f [x0 , x1 ]
2
is quite an accurate approximation of the derivative (see §5.4).
SECOND ORDER DIVIDED DIFFERENCES
Given three distinct points x0 , x1 , and x2 , define
f [x1 , x2 ] − f [x0 , x1 ]
f [x0 , x1 , x2 ] =
x2 − x0
This is called the second order divided difference of f (x).
By a fairly complicated argument, we can show
1
f [x0 , x1 , x2 ] = f 00 (c)
2
for some c intermediate to x0 , x1 , and x2 . In fact, as we
investigate in §5.4,

f 00 (x1 ) ≈ 2!f [x0 , x1 , x2 ]

in the case the nodes are evenly spaced,

x1 − x0 = x2 − x1
EXAMPLE
x 1 1.1 1.2 1.3 1.4
cos x .54030 .45360 .36236 .26750 .16997
Let x0 = 1, x1 = 1.1, and x2 = 1.2. Then
.45360 − .54030
f [x0 , x1 ] = = −.86700
1.1 − 1
.36236 − .45360
f [x1 , x2 ] = = −.91240
1.2 − 1.1
f [x1 , x2 ] − f [x0 , x1 ]
f [x0 , x1 , x2 ] =
x2 − x0
−.91240 − (−.86700)
= = −.22700
1.2 − 1.0
For comparison,
 
0 x1 + x0
f = − sin (1.05) = −.86742
2
1 00 1
f (x1 ) = − cos (1.1) = −.22680
2 2
GENERAL DIVIDED DIFFERENCES

Given n + 1 distinct points x0 , ..., xn , with n ≥ 2, define

f [x1 , ..., xn ] − f [x0 , ..., xn−1 ]

f [x0 , ..., xn ] =
xn − x0

This is a recursive definition of the nth -order divided difference of

f (x), using divided differences of order n. Its relation to the
derivative is as follows:
1 (n)
f [x0 , ..., xn ] = f (c)
n!
for some c intermediate to the points {x0 , ..., xn }. Let I denote the
interval
I = [min {x0 , ..., xn } , max {x0 , ..., xn }]
Then c ∈ I , and the above result is based on the assumption that
f (x) is n-times continuously differentiable on the interval I .
EXAMPLE
The following table gives divided differences for the data in
x 1 1.1 1.2 1.3 1.4
cos x .54030 .45360 .36236 .26750 .16997
For the column headings, we use
D k f (xi ) = f [xi , ..., xi+k ]

i xi f (xi ) Df (xi ) D 2 f (xi ) D 3 f (xi ) D 4 f (xi )

0 1.0 .54030 -.8670 -.2270 .1533 .0125
1 1.1 .45360 -.9124 -.1810 .1583
2 1.2 .36236 -.9486 -.1335
3 1.3 .26750 -.9753
4 1.4 .16997
These were computed using the recursive definition
f [x1 , ..., xn ] − f [x0 , ..., xn−1 ]
f [x0 , ..., xn ] =
xn − x0
ORDER OF THE NODES
Looking at f [x0 , x1 ], we have
f (x1 ) − f (x0 ) f (x0 ) − f (x1 )
f [x0 , x1 ] = = = f [x1 , x0 ]
x1 − x0 x0 − x1
The order of x0 and x1 does not matter. Further,
f [x1 , x2 ] − f [x0 , x1 ]
f [x0 , x1 , x2 ] =
x2 − x0
can be expanded as
f (x0 ) f (x1 ) f (x2 )
+ +
(x0 − x1 ) (x0 − x2 ) (x1 − x0 ) (x1 − x2 ) (x2 − x0 ) (x2 − x1 )
With this formula, we can show that the order of the arguments
x0 , x1 , x2 does not matter in the final value of f [x0 , x1 , x2 ] we
obtain. Mathematically,
f [x0 , x1 , x2 ] = f [xi0 , xi1 , xi2 ]
for any permutation (i0 , i1 , i2 ) of (0, 1, 2).
We can show in general that the value of f [x0 , ..., xn ] is
independent of the order of the arguments {x0 , ..., xn }, even
though the intermediate steps in its calculations using

f [x1 , ..., xn ] − f [x0 , ..., xn−1 ]

f [x0 , ..., xn ] =
xn − x0
are order dependent.
We can show
f [x0 , ..., xn ] = f [xi0 , ..., xin ]
for any permutation (i0 , i1 , ..., in ) of (0, 1, ..., n).
COINCIDENT NODES

What happens when some of the nodes {x0 , ..., xn } are not
distinct. Begin by investigating what happens when they all come
together as a single point x0 .
For first order divided differences, we have
f (x1 ) − f (x0 )
lim f [x0 , x1 ] = lim = f 0 (x0 )
x1 →x0 x1 →x0 x1 − x0
We extend the definition of f [x0 , x1 ] to coincident nodes using

f [x0 , x0 ] = f 0 (x0 )
For second order divided differences, recall
1
f [x0 , x1 , x2 ] = f 00 (c)
2
with c intermediate to x0 , x1 , and x2 .
Then as x1 → x0 and x2 → x0 , we must also have that c → x0 .
Therefore,
1
lim f [x0 , x1 , x2 ] = f 00 (x0 )
x1 →x0
x →x
2
2 0

We therefore define
1
f [x0 , x0 , x0 ] = f 00 (x0 )
2
For the case of general f [x0 , ..., xn ], recall that
1 (n)
f [x0 , ..., xn ] = f (c)
n!
for some c intermediate to {x0 , ..., xn }. Then
1 (n)
lim f [x0 , ..., xn ] = f (x0 )
{x1,...,xn }→x0 n!
and we define
1
f [x0 , ..., x0 ] = f (n) (x0 )
| {z } n!
n+1 times

What do we do when only some of the nodes are coincident. This

too can be dealt with, although we do so here only by examples.
f [x1 , x1 ] − f [x0 , x1 ] f 0 (x1 ) − f [x0 , x1 ]
f [x0 , x1 , x1 ] = =
x1 − x0 x1 − x0
The recursion formula can be used in general in this way to allow
all possible combinations of possibly coincident nodes.
LAGRANGE’S FORMULA FOR THE INTERPOLATION
POLYNOMIAL
Recall the general interpolation problem: find a polynomial Pn (x)
for which

deg(Pn ) ≤ n, Pn (xi ) = f (xi ), i = 0, 1, · · · , n

with {x0 , ..., xn } distinct points.

The Lagrange’s form of the interpolation polynomial is

Pn (x) = f (x0 ) L0 (x) + f (x1 ) L1 (x) + · · · + f (xn ) Ln (x)

with {L0 (x), ..., Ln (x)} the Lagrange basis polynomials. Each Lj is
of degree n and

1, j = i,
Lj (xi ) = 0 ≤ i, j ≤ n.
0, j 6= i,
THE NEWTON DIVIDED DIFFERENCE FORM
Let the data values be

(xi , f (xi )) , i = 0, 1, · · · , n

Using the divided differences

f [x0 , x1 ], f [x0 , x1 , x2 ], ..., f [x0 , ..., xn ]

we can write the interpolation polynomials

P1 (x), P2 (x), ..., Pn (x)

in a way that is simple to compute:

P1 (x) = f (x0 ) + f [x0 , x1 ] (x − x0 )

P2 (x) = f (x0 ) + f [x0 , x1 ] (x − x0 ) + f [x0 , x1 , x2 ] (x − x0 ) (x − x1 )
= P1 (x) + f [x0 , x1 , x2 ] (x − x0 ) (x − x1 )
For the case of the general problem

deg(Pn ) ≤ n, Pn (xi ) = f (xi ), i = 0, 1, · · · , n

we have

Pn (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 , ..., xn ] (x − x0 ) · · · (x − xn−1 )

From this we have the recursion relation

Pn (x) = Pn−1 (x) + f [x0 , ..., xn ] (x − x0 ) · · · (x − xn−1 )

in which Pn−1 (x) interpolates f (x) at the points in {x0 , ..., xn−1 }.
The Newton Form vs. Taylor Poly

Pn (x): the deg. n polynomial that interpolates f (x) at x0 , x1 , · · · ,

xn .
Tn (x): the deg. n Taylor polynomial at x0 .

Pn (x) = f (x0 ) + f [x0 , x1 ] (x − x0 ) + f [x0 , x1 , x2 ] (x − x0 ) (x − x1 )

+ · · · + f [x0 , ..., xn ] (x − x0 ) · · · (x − xn−1 ) ,
f (2) (x0 )
Tn (x) = f (x0 ) + f (1) (x0 ) (x − x0 ) + (x − x0 )2
2!
f (n) (x0 )
+ ··· + (x − x0 )n
n!
Example
Recall the table
i xi f (xi ) Df (xi ) D 2 f (xi ) D 3 f (xi ) D 4 f (xi )
0 1.0 .54030 -.8670 -.2270 .1533 .0125
1 1.1 .45360 -.9124 -.1810 .1583
2 1.2 .36236 -.9486 -.1335
3 1.3 .26750 -.9753
4 1.4 .16997

with D k f (xi ) = f [xi , ..., xi+k ], k = 1, 2, 3, 4. Then

P1 (x) = .5403 − .8670 (x − 1)
P2 (x) = P1 (x) − .2270 (x − 1) (x − 1.1)
P3 (x) = P2 (x) + .1533 (x − 1) (x − 1.1) (x − 1.2)
P4 (x) = P3 (x) + .0125 (x − 1) (x − 1.1) (x − 1.2) (x − 1.3)
Using this table and these formulas, we have the following table of
interpolants for the value x = 1.05.
 n 1 2 3 4
Pn (1.05) .49695 .49752 .49758 .49757
Error 6.20E−4 5.00E−5 −1.00E−5 0.0

The true value is cos(1.05) = .49757105.

EVALUATION OF THE DIVIDED DIFFERENCE
INTERPOLATION POLYNOMIAL
The formula

Pn (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 , ..., xn ] (x − x0 ) · · · (x − xn−1 )

can be written as

Pn (x) = f (x0 ) + (x − x0 ) (d1 + (x − x1 ) (d2 + · · ·

+ (x − xn−2 ) (dn−1 + (x − xn−1 ) dn ) · · · )

where d1 = f [x0 , x1 ], d2 = f [x0 , x1 , x2 ], · · · , dn = f [x0 , ..., xn ].

Thus we have a nested polynomial evaluation, and this is quite
efficient in computational cost.