Interpolation methods

Written by Paul Bourke

December 1999

Discussed here are a number of interpolation methods, this is by no means an exhaustive list
but the methods shown tend to be those in common use in computer graphics. The main
attributes is that they are easy to compute and are stable. Interpolation as used here is
different to "smoothing", the techniques discussed here have the characteristic that the
estimated curve passes through all the given points. The idea is that the points are in some
sense correct and lie on an underlying but unknown curve, the problem is to be able to
estimate the values of the curve at any position between the known points.
Linear interpolation is the simplest Linear
method of getting values at
positions in between the data
points. The points are simply joined
by straight line segments. Each
segment (bounded by two data
points) can be interpolated
independently. The parameter mu
defines where to estimate the value
on the interpolated line, it is 0 at the
first point and 1 and the second
point. For interpolated values
between the two points mu ranges
between 0 and 1. Values of mu
Cosine
outside this range result in
extrapolation. This convention is
followed for all the subsequent
methods below. As with subsequent
more interesting methods, a snippet
of plain C code will server to
describe the mathematics.
double LinearInterpolate(
double y1,double y2,
double mu)
{
return(y1*(1-mu)+y2*mu);
}

Linear interpolation results in

discontinuities at each point. Often
a smoother interpolating function is
desirable, perhaps the simplest is
cosine interpolation. A suitable
orientated piece of a cosine
function serves to provide a smooth

transition between adjacent

segments.

Cubic

double CosineInterpolate(
double y1,double y2,
double mu)
{
double mu2;
mu2 = (1-cos(mu*PI))/2;
return(y1*(1mu2)+y2*mu2);
}

Cubic interpolation is the simplest

method that offers true continuity
Hermite
between the segments. As such it
requires more than just the two
endpoints of the segment but also
the two points on either side of
them. So the function requires 4
points in all labeled y0, y1, y2, and
y3, in the code below. mu still
behaves the same way for
interpolating between the segment
y1 to y2. This does raise issues for
how to interpolate between the first
and last segments. In the examples
here I just haven't bothered. A
common solution is the dream up
two extra points at the start and end 3D linear
of the sequence, the new points are
created so that they have a slope
equal to the slope of the start or end
segment.
double CubicInterpolate(
double y0,double y1,
double y2,double y3,
double mu)
{
double a0,a1,a2,a3,mu2;
mu2 = mu*mu;
a0 = y3 - y2 - y0 + y1;
a1 = y0 - y1 - a0;
a2 = y2 - y0;
a3 = y1;
return(a0*mu*mu2+a1*mu2+a2*m
u+a3);
}

Paul Breeuwsma proposes the

following coefficients for a

3D cubic
smoother interpolated curve, which
uses the slope between the previous
point and the next as the derivative
at the current point. This results in
what are generally referred to as
Catmull-Rom splines.
a0 = -0.5*y0 + 1.5*y1 1.5*y2 + 0.5*y3;
a1 = y0 - 2.5*y1 + 2*y2 0.5*y3;
a2 = -0.5*y0 + 0.5*y2;
a3 = y1;

Hermite interpolation like cubic

requires 4 points so that it can
achieve a higher degree of
continuity. In addition it has nice
tension and biasing controls.
Tension can be used to tighten up
the curvature at the known points.
The bias is used to twist the curve
3D Hermite
about the known points. The
examples shown here have the
default tension and bias values of 0,
it will be left as an exercise for the
reader to explore different tension
and bias values.
/*
Tension: 1 is high, 0
normal, -1 is low
Bias: 0 is even,
positive is towards
first segment,
negative towards
the other
*/
double HermiteInterpolate(
double y0,double y1,
double y2,double y3,
double mu,
double tension,
double bias)
{
double m0,m1,mu2,mu3;
double a0,a1,a2,a3;
mu2 = mu * mu;
mu3 = mu2 * mu;
m0 = (y1y0)*(1+bias)*(1-tension)/2;
m0 += (y2-y1)*(1bias)*(1-tension)/2;
m1 = (y2-

y1)*(1+bias)*(1-tension)/2;
m1 += (y3-y2)*(1bias)*(1-tension)/2;
a0 = 2*mu3 - 3*mu2 + 1;
a1 =
mu3 - 2*mu2 + mu;
a2 =
mu3 mu2;
a3 = -2*mu3 + 3*mu2;
return(a0*y1+a1*m0+a2*m1+a3*
y2);
}

While you may think the above

cases were 2 dimensional, they are
just 1 dimensional interpolation
(the horizontal axis is linear). In
most cases the interpolation can be
extended into higher dimensions
simply by applying it to each of the
x,y,z coordinates independently.
This is shown on the right for 3
dimensions for all but the cosine
interpolation. By a cute trick the
cosine interpolation reverts to linear
if applied independently to each
coordinate.
For other interpolation methods see
the Bezier, Spline, and piecewise
Bezier methods here.

Trilinear Interpolation
Written by Paul Bourke
July 1997

Trilinear interpolation is the name given to the process of linearly interpolating points within
a box (3D) given values at the vertices of the box. Perhaps its most common application is
interpolating within cells of a volumetric dataset.
Consider a unit cube with the
lower/left/base vertex at the origin as
shown here on the right.
The values at each vertex will be
denoted V000, V100, V010, ....etc....V111

The value at position (x,y,z) within the cube will be denoted Vxyz and is given by
Vxyz = V000 (1 - x) (1 - y) (1 - z) +
V100 x (1 - y) (1 - z) +
V010 (1 - x) y (1 - z) +
V001 (1 - x) (1 - y) z +
V101 x (1 - y) z +
V011 (1 - x) y z +
V110 x y (1 - z) +
V111 x y z
In general the box will not be of unit size nor will it be aligned at the origin. Simple
translation and scaling (possibly of each axis independently) can be used to transform into
and then out of this simplified situation.

Linear Regression
Written by Paul Bourke
October 1998

Linear regression is a method to best fit a linear equation (straight line) of the form y(x) = a +
b x to a collection of N points (xi,yi). Where b is the slope and a the intercept on the y axis.
The result will be stated below without derivation, that requires minimisation of the sum of
the squared distance from the data points and the proposed line. This function is minimised
by calculating the derivative with respect to a and b and setting these to zero. For a more
complete derivation see the "Numerical Recipes in C".
The solution is clearer if we define the following

Then

and

And finally the regression coefficient is

This is 0 if there is no linear trend, 1 for perfect linear fit.

Note

This discussion assumes there is no known variance for the x and y values. There are
solutions which can take this into account, this is particularly important if some values
are known with less error than others.
The solution above requires that the slope is not infinite, Sxx is not zero.

Example
The following example shows the points and the best fit line as determined using the
techniques discussed here.

Source
C
linregress.c
C++ contributed by Charles Brown
RegressionLine.cpp
RegressionLine.hpp

Curve Fit Through Arbitrary Points

Written by Paul Bourke
August 1991

The following introduces a method of immediately deriving a polynomial that passes through
an arbitrary number of points. That is, find a polynomial f(x) that passes through the N points
(x0,y0), (x1,y1), (x2,y2), ..... (xN-1,yN-1)
The key to this solution is that we want an exact fit at the points given and we don't care what
happens in between those points. The general solution is

To see how this works, consider the product term. When x = xi the product term has the same
denominator and numerator and thus equals 1 and therefore contributes yi to the sum. All
other terms in the summation contribute 0 since there exists a (xj - xj) in the numerator.
Thanks to Simon Stegmaier for pointing out that this is known as a Lagrange Polynomial.
For a numerical example consider the polynomial that passes through the following points

(0,2)
(1,1)
(3,3)
(4,0)
(6,5)

The function using the above formula is

f(x) =
6) ]
+
6) ]
+
6) ]
+
6) ]
+
4) ]

2 * (x-1) * (x-3) * (x-4) * (x-6) / [ (0-1) * (0-3) * (0-4) * (01 * (x-0) * (x-3) * (x-4) * (x-6) / [ (1-0) * (1-3) * (1-4) * (13 * (x-0) * (x-1) * (x-4) * (x-6) / [ (3-0) * (3-1) * (3-4) * (30 * (x-0) * (x-1) * (x-3) * (x-6) / [ (4-0) * (4-1) * (4-3) * (45 * (x-0) * (x-1) * (x-3) * (x-4) / [ (6-0) * (6-1) * (6-3) * (6-

f(x) =
+
+

(x-1)
(x-0)
(x-0)
(x-0)

*
*
*
*

(x-3)
(x-3)
(x-1)
(x-1)

*
*
*
*

(x-4)
(x-4)
(x-4)
(x-3)

*
*
*
*

(x-6)
(x-6)
(x-6)
(x-4)

/
/
/
/

36
30
6
36

f(x) = 17*x4/90 - 181*x3/90 + 563*x2/90 - 163*x/30 + 2

By substituting the values of x for the points the function must pass through (x=0,1,3,4,6) it is
easy to see that the expression above achieves the result, namely y=2,1,3,0,5 respectively.
What happens at other points?
All bets are off regarding the behavior between the fixed points. The polynomial is of degree
N and could violently fly off anywhere. The continuous curve for the numerical example
above is shown below.

A competition in the Mathematics news groups in October 1998

From: "John Santos" <[email protected]>
Newsgroups: alt.sci.math.probability,alt.tv.mathnet,aus.mathematics
Subject: $100.00 prize for the solution
Date: Tue, 15 Sep 1998 20:56:50 -0700
X-Newsreader: Microsoft Outlook Express 4.72.3110.1
X-MimeOLE: Produced By Microsoft MimeOLE V4.72.3110.3
NNTP-Posting-Host: 209.239.197.111
X-NNTP-Posting-Host: 209.239.197.111
Message-ID: <[email protected]>

X-NNTP-Posting-Host: 209.63.114.134
Hi everyone,
My name is John Santos and I am willing to pay anyone $100.00 for the first
person to solve this problem. I am providing some hints. This works as
follows:
you will see nine digits - the tenth digit or letter is the answer.
What I need is the formula or mathematical equation to get there...
Number
Answer
--------------------------749736637
1
713491024
8
523342792
D
749236871
P
727310078
E
746261832
4
733237527
L
743510589
9
715240338
K
722592910
1
739627071
R
The first one with the answer and emails it to me wins the $100.00
Email address: [email protected]
Good Luck !!!!

They refused to pay up for this solution !!!!

My reply to this posting was
The following is the solution to the posted problem, although it probably
doesn't offer the insight you are seeking, it certainly falls within the
scope of competition. To illustrate my solution I will use the following
symbols instead of the numbers you used simply to save space. For your
second column with letters and numbers use their ASCII values instead,
this has no loss of generality as it is a simple 1 to 1 mapping.
x1 y1
x2 y2
x3 y3
x4 y4
etc
The following is a general method of making a function that passes
through any pair of values (xi,yi).
y1 (x-x2) (x-x3) (x-x4)
f(x) = --------------------------(x1-x2) (x1-x3) (x1-x4)
y2 (x-x1) (x-x3) (x-x4)
+ --------------------------(x2-x1) (x2-x3) (x2-x4)
y3 (x-x1) (x-x2) (x-x4)
+ --------------------------(x3-x1) (x3-x2) (x3-x4)
y4 (x-x1) (x-x2) (x-x3)
+ ---------------------------

(x4-x1) (x4-x2) (x4-x3)

etc etc. As you can see, at x=x1 all the terms disappear except the
first which equals y1, at x=x2 all the terms disappear except the
second which equals y2, etc etc.
X
Y
Number
Answer
ASCII
--------------------------------------749736637
1
49
713491024
8
56
523342792
D
68
749236871
P
80
727310078
E
69
746261832
4
52
733237527
L
76
743510589
9
57
715240338
K
75
722592910
1
49
739627071
R
82

The "lovely" expression in this case is

f(x) =
+ 49 ((x - 713491024) /
36245613) ((x - 523342792) / 226393845) ((x 749236871) /
499766) ((x - 727310078) /
22426559) ((x - 746261832)
/
3474805) ((x - 733237527) /
16499110) ((x - 743510589) /
6226048) ((x - 715240338) /
34496299) ((x - 722592910) /
27143727)
((x - 739627071) /
10109566)
+ 56 ((x - 749736637) / -36245613) ((x - 523342792) / 190148232) ((x 749236871) / -35745847) ((x - 727310078) / -13819054) ((x - 746261832)
/ -32770808) ((x - 733237527) / -19746503) ((x - 743510589) / 30019565) ((x - 715240338) /
-1749314) ((x - 722592910) /
-9101886)
((x - 739627071) / -26136047)
+ 68 ((x - 749736637) / -226393845) ((x - 713491024) / -190148232) ((x 749236871) / -225894079) ((x - 727310078) / -203967286) ((x - 746261832)
/ -222919040) ((x - 733237527) / -209894735) ((x - 743510589) / 220167797) ((x - 715240338) / -191897546) ((x - 722592910) / -199250118)
((x - 739627071) / -216284279)
+ 80 ((x - 749736637) /
-499766) ((x - 713491024) /
35745847) ((x 523342792) / 225894079) ((x - 727310078) /
21926793) ((x - 746261832)
/
2975039) ((x - 733237527) /
15999344) ((x - 743510589) /
5726282) ((x - 715240338) /
33996533) ((x - 722592910) /
26643961)
((x - 739627071) /
9609800)
+ 69 ((x - 749736637) / -22426559) ((x - 713491024) /
13819054) ((x 523342792) / 203967286) ((x - 749236871) / -21926793) ((x - 746261832)
/ -18951754) ((x - 733237527) /
-5927449) ((x - 743510589) / 16200511) ((x - 715240338) /
12069740) ((x - 722592910) /
4717168)
((x - 739627071) / -12316993)
+ 52 ((x - 749736637) /
-3474805) ((x - 713491024) /
32770808) ((x 523342792) / 222919040) ((x - 749236871) /
-2975039) ((x - 727310078)
/
18951754) ((x - 733237527) /
13024305) ((x - 743510589) /
2751243) ((x - 715240338) /
31021494) ((x - 722592910) /
23668922)
((x - 739627071) /
6634761)
+ 76 ((x - 749736637) / -16499110) ((x - 713491024) /
19746503) ((x 523342792) / 209894735) ((x - 749236871) / -15999344) ((x - 727310078)
/
5927449) ((x - 746261832) / -13024305) ((x - 743510589) / 10273062) ((x - 715240338) /
17997189) ((x - 722592910) /
10644617)
((x - 739627071) /
-6389544)
+ 57 ((x - 749736637) /
-6226048) ((x - 713491024) /
30019565) ((x 523342792) / 220167797) ((x - 749236871) /
-5726282) ((x - 727310078)
/
16200511) ((x - 746261832) /
-2751243) ((x - 733237527) /

10273062) ((x - 715240338) /

28270251) ((x - 722592910) /
20917679)
((x - 739627071) /
3883518)
+ 75 ((x - 749736637) / -34496299) ((x - 713491024) /
1749314) ((x 523342792) / 191897546) ((x - 749236871) / -33996533) ((x - 727310078)
/ -12069740) ((x - 746261832) / -31021494) ((x - 733237527) / 17997189) ((x - 743510589) / -28270251) ((x - 722592910) /
-7352572)
((x - 739627071) / -24386733)
+ 49 ((x - 749736637) / -27143727) ((x - 713491024) /
9101886) ((x 523342792) / 199250118) ((x - 749236871) / -26643961) ((x - 727310078)
/
-4717168) ((x - 746261832) / -23668922) ((x - 733237527) / 10644617) ((x - 743510589) / -20917679) ((x - 715240338) /
7352572)
((x - 739627071) / -17034161)
+ 82 ((x - 749736637) / -10109566) ((x - 713491024) /
26136047) ((x 523342792) / 216284279) ((x - 749236871) /
-9609800) ((x - 727310078)
/
12316993) ((x - 746261832) /
-6634761) ((x - 733237527) /
6389544) ((x - 743510589) /
-3883518) ((x - 715240338) /
24386733)
((x - 722592910) /
17034161)
f(
f(
f(
f(
f(
f(
f(
f(
f(
f(
f(

749736637)
713491024)
523342792)
749236871)
727310078)
746261832)
733237527)
743510589)
715240338)
722592910)
739627071)

=
=
=
=
=
=
=
=
=
=
=

49
56
68
80
69
52
76
57
75
49
82

(1)
(8)
(D)
(P)
(E)
(4)
(L)
(9)
(K)
(1)
(R)