Numerical Analysis-5

Interpolation with unevenly spaced points
Numerical Analysis-5
Dr. S.D. Purohit
Department of HEAS (Mathematics), RTU Kota
Dr. S.D. Purohit, UD, RTU, Kota B.Tech. III Semester (ME/P&I)
We discuss, in the present section, Lagrange’s interpolation and Newton’s

general interpolation formulae.
Lagrange’s interpolation formula:

Given the (n + 1) points (x0 , y0 ), (x1 , y1 ), · · · , (xn , yn ) where the values of x
need not necessarily be equally spaced. The Lagrange’s interpolating
polynomial passes through given data points is given as:
n
X
Pn (x) = ì (x) yi , yi = y(xi ) (1)
i=0
= `0 (x) y0 + `1 (x) y1 + `2 (x) y2 + · · · + `n (x) yn (2)
where
(x − x0 )(x − x1 ) · · · (x − xi−1 )(x − xi+1 ) · · · (x − xn )
ì (x) = .
(xi − x0 )(xi − x1 ) · · · (xi − xi−1 )(xi − xi+1 ) · · · (xi − xn )
Interchanging x and y in Eq. (1), we obtain the inverse interpolation as

n
X
Pn (y) = ì (y) xi , xi = x(yi ) (3)
i=0
where
(y − y0 )(y − y1 ) · · · (y − yi−1 )(y − yi+1 ) · · · (y − yn )
ì (y) = .
(yi − y0 )(yi − y1 ) · · · (yi − yi−1 )(yi − yi+1 ) · · · (yi − yn )
Example
Certain corresponding values of x and log10 x are (300, 2.4771),
(304, 2.4829), (305, 2.4843) and (307, 2.4871). Find log10 301.
Solution
Using Lagrange’s interpolation formula, we have
3
X
P3 (x) = ì (x) yi
i=0
(x − x1 )(x − x2 )(x − x3 )
= (y0 )
(x0 − x1 )(x0 − x2 )(x0 − x3 )
(x − x0 )(x − x2 )(x − x3 )
+ (y1 )
(x1 − x0 )(x1 − x2 )(x1 − x3 )
(x − x0 )(x − x1 )(x − x3 )
+ (y2 )
(x2 − x0 )(x2 − x1 )(x2 − x3 )
(x − x0 )(x − x1 )(x − x2 )
+ (y3 )
(x3 − x0 )(x3 − x1 )(x3 − x2 )
Solution
According to given problem, we have
x0 x1 x2 x3
x 300 304 305 307
y 2.4771 2.4829 2.4843 2.4871
y y0 y1 y2 y3
Therefore,
(301 − 304)(301 − 305)(301 − 307)
P3 (301) = log10 301 = (2.4771)
(300 − 304)(300 − 305)(300 − 307)
(301 − 300)(301 − 305)(301 − 307)
+ (2.4829)
(304 − 300)(304 − 305)(304 − 307)
(301 − 300)(301 − 304)(301 − 307)
+ (2.4843)
(305 − 300)(305 − 304)(305 − 307)
(301 − 300)(301 − 304)(301 − 305)
+ (2.4871)
(307 − 300)(307 − 304)(307 − 305)
= 1.2739 + 4.9658 − 4.4717 + 0.7106
= 2.4786.
Example
Interpolate by means of Lagrange’s interpoation formula and find the value
of f (5), from the following data
f (1) = 2, f (2) = 4, f (3) = 8, f (4) = 16, f (7) = 128.
Solution: 32.9333.
Example
The function y = f (x) is given at the points (7, 3), (8, 1), (9, 1) and (10, 9).
Find the value of y for x = 9.5 using Lagrange’s interpolation formula.
Solution: 3.625.
Example
If y(1) = −3, y(3) = 9, y(4) = 30 and y(6) = 132, find the four point
Lagrange’s interpolation polynomial that takes the same values as the
function y at the given points.
Solution: x3 − 3x2 + 5x − 6.
Example
If y1 = 4, y3 = 12, y4 = 19 and yx = 7, find x.
Solution
According to given problem, we have
x0 x1 x2
x 1 3 4
y 4 12 19
y y0 y1 y2
And y = 7. Then, using inverse inperpolation formula, we obtain
2
X
x= ì (y) xi = `0 (y) x0 + `1 (y) x1 + `2 (y) x2
i=0
(7 − 12)(7 − 19) (7 − 4)(7 − 19) (7 − 4)(7 − 12)
x= (1) + (3) + (4)
(4 − 12)(4 − 19) (12 − 4)(12 − 19) (19 − 4)(19 − 12)
1 27 4 26
= + − = = 1.86
2 14 7 14
Divided differences and their properties:

The Lagrange’s interpolation formula has the disadvantage that if another
interpolation point were added, then the interpolation coefficient ì (x) will
have to be recomputed. We therefore seek an interpolation polynomial
which has the property that a polynomial of higher order may be derived
from it by simply adding new terms. Newton’s general interpolation
formula is one such formula and it employs what are called divided
differences. It is our principal purpose in this section to define such
differences and discuss their properties.
Let (x0 , y0 ), (x1 , y1 ), · · · , (xn , yn ) be the given (n + 1) data points. Then

the divided differences of order 1, 2, · · · , n are defined by the relations:
y1 − y0
[x0 , x1 ] = , (first divided difference);
x1 − x0
[x1 , x2 ] − [x0 , x1 ]
[x0 , x1 , x2 ] = , (second divided difference);
x2 − x0
..
.
[x1 , x2 , · · · , xn ] − [x0 , x1 , · · · , xn−1 ]
[x0 , x1 , · · · , xn ] = , (nth divided difference).
xn − x0
Note: The divided differences are symmetrical in their arguments.
Even if the arguments are equal, the divided differences may still have a
meaning. We then set x1 = x0 + h so that
y(x0 + h) − y(x0 )
[x0 , x1 ] = lim [x0 , x0 + h] = lim
h→0 h→0 h
0
= y (x0 ), if y(x) is differenctiable.
Similarly,
y r (x0 )
[x0 , x0 , · · · , x0 ] = .
| {z } r!
(r+1) argumetnts
Now let the arguments be equally spaced so that xn = x0 + nh, n = 1, 2, ..

Then we obtain
y1 − y0 1
[x0 , x1 ] = = ∆y0 ,
x1 − x0 h

[x1 , x2 ] − [x0 , x1 ] 1 ∆y1 ∆y0 1
[x0 , x1 , x2 ] = = − = 2 ∆2 y0 ,
x2 − x0 2h h h h 2!
and in general,
1
[x0 , x1 , · · · , xn ] = ∆n y0 . (4)
hn n!
Note: If the tabulated function is a polynomial of nth degree, then ∆n y0
would be a constant and hence the nth divided difference would also be a
constant.
Newton’s general interpolation formula:

By definition, we have
y − y0
[x, x0 ] = ,
x − x0
so that
y = y0 + (x − x0 )[x, x0 ].
Again
[x, x0 ] − [x0 , x1 ]
[x, x0 , x1 ] =
x − x1
which gives
[x, x0 ] = [x0 , x1 ] + (x − x1 )[x, x0 , x1 ].
Substituting this value of [x, x0 ] in above equation, we obtain

y = y0 + (x − x0 )[x0 , x1 ] + (x − x0 )(x − x1 )[x, x0 , x1 ]
Proceeding in this way, we obtain
y = y0 + (x − x0 )[x0 , x1 ] + (x − x0 )(x − x1 )[x0 , x1 , x2 ]

+ (x − x0 )(x − x1 )(x − x2 )[x0 , x1 , x2 , x3 ] + · · ·
+ (x − x0 )(x − x1 ) · · · (x − xn )[x, x0 , x1 , · · · , xn ]
This formula is called Newton’s general interpolation formula with

divided differences.
Example
Construct a divided difference table for the following data:
x 1 2 4 7
f (x) 22 30 82 106
Solution
The divided difference table is
x f (x) 1st DD 2nd DD 3rd DD

1 22
30−22
2−1
=8
26−8
2 30 4−1
=6
82−30 −3.6−6
4−2
= 26 7−1
= −1.6
8−26
4 82 7−2
= −3.6
106−82
7−4
=8
7 106
Example
Using the following table find f (x) as a polynomial in x:
x -1 0 3 6 7
f (x) 3 -6 39 822 1611
Solution
The divided difference table is
x f (x) 1st DD 2nd DD 3rd DD 4th DD

-1 3
-9
0 -6 6
15 5
3 39 41 1
261 13
6 822 132
789
7 1611
Using Newton’s general interpolation formula, we have
y = y0 + (x − x0 )[x0 , x1 ] + (x − x0 )(x − x1 )[x0 , x1 , x2 ]

+ (x − x0 )(x − x1 )(x − x2 )[x0 , x1 , x2 , x3 ]+
+ (x − x0 )(x − x1 )(x − x2 )(x − x3 )[x, x0 , x1 , x2 , x3 , x4 ]
Solution
Therefore,
y = f (x) = 3 + (x + 1)(−9) + (x + 1)(x)(6) + (x + 1)(x)(x − 3)(5)

+ (x + 1)(x)(x − 3)(x − 6)(1)
= x − 3x3 + 5x2 − 6.
4

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Interpolation with unevenly spaced points

Dr. S.D. Purohit

Department of HEAS (Mathematics), RTU Kota

We discuss, in the present section, Lagrange’s interpolation and Newton’s

Lagrange’s interpolation formula:

= `0 (x) y0 + `1 (x) y1 + `2 (x) y2 + · · · + `n (x) yn (2)

Interchanging x and y in Eq. (1), we obtain the inverse interpolation as

f (1) = 2, f (2) = 4, f (3) = 8, f (4) = 16, f (7) = 128.

If y1 = 4, y3 = 12, y4 = 19 and yx = 7, find x.

Divided differences and their properties:

Let (x0 , y0 ), (x1 , y1 ), · · · , (xn , yn ) be the given (n + 1) data points. Then

Now let the arguments be equally spaced so that xn = x0 + nh, n = 1, 2, ..

Newton’s general interpolation formula:

Substituting this value of [x, x0 ] in above equation, we obtain

Proceeding in this way, we obtain

y = y0 + (x − x0 )[x0 , x1 ] + (x − x0 )(x − x1 )[x0 , x1 , x2 ]

This formula is called Newton’s general interpolation formula with

x f (x) 1st DD 2nd DD 3rd DD

x f (x) 1st DD 2nd DD 3rd DD 4th DD

Using Newton’s general interpolation formula, we have

y = y0 + (x − x0 )[x0 , x1 ] + (x − x0 )(x − x1 )[x0 , x1 , x2 ]

y = f (x) = 3 + (x + 1)(−9) + (x + 1)(x)(6) + (x + 1)(x)(x − 3)(5)

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