Introduction to Interpolation

Introduction
Interpolation Problem
Existence and Uniqueness
Linear and Quadratic Interpolation
Newton’s Divided Difference Method
Properties of Divided Differences

1
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
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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

3
 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

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Interpolation Problem
Find a polynomial that fits the data
points exactly.
V : Viscosity
n
V(T)   ak T k T : Temperature
k 0 ak : Polynomial
Vi  V(Ti ) coefficients
Linear Interpolation: V(T)= 1.73 − 0.0422 T
V(8)= 1.3924
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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
6
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.

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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

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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
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General n th Order Interpolation
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 ]

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 Divided Differences
f [ xk ]  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

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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 

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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.

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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.
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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

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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

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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
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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)

18
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?

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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)
 x2 1  x2 1

Ordering the points should not affect the interpolating polynomial.

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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 ]

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

4 5

5 1

6 6

7 9

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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)

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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.

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The concept of the spline originated from the drafting technique of using a thin,
flexible strip (called a spline) to draw smooth curves through a set of points.