Chapter 2 : Numerical resolution of an algebraic equation
2 Chapter 3
Chapter 3 : Interpolation and Approximation
3.1 Introduction One of the most useful and well-known classes of functions mapping the set of real numbers into itself is the algebraic polynomials, the set of functions of the form P n Pn (x) = ak xk ; k=0
where n is a nonnegative integer and a0 ; an , an are real constants. One reason
for their importance is that they uniformly approximate continuous functions. By this we mean that given any function, de…ned and continuous on a closed and bounded interval, there exists a polynomial that is as “close”to the given func- tion as desired. This result is expressed precisely in the following Weierstrass Approximation Theorem:
Theorem 1 (Weierstrass Approximation Theorem) Suppose that f is de…ned
and continuous on [a; b]. For each " > 0, there exists a polynomial P (x), with the property that jf (x) P (x)j < "; for all x 2 [a; b] :
Another important reason for considering the class of polynomials in the
approximationof functions is that the derivative and inde…nite integral of a polynomial are easy to determine and are also polynomials. For these reasons, polynomials are often used for approximating continuous functions.
3 Part I
Interpolation
4 3.2 Interpolation Problem The basic interpolation problem can be posed in one of two ways: 1: Given a set of nodes fxi ; 0 i ng and corresponding data values fyi ; 0 i ng, …nd the polynomial pn (x) of degree less than or equal to n, such that pn (xi ) = yi ; 0 i n: 2: Given a set of nodes fxi ; 0 i ng and a continuous function f (x), …nd the polynomial pn (x) of degree less than or equal to n, such that
pn (xi ) = f (xi ); 0 i n:
Note that in the …rst case we are trying to …t a polynomial to the data, and in the second we are trying to approximate a given function with the interpolating polynomial.
3.3 Lagrange Interpolation
Theorem 2 (Lagrange Interpolation) Suppose that n 1: Let the distinct nodes xi 2 [a; b] ; 0 i n be given, then there exists a unique polynomial pn ; of degree less than or equal to n, which satis…es either of
pn (xi ) = yi ; 0 i n:
for a given set of data values yi ; or
pn (xi ) = f (xi ); 0 i n:
for a given continous function in [a; b].
Proof. We begin by de…ning the family of the following Lagrange polynomials
n Y x xk Lni (x) = ; for all 0 i n; xi xk k=0;k6=i
which have the interesting property :
1; if i = j; Lni (xj ) = ij (x) = ; for all 0 j n; 0; if i 6= j;
where ij denotes the Kronecker symbol.
Then, if we consider the following polynomial n X pn (x) = Lni (x)yi ; i=0
This polynomial, called the nth Lagrange interpolating polynomial.
5 Then, for all j : 0 j n we obtain n X pn (xj ) = ij (x) yi = yi : k=0
Thus, the interpolation conditions are satis…ed, and it remains only to prove the uniqueness of the polynomial. To this end, assume that there exists a second interpolation polynomial qn of degree less than or equal to n. Then rn (xi ) = pn (xi ) qn (xi ) = 0; 8i : 0 i n: Thus, rn (x) is a polynomial of degree less than or equal to n that has n + 1 roots, which implies that rn (x) = 0: Consequently,
pn (x) = qn (x) ;
and thus pn is unique.
Remark 3 Although the statement of previous theorem required that n 1,
the trivial case of n = 0 mentioned at the beginning of the section can also be included by de…ning, for n = 0; L0 (x) 1, and observing that the function p0 de…ned by p0 (x) = L0 (x)y0 y0 is the unique polynomial of degree than or equal to 0 that satis…es p0 (x0 ) = y0 .
Example 4 To illustrate this construction let f (x) = ex and consider the prob- lem of constructing an approximation to this function on the interval [ 1; 1], using the nodes : 1 x0 = 1; x1 = 2 ; x2 = 0; x3 = 21 ; x4 = 1:
Solution 5 Using
Q 4 x xk L4i (x) = ;0 i 4 k=0;k6=i xi xk
to have x x1 x x2 x x3 x x4 L40 (x) = = x0 x1 x0 x2 x0 x3 x0 x4 2 1 1 = 3 x+ 2 (x) x 2 (x 1) ;
x x0 x x2 x x3 x x4 L41 (x) = = x1 x0 x1 x2 x1 x3 x1 x4 8 1 = 3 (x + 1) (x) x 2 (x 1) ;
6 x x0 x x1 x x3 x x4 L42 (x) = = x2 x0 x2 x1 x2 x3 x2 x4 1 1 = 4 (x + 1) x + 2 x 2 (x 1) ;
x x0 x x1 x x2 x x4 L43 (x) = = x3 x0 x3 x1 x3 x2 x3 x4 8 1 = 3 (x + 1) x + 2 (x) (x 1) ;
x x0 x x1 x x2 x x3 L44 (x) = = x4 x0 x4 x1 x4 x2 x4 x3 2 1 1 = 3 (x + 1) x + 2 (x) x 2 :
The approximation is su¢ ciently accurate that it is impossible to discern that
there are two curves present, so it is probably better to look at Figures, which plots the error E(x) = f (x) p4 (x).
3 3 y y 2 2
1 1
-1.0 -0.5 0.0 0.5 1.0 -1.0 -0.5 0.0 0.5 1.0 x x p4 (x) exp(x)
y 4
-1.0 -0.5 0.5 1.0
-2 x -4
E(x) = exp x p4 (x)
7 Example 6 Find the polynomial of degree 2 that interpolates at the data points xi 0 1 4 yi 1 2 2 Use this polynomial to approximate f (2):
Solution 7 We have 2 X 2 Y x xk p2 (x) = L2i (x)yi ; where L2i (x) = ; i = 0; 1; 2: i=0 xi xk k=0;k6=i
Thus, we get 1 2 p2 (x) = 4x + 54 x + 1: So, f (2) ' p2 (2) = 52 :
Exercise 8 Let Pn be the vector space of polynomials of degree less than or
equal to n; i:e: Pn = fqn : deg qn ng : Show that fLni ; i = 0; :::; ng forms a basis of Pn :
Solution 9 See Worksheet 03
3.4 Newton Interpolation and divided di¤erences
The Lagrange form of the interpolating polynomial gives us a very tidy con- struction, but it does not lend itself well to actual computation. With Lagrange form, it is inconvenient to pass from one interpolation polynomials to another of degree one greater. Such a comparison of di¤erent degree interpolation poly- nomials is a useful technique in deciding what degree polynomial to use. An alternate form of the polynomial, known as the Newton form, avoids this problem, and allows us to easily write pn+1 in terms of pn .
Theorem 10 (Newton Interpolation Construction) Let pn be the polynomial
that interpolates f at the nodes xi ; i = 0; 1; :::; n. The polynomial pn+1 that interpolates f at the nodes xi ; i = 0; 1; :::; n + 1 is given by
p0 (x) = a0 = f (x0 ) ; pn+1 (x) = pn (x) + an+1 n (x);
where Q n n (x) = (x xi ) ; i=0 f (xn+1 ) pn (xn+1 ) an+1 = n (xn+1 ) ;
8 Proof. Since we know that the interpolation polynomial is unique, all we have to do is show that pn+1 , as given in this theorem, satis…es the interpolation conditions. For all k = 0; 1; :::; n we have
Hence, pn+1 interpolates f at all nodes xi ; i = 0; 1; :::; n but the last point. So, it remains to check the interpolation at point xn+1 ; thus we have
pn+1 (xn+1 ) = pn (xn+1 ) + an+1 n (xn+1 ) =
f (xn+1 ) pn (xn+1 ) = pn (xn+1 ) + n (xn+1 ) n (xn+1 ) = = pn (xn+1 ) + f (xn+1 ) pn (xn+1 ) = f (xn+1 ):
Thus, pn+1 is a polynomial of degree less than or equal to n + 1 and satis…es
pn+1 (xi ) = f (xi ); for all nodes xi ; i = 0; 1; :::; n + 1:
For reason divided below, the coe¢ cients
( a0 = f (x0 ) ; an = f (xn )n p1n(xn1)(xn ) ; for all n 1:
is called the nth order Newton divided di¤erence of f and it is denoted by
f [x0 ; x1 ; : : : ; xn ] :
Also, we can construct an algorithm for computing them. It is also possible
to slightly modify this algorithm to allow the user to update an existing set of divided di¤erence coe¢ cients by adding new points to the set of nodes. Thus, we obtain the following Newton interpolation formula
f [x1 ; : : : ; xn ] f [x0 ; : : : ; xn 1] f [x0 ; x1 ; : : : ; xn ] = ; for all n 2: (xn x0 )
Example 11 1) Use the Newton divided di¤ erences to …nd the polynomial of degree 2 that interpolates f at the following data points xi 0 1 4 f (xi ) 1 2 2 2) Deduce the polynomial of degree 3 by adding a new point x3 = 5; y4 = 3:
