Interpolation - Introduction

Estimation of intermediate values between

precise data points. The most common method is
polynomial interpolation:
f ( x )= a 0 +a1 x+a 2 x 2 +⋯+a n x n

 Polynomial interpolation is used when the point

determined are very precise. The curve
representing the behavior has to pass through
every point.
 There is one and only one nth-order polynomial
that fits n+1 points
Introduction

n=3 n=4
n=2

First order (linear) 2nd order (quadratic) 3rd order (cubic)

Interpolation

Polynomials are the most common

choice of interpolation because they
are easy to:
Evaluate
Differentiate, and
Integrate.

3
Introduction

There are a variety of mathematical formats in which this

polynomial can be expressed:

The Newton polynomial (sec. 18.1)

The Lagrange polynomial (sec. 18.2)
Newton’s Divided-Difference
Interpolating Polynomials
Linear Interpolation/
Is the simplest form of interpolation, connecting two data points
with a straight line.
Slope and a
finite divided
f1 ( x)  f ( x0 ) f ( x1 )  f ( x0 )
 difference
x  x0 x  x0 approximation to
1st derivative
f ( x1 )  f ( x0 )
f1 ( x)  f ( x0 )  ( x  x0 ) Linear-interpolation
x  x0 formula

f1(x) designates that this is a first-order interpolating polynomial. 5

Figure
18.2

6
Quadratic Interpolation/
If three data points are available, the estimate is improved
by introducing some curvature into the line connecting
the points.
f 2 ( x)  b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )
A simple procedure can be used to determine the values
of the coefficients.
x  x0 b0  f ( x0 )
f ( x1 )  f ( x0 )
x  x1 b1 
x  x0
f ( x2 )  f ( x1 ) f ( x1 )  f ( x0 )

x2  x1 x1  x0
x  x2 b2 
x2  x0
7
General Form of Newton’s Interpolating Polynomials/

f n ( x)  f ( x0 )  ( x  x0 ) f [ x1 , x0 ]  ( x  x0 )( x  x1 ) f [ x2 , x1 , x0 ]
   ( x  x0 )( x  x1 )  ( x  xn 1 ) f [ xn , xn 1 , , x0 ]
b0  f ( x0 )
b1  f [ x1 , x0 ]
b2  f [ x2 , x1 , x0 ]

bn  f [ xn , xn 1 , , x1 , x0 ]
f ( xi )  f ( x j )
f [ xi , x j ]  Bracketed function
xi  x j evaluations are finite
f [ xi , x j ]  f [ x j , xk ] divided differences
f [ xi , x j , xk ] 
xi  xk

f [ xn , xn 1 , , x1 ]  f [ xn 1 , xn  2 , , x0 ]
f [ xn , xn 1 , , x1 , x0 ] 
xn  x0 8
Lagrange Interpolating Polynomials

The general form for n+1 data points is:

n
f n ( x)   Li ( x) f ( xi )
i 0
n x  xj
Li ( x)  
j 0 xi  x j
j i

designates the “product of”

Lagrange Interpolating Polynomials

• Linear version (n = 1):

Used for 2 points of data: (xo,f(xo)) and (x1,f(x1)),
x− x 1 x− x 0
f 1 ( x )= f ( x 0 )+ f ( x1 )
x 0− x 1 x 1− x 0

L o( x) L1 ( x)
Lagrange Interpolating
Polynomials
• Second order version (n = 2):

f 2 ( x )=
(x− x 1 )(x− x 2 )
f ( x 0)
L o( x) , j≠ 0
(x 0− x1 )(x 0− x 2 )
(x− x 0 )(x − x 2 )
+ f ( x1 ) L1 ( x) , j≠ 1
(x1 − x 0 )(x1 − x 2 )
+
( x− x 0 )(x− x1 )
f ( x 2) L 2( x ) , j≠ 2
(x 2 − x 0 )(x 2 − x 1 )
Lagrange Interpolating Polynomials -
Example

Use a Lagrange interpolating polynomial of the first and

second order to evaluate ln(2) on the basis of the data:

x 0= 1 f ( x 0 )= ln(1)= 0
x 1= 4 f ( x 1 )= ln (4)= 1.386294
x 2= 6 f ( x 2 )= ln(6)= 1.791760
Lagrange Interpolating Polynomials –
Example (cont’d)
● First order polynomial:

x− x 1 x− x 0
f 1 ( x)= f ( x 0 )+ f ( x1)
x 0− x 1 x 1− x 0
2− 4 2− 1
f 1 ( 2)= ⋅ 0+ ⋅ 1 . 386294= 0 . 4620981
1− 4 4− 1
Lagrange Interpolating Polynomials –
Example (cont’d)

● Second order polynomial:


xx1xx 
2 x4
x6
L
(x
)  
   
o
xox1xox20 406
xxox
x 
2 x0
x6
L
(x
)  
   
1
x1xox
1x24 046

xxox
x 
1 x0
x4
L
(x 
) 
   
2
x2 x
ox
2 x
16 064
Lagrange Interpolating Polynomials –
Example (cont’d)
n n

xx
fn(
x)L
i(
x)f(
xi)
L
i(
x 
) j
( i
) j

i
0 
j i
0x x
j

(2− 4 )(2− 6)
f 2 (2)= ⋅0
(1− 4 )(1− 6)
( 2− 1)( 2− 6)
+ ⋅ 1.386294
( 4− 1 )(4− 6)
(2− 1)(2− 4)
+ 1.791760= 0. 5658444
(6− 1)(6− 4)
Lagrange Interpolating Polynomials –
Example (cont’d)
Coefficients of an Interpolating Polynomial

● Although “Lagrange” polynomials are well suited

for determining intermediate values between
points, they do not provide a polynomial in
conventional form: 2 n
f ( x )= a 0 +a1 x+a 2 x +⋯+a x x

● Since n+1 data points are required to determine

n+1 coefficients, simultaneous linear systems of
equations can be used to calculate “a”s.
 Coefficients of an Interpolating
Polynomial (cont’d)

f ( x 0 )= a 0 +a 1 x 0 +a 2 x 20 ⋯+a n x n0
2 n
f ( x1 )= a 0 +a1 x1 +a 2 x1 ⋯+a n x 1
⋮
2 n
f ( x n )= a 0 +a 1 x n +a 2 x n ⋯+a n x n
Where “x”s are the knowns and “a”s are the
unknowns.
Possible divergence of an extrapolated
production
 Why Spline Interpolation?

Apply lower-order polynomials to subsets of data points. Spline

provides a superior approximation of the behavior of functions that
have local, abrupt changes.

20
Why Splines ?

1
f ( x )=
1+25 x 2
Table : Six equidistantly spaced points in [-1, 1]
1
x y
1  25 x 2

-1.0 0.038461

-0.6 0.1

-0.2 0.5

0.2 0.5

0.6 0.1

1.0 0.038461 Figure : 5th order polynomial vs. exact function

21
Why Splines ?

17thOrder
Polynom ial

Original
Function

5thOrder
Polynom ial

9thOrder
Polynom ial

Figure : Higher order polynomial interpolation is a bad idea

22
Spline Interpolation

● Polynomials are the most common choice of

interpolants.
● There are cases where polynomials can lead to
erroneous results because of round off error and
overshoot.
● Alternative approach is to apply lower-order
polynomials to subsets of data points. Such
connecting polynomials are called spline
functions.
Spline provides a superior approximation of the behavior
of functions that have local, abrupt changes (d).
Spline Interpolation
The concept of spline is using a thin , flexible strip
(called a spline) to draw smooth curves through a
set of points….natural spline (cubic)
Linear Spline
The first order splines for a group of ordered data
points can be defined as a set of linear functions:

f ( x)= f ( x 0)+m0( x− x 0 ) x 0≤ x ≤ x1
f ( x)= f ( x1 )+m1 ( x− x 1 ) x 1 ≤ x≤ x 2
⋮
f ( x)= f ( x n− 1 )+mn− 1 ( x− x n− 1 ) x n− 1≤ x≤ x n

f ( xi+1 )− f ( x i )
mi =
x i+1 − x i
Linear spline - Example
Fit the following data with first order splines. Evaluate
the function at x = 5.

2. 5− 1
x f(x) m= = 0.6
7− 4 . 5
3.0 2.5 f (5)= f (4.5)+m(5− 4.5)
4.5 1.0 = 1.0+0.6× 0.5
7.0 2.5
= 1.3
9.0 0.5
 Linear Spline
● The main disadvantage of linear spline is that
they are not smooth. The data points where 2
splines meets called (a knot), the changes
abruptly.

● The first derivative of the function is discontinuous

at these points.

● Using higher order polynomial splines ensure

smoothness at the knots by equating derivatives
at these points.
 Quadric Splines
• Objective: to derive a second order polynomial for each
interval between data points. f i ( x )= a i x 2 +bi x+ci
• Terms: Interior knots and end points

For n+1 data points:

• i = (0, 1, 2, …n),
• n intervals,
• 3n unknown
constants (a’s, b’s and
c’s)
Quadric Splines
● The function values of adjacent polynomial
must be equal at the interior knots 2(n-1).
a i− 1 x 2 +bi− 1 x i− 1 +ci− 1= f i ( x i− 1 ) i= 2, 3, 4, . .. , n
i− 1
ai x 2 +b i x i− 1 +ci = f i ( xi− 1 ) i= 2, 3, 4, . .. , n
i− 1

● The first and last functions must pass

through the end points (2).
a 1 x 2 + b1 x 0 + c1 = f ( x 0 )
0
a n x 2 +b n x n + c n = f ( x n )
n
Quadric Splines
● The first derivatives at the interior knots
must be equal (n-1).
f ' ( x)= 2ai x+bi
i
2a i− 1 x i− 1 +bi− 1 = 2a i xi− 1 +bi

● Assume that the second derivate is zero

at the first point (1)
a 1= 0
(The first two points will be connected by a straight line)
Quadric Splines - Example

Fit the following data with quadratic

splines. Estimate the value at x = 5.
x 3.0 4.5 7.0 9.0
f(x) 2.5 1.0 2.5 0.5

Solutions:
There are 3 intervals (n=3), 9 unknowns.
Quadric Splines - Example
1. Equal interior points:
 For first interior point (4.5, 1.0)
The 1st equation:

The 2nd equation:

Quadric Splines - Example

 For second interior point (7.0, 2.5)

The 3rd equation:
x 22 a 2 + x 2 b2 +c 2 = f ( x 2 )
2
( 7) a 2 +7b2 +c 2 = f ( 7) 49 a 2 +7b 2 + c2 = 2. 5

The 4th equation:

2
x 2 a 3 +x 2 b3 +c 3= f ( x2 )

(7) 2 a 3 +7b 3 +c3 = f (7 ) 49 a3 +7b3 +c 3 = 2 .5

Quadric Splines - Example

 First and last functions pass the end

points
For the start point (3.0, 2.5)
x 20 a 1 +x 0 b1 +c1 = f ( x 0 ) 9a 1 +3b1 + c 1= 2. 5

For
2 the end point (9, 0.5)
x 3 a1 +x 3 b 3 +c 3 = f ( x 3 ) 81 a 3 +9b 3 +c 3 = 0 . 5
 Quadric Splines - Example
Equal derivatives at the interior knots.
For first interior point (4.5, 1.0)

For second interior point (7.0, 2.5)

Second derivative at the first point is 0

Quadric Splines - Example
0
4.5 1 0 0
0
0 0 0 0
20.25 4.5 1 0 0 0
0 0 49 7 1 0 0 0
0 0 0 0 0 49 7 1
3 1 0 0 0 0 0 0
0 0 0 0 0 81 9 1
1 0  9  1 0 0 0 0
0 0 14 1 0  14  1 0

righ

[]

b1

c1
a2
b2
c2
a3
b3
c3

righ

1
1
2.5
2.5
2.5
0.5
0
0

righ

       
Quadric Splines - Example
Solving these 8 equations with 8 unknowns

a 1 = 0, b1 = − 1, c 1= 5 . 5
a 2 = 0 . 64 , b 2 = − 6. 76 , c 2 = 18. 46
a 3 = − 1. 6, b3 = 24. 6, c 3 = − 91. 3

f 1 ( x )= − x +5. 5, 3 .0≤ x ≤ 4 . 5

f 2 ( x )= 0. 46 x 2 − 6 .76 x+18 . 46 , 4 . 5≤ x≤ 7 . 0

f 3 ( x )= − 1. 6x2 +24 .6x− 91. 3, 7 . 0≤ x≤ 9 .0

 Cubic Splines

Objective: to derive a third order polynomial for

each interval between data points.
Terms: Interior knots and end points
3 2
f i ( x )= a i x +bi x +c i x +d i
For n+1 data points:
• i = (0, 1, 2, …n),
• n intervals,
• 4n unknown constants (a’s, b’s ,c’s and d’s)
 Cubic Splines
● The function values must be equal at the interior
knots (2n-2).
● The first and last functions must pass through the
end points (2).
● The first derivatives at the interior knots must be
equal (n-1).
● The second derivatives at the interior knots must
be equal (n-1).
● The second derivatives at the end knots are zero (2),
(the 2nd derivative function becomes a straight line at
the end points)
Alternative technique to get Cubic
Splines
● The second derivative within each interval [xi-1, xi ] is a straight line.
(the 2nd derivatives can be represented by first order Lagrange
interpolating polynomials.

A straight line
x− x i x− x i− 1
f ''( x )= f '' ( xi− 1 ) + f ''( xi ) connecting the first
i i x i− 1− x i i xi − x i− 1 knot f’’(xi-1) and the
second knot f’’(xi)

The second derivative at any point x within the interval

Cubic Splines
● The last equation can be integrated twice
2 unknown constants of integration can be evaluated
by applying the boundary conditions:
1. f(x) = f (xi-1) at xi-1
2. f(x) = f (xi) at xi

Unknowns:

i = 0, 1,…, n
 Cubic Splines
• For each interior point xi (n-1): f 'i− 1 ( x i )= f i ( x i )
'

( x i− x i− 1 ) f '' ( x i− 1 )+2( x i+1 − x i− 1 ) f ''( x i )

6
+( x i+1 − x i ) f ( x i+1 )=
''
[ f ( x i+1 )− f ( xi ) ]
x i+1 − x i
6
+
x i − x i− 1
[ f ( x i− 1 )− f ( x i ) ]

This equation result with n-1 unknown second

derivatives where, for boundary points:
f˝(xo) = f˝(xn) = 0
Cubic Splines - Example

Fit the following data with cubic splines

Use the results to estimate the value at x=5.

x 3.0 4.5 7.0 9.0

f(x) 2.5 1.0 2.5 0.5

Solution:
 Natural Spline:
f '' ( x 0 )= f '' (3 )= 0, f '' ( x 3 )= f '' (9 )= 0
Cubic Splines - Example
 For 1st interior point (x1 = 4.5)
x 3.0 4.5 7.0 9.0
f(x) 2.5 1.0 2.5 0.5
- x i − x i− 1= x 1− x 0= 4. 5− 3. 0= 1. 5
- x i+1− xi− 1= x 2− x 0= 7− 3. 0= 4
- x i+1− xi = x 2− x 1= 7− 4. 5= 2. 5
Apply the following equation:
( x i− x i− 1 ) f '' ( x i− 1 )+2( x i+1 − x i− 1 ) f ''( x i )+( x i+1− x i ) f ''( xi+1 )
6 6
¿
xi+1 − x i [ f ( xi+1 )− f ( x i ) ] +
x i− xi− 1 [ f ( xi− 1 )− f ( xi ) ]
Cubic Splines - Example
'' '' 6 '' 6
1. 5f (3 )+2× 4f (4 . 5)+2 . 5f (7 )= (2 . 5− 1 )+ (2 . 5− 1 )
2.5 1 .5
''
Since f (3)= 0
8f ''( 4.5)+2.5f '' (7)= 9.6 .............. (eq.1)
 For 2nd interior point (x2 = 7 )

x 3.0 4.5 7.0 9.0

f(x) 2.5 1.0 2.5 0.5
x i − x i− 1 = x 2− x 1 = 7− 4. 5= 2. 5
x i+1− xi− 1= x 3− x1= 9− 4. 5= 4. 5
x i+1− xi = x3− x 2= 9− 7= 2
Cubic Splines - Example

Apply the following equation:

( x i− x i− 1 ) f '' ( x i− 1 )+2( x i+1 − x i− 1 ) f ''( x i )+( x i+1− x i ) f ''( xi+1 )

6 6
¿
xi+1 − x i [ f ( xi+1 )− f ( x i ) ] +
x i− xi− 1 [ f ( xi− 1 )− f ( xi ) ]

'' '' 6 '' 6

2 . 5f ( 4. 5)+2× 4 .5f (7)+2f (9 )= (0. 5− 2 . 5)+ (1− 2. 5)
2 2. 5
''
Since f (9)= 0
'' ''
2.5f (4.5)+9f (7)=− 9.6 ............. ( equ 2)
 Cubic Splines - Example
Solve the two equations:
8 f ''i ( 4 . 5 )+ 2 . 5 f ''i ( 7 )= 9 . 6
2 . 5 f ''i ( 4 . 5 )+9 f i'' ( 7 )= − 9 . 6
¿}¿
'' ''
¿ yeild f ( 4 . 5 )= 1 . 67909 , f ( 7 )= − 1 . 53308 ¿

The first interval (i=1), apply for the equation:

f '' ( x i− 1 ) f '' ( xi )
i 3 3
f i ( x )= (xi − x ) + i (x− x i− 1)
6 (x i − x i− 1 ) 6 (xi − xi− 1 )

f i ( xi − 1 ) f i'' ( x i− 1 ) (x i − x i− 1 ) f ''( x i ) (x i − x i− 1 )
+
[ x−x
i
−
i− 1 6 ] [
x −
( i ) x−x
x +
f i( xi )
i i− 1
−
6
i
]
(x− x i− 1 )

f 1 ( x)= 0 ( xi − 3 ) +
1. 67909
3
6(1. 5)
3
( x− 3 ) +
1.5
−
6 [
2 . 5 0(1. 5 )
(4 . 5− x )+] 1 1. 67909(1. 5)
1. 5
−
6 [
( x− 3) ]
f 1 ( x )= 0 .186566 ( x− 3 )3 +1 .6667 (4 . 5− x )+0 . 24689( x− 3 )
Cubic Splines - Example
The 2nd interval (i =2), apply for the equation:
3 − 1 .53308 − 1. 67909(2 . 5)
f 2 ( x )=
1 . 67909
6 (2 .5 )
(7− x) +
6(2 .5 )
3 1
( x− 4 .5 ) + [ −
2 .5 6 ]
(7− x )
2. 5 − 1 . 53308(2 . 5)
+[ −
2. 5 6 ]
( x− 4 . 5)

f 2 ( x )= 0. 111939(7− x )3 − 0 . 102205 ( x− 4 .5 )3 − 0 . 29962(7− x )+1. 638783 ( x − 4 . 5)

The 3rd interval (i =3),

f 3 ( x)= − 0 .127757 (9− x) 3 +1. 761027 (9− x )+0. 25 ( x− 7 )

For x = 5: f 2 ( x)= f 2(5)= 1. 102886

Credits:
● Chapra, Canale
● The Islamic University of Gaza, Civil Engineering Department