Numerical

Analysis
Lecture 22
 Chapter 5
Interpolation
Finite
Finite Difference
Difference Operators
Operators
Newton’s
Newton’s Forward
Forward Difference
Difference
Interpolation
Interpolation Formula
Formula
Newton’s
Newton’s Backward
Backward Difference
Difference
Interpolation
Interpolation Formula
Formula
Lagrange’s
Lagrange’s Interpolation
Interpolation
Formula
Formula
Divided
Divided Differences
Differences
Interpolation
Interpolation in
in Two
Two Dimensions
Dimensions
Cubic
Cubic Spline
Spline Interpolation
Interpolation
 r r 1 r 1
 yi  yi 1   yi
k k1 k1
 yi  yi   yi  1 ,
i n, (n  1),..., k
n 1 n 1
 yi 
n
yi (1 2)   yi  (1 2)
Thus
y x  yx h  yx  f ( x  h)  f ( x)
2
 y x y x h  yx
Similarly
y x  y x  yx  h  f ( x)  f ( x  h)
 h  h
 yx  y x ( h / 2)  y x  ( h / 2) f x  f x 
 2  2
Shift operator, E
E f ( x )  f ( x  h)
n
E f ( x)  f ( x  nh)
n
E y x  y x nh
The inverse operator E -1

is defined as
1
E f ( x )  f ( x  h)
Similarly,

n
E f ( x)  f ( x  nh)
 Average Operator, 
1  h  h 
 f ( x)   f x  f  x  
2  2  2 
1
  y x ( h / 2)  y x  ( h / 2) 
2
Differential Operator, D

d 
Df ( x)  f ( x)  f ( x) 
dx 
2 
2 d n 
D f ( x)  2 f ( x)  f ( x)
dx 
Important Results
E1
 E  1 1
 1  E 
E

 E 1/ 2
 E 1/ 2 hD log E

1 1/ 2  1/ 2
  (E  E )
2
 Newton’s
Forward
Difference
Interpolation
Formula
Let y = f (x) be a function which
takes values f (x0), f (x0+ h), f (x0+2h),
…, corresponding to various equi-
spaced values of x with spacing h,
say x0, x0 + h, x0 + 2h, … .
Suppose, we wish to evaluate the
function f (x) for a value x0 + ph,
where p is any real number, then for
any real number p, we have the
operator E such that
 p
E f ( x)  f ( x  ph).
p p
f ( x0  ph) E f ( x0 ) (1  ) f ( x0 )

 p ( p  1) 2 p ( p  1)( p  2) 3 
 1  p        f ( x0 )
 2! 3! 
 f ( x0  ph)  f ( x0 )  pf ( x0 )
p ( p  1) 2 p ( p  1)( p  2) 3
  f ( x0 )   f ( x0 )
2! 3!
p ( p  1) ( p  n  1) n
   f ( x0 )  Error
n!

This is known as Newton’s

forward difference formula for
interpolation, which gives the
value of f (x0 + ph) in terms of f (x0)
and its leading differences.
This formula is also known as
Newton-Gregory forward
difference interpolation formula.
Here p=(x-x0)/h.
An alternate expression is
p ( p  1) 2
y x  y0  py0   y0
2!
p ( p  1)( p  2) 3
  y0  
3!
p ( p  1)( p  n  1) n
  y0  Error
n!
Exercise
Find a cubic polynomial in x
which takes on the values
-3, 3, 11, 27, 57 and 107,
when x = 0, 1, 2, 3, 4 and 5
respectively.
Solution
Here, the observations are
given at equal intervals of unit
width.
To determine the required
polynomial, we first construct
the difference table
Difference Table
Since the 4th and higher order
differences are zero, the
required Newton’s
interpolation formula
p ( p  1) 2
f ( x0  ph)  f ( x0 )  pf ( x0 )   f ( x0 )
2
p ( p  1)( p  2) 3
  f ( x0 )
6
Here,
x  x0 x  0
p  x
h 1
f ( x0 ) 6
2
 f ( x0 ) 2
3
 f ( x0 ) 6
Substituting these values into
the formula, we have
x ( x  1)
f ( x )  3  6 x  (2)
2
x ( x  1)( x  2)
 (6)
6
3 2
f ( x)  x  2 x  7 x  3,
The required cubic polynomial.
 NEWTON’S
BACKWARD
DIFFERENCE
INTERPOLATION
FORMULA
For interpolating the value of
the function y = f (x) near the
end of table of values, and to
extrapolate value of the
function a short distance
forward from yn, Newton’s
backward interpolation
formula is used
Derivation
Let y = f (x) be a function
which takes on values
f (xn), f (xn-h), f (xn-2h), …, f (x0)
corresponding to equispaced
values xn, xn-h, xn-2h, …, x0.
Suppose, we wish to evaluate
the function f (x) at (xn + ph),
 where p is any real number,
then we have the shift
operator E, such that
p 1  p  p
f ( xn  ph) E f ( xn ) ( E ) f ( xn ) (1  ) f ( xn )

Binomial expansion yields,

 p ( p  1) 2 p ( p  1)( p  2) 3
f ( xn  ph)  1  p    
 2! 3!
p ( p  1)( p  2)  ( p  n  1) n 
   Error  f ( xn )
n! 
That is,
f ( xn  ph)  f ( xn )  pf ( xn )
p ( p  1) 2
  f ( xn )
2!
p ( p  1)( p  2) 3
  f ( xn )  
3!
p ( p  1)( p  2) ( p  n  1) n
  f ( xn )  Error
n!
This formula is known as
Newton’s backward
interpolation formula. This
formula is also known as
Newton’s-Gregory backward
difference interpolation
formula.
If we retain (r + 1)terms, we obtain a
polynomial of degree r agreeing with
f (x) at xn, xn-1, …, xn-r. Alternatively,
this formula can also be written as
p ( p  1) 2
y x  yn  pyn   yn
2!
p ( p  1)( p  2) 3
  yn  
3!
p ( p  1)( p  2) ( p  n  1) n
  yn  Error
n!
x  xn
Here p
h
Example
For the following table of
values, estimate f (7.5).
Solution
The value to be interpolated is
at the end of the table. Hence, it
is appropriate to use Newton’s
backward interpolation formula.
Let us first construct the
backward difference table for
the given data
Difference Table
Since the 4th and higher order
differences are zero, the required
Newton’s backward interpolation
formula is
p ( p  1) 2
y x  yn  pyn   yn
2!
p ( p  1)( p  2) 3
  yn
3!
In this problem,
x  xn 7.5  8.0
p   0.5
h 1
2 3
yn 169,  yn 42,  yn 6
(  0.5)(0.5)
y7.5 512  ( 0.5)(169)  (42)
2
(  0.5)(0.5)(1.5)
 (6)
6
512  84.5  5.25  0.375
421.875
Example
The sales for the last five
years is given in the table
below. Estimate the sales for
the year 1979
Solution
Newton’s backward difference
table for the given data as

-3
In this example,
1979  1982
p  1.5
2
and
2
yn 5,  yn 1,
3 4
 yn 2,  yn 5
Newton’s interpolation formula gives
( 1.5)( 0.5)
y1979 57  ( 1.5)5  (1)
2
( 1.5)( 0.5)(0.5)
 (2)
6
( 1.5)( 0.5)(0.5)(1.5)
 (5)
24
57  7.5  0.375  0.125  0.1172

Therefore, y1979 50.1172

 LAGRANGE’S
INTERPOLATION
FORMULA
Newton’s interpolation
formulae developed earlier
can be used only when the
values of the independent
variable x are equally
spaced. Also the
differences of y must
ultimately become small.
If the values of the
independent variable are
not given at equidistant
intervals, then we have the
basic formula associated
with the name of Lagrange
which will be derived now.
Numerical
Analysis
Lecture 22
Let y = f (x) be a function
which takes the values,
y0 , y1 ,…yn corresponding to x0
, x1, …xn . Since there are (n +
1) values of y corresponding
to (n + 1) values of x, we can
represent the function f (x) by
a polynomial of degree n.
Suppose we write this
polynomial in the form .
n n 1
f ( x)  A0 x  A1 x    An
or in the form
y  f ( x) a0 ( x  x1 )( x  x2 ) ( x  xn )
a1 ( x  x0 )( x  x2 ) ( x  xn )
a2 ( x  x0 )( x  x1 ) ( x  xn )  
an ( x  x0 )( x  x1 ) ( x  xn  1 )
Here, the coefficients ak are so
chosen as to satisfy this
equation by the (n + 1) pairs
(xi, yi). Thus we get
y0  f ( x0 ) a0 ( x0  x1 )( x0  x1 )( x0  x2 )  ( x0  xn )

Therefore,
y0
a0 
( x0  x1 )( x0  x2 ) ( x0  xn )
Similarly, we obtain
y1
a1 
( x1  x0 )( x1  x2 ) ( x1  xn )
yi
ai 
( xi  x0 )( xi  x1 )  ( xi  xi  1 )( xi  xi 1 )  ( xi  xn )

and
yn
an 
( xn  x0 )( xn  x1 ) ( xn  xn  1 )
Substituting the values of
a0, a1, …, an we get
( x  x1 )( x  x2 ) ( x  xn ) ( x  x0 )( x  x2 )  ( x  xn )
y  f ( x)  y0  y1  
( x0  x1 )( x0  x2 ) ( x0  xn ) ( x1  x0 )( x1  x2 )  ( x1  xn )
( x  x0 )( x  x1 ) ( x  xi  1 )( x  xi 1 )  ( x  xn )
 yi  
( xi  x0 )( xi  x1 ) ( xi  xi  1 )( xi  xi 1 ) ( xi  xn )
( x  x0 )( x  x1 )( x  x2 )  ( x  xn  1 )
 yn
( xn  x0 )( xn  x1 )( xn  x2 )  ( xn  xn  1 )

The Lagrange’s formula for

interpolation
This formula can be used
whether the values x0, x2, …, xn
are equally spaced or not.
Alternatively, this can also be
written in compact form as
y  f ( x) L0 ( x) y0  L1 ( x1 ) y1  Li ( xi ) yi    Ln ( xn ) yn
n n
 Lk ( x) yk  Lk ( x) f ( xk )
k 0 k 0
 Where,
( x  x0 )( x  x1 )  ( x  xi  1 )( x  xi 1 )  ( x  xn )
Li ( x) 
( xi  x0 )( xi  x1 )  ( xi  xi  1 )( xi  xi 1 )  ( xi  xn )

We can easily observe that,

Li ( xi ) 1 and Li ( x j ) 0, i  j.

Thus introducing Kronecker

delta notation
1, if i  j
Li ( x j )  ij 
0, if i  j
Further, if we introduce the
notation
n
( x) ( x  xi ) ( x  x0 )( x  x1 ) ( x  xn )
i 0

That is ( x) is a product of
(n + 1) factors. Clearly, its
derivative ( x) contains a sum
of (n + 1) terms in each of
which one of the factors of
will ( x) be absent.
We also define,

Pk ( x) ( x  xi )
i k
which is same as ( x) except
that the factor (x–xk) is
absent. Then
( x) P0 ( x)  P1 ( x)    Pn ( x)
But, when x = xk, all terms in the
above sum vanishes except Pk(xk)
 Hence,
( xk ) Pk ( xk ) ( xk  x0 )  ( xk  xk  1 )( xk  xk 1 )  ( xk  xn )

Pk ( x) Pk ( x)
Lk ( x)  
Pk ( xk ) ( xk )
( x)

( x  xk ) ( xk )
Finally, the Lagrange’s
interpolation polynomial of
degree n can be written as

n
( x)
y ( x)  f ( x)  f ( xk )
k 0 ( x  xk ) ( xk )
n n
 Lk ( x) f ( xk )  Lk ( x) yk
k 0 k 0
Example
Find Lagrange’s
interpolation polynomial
fitting the points
y(1) = -3, y(3) = 0,
y(4) = 30, y(6) = 132.
Hence find y(5).
Solution
The given data can be
arranged as
Using Lagrange’s
interpolation formula, we
have
( x  3)( x  4) x  6)
y ( x)  f ( x)  ( 3)
(1  3)(1  4)(1  6)
( x  1)( x  4) x  6)
 (0)
(3  1)(3  4)(3  6)
( x  1)( x  3)( x  6)
 (30)
(4  1)(4  3)(4  6)
( x  1)( x  3)( x  4)
 (132)
(6  1)(6  3)(6  4)
On simplification, we get
1
y ( x)   5 x  135 x  460 x  300 
3 2

10
1 3 2
 ( x  27 x  92 x  60)
2
which is required Lagrange’s
interpolation polynomial.
Now, y(5) = 75.
Example
Given the following data,
evaluate f (3) using
Lagrange’s interpolating
polynomial.
Solution
Using Lagrange’s formula,
( x  x1 )( x  x2 )
f ( x)  f ( x0 )
( x0  x1 )( x0  x2 )
( x  x0 )( x  x2 )
 f ( x1 ) 
( x1  x0 )( x1  x2 )
( x  x0 )( x  x1 )
f ( x2 )
( x2  x0 )( x2  x1 )
Therefore
(3  2)(3  5)
f (3)  (1)
(1  2)(1  5)
(3  1)(3  5)
 (4)
(2  1)(2  5)
(3  1)(3  2)
 (10)
(5  1)(5  2)
6.49999 6.5