ECEG-2112 : Computational Methods

Lecture 5:
Interpolation

Read Chapter 18, Sections 1-5

1
Introduction to Interpolation
Introduction
Interpolation Problem
Existence and Uniqueness
Linear and Quadratic Interpolation
Newton’s Divided Difference Method
Properties of Divided Differences
Lagrange Interpolation 2
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
3
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

4
Example
Temperature Resistance
An experiment is used to determine (degree)
the resistance of a semi-conductor
as a function of temperature. The
0 1.792
following table is generated:
5 1.519

10 1.308
Problem: Estimate the resistance
when the temperature is 8 degrees.
15 1.140

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Interpolation Problem
Find a polynomial that fits the data
points exactly.
R : Resistance
n
R(T)   ak T k T : Temperature
k 0 ak : Polynomial
Ri  R(Ti ) coefficients
Linear Interpolation: R(T)= 1.73 − 0.0422 T
R(8)= 1.3924
6
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
7
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 nth 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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 Newton 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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Newton 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 

13
Newton 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)

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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?

20
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)
 x 1
2  x2 1

Ordering the points should not affect the interpolating polynomial.

21
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 ]

22
Example
 Find a polynomial to x f(x)
interpolate the data.
2 3

4 5

5 1

6 6

7 9

23
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)

24
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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Lagrange Interpolation

26
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

27
Lagrange Interpolation
Problem: xi x0 x1 …. xn
Given
yi y0 y1 …. yn

Find the polynomial of least order f n (x) such that:

f n ( xi )  f ( xi ) for i  0,1,..., n
n
Lagrange Interpolation Formula: f n ( x)   f xi   i ( x)
i 0

x  x 
n
 i ( x)   x  x 
j 0, j i
j

i j
28
Lagrange Interpolation

 i ( x) are called the cardinals.

The cardinals are n th order polynomials :
0 i  j
i (x j )  
1 i  j

29
Lagrange Interpolation Example
P2 ( x)  f ( x0 ) 0 ( x)  f ( x1 ) 1 ( x)  f ( x2 ) 2 ( x) x 1/3 1/4 1

 0 ( x) 
 x  x1   x  x2 

 x  1 / 4   x  1 y 2 -1 7
x0  x1  x0  x2  1 / 3  1 / 4 1 / 3  1
 1 ( x) 
x  x0  x  x2   x  1 / 3 x  1
x1  x0  x1  x2  1 / 4  1 / 3 1 / 4  1
 2 ( x) 
x  x0  x  x1   x  1 / 3 x  1 / 4
x2  x0  x2  x1  1  1 / 3 1  1 / 4
P2 ( x)  2 18( x  1 / 4)( x  1) 116( x  1 / 3)( x  1)
 72( x  1 / 3)( x  1 / 4)

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Example
Find a polynomial to interpolate: x y

0 1
Both Newton’s interpolation
method and Lagrange 1 3
interpolation method must
give the same answer. 2 2

3 5

4 4

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Newton’s Interpolation Method
0 1 2 -3/2 7/6 -5/8

1 3 -1 2 -4/3

2 2 3 -2

3 5 -1

4 4

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Interpolating Polynomial
3 7
f 4 ( x )  1  2( x )  x ( x  1)  x ( x  1)( x  2)
2 6
5
 x ( x  1)( x  2)( x  3)
8

115 95 2 59 3 5 4
f4 ( x)  1  x x  x  x
12 8 12 8

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Interpolating Polynomial Using
Lagrange Interpolation Method


4

f4 ( x)  f ( xi )  i   0  31  2 2  5 3  4 4
i 0
( x  1) ( x  2) ( x  3) ( x  4) ( x  1)( x  2)( x  3)( x  4)
0  
(0  1) ( 0  2) (0  3) ( 0  4) 24
( x  0) ( x  2) ( x  3) ( x  4) x ( x  2)( x  3)( x  4)
1  
(1  0) (1  2) (1  3) (1  4) 6
( x  0) ( x  1) ( x  3) ( x  4) x ( x  1)( x  3)( x  4)
2  
( 2  0) ( 2  1) ( 2  3) ( 2  4) 4
( x  0) ( x  1) ( x  2) ( x  4) x ( x  1)( x  2)( x  4)
3  
( 3  0) (3  1) ( 3  2) ( 3  4) 6
( x  0) ( x  1) ( x  2) ( x  3) x ( x  1)( x  2)( x  3)
4  
( 4  0) ( 4  1) ( 4  2) ( 4  3) 24
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Coefficients of an Interpolating
Polynomial
 Although both the Newton and Lagrange
polynomials are well suited for determining
intermediate values between points, they do not
provide a polynomial in conventional form:

f ( x)  a0  a1 x  a2 x    a x x
2 n

 Since n+1 data points are required to determine n+1

coefficients, simultaneous linear systems of equations
can be used to calculate “a”s.

35
Coefficients of an Interpolating
Polynomial

f ( x0 )  a0  a1 x0  a x   a x
2
2 0
n
n 0

f ( x1 )  a0  a1 x1  a x   a x
2
2 1
n
n 1


f ( xn )  a0  a1 xn  a x   a x
2
2 n
n
n n

Where “x”s are the knowns and “a”s are the unknowns.
36
Example

37
 Inverse Interpolation
Error in Polynomial Interpolation

38
Inverse Interpolation
Problem : Given a table of values
Find x such that : f ( x )  yk , where yk is given

xi x0 x1 …. xn
yi y0 y1 …. yn

One approach:
Use polynomial interpolation to obtain fn(x) to interpolate the
data then use Newton’s method to find a solution to x

fn ( x )  yk
39
Inverse Interpolation
Inverse interpolation: xi x0 x1 …. xn
1. Exchange the roles
yi y0 y1 …. yn
of x and y.

2. Perform polynomial
Interpolation on the yi y0 y1 …. yn
new table.
xi x0 x1 …. xn
3. Evaluate

x  fn ( yk )

40
Inverse Interpolation

x
y

x y

41
Inverse Interpolation
Question:

What is the limitation of inverse interpolation?

• The original function has an inverse.

• y1, y2, …, yn must be distinct.

42
Inverse Interpolation
Example

x 1 2 3
Problem : y 3.2 2.0 1.6

Given the table. Find x such that f ( x )  2.5

3.2 1 -.8333 1.0417
2.0 2 -2.5
1.6 3

x  f 2 ( y )  1  0.8333( y  3.2)  1.0417( y  3.2)( y  2)

x  f 2 ( 2.5)  1  0.8333( 0.7)  1.0417( 0.7)(0.5)  1.2187
43
Errors in polynomial Interpolation
 Polynomial interpolation may lead to large
errors (especially for high order polynomials).

BE CAREFUL

 When an nth order interpolating polynomial is

used, the error is related to the (n+1)th order
derivative.

44
10th Order Polynomial Interpolation
2

1.5 10 th order interpolating polynomial

0.5

true function

-0.5
-5 -4 -3 -2 -1 0 1 2 3 4 5

45
Errors in polynomial Interpolation
Theorem
Let f ( x ) be a function such that :
f ( n 1) ( x ) is continuous on [a, b], and f ( n 1) ( x )  M .
Let P(x) be any polynomial of degree  n
that interpolates f at n  1 equally spaced points
in [a, b] (including the end points). Then :
n 1
M ba
f ( x )-P ( x )   
4( n  1)  n 

46
Example
f(x)  sin (x)
We want to use 9 th order polynomial to interpolate f(x)
(using 10 equally spaced points) in the interval [0,1.6875].

f ( n 1)  1 for n  0
M  1, n  9
n 1
M ba
f(x)-P(x)   
4(n  1)  n 
10
1  1.6875  9
f(x)-P(x)     1.34 10
4(10)  9 
47
Summary
 The interpolating polynomial is unique.
 Different methods can be used to obtain it.
 Newton’s divided difference
 Lagrange interpolation
 Others
 Polynomial interpolation can be sensitive to
data.
 BE CAREFUL when high order polynomials
are used.

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