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L08 Interpolation

This document discusses various interpolation methods including linear, quadratic, and polynomial interpolation. Linear interpolation uses a straight line between two known data points to estimate unknown points. Quadratic interpolation uses a second-order polynomial to interpolate three known data points. Polynomial interpolation finds a polynomial of degree n-1 that passes through n known data pairs. Piecewise polynomial interpolation uses separate polynomial functions over different intervals of the domain. MATLAB functions like interp1, polyfit, and spline can perform various interpolation methods.

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57 views

L08 Interpolation

This document discusses various interpolation methods including linear, quadratic, and polynomial interpolation. Linear interpolation uses a straight line between two known data points to estimate unknown points. Quadratic interpolation uses a second-order polynomial to interpolate three known data points. Polynomial interpolation finds a polynomial of degree n-1 that passes through n known data pairs. Piecewise polynomial interpolation uses separate polynomial functions over different intervals of the domain. MATLAB functions like interp1, polyfit, and spline can perform various interpolation methods.

Uploaded by

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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Numerical Methods for Civil Engineers

Lecture 8

Interpolation

Linear Interpolation
Quadratic Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Mongkol JIRAVACHARADET

SURANAREE

INSTITUTE OF ENGINEERING

UNIVERSITY OF TECHNOLOGY

SCHOOL OF CIVIL ENGINEERING

Visual Interpolation

40
20
0

60

80
km/h

100
120

Vehicle speed is approximately 49 km/h

Interpolation between data points


Consider a set of xy data collected during an experiment.
We use interpolation technique to estimate y at x where theres no data.

known data

What is the
corresponding value
of y for this x ?

BASIC IDEAS
From the known data ( xi , yi ), interpolate y = F ( x ) for x x i

x1
y1
M
M
xi
y i interpolate
x i +1 y i +1
M
M
xn
yn

x y

F(x)

Determining coefficient a1, a2, . . . , an of basis function F(x)


F(x) = a11(x) + a22(x) + . . . + ann(x)
Polynomials are often used as the basis functions.
F(x) = a1 + a2 x + a3 x2 + . . . + an xn-1

Interpolation v.s. Curve Fitting


y

known data
curve fit
interpolation

x
Curve fitting: fit function & data not exactly agree
Interpolation: function passes exactly through known data

Interpolation & Extrapolation


Interpolation approximate within the range of independent variable
of the given data set.
Extrapolation approximate outside the range of independent variable
of the given data set.
y

x1

x2

Linear Interpolation
The most common way to estimate a data point between 2 points.
The function is estimated by a straight line drawn between them.

y
Interpolated Point

Linear, Quadratic, and Cubic Interpolations

2 points

3 points

Linear = 1st order

Quadratic = 2nd order

f(x) = a0 + a1x

f(x) = a0 + a1x + a2x2

4 points
Cubic = 3rd order
f(x) = a0 + a1x+ a2x2 + a3x3

General formula for an (n 1)th-order polynomial:


f(x) = a0 + a1x+ a2x2 ++ anxn-1

Linear Interpolation
Connect two data points with a straight line

y1

Using similar triangles:

y y 0
y y0
= 1
x x0
x1 x 0

F ( x ) = y
y0

x0

x1

F ( x ) = y = y 0 +

y1 y 0
( x x0 )
x1 x0

Quadratic Interpolation
Second-order polynomial interpolation using 3 data points
Convenient form:

(x1, y1)

f2 ( x ) = b0 + b1( x x0 ) + b2 ( x x0 )( x x1 )
(x2, y2)

f2 ( x ) = a0 + a1x + a2 x 2
where

a1 = b1 + b2 x0 + b2 x1

(x0, y0)

Substitute f2 ( x0 ) = y 0 b0 = y 0
Substitute f2 ( x1 ) = y 1 b1 =

Substitute f2 ( x 2 ) = y 2

a0 = b0 + b1x0 + b2 x 0 x1
a2 = b2

y1 y 0
x1 x 0

y 3 y 2 y 2 y1

x3 x 2 x 2 x1
b2 =
x3 x1

ln(1)
ln(2)
ln(4)
ln(6)

EXAMPLE : Linear & Quadratic Interpolation


Estimate ln(2) by using linear & quadratic interpolation
Linear interpolation from x1 = 1 to x2 = 6

f1(2) = 0 +

=
=
=
=

0
0.6932
1.3863
1.7918

1.7918 0
( 2 1) = 0.3584 t = 48 .3%
6 1

Linear interpolation from x1 = 1 to x2 = 4

f1(2) = 0 +

1.3863 0
( 2 1) = 0.4621 t = 33 .3%
4 1

Quadratic interpolation from x1 = 1 to x2 = 4 and x3 = 6

b0 = 0 ,

b1 =

1.3863 0
= 0.4621
4 1

1.7918 1.3863
0.4621
6
4

b3 =
= 0.05187
6 1

Substitute b0, b1 and b2 into equation


f2(x) = 0 + 0.4621(x - 1) - 0.05187(x - 1)(x - 4)
which can be evaluated at x = 2 for
f2(2) = 0 + 0.4621(2 - 1) - 0.05187(2 - 1)(2 - 4)
f2(2) = 0.5658 t = 18.4%
f2(x) = 0.05187x2 + 0.7251x 0.6696
2

MATLAB :
>> x = 1:0.01:7;
>> y = log(x);
>> y2= -0.05187*x.^2+...
0.7251*x-0.6696;
>> plot(x,y,x,y2)

Polynomial Interpolation
Finding Pn-1(x) of degree n-1 that passes through n known data pairs

Pn-1(x) = c1xn-1 + c2xn-2 + . . . + cn-1x + cn


Vandermonde Systems

Linear
= 1 : 2 pt.
Quadratic = 2 : 3 pt.
Cubic
= 3 : 4 pt.

n pairs of (x, y)
n equations
n unknowns

Polynomial pass through each of data points

Example: Construct a quadratic interpolating function


y = c1x2 + c2x + c3
that pass through (x, y) support points (-2, -2), (-1, 1), and (2, -1)
Substitute known points into equation:
-2 = c1 (-2)2 + c2 (-2) + c3
1 = c1 (-1)2 + c2 (-1) + c3
-1 = c1 (2)2 + c2 (2) + c3
Rewritten in matrix form:
4 2
1
1

2
2

1 c1 2
1 c2 = 1
1 c3 1

Vandermonde Matrix

x12
2
x2
x32

x1
x2
x3

1 c1 y1

1 c2 = y2
1 c3 y3

MATLAB:
>> x = [-2 -1 2];
>> A = [x.^2 x ones(size(x))];
or use the built-in vander function
>> A = vander([-2 -1 2]);
>> y = [-2 1 -1];
>> c = A\y
c =
-0.9167
0.2500
2.1667

MATLAB : polyfit and polyval Functions


Find y = c1x2 + c2x + c3 that pass through (x, y) support points
(-2, -2), (-1, 1), and (2, -1).
>> x = [-2 -1 2];
>> y = [-2 1 -1];
>> c = polyfit(x,y,2)
c =
-0.9167
0.2500

2.1667

We can then use the polyval function to perform an interpolation as in


Ex. To interpolate y at x = 1
>> polyval(c,1)
ans =
1.5000

Also, we can use the polyval function to plot the result as in


>> xhat = -3:0.1:3;
>> yhat = polyval(c,xhat);
>> plot(xhat,yhat,x,y,'o')
4
2
0
-2
-4
-6
-8
-3

-2

-1

Polynomials Wiggle
2nd-order
3rd-order

4th-order
5th-order

x
xi

yi

3.5 3.0 2.5

10

2.0 1.5 -2.4 -2.8 -3.2 -3.6 -4.0

MATLABs Command Lines to Demonstrate Polynomials Wiggle


>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>

x = [1 2 3 4 5 6 7 8 9 10];
y = [3.5 3.0 2.5 2.0 1.5 -2.4 -2.8 -3.2 -3.6 -4.0];
x0 = 1:0.1:10;
y2 = polyval(polyfit(x(4:6), y(4:6), 2), x0);
y3 = polyval(polyfit(x(4:7), y(4:7), 3), x0);
y4 = polyval(polyfit(x(3:7), y(3:7), 4), x0);
y5 = polyval(polyfit(x(3:8), y(3:8), 5), x0);
axis([0 10 -5 5])
plot(x, y, o)
hold on
plot(x0, y2)
plot(x0, y3)
plot(x0, y4)
plot(x0, y5)

Piecewise Polynomial Interpolation


Using a set of lower degree interpolants on subinterval of
the whole domain
= breakpoint or knot
y

x
Piecewise-linear interpolation
Piecewise-quadratic interpolation
Piecewise-cubic interpolation
f(x) and f(x) continuous at breakpoint = cubic spline

MATLABs Built-in Interpolation Functions


Funnction

Description

interp1

1-D interpolation with piecewise polynomials.

interp2

2-D interpolation with nearest neighbor, bilinear,


or bicubic interpolants.

interp3

3-D interpolation with nearest neighbor, bilinear,


or bicubic interpolants.

interpft

1-D interpolation of uniformly spaced data using


Fourier Series (FFT).

interpn

n-D extension of methods used by interp3.

spline

1-D interpolation with cubic-splines using


not-a-knot or fixed-slope end conditions.

interp1 Built-in Function


1-D interpolation with one of the following 4 methods:
1. Nearest-neighbor uses piecewise-constant function.
Interpolant discontinue at midpoint between knots
2. Linear interpolation uses piecewise-linear polynomials.
3. Cubic interpolation uses piecewise-cubic polynomials.
Interpolant and f (x) are continuous.
4. Spline interpolation uses cubic splines. This option performs
the same interpolation as built-in function spline.

How to use interp1 ?


>> yhat = interp1(y, xhat)
>> yhat = interp1(x, y, xhat)
>> yhat = interp1(x, y, xhat, method)
where y

= tabulated values to be interpolated.

= independent values. If not given x=1:length(y).

xhat

= values at which interpolant be evaluated.

method = nearest, linear, cubic or spline

Example: Interpolation with piecewise-polynomials


>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
or
>>

x = [1 2 3 4 5 6 7 8 9 10];
y = [3.5 3.0 2.5 2.0 1.5 -2.4 -2.8 -3.2 -3.6 -4.0];
xhat = 1:0.1:10;
% eval interpolant at xhat
yn = interp1(x, y, xhat, nearest);
plot(x, y, o, xhat, yn); pause;
yl = interp1(x, y, xhat, linear);
plot(x, y, o, xhat, yl); pause;
yc = interp1(x, y, xhat, cubic);
plot(x, y, o, xhat, yc); pause;
ys = interp1(x, y, xhat, spline);
>> ys = spline(x, y, xhat);
plot(x, y, o, xhat, ys);

EXAMPLE : Linear interpolation by interp1 function


Estimate the value of y when x is equal to 3.5
x

15

10

>> x = 0:5;

15

>> y = [15 10 9 6 2 0];


>> interp1(x,y,3.5)

10

ans =
4

Plot Graph:
>> xhat = 0:0.2:5;

0
0

>> yhat = interp1(x,y,xhat);


>> plot(x,y,'bo-',xhat,yhat,'rx')

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