Curve-fitting and Interpolation

Curve-fitting and engineering practice

sampling data are acquired
at discrete points.
- but the values at undefined points
are wanted in many engineering
applications

Interpolation
- Ex: density of water at different
temp.

Least-squares Regression
- Purpose is trend analysis or
hypothesis testing

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Trend of experimental data
Experimental data for force (N) and velocity (m/s) from a
wind tunnel experiment

v, m/s 10 20 30 40 50 60 70 80
F, N 25 70 380 550 610 1220 830 1450

1500

Is the relationship
1000
-linear? Which order?
(Linear or polynomial
F (N)

regression)
500

-nonlinear?
0
(Nonlinear regression)
0 20 40 60 80
v (m/s)

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Fitting the data with a straight line
Minimizing the sum of squares of the estimated residuals
n n
Sr e yi a0 a1 xi
2 2
i
i1 i1

n xi yi xi yi
a1
n x x
2
2
i i

a0 y a1 x

Testing the goodness of fit

n
St yi y
2

St Sr i 1
r
2

St n
S r yi a0 a1 xi
2

i 1
(CE 205 lecture slides of details)
CE 206: Engg. Computation sessional Dr. Tanvir Ahmed
 A MATLAB code for linear regression
function [a, r2] = linregr(x,y)
% input:
% x = independent variable
% y = dependent variable
% output:
% a = vector of slope, a(1), and intercept, a(2)
% r2 = coefficient of determination
n = length(x);
if length(y)~=n, error('x and y must be same length'); end
x = x(:); y = y(:); % convert to column vectors
sx = sum(x); sy = sum(y);
sx2 = sum(x.*x); sxy = sum(x.*y); sy2 = sum(y.*y);
a(1) = (n*sxy-sx*sy)/(n*sx2-sx^2);
a(2) = sy/n-a(1)*sx/n;
r2 = ((n*sxy-sx*sy)/sqrt(n*sx2-sx^2)/sqrt(n*sy2-sy^2))^2;
% create plot of data and best fit line
xp = linspace(min(x),max(x),2);
yp = a(1)*xp+a(2);
plot(x,y,'o',xp,yp)
grid on
CE 206: Engg. Computation sessional Dr. Tanvir Ahmed
 Fitting a straight line
1600
>> [a, r2] = linregr(v,F)
1400
a =
1200
19.4702 -234.2857
1000
r2 =
0.8805 800

600

F 234.2857 19.4702v 400

200

3.5
0

-200
10 20 30 40 50 60 70 80
3

2.5
Log-transformed data
>> [a, r2] =
2 linregr(log10(v),log10(F))
a =
1.5 1.9842 -0.5620
r2 =
1
1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
0.9481

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Variety of linear regressions
To fit a second order polynomial
n n
Sr e yi a0 a1 xi a2 xi2
2 2
i
i1 i1

Higher order polynomials

n n
Sr e yi a0 a1 xi a x a x
2
i
2
2 i
m 2
m i
i1 i1

Multiple linear regression

a0 a1x1 a2 x2 am xm
y

n n
Sr ei2 yi a0 a1 x1,i a2 x2,i am xm,i
2

i1 i1

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Generalizing least squares
Linear, polynomial, and multiple linear regression all
belong to the general linear least-squares model:
a0 z0 a1z1 a2 z2 am zm e
y

where z0, z1, , zm are a set of m+1 basis functions and
e is the error of the fit

y Z a e
z01 z11 zm1
z02 z12 zm2
Z

zmn
z0n z1n
zji represents the the value of the jth basis function
calculated at the ith point.

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed
 Generalizing least squares
y Z a e
Applying the condition of least squares
2
n
n m
Sr ei2 yi a j z ji

i1 i1 j0
We get the following:
Z Z a Z y
T T

We can solve for the coefficients {a} using matrix
manipulations

To calculate residuals: {y} - [Z]{a}

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Example: general least squares
Fit the wind tunnel data to a 2nd order polynomial
v, m/s 10 20 30 40 50 60 70 80
F, N 25 70 380 550 610 1220 830 1450

Create the Z matrix:

>>v=v(:);
>>Z=[ones(size(v)) v v.^2]
Z =
1 10 100
1 20 400
1 30 900
1 40 1600
1 50 2500
1 60 3600
1 70 4900
1 80 6400

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Example: general least squares
Determine the coefficient matrix:
>>Z*Z
ans =
8 360 20400
360 20400 1296000
20400 1296000 87720000

>>F=F(:);
>>Z*F
ans =
5135
>>a=(Z*Z)\(Z*F)
312850 a =
20516500 -178.4821
16.1220
0.0372

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 polyfit and polyval function
MATLAB has a built-in function polyfit that fits
a least-squares nth order polynomial to data:
p = polyfit(x, y, n)
x: independent data
y: dependent data
n: order of polynomial to fit
p: coefficients of polynomial f(x)=p1xn+p2xn-1++pnx+pn+1

MATLABs polyval command can be used to

compute a value using the coefficients.
y = polyval(p, x)

Exercise: Modify your linregr.m function to fit

polynomials of any order using the built-in functions
CE 206: Engg. Computation sessional Dr. Tanvir Ahmed
 Nonlinear regression
Not all fits are linear equations of coefficients and
basis functions.

Problems in transformation:
-Not all equations can be transformed easily or at all
-The best fit line represents the best fit for the transformed
variables, not the original variables.

Alternate approach: nonlinear regression.

Methodology:
-Write down the basis function.
-use MATLABs fminsearch function to find the
values of the coefficients where a minimum occurs

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Example: nonlinear regression
For the wind tunnel data, determine the coefficients
for the fit: a2
F a1v
The m-file function:
function f = fSSR(a, xm, ym)
yp = a(1)*xm.^a(2);
f = sum((ym-yp).^2);

Then, use fminsearch to obtain the values of a that

minimize fSSR:
a = fminsearch(@fSSR, [1, 1], [], v, F)

a = Initial guess for a1 and a2 Option

placeholder
Data

2.5384 1.4359
CE 206: Engg. Computation sessional Dr. Tanvir Ahmed
 Comparison between regressions
F 0.2741v1.9842 transformed
F a1v a2

F 2.5384v1.4359 untransformed
2000

1500
untransformed
F (N)

1000

500
transformed
0
0 20 40 60 80
v (m/s)
CE 206: Engg. Computation sessional Dr. Tanvir Ahmed
 Polynomial interpolation
(1) Use MATLABs polyfit and polyval function
- the number of data points should be equal to the number of coefficients

(2) Newtons interpolating polynomial

x b1 b2 x x1 bn x x1 x x2 x xn1
fn1

b1 f x1
b2 f x2 , x1
b3 f x3 , x2 , x1
Divided
Differences

n f xn , xn1 ,, x2 , x1
b

(3) Lagranges interpolating polynomial

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Polynomial interpolation
Use polyfit and polyval function to predict the population
of 2000 using a 7th order polynomial fitted with the first 8 points
Year 1920 1930 1940 1950 1960 1970 1980 1990 2000
Populati 106.46 123.08 132.12 152.27 180.67 205.05 227.23 249.46 281.42
on (mil)

Also try using:

(a) Newtons interpolating
polynomial
(b) Using a 1st order
polynomial using the
1980 and 1990 data
(c) Using a 2nd order
polynomial using the
1980,1990 and 1970 data

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Piecewise interpolation in MATLAB
The spline command performs cubic interpolation, generally
using not-a-knot method
yy=spline(x, y, xx)

Example: interpolate the Runges function f(x) = 1/(1+25x2)

taking 9 equidistant points between -1 and +1 using the spline
command.

x = linspace(-1, 1, 9);
y = 1./(1+25*x.^2);
xx = linspace(-1, 1);
yy = spline(x, y, xx);
yr = 1./(1+25*xx.^2)
plot(x, y, o, xx, yy, -, xx, yr, --)

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 MATLABs interp1 function

MATLABs interp1 function can perform several

different kinds of interpolation:

yi = interp1(x, y, xi, method)

x and y contain the original data
xi contains the points at which to interpolate
method is a string containing the desired method:
nearest - nearest neighbor interpolation
linear - connects the points with straight lines
spline - not-a-knot cubic spline interpolation
pchip or cubic - piecewise cubic Hermite interpolation

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed

 Example: interp1 function
Time series of spot measurements of velocity:
t 0 20 40 56 68 80 84 96 104
v 0 20 20 38 80 80 100 100 125

140

120

100

>> tt=linspace(0,110); 80
>> v1=interp1(t,v,tt);
>> plot(t,v,'o',tt,v1) 60

40

20

0
0 20 40 60 80 100 120

CE 206: Engg. Computation sessional Dr. Tanvir Ahmed