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Lect Interpolation 24

The document discusses interpolation, which is estimating values within a range of known data points. Interpolation uses functions like polynomials to fit curves through points. Common interpolation methods include Newton's forward and backward formulas, Lagrange interpolation, and Newton divided differences. Polynomials are widely used for interpolation due to their simplicity and ability to closely approximate functions.

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Ritik Gola
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Download as PDF, TXT or read online on Scribd
14 views

Lect Interpolation 24

The document discusses interpolation, which is estimating values within a range of known data points. Interpolation uses functions like polynomials to fit curves through points. Common interpolation methods include Newton's forward and backward formulas, Lagrange interpolation, and Newton divided differences. Polynomials are widely used for interpolation due to their simplicity and ability to closely approximate functions.

Uploaded by

Ritik Gola
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Interpolation

UNIT-II

Interpolation: Assumptions for interpolation, errors

in polynomial interpolation, Finite differences,

GregoryNewton’s Forward Interpolation, Gregory-

Newton’s backward Interpolation , Lagrange’s

Interpolation,Newton’s divided difference

interpolation
Interpolation
Joining the Dots
• Quite often functions may not be available explicitly
but only the values of the function at a set of
points.
• Interpolation is the problem of fitting a smooth
curve through a given set of points, generally as
the graph of a function.
• It is useful in data analysis (interpolation is a form
of regression), industrial design, signal processing
(digital-to-analog conversion) and in numerical
analysis.
• Interpolation is the problem of obtaining the
value of a function for any given functional
information about it
Interpolation

• The method of estimating between


two known points (values) is called
interpolation.
• While estimating outside of know
values is called extrapolation.
Interpolation
Interpolation is the art of reading between the lines of the table.

Interpolation is carried out using


approximating functions such as:
1.Polynomials
2.Trigonometric functions
3.Exponential functions
4.Fourier methods
Weierstrass Approximation
Theorem

If f(x) is a continuous real-valued function on [a, b]


then for any  > 0 ,
then there exists a polynomial Pn on [a, b] such that

|ƒ(x) – Pn(x)| < 

for all x  [a, b].


Weierstrass Approximation
Theorem
• This tells us that, any continuous
function on a closed and bounded
interval can be uniformly approximated
on that interval by polynomial to any
degree of accuracy.
• However there is no guarantee that we
will know f(x) to an accuracy for the
theorem to hold.
Weierstrass Approximation
Theorem
• Polynomial functions are simple functions that
even computers can easily process, hence the
Weierstrass Approximation theorem has great
practical as well as theoretical utility.
• Consequently, any continuous function can be
approximated to any accuracy by a polynomial
of high enough degree.
Polynomial Approximation
• Polynomials satisfy a uniqueness
theorem: A polynomial of degree n
passing exactly through n + 1 points is
unique.

• The polynomial through a specific set of


points may take different forms, but all
forms are equivalent. Any form can be
manipulated into another form by
simple algebraic rearrangement.
Polynomial Approximation
• The Taylor series is a polynomial of infinite
order. Thus
ƒ(x) = ƒ(x0) + ƒ'(x0)(x - x0) + 1/2! ƒ''(x0) (x - x0)2+..
• However it is impossible computationally to
evaluate an infinite number of terms.
Polynomial Approximation
• Taylor polynomial of degree n is therefore
usually defined as
ƒ(x) = Pn(x) + Rn + 1(x)
where the Taylor polynomial Pn(x) and the
remainder term Rn + 1(x) are given by
Pn(x) = ƒ(x0) + ƒ'(x0)(x - x0) + … + 1/n! ƒn(x0) (x - x0)n
Rn + 1(x) = 1/(n+1)! ƒn+1( ξ ) (x - x0)n+1
where x0≤ξ<x.
Polynomial Approximation
• The Taylor polynomial is a truncated Taylor series,
with an explicit remainder, or error term.
• The Taylor polynomial cannot be used as an
approximating function for discrete data, because
the derivatives required in the coefficients cannot
be determined.
• It does have great significance, however, for
polynomial approximation because it has an
explicit error term.
Polynomial Approximation
• When a polynomial of degree n, Pn(x), is fitted
exactly to a set of n + 1 discrete data points, (x0, f0),
(x1, f1), …, (xn, fn), the polynomial has no error at
the data points themselves. However, at the
locations between the data points, there is an error,
which is defined by
E(x) = ƒ(x) - Pn(x)
• This error term has the form
E(x) = 1/(n+1)! (x - x0) (x – x1) … (x – xn) ƒn+1( ξ );
x0≤ξ≤x.
Interpolating Polynomials
Interpolating Polynomials

• Suppose we are given some values, the


principle is that we fit a polynomial curve to
the data.
• The reason for this is that polynomials are
well-behaved functions, requiring simple
arithmetic calculations.
Interpolating Polynomials

• Approximating polynomial (interpolating


polynomial) should pass through all the
known points.
• Where it does not pass through the points it
should be close to the function.
Interpolating Polynomials

True function
• Approximating Approx 1
polynomial Approx 2
(interpolating
polynomial) should
pass through all the
known points.
• Where it does not pass
through the points it
should be close to the
function.
Interpolating Polynomials

True function
• Note that the interpolating Approx 1
polynomial may miss Approx 2
points of discontinuity.
• There is only one
interpolating polynomial
P(xi) or less that matches
the exact values; f(x0),
f(x1),…, f(xn) at n+1
distinct base points.
Interpolation
Objective: estimate intermediate values between
precise data points using simple functions

Interpolation Curve Fitting


y y

x x
Curve goes single Curve need not multiple
through data value go through data values
points points

Regression:Obtain a straight line that best fits the


data
Interpolation: “Join the Dots” and find a curve
passing through the data
Example

y
f ( x) = ?

y( xi ) = ?
High-precision data points

xi x
Examples of Simple Polynomials

Fist-order (linear) Second-order (quadratic) Third-order (cubic)


First two terms of Newton’s forward formula give

the linear interpolation while the first three

terms give a parabolic interpolation and so on


Example: Backward Difference Table

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