Introduction to

Interpolation
Introduction
Interpolation Problem
Existence and Uniqueness
Linear and Quadratic Interpolation
Newton’s Divided Difference Method
Properties of Divided Differences

1
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
2
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

3
 Example
Temperature Viscosity
An experiment is used to determine (degree)
the viscosity of water as a function
of temperature. The following table
0 1.792
is generated:
5 1.519

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

4
Interpolation Problem
Find a polynomial that fits the data
points exactly.
V : Viscosity
n
V(T)  ak T k T : Temperatur e
k 0 ak : Polynomial
Vi V(Ti ) coefficients
Linear Interpolation: V(T)= 1.73 − 0.0422 T
V(8)= 1.3924
5
Existence and
Uniqueness
Given a set of n+1 points:
x0 , f ( x0 ) , x1, f ( x1 ) , ...., xn , f ( xn ) 
Assumption: x0 , x1 ,..., xnare distinct

Theorem:
There is a unique polynomial fn(x) of order ≤ n
such that:
f n ( xi )  f ( xi ) for i 0 ,1,...,n
6
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 ≤ 2
order ≤ 1 that passes that passes through the three
through the two points. points.

7
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

8
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
9
General n Order th

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 ]

10
 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

11
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]


n i 1 
f n ( x)   F [ x0 , x1 ,..., xi ]  x  x j 
i 0  j 0 

12
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.

13
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.
14
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

15
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

16
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
17
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)

18
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?

19
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)
2
x  1 x 2  1

Ordering the points should not affect the interpolating polynomial.

20
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 ]

21
Example
 Find a polynomial to x f(x)
interpolate the data.
2 3

4 5

5 1

6 6

7 9

22
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)

23
Lagrange Interpolation

24
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

25
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 x 
n
j
i
x  x 
j 0 , j i i j
26
Lagrange Interpolation

i ( x) are called the cardinals.

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

27
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)

28
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

29
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

30
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
f 4 ( x ) 1  x x  x  x
12 8 12 8

31
Interpolating Polynomial
Using Lagrange
Interpolation Method
4

f4 ( x) 
 i 0
f ( xi ) i 0  31  22  53  44

( 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
32
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 

33
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 
34
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.
35