CHAPTER 4
Interpolation and
Approximation
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• Interpolation
• The general formula for an nth-order polynomial is:
f ( x) a0 a1 x a2 x 2 ... an x n
• For n+1 data points, there is one and only one polynomial of nth order
that passes through all the points. For example, there is only one
straight line (that is, a first-order polynomial that connects two points.
Similarly, only one parabola connects a set of three points.
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• Polynomial Interpolation consists of determining the unique nth –order
polynomial that fits n+1 data points. This polynomial then provides a
formula to compute intermediate values.
• Although there is one and only one nth –order polynomial that fits n+1
data points, there are a variety of mathematical formats in which this
polynomial can be expressed. (Newton and Lagrange polynomials)
• Newton’s Divided-Difference Interpolating Polynomials
1.Linear Interpolation: The simplest form of interpolation is to
connect two data points with a straight line. This technique
called linear interpolation, is depicted graphically in following Figure.
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
f(x)
f(x1)
f(x)
f1(x)
f(x0)
x
x0 x x1
• Using similar triangles
f1 ( x) f ( x0 ) f ( x1 ) f ( x0 )
x x0 x1 x0
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• which can be rearranged to yield
f ( x1 ) f ( x0 )
f1 ( x) f ( x0 ) ( x x0 )
x1 x0
• which is a linear interpolation formula the term [ f ( x1 ) f ( x0 )] / ( x1 x0 )
is the slope of the line connecting the points and known as “ finite-
divided-difference approximation of the first derivative.
• In general, the smaller the interval between the data points, the better
the approximation.
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• Example: Estimate the natural logarithm of 2 (ln(2)) using linear
interpolation.
• First perform the computation by interpolating between ln(1)=0 and
ln(6)=1.79176
• Then repeat the procedure but use a smaller interval from ln(1) =0 to
ln(4)=1.3863 2
1.5
• (True value of ln(2)=0.693147)
1
0.5
• Solution: 0
i) x0 1 x1 6
1 2 3 4 5 6
• 1.79176 0
f1 ( x) 0 ( x 1)
f ( x0 ) 0 f ( x1 ) 1.79176 6 1
1.79176 0.35825 0.693147
f1 (2) (2 1) 0.35835 t 100% 48.3%
5 0.693147
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• ii) x0 1 x1 4
f1 ( x) 0
1.3863 0
( x 1)
f ( x0 ) 0 f ( x1 ) 1.3863 4 1
1.3863 0.4621 0.693147
f1 (2) (2 1) 0.4621 t 100% 33%
3 0.693147
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• 2. Quadratic Interpolation:
• If three data points are available, this can be accomplished with a
second-order polynomial. A particularly convenient form for this
purpose is:
f 2 ( x) b0 b1 ( x x0 ) b2 ( x x0 )( x x1 ) (1)
• If the terms in above equation are multiplied, the equation yields
f 2 ( x) b0 b1 x b1 x0 b2 x 2 b2 x0 x1 b2 x0 x b2 x1 x
• or collecting the terms
f 2 ( x) a0 a1 x a2 x 2
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• where
a0 b0 b1 x0 b2 x0 x1
a1 b1 b2 x0 b2 x1
a2 b2
• A simple procedure can be used to determine the values of the
coefficients.
• For b0, Eqn. (1) is used with x=x0
f 2 ( x0 ) b0 b1 ( x0 x0 ) b1 ( x0 x0 )( x0 x1 )
=0 =0
f 2 ( x0 ) b0
and f ( x0 ) f 2 ( x0 ) Therefore b0 f ( x0 ) (2)
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• If we substitute x=x1 into Eqn (1)
f 2 ( x1 ) b0 b1 ( x1 x0 ) b1 ( x1 x0 )( x1 x1 )
=f(x0) =0
f 2 ( x1 ) f ( x0 ) b1 ( x1 x0 )
f ( x1 ) f ( x0 )
and f ( x1 ) f 2 ( x1 ) Therefore b1 (3)
x1 x0
• Finally, Eqs. (2) and (3) can be substituted into Eq.(1), which can be
evaluated at x=x2 and solved ( after some algebraic manipulations) for
f ( x2 ) f ( x1 ) f ( x1 ) f ( x0 )
x2 x1 x1 x0
b2
x2 x0
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• Example: Fit a second-order polynomial to the three points given
below
x0 1 f ( x0 ) 0
x1 4 f ( x1 ) 1.38629
x2 6 f ( x2 ) 1.79176
• Solution:
b0 0
f ( x1 ) f ( x0 ) 1.38629 0
b1 0.4621
x1 x0 4 1
1.79176 1.38629
f ( x2 ) f ( x1 ) f ( x1 ) f ( x0 ) 0.4621
b2 6 4
/ ( x2 x0 ) 0.05187
x2 x1 x 1 x0 6 1
f 2 ( x ) 0 0.462098( x 1) 0.05187( x 1)( x 4)
f 2 ( x ) 0.565844
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• 3. General Form of Newton’s Interpolating Polynomials
• The preceding analysis can be generalized to fit an nth order
polynomial to n+1 data points. The nth order polynomial is:
f n ( x) b0 b1 ( x x0 ) ... bn ( x x0 )( x x1 )...( x xn1 )
• b0 , b1, b2, … , bn are first, second, third,…, nth finite divided difference,
respectively. We denote the first divided difference by:
f x0 f ( x0 )
• The second divided difference by;
f ( x1 ) f ( x0 )
f x1 , x0
x1 x0
• And the third divided difference by; f x2 , x1
f ( x2 ) f ( x1 )
f x2 , x1 f x1 , x0 x2 x1
f x2 , x1 , x0 where
x2 x0 f ( x1 ) f ( x0 )
f x1 , x0
x1 x0
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• Where f[x0], f[x1,x0] and f[x2,x1,x0] are called bracketed functions of
their variables enclosed in square brackets.
• Rewriting;
f n ( x) f [ x0 ] f [ x1 , x0 ]( x x0 ) ... f [ xn , xn 1 ,..., x0 ]( x x0 )( x x1 )...( x xn 1 )
• The divided differences are calculated recursively;
• For an example of a third order polynomial given (x0,y0), (x1,y1),
(x2,y2), (x3,y3).
f 3 ( x) f [ x0 ] f [ x1 , x0 ]( x x0 ) f [ x2 , x1 , x0 ]( x x0 )( x x1 ) f [ x3 , x2 , x1 , x0 ]( x x0 )( x x1 )( x x 2 )
xi 1st divided 2nd divided 3rd divided 4th divided
difference difference difference difference
x0 f(x0) f[x1, x0]
f[x2, x1, x0]
x1 f(x1) f[x2, x1] f[x3, x2, x1, x0]
x2 f(x2)
f[x3, x2] f[x3, x2, x1]
x3 f(x3)
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• Example: Using ln(1), ln(4), ln(6) and ln(5), estimate ln(2) with a
third-order Newton’s Interpolating Polynomial.
xi 1st divided 2nd divided 3rd divided 4th divided f ( x1 ) f ( x0 )
difference difference difference difference f x1 , x0 0.4621
x1 x0
x0=1 f(x0)=0 0.4621 f ( x2 ) f ( x1 )
-0.0519 f x2 , x1 0.2027
x1=4 f(x1)=1.386 0.2027 x2 x1
0.0079
x2=6 f(x2)=1.792 f ( x3 ) f ( x2 )
f [ x3 , x2 ] 0.1823
0.1812 -0.0204 x3 x2
x3=5 f(x3)=1.609
f [ x2 , x1 ] f [ x1 , x0 ] 0.2027 0.4621
f x2 , x1 , x0 0.0519
x2 x0 6 1
f [ x3 , x2 ] f [ x2 , x1 ] 0.1812 0.2027
f x3 , x2 , x1 0.0204
x3 x1 54
f [ x3 , x2 , x1 ] f [ x2 , x1 , x0 ] 0.0204 (0.0519)
f x3 , x2 , x1 , x0 0.0079
x3 x0 5 1
f3 ( x) 0 0.4621( x 1) 0.0519( x 1)( x 4) 0.0079( x 1)( x 4)( x 6)
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
for x=2 f 3 (2)=0+0.4621(2-1)-0.0519(2-1)(2-4)+0.0079(2-1)(2-4)(2-6)=0.6288
True value=ln(2)=0.69315
0.69315 0.6288
t 0.0929 9.3%
0.69315
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• Lagrange Interpolating Polynomials
• The Lagrange interpolating polynomial is simply a reformulation of the
Newton polynomial that avoids the computation of divided differences.
It can be represented concisely as;
n
f n ( x) Li ( x) f ( xi )
i 0
L0 ( x) f ( x0 ) L1 ( x) f ( x1 ) ... Ln ( x) f ( xn )
• where n x xj
Li ( x)
j 0 xi x j
j i
• where π designates the “product of”. For example, the linear version
(n=1) is:
x x1 x x0
f1 ( x) f ( x0 ) f ( x1 )
x0 x1 x1 x0
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• The second-order version is
( x x1 )( x x2 ) ( x x0 )( x x2 ) ( x x0 )( x x1 )
f 2 ( x) f ( x0 ) f ( x1 ) f ( x2 )
( x0 x1 )( x0 x2 ) ( x1 x0 )( x1 x2 ) ( x2 x0 )( x2 x1 )
• Example: Use a Lagrange interpolating polynomial of the first and
second order to evaluate ln(2) on the basis of the data given:
xi f(xi)
x0=1 f(x0)=ln(1)=0
x1=4 f(x1)=ln(4)=1.3863
x2=6 f(x2)=ln(6)=1.7918
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
Interpolation
• The first order polynomial:
f1 ( x) L0 ( x) f ( x0 ) L1 ( x ) f ( x1 )
x x1 x x0
f1 ( x) f ( x0 ) f ( x1 )
x0 x1 x1 x0
24 2 1
f1 (2) 0 1.3863 0.4621
1 4 4 1
• The second order polynomial
f 2 ( x) L0 ( x) f ( x0 ) L1 ( x) f ( x1 ) L2 ( x) f ( x2 )
( x x1 )( x x2 ) ( x x0 )( x x2 ) ( x x0 )( x x1 )
f 2 ( x) f ( x0 ) f ( x1 ) f ( x2 )
( x0 x1 )( x0 x2 ) ( x1 x0 )( x1 x2 ) ( x2 x0 )( x2 x1 )
(2 4)(2 6) (2 1)(2 6) (2 1)(2 4)
f 2 (2) 0 1.3863 1.7918 0.5658
(1 4)(1 6) (4 6)(4 6) (6 1)(6 4)
CENG 202: NUMERICAL ANALYSIS, DR. SEMIH ERHAN
