INTERPOLATION
Interpolation is the method of finding value of the dependent variable y at any
point x using the following given data.
x .x0. x1. x2. x3. .. .. .. xn
y .y0. y1. y2. y3. .. .. .. yn
This means that for the function y = f(x) the known values at x = x0 , x1 , x2 ,.........,
xn are respectively y = y0 ,y1 , y2 ,.........,yn and we want to find value of y at any
point x.
For this purpose we fit a polynomial to these datas called interpolating
polynomial. After getting the polynomial p(x) which is an approximation to f(x),
we can find the value of y at any point x
Finite difference operators
Let us take equispaced points x0 , x1 , x2 ,........., xn i.e. x1 = x0 + h, x2 = x1 +
h, ......................, xn = xn - 1 + h
Forward difference operator Δ yn = yn + 1 – yn
Backward difference operator yn = yn - yn - 1
Central difference operator δyi = yi + 1/2 - yi – ½
Shift Operator E yi = yi+1
Polynomial interpolation
In numerical analysis, polynomial interpolation is the interpolation of a given bivariate data set by
the polynomial of lowest possible degree that passes through the points of the dataset.[1]
Given a set of n + 1 data points , with no two the same, a polynomial function is said
to interpolate the data if for each .
There is always a unique such polynomial, commonly given by two explicit formulas, the Lagrange
polynomials and Newton polynomials.
Applications
In numerical analysis,
Polynomial interpolation is essential to perform sub-quadratic multiplication and squaring, such
as Karatsuba multiplication and Toom–Cook multiplication, where interpolation through points on a
product polynomial yields the specific product required.
For example, given a = f(x) = a0x0 + a1x1 + ··· and b = g(x) = b0x0 + b1x1 + ···, the product ab is a
specific value of W(x) = f(x).g(x). One may easily find points along W(x) at small values of x, and
interpolation based on those points will yield the terms of W(x) and the specific product ab.
As formulated in Karatsuba multiplication, this technique is substantially faster than quadratic
multiplication, even for modest-sized inputs, especially on parallel hardware.
Lagrange polynomial
In numerical analysis, the Lagrange interpolating polynomial is the
unique polynomial of lowest degree that interpolates a given set of data.
Given a data set of coordinate pairs (xj,yj) with 0,j,k the xj are called nodes and the
yj are called values. The Lagrange polynomial L(x) has degree greater or equal to k
and assumes each value at the corresponding node L(xj)=yj.
Although named after Joseph-Louis Lagrange, who published it in 1795, the method
was first discovered in 1779 by Edward Waring. It is also an easy consequence of a
formula published in 1783 by Leonhard Euler.
Uses
Uses of Lagrange polynomials include the
Newton–Cotes method of numerical integration
Shamir's secret sharing scheme in cryptography
Reed–Solomon error correction in coding theory.
Linear interpolation
It is interpolation by the line through points (x1, y1) and (x0, y0)
Linear interpolation is P1(x) = l0 y0 + l1 y1
Where l0 = (x- x1) /(x0 - x1) and l1 = (x- x0) /(x1 - x0)
Quadratic Lagrange Interpolation
It is the Interpolation through three given points (x2, y2), (x1, y1) and (x0,
y0) given by the formula
P2(x) = l0 y0 + l1 y1 + l2 y2
Where
l0 = (x-x2)(x-x1)/(x0-x2)(x0-x1)
l1 = (x-x2)(x-x0)/(x1-x2)(x1-x0)
l2 = (x-x1)(x-x0)/(x2-x1)(x2-x0)
