INTERPOLATION

For a given table of values( ) the process of estimating the values

of “y=f(x)” for any intermediate values of “x = g(x)” is called “interpolation”.
If g(x) is a Polynomial, Then the process is called “Polynomial” Interpolation.

ERROR OF APPROXIMATION
The deviation of g(x) from f(x) i.e. |f(x) – g (x)| is called Error of Approximation.

EXTRAPOLATION
The method of computing the values of ‘y’ for a given value of ‘x’ lying outside the table of
values of ‘x’ is called Extrapolation.

REMARK
A function is said to interpolate a set of data points if it passes through those points.

INVERSE INTERPOLATION
Suppose , - ( ) on [a, b] and has non- zero ‘p’ in *a, b+
Let be ‘n+1’ distinct numbers in [a, b] with ( ) for each
.
To approximate ‘p’ construct the interpolating polynomial of degree ‘n’ on the nodes
“y0, y1...........yn” for
Since “yk=f (xk)” and f (p) =0, it follows that (yk) = Xk and p = (0).

“Using iterated interpolation to approximate ( ) is called iterated Inverse interpolation”

LINEAR INTERPOLATION FORMULA

( ) ( ) ( )

Where

QUADRATIC INTERPOLATION FORMULA

( )
( ) ( )

Where
ERRORS IN POLYNOMIAL INTERPOLATION
Given a function f(x) and a set of distinct points and xi ϵ [a, b]
Let ( ) be a polynomial of degree ≤ n that interpolates f(x) at
i.e. ( ) ( )
Then Error define as ( ) ( )– ( )

REMARK
Sometime when a function is given as a data of some experiments in the form of tabular
values corresponding to the values of independent variable ‘X’ then
1. Either we interpolate the data and obtain the function “f(x)” as a polynomial in ‘x’ and
then differentiate according to the usual calculus formulas.
2. Or we use Numerical Differentiation which is easier to perform in case of Tabular form
of the data.

DISADVANTAGES OF POLYNOMIAL INTERPOLATION

 n-time differentiable  No convergence result
 big error in certain intervals  Heavy to compute for large “n”
(especially near the ends)

EXISTENCE AND UNIQUENESS THEOREM FOR POLYNOMIAL INTERPOLATION

Given ( ) with Xi’s distinct there exists one and only one Polynomial ( ) of degree
such that ( )
PROOF
Existence Ok from construction.
For Uniqueness:
Assume we have two polynomials P(x), q(x) of degree n both interpolate the data i.e.
( ) ( )
Now let ( ) ( ) ( ) which will be a polynomial of degree n
Furthermore, we have ( ) ( ) ( )
So g(x) has ‘n+1’ Zeros. We must have g(x) 0. Therefor p(x) g(x).

REMEMBER: Using Newton’s Forward difference interpolation formula we find the n-degree
polynomial which approximate the function ( ) in such a way that and agrees
at ‘n+1’ equally Spaced ‘X’ Values. So that

( ) ( ) ( )

Where ( ) ( ) ( ) Are the values of ‘ f ’ in table.

NEWTON FORWARD DIFFERENCE INTERPOLATION FORMULA
Newton’s Forward Difference Interpolation formula is

( ) ( )
( ) ( ) ( )
( ) ( ) ( ) ( )
Where

DERIVATION:
Let ( ) ( )

( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
, - ( )

( ) )
( ) ( ) ( ) ( )

CONDITION FOR THIS METHOD

 Values of ‘x’ must have equal distance i.e. equally spaced.

 Value on which we find the function check either it is near to start or end.
 If near to start, then use forward method.
 If near to end, then use backward method.
QUESTION
Evaluate ( ) given the following table of values

X : 10 20 30 40 50
f(x) : 46 66 81 93 101

SOLUTION
Here ‘15’ nearest to starting point we use Newtown’s Forward Difference Interpolation.

X Y Y 2Y  3Y  4Y
10 46
20
20 66 -5
15 2
30 81 -3 -3
12 -1
40 93 -4
8
50 101

( ) ( )( ) ( )( )( )
( )

( )
( )( ) ( )( )( )
( ) ( )( ) ( ) ( )
( )( )( )( )
( )

( )

NEWTONS’S BACKWARD DIFFERENCE INTERPOLATION FORMULA

Newton’s Backward Difference Interpolation formula is

( ) ( )
( ) ( )( ) ( )
( ) ( ) ( ) ( )
DERIVATION: Let ( ) ( ) Then

( ) ( ) ( ) ( ) ( ) ( )
( ) ( )( )
( ) 0 1 ( )

( )
( ) ( ) ( ) ( )

This is required Newton’s Gregory Backward Difference Interpolation formula.

QUESTION: For the following table of values estimate f(7.5)

X 1 2 3 4 5 6 7 8
f(x) 1 8 27 64 125 216 343 512
SOLUTION
Since ‘7.5’ is nearest to End of table, So We use Newton’s Backward Interpolation.

X Y Y  2Y  3Y  4Y
1 1
7
2 8 12
19 6
3 27 18 0
37 6
4 64 24 0
61 6
5 125 30 0
91 6
6 216 36 0
127 6
7 243 42
169
8 512

Since
( ) ( )( )
Now
( )( ) ( )( )( )
( )( ) ( ) ( )

( )
 LAGRANGE’S INTERPOLATION FORMULA

For points define the cardinal Function

(polynomial of n-degree)

( ) 2

The Lagrange form of interpolation Polynomial is ( )= ∑ ( )

DERIVATION OF FORMULA
Let y=f (x) be a function which takes the values so we will obtain an
n-degree polynomial ( )= 0 + +…………..+ n

( ) ( )( ) ( )
( )( ) ( )
() ( )( )( ) ( )
Now

{ ( )( ) ( )

Now we find the constants

Put x= in (i)
( ) ( )( ) ( )
( )( ) ( )
() ( )( )( ) ( )

{ ( )( ) ( )

( )( ) ( )

,( )( ) ( )-

Now Put x=

( ) ( )( ) ( )

,( )( ) ( )-
Similarly

,( )( ) ( )-

Putting all the values in (i) we get

( )( ) ( ) ( )( ) ( )
( ) + +……………
( )( ) ( ) ( )( ) ( )
( )( ) ( )
( )( ) ( )

( ) ∑
( )( ) ( )( ) ( )
Where ( ) ( )( ) ( )( ) ( )

ALTERNATIVELY DEFINE
( ) ( )( ) ( )

Then ( ) ( ),( )( ) ( )-

( ),( )( )( ) ( )-

( ),( )( )( ) ( )-

( ) ( )( ) ( )( ) ( )
( ) ( )( ) ( )( ) ( )
( ) ( ) ( )( ) ( )( ) ( )

( )
Then ( ) ( ) ( )

CONVERGENCE CRITERIA
( )
Assume a triangular array of interpolation nodes exactly ‘ ’ distinct nodes for
“
( )

( ) ( )

( ) ( ) ( )

( ) ( ) ( ) ( )
 ( )
Further assume that all nodes are contained in finite interval , - then for each ‘n’ we
define

( ) ( ) ( )
( ) . / , -

Then we say method “converges” if ( ) ( ) uniformly for , -

(OR)

Lagrange’s interpolation converges uniformly on [a, b] for on arbitrary triangular ret if nodes
of ‘f’ is analytic in the circular disk ‘ ’ centered at and having radius ‘r’ sufficiently
large. So that ( ) holds.

𝑎 𝑏
2

PROVE THAT ∫ ( ) , ( ) ( )-

PROOF: Using Lagrange’s formula for ( ) ∑ ( ) ( )

( ) ( ) ( ) ( ) ( )

Integrating over , - when

∫ ( ) ∫ ( ) ( ) ∫ ( ) ( )

∫ ( ) ( )∫ ( ) ( )∫ ( )

Now ( ) ( )

∫ ( ) ( )∫ ( )∫
Let

∫ ( ) ∫ ( ) ( )∫

∫ ( ) ∫ ( ) ( )∫

( ) ( )∫ ( )∫

( ) ( )∫ ( )∫ ( ) ∫( ) ( ) ∫

( ) ( ) 6| | 7 ( )| |

( ) ( )( * ( )( * ( ) ( ) ( )

( ) ( ) ( ) , ( ) ( )- , ( ) ( )-

Since

Hence the result

PROS AND CONS OF LAGRANGE’S POLYNOMIAL

 Elegant formula ( )
 Slow to compute, each ( ) is different ( )
 Not flexible; if one change a point xj , or add an additional point xn+1 one must
re-compute all ( )

INVERSE LAGRANGIAN INTERPOLATION

Interchanging ‘x’ and ‘y’ in Lagrange’s interpolation formula we obtain the inverse given by
( )
( ) ∑ ( )
QUESTION
Find langrage’s Interpolation polynomial fitting The points ( )

( ) ( ) ( ) Hence find ( )

X: =1 =3 =4 =6

Y: -3 0 30 132

ANSWER
Since ( ) + + +
( )( )( ) ( )( )( ) ( )( )( )
( ) ( )( )( )
+( )( )( )
+( )( )( )
+
( )( )( )
( )( )( )

By putting values, we get

( )
( )( )( ) ( )( )( ) ( )( )( ) ( )( )( )
( ) ( ) ( ) ( )
( )( )( ) ( )( )( ) ( )( )( ) ( )( )( )

( ) , -

Put to get ( )

( ) , ( ) ( ) - Y (5) =75

DIVIDED DIFFRENCE

Assume that for a given value of ( )( ) ( )

, - ( )

Then the first order divided Difference is defined as

, - , -

, - [ ]
The 2nd Order Difference is [ ]

[ ] [ ]
Similarly [ ]
DIVIDED DIFFERENCE IS SYMMETRIC
( )
[ ] [ ]
( )

 Also Newton Divided Difference is Symmetric

NEWTON’S DIVIDED DIFFRENCE INTERPOLATION FORMULA

If are arbitrarily Spaced (unequal spaced) Then the polynomial of degree ‘n’
through ( )( ) ( ) where ( ) is given by the newton’s Devided
difference Interpolation formula (Also known as Newton’s General Interpolation formula)
given by.

( ) ( ) ( ) [ ] ( )( ) [ ]

( )( ) ( ) [ ]

DERIVATION OF FORMULA
Let ( ) ( ) ( )( )

…………….. ( )( )( ) ( ) ()

( ) ( ) , -
Put ( ) ( )
, - , -
, -

Put ( ) ( ) ( )( )

( ) ( )( )

. /( ) ( )( ) using above values

( ) , - ( ) ( ) , -
( )( ) ( )( )

( ) ( ) ( ) , - ( ) , -( ) ( ) , -
( )( ) ( )( )

( ) , -* + ( ) , -( )
( )( ) ( )( )
 [ ]( ) [ ]
, - ( )
( ) , - , -
, -
( ) ( ) ( )

Similarly , - , -

() , - ( ) , - ( )( ) ( ) , -

TABLE
st
X Y Order 2nd Order 3nd Order

, -
, -
, - , -
, -
, -

EXAMPLE:

X Y , - , - , -

10

A RELATIONSHIP BETWEEN nth DIVIDED DIFFERENCE AND THE nth DARIVATIVE

Suppose “f” is n-time continuously differentiable and are (n + 1) distinct numbers
( )
in [a, b] then there exist a number in (a, b) such that , -
THEOREM
nth differences of a polynomial of degree ‘n’ are constant.

PROOF Let us consider a polynomial of degree ‘n’ in the form

Then ( ) ( ) ( )

We now examine the difference of polynomial

,( ) - ,( ) - , -

Binomial expansion yields

( )

( )

[ ]

Therefore

Where are constants involving ‘h’ but not ‘x’

Thus the first difference of a polynomial of degree ‘n’ is another polynomial of degree( )

Similarly ( )

,( ) - ,( ) - . ( )

( )

Therefore is a polynomial of degree ( ) in ‘x’

Similarly, we can find the higher order differences and every time we observe that the degree
of polynomial is reduced by one.

After differencing n-time we get

( )( ) ( )( ) ( )

This constant is independent of ‘x’ since is constant ,

Hence The ( ) and higher order differences of a polynomial of degree ‘n’ are zero.
NEWTION’S DIVIDED DIFERENCE FORMULA WITH ERROR TERM
( ) ( ) , - ()

, - , - ( ) , - ( )

, - , - ( ) , - ( )

, - , - ( ) , - ( )

, - , - ( ) , - ( )

Multiplying (ii) by ( ) (iii) ( ) ( ) ( ) By ( )( ) ( )

And adding all Equation’s

( ) ( ) , - ( )( ) , -

( )( ) ( ) , -

Also last term will be ( )

LIMITATIONS OF NEWTON’S INTERPOLATION.

This formula used only when the values of independent variable ‘x’ are equally spaced. Also
the differences of ‘y’ must ultimately become small. Its accuracy same as Lagrange’s Formula
but has the advantage of being computationally economical in the sense that it involves less
numbers of Arithmetic Operations.
ERROR TERM IN INTERPOLATION
As we know that

( ) ( ) , - ( )( ) ( ) , -

Approximated by polynomial ( ) of degree ‘n’ the error term is

( ) ( ) ( ) ()

( ) ( )( ) ( ) , -

Let ( ) ( ) , - ( ) ( )

And ( ) ( ) ( ) ( )

( ) Vanish for Choose arbitrarily ̅ from them.

Consider an interval which span the points ̅ . Total number of points

( ) Then ( ) vanish ( ) time by Roll’s theorem

( ) Vanish ( ) time, ( ) vanish n-time. Hence ( ) vanish 1-time choose

arbitrarily

( ) ( ) ( ) ( )

( ) ( ) ( ) ( )

( )
( ) ( ) ( )

( )
( ) ( ) , -
( )

( )
( ) ( ) ( )
( )
NEWTON’S DIVIDED DIFFERENCE AND LAGRANGE’S INTERPOLATION FORMULA
ARE IDENTICAL, PROVE!
Consider y = f(x) is given at the sample points

Since by Newton’s divided difference interpolation for is given as

( ) , - ( )( ) , -
, - , -
( ). / ( )( )

( )( )
( ). / . /. /

( )( )
( ). / . /. 2( 3 /
)( )

( )( ) ( ) ( )
( ). / . /. 2 3 /
( )( )

( )( )
( ). / . /. 2( 3 /
)( )

( )( ) ( )( )( ) ( )( )
( ). / .( /
)( ) ( )( )( ) ( )

( )( ) ( )( ) ( )( )
( ). / .( /
)( ) ( )( ) ( )

( )( ) ( )( ) ( )( )
0 . / ( )(
1
)
0. / ( )( )
1 0( )( )
1

( )( ) ( ) ( )( ) ( )( ) ( )( ) ( )( )
0 ( )( )
1 0 ( )( )
1 0( )(
1
)

( )( ) ( )( ) ( )( )
0( )(
1
)
0( )( )
1 0( )(
1
)

This is Lagrange’s form of interpolation polynomial.

Hence both Divided Difference and Lagrange’s are identical.

SPLINE
A function ‘S’ is called a spline of degree ‘k’ if it satisfied the following conditions.

(i) S is defined in the interval , -

(ii) is continuous on , - ;
(iii) S is polynomial of degree on each subinterval
, -

CUBIC SPLINE INTERPOLATION

A function ( ) denoted by ( ) over the interval [ ]

Is called a cubic spline interpolant if following conditions hold.

 ( )
 ( )
 ( )
 ( )

 A spline of degree “3” is cubic spline.

NATURAL SPLINE
A cubic spline satisfying these two additional conditions

( ) ( )
 HERMIT INTERPOLATION

In Hermit interpolation we use the expansion involving not only the function values but also
its first derivative.

Hermit Interpolation formula is given as follows

( ) ∑ , ( )( )- , ( )- ( ), ( )-

EXAMPLE

Estimate the value of ( ) using hermit interpolation formula from the following data

X Y
1.00 1.00000 0.5000
1.10 1.04881 0.47673

Solution:

At first we compute ( )

( )

And ( )

( )

Now putting the values in Hermit Formula

( ) ∑ , ( )( )- , ( )- ( ), ( )-

We find

( )
0 . /( )1 . / ( ) ( ). / ( )

0 . /( )1 . / ( ) ( ). / ( )
( )