Chapter 5

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
2
3
4
5
What is Interpolation ?
Given (x0,y0), (x1,y1), …… (xn,yn), find the value of ‘y’
at a value of ‘x’ that is not given.

6
Interpolants
Polynomials are the most common choice of
interpolants because they are easy to:

Evaluate
Differentiate, and
Integrate.

7
 5.1
Lagrange Interpolation

8
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Polynomial Interpolation
For a given set of N + 1 data points

{(x0, y0), (x1, y1), . . . , (xN, yN)},

we want to find the coefficients of an Nth-degree

polynomial function to match them:

9
Lagrange Interpolation
Lagrangian interpolating polynomial is given by
n
f n ( x)   Li ( x) f ( xi )
i 0

where ‘ n ’ in f n (x) stands for the n th order polynomial that approximates the function y  f (x)

given at (n  1) data points as x0 , y 0 , x1 , y1 ,......,  x n 1 , y n 1 , x n , y n  , and

n x  xj
Li ( x)  
j 0 xi  x j
j i

Li (x) is a weighting function that includes a product of (n  1) terms with terms of j  i

omitted.

10
Linear Interpolation: Lagrangian interpolating polynomi
n
f n ( x)   Li ( x) f ( x
Consider the two points: i 0

where ‘ n ’ in f n (x) stands for the

given at (n  1) data points as x0 ,

n x  xj
Li ( x)  
j 0 xi  x j
j i

Li (x) is a weighting function that i

The linear function P(x) passing through points omitted.
Lagrangian interpolating polynomial i
n
f n ( x)   Li ( x) f ( xi )
f1 ( x)  L0 ( x) f ( x0 )  L1 ( x) f ( x1 ) i 0

where ‘ n ’ in f n (x) stands for the n th

given at (n  1) data points as x0 , 11

y0 
Example 1
We are given the temperature vs. depth plot for a lake. Determine
the value of the temperature at z = −7.5 using the Lagrange method
for linear interpolation.

Temperature Depth
T (oC) z (m)
19.1 0
19.1 -1
19 -2
18.8 -3
18.7 -4
18.3 -5
18.2 -6
17.6 -7
11.7 -8
9.9 -9
9.1 -10
Temperature vs. depth of a lake
12
Example 1
Solution 17.6
18

17

z 0  8, T z 0   11.7
16

ys
15
f ( range)

z1  7, T z1   17.6


f x de sire d 14

13

12

z  zj z  z1
11.7 11
1
L0 ( z )  
15 10 5 0

 x s  10
0
x s  range x de sire d x s  10
1

j 0 z0  z j z0  z1
j 0

1 z  zj z  z0
L1 ( z )   
j  0 z1  z j z1  z0
j 1 13
Example 1
Solution
z  z1 z  z0
T1 ( z )  T ( z0 )  T ( z1 )
z0  z1 z1  z0
z7 z 8
 (11.7)  (17.6)
8  7 7  8
for  8  z  7

7.5  7 7.5  8
T1 (7.5)  (11.7)  (17.6)
8  7 7  8
 0.5(11.7)  0.5(17.6)
 14.65 C
14
Quadratic Interpolation:

Lagrangian interpolating polynomial is given by

n
f n ( x)   Li ( x) f ( xi )
i 0

where ‘ n ’ in f n (x) stands for the n th order polynomial that approxima

f 2 ( x)  L0 ( x) f ( x0 )  L1 ( x) f ( x1 )  L2 ( x) f ( x2 )
given at (n  1) data points as x0 , y 0 , x1 , y1 ,......,  x n 1 , y n 1 , x n , y n  ,
Lagrangian interpolating polynomial i
n x  xj
Li ( x)   n

j 0 xi  x j f n ( x)   Li ( x) f ( xi )
j i i 0
Example 2
We are given the temperature vs. depth plot for a lake. Determine
the value of the temperature at z = −7.5 using the Lagrange method
for quadratic interpolation.

Temperature Depth
T (oC) z (m)
19.1 0
19.1 -1
19 -2
18.8 -3
18.7 -4
18.3 -5
18.2 -6
17.6 -7
11.7 -8
9.9 -9
9.1 -10
Temperature vs. depth of a lake
16
Example 2
Solution
18
17.6

16

z o  9, T z o   9.9
ys 14

z1  8, T z1   11.7

f ( range)


f x de sire d
12

z 2  7, T z 2   17.6
10

9.89238 8
9 8.5 8 7.5 7
9 x s  range x de sire d 7

17
Example 2
Solution
2 z  zj  z  z1  z  z 2   7.5  8 7.5  7 
L0 ( z )       = = 0.125
j 0 z 0  z j  z 0  z1  z 0  z 2   9  8 9  7 
j 0

2 z  zj  z  z 0  z  z 2   7.5  9  7.5  7 
L1 ( z )       =  0.75
j 0 z1  z j  z1  z 0  z1  z 2   8  9  8  7 
j 1

2 z  zj  z  z 0  z  z1   7.5  9  7.5  8 
L2 ( z )       =  0.375
j 0 z 2  z j  z 2  z 0  z 2  z1   7  9  7  8
j 2

T2  z   L0  z  T  z0   L1  z  T  z1   L2  z  T  z2 

T2  7.5   0.125 9.9    0.7511.7    0.375 17.6 

 14.138C 18
Cubic Interpolation:
f3 ( x)  L0 ( x) f ( x0 )  L1 ( x) f ( x1 )  L2 ( x) f ( x2 )  L3 ( x) f ( x3 )
20
19.19774

3 x  xj  x  x1  x  x2  x  x3 
L0 ( x)  
18
   
j 0 x0  z j  x0  x1  x0  x2  x0  x3  Lagrangian interpolating polynomial is given
16
j 0 ys
n
f n ( x)   Li ( x) f ( xi )
f ( range)
14

f x de sire d
3 x  xj  x  x0   x  x2   x  x3  i 0
L1 ( x)      
12

j 0 x1  x j  x1  x0   x1  x2   x1  x3  where ‘ n ’ in f n (x) stands for the n th order p

j 1 10

3 x  xj  x  x0   x  x1   x  x3  given at (n  1) data points as x0 , y 0 , x1 , y1 

9.44745 8

L2 ( x)  
9 8.5 8 7.5 7 6.5 6

    9 x s  range x de sire d 6

j  0 x2  x j  x2  x0   x2  x1   x2  x3  n x  xj
j 2
Li ( x)  
0 xi  x j
Lagrangian interpolatingjj polynomial is given
3 x  xj  x  x0  x  x1  x  x2  i
L3 ( x)      
x3  x j  x3  x0  x3  x1  x3  x2  n
j 0
j 3
Li (x) is a weighting
omitted.
f n ( x) function
i 0
Li ( x)that 
f ( xincludes
i ) a
19
Example 3
We are given the temperature vs. depth plot for a lake. Determine
the value of the temperature at z = −7.5 using the Lagrange method
for cubic interpolation.

Temperature Depth
T (oC) z (m)
19.1 0
19.1 -1
19 -2
18.8 -3
18.7 -4
18.3 -5
18.2 -6
17.6 -7
11.7 -8
9.9 -9
9.1 -10
Temperature vs. depth of a lake
20
Example 3
Solution
20
19.19774

z o  9, T z o   9.9 18

z1  8, T z1   11.7

16
ys

f ( range)

z 2  7, T z 2   17.6
14

f x de sire d
12

z3  6, T z3   18.2 10

9.44745 8
9 8.5 8 7.5 7 6.5 6
9 x s  range x de sire d 6

21
Example 3
 z  z1  z  z2  z  z3   7.5  8 7.5  7  7.5  6 
L0  z       = 0.0625
 
 0 1  0 2  0 3 
z z z z z  z  9  8  9  7  9  6 

 z  z0   z  z2   z  z3   7.5  9  7.5  7  7.5  6 

L1  z       = 0.5625
 
 1 0  1 2  1 3 
z z z z z  z  8  9  8  7  8  6 

 z  z0  z  z1  z  z3   7.5  9  7.5  8 7.5  6 

L2  z       = 0.5625
 
 2 0  0 1  0 3 
z z z z z  z  7  9  7  8  7  6 

 z  z0  z  z1  z  z2   7.5  9  7.5  8 7.5  7 

L3  z       = 0.0625
 
 3 0  3 1  3 2 
z z z z z  z  6  9  6  8  6  7 

T3  z   L0  z  T  z0   L1  z  T  z1   L2  z  T  z2   L3  z  T  z3 

T3  7.5   0.0625 9.9    0.562511.7    0.562517.6    0.062518.2 

22
 14.725C
 Comparison Table
Order of
1 2 3
Polynomial
Temperature °C 14.65 14.138 14.725

23
 5.2
Divided Differences

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Divided Differences

25
Divided Differences

26
Divided Differences

Need to find the constants

Substitute

Substitute

27
Divided Differences
General form
f 2 ( x)  b0  b1 ( x  x0 )  b2 ( x  x0 )( x  x1 )
where
b0  f [ x0 ]  f ( x0 )
f ( x1 )  f ( x 0 )
b1  f [ x1 , x0 ] 
x1  x0
f ( x 2 )  f ( x1 ) f ( x1 )  f ( x0 )

f [ x 2 , x1 ]  f [ x1 , x0 ] x 2  x1 x1  x0
b2  f [ x 2 , x1 , x0 ]  
x 2  x0 x 2  x0
Rewriting
f 2 ( x)  f [ x0 ]  f [ x1 , x0 ]( x  x0 )  f [ x2 , x1 , x0 ]( x  x0 )( x  x1 )
28
Divided Differences
General form
Given (n  1) data points, x0 , y0 , x1 , y1 ,......, xn1 , y n1 , xn , y n  ,
f n ( x)  b0  b1 ( x  x0 )  ....  bn ( x  x0 )( x  x1 )...( x  xn1 )
where
b0  f [ x0 ] b0  f [ x0 ]  f ( x0 )
b1  f [ x1 , x0 ] f ( x1 )  f ( x 0 )
b1  f [ x1 , x0 ] 
b2  f [ x2 , x1 , x0 ] x1  x0
f (x

bn1  f [ xn1 , xn2 ,...., x0 ] f [ x 2 , x1 ]  f [ x1 , x0 ]
b2  f [ x 2 , x1 , x0 ]  
x 2  x0
bn  f [ xn , xn1 ,...., x0 ]

29
Divided Differences
General form
The third order polynomial, given ( x0 , y0 ), ( x1 , y1 ), ( x2 , y 2 ), and ( x3 , y3 ), is

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  x2 )
b0
x0 f ( x0 ) b1
f [ x1 , x0 ] b2
x1 f ( x1 ) f [ x2 , x1 , x0 ] b3
f [ x2 , x1 ] f [ x3 , x2 , x1 , x0 ]
x2 f ( x2 ) f [ x3 , x2 , x1 ]
f [ x3 , x 2 ]
x3 f ( x3 )

30
Divided Differences
General form

31
Example 4

Use Newton’s divided-difference method to compute

f(2) from the experimental data shown in the following
table:

32
Solution

33
Solution
Solution
Solution

36
Example 5
Predict f(1.5) from the experimental data shown in the
following table using the divided-difference method.

37
Solution

38
Solution

39
Solution

40
Solution

41
Solution

42
Solution

43
Example 6
We are given the temperature vs. depth plot for a lake. Determine
the value of the temperature at z = −7.5 using the Divided
Difference method for cubic interpolation.

Temperature Depth
T (oC) z (m)
19.1 0
19.1 -1
19 -2
18.8 -3
18.7 -4
18.3 -5
18.2 -6
17.6 -7
11.7 -8
9.9 -9
9.1 -10
Temperature vs. depth of a lake
44
Example 6
Solution

The temperature profile is chosen as

T ( z)  b0  b1 ( z  z 0 )  b2 ( z  z 0 )( z  z1 )  b3 ( z  z 0 )( z  z1 )( z  z 2 )
We need to choose four data points that are closest to z  7.5
z 0  9, T ( z 0 )  9.9
z1  8, T ( z1 )  11.7
z 2  7, T ( z 2 )  17.6
z 3  6, T ( z 3 )  18.2

45
Example 6

b0
z 0  9, 9.9 b1
1.8 b2
z1  8, 11.7 2.05 b3
5.9  1.5667
z 2  7, 17.6  2.65
0.6
z 3  6, 18.2

The values of the constants are obtained as

b0  9.9 b1  1.8 b2  2.05 b3  1.5667
46
http://numericalmethods.eng.usf.edu
Example 6

T ( z )  b0  b1 ( z  z 0 )  b2 ( z  z 0 )( z  z1 )  b3 ( z  z 0 )( z  z1 )( z  z 2 )
 9.9  1.8( z  9)  2.05( z  9)( z  8)  1.5667( z  9)( z  8)( z  7)

At z  7.5,

T (7.5)  9.9  1.8(7.5  9)  2.05(7.5  9)(7.5  8)

 1.5667(7.5  9)(7.5  8)(7.5  7)
 14.725C

47