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Chapter 4 Chapter 4 Interpolation and Interpolation and ApproximationApproximation
4.1 Lagrange Interpolation4.1 Lagrange Interpolation
The basic interpolation problem can be The basic interpolation problem can be posed in one of two ways:posed in one of two ways:
Example 4.1Example 4.1
e-1/2
Discussion Discussion
The construction presented in this The construction presented in this section is called Lagrange interpolation.section is called Lagrange interpolation.
How good is interpolation at How good is interpolation at approximating a function? (Sections 4.3, approximating a function? (Sections 4.3, 4.11)4.11)
Consider another example:Consider another example: If we use a fourth-degree interpolating If we use a fourth-degree interpolating
polynomial to approximate this function, the polynomial to approximate this function, the results are as shown in Figure 4.3 (a).results are as shown in Figure 4.3 (a).
Error for n=8
DiscussionDiscussion
There are circumstances in which There are circumstances in which polynomial interpolation as approximation polynomial interpolation as approximation will work very well, and other will work very well, and other circumstances in which it will not.circumstances in which it will not.
The Lagrange form of the interpolating The Lagrange form of the interpolating polynomial is not well suited for actual polynomial is not well suited for actual computations, and there is an alternative computations, and there is an alternative construction that is far superior to it.construction that is far superior to it.
4.2 Newton Interpolation and 4.2 Newton Interpolation and Divided DifferencesDivided Differences
The disadvantage of the Lagrange formThe disadvantage of the Lagrange form If we decide to add a point to the set of nodes, If we decide to add a point to the set of nodes,
we have to completely recompute all of the fuwe have to completely recompute all of the functions.nctions.
Here we introduce an alternative form of thHere we introduce an alternative form of the polynomial: the Newton form.e polynomial: the Newton form. It can allow us to easily write in terms of It can allow us to easily write in terms of
=0
Example 4.2Example 4.2
)2
(
x
DiscussionDiscussion The coefficients are called divided The coefficients are called divided
differences.differences. We can use divided-difference table to find We can use divided-difference table to find
them.them.
Example 4.3Example 4.3
Example 4.3 (Con.)Example 4.3 (Con.)
Table 4.5
4.3 Interpolation Error4.3 Interpolation Error
NormsNorms
The infinity norm of pointwise norm:The infinity norm of pointwise norm:
The 2-norm:The 2-norm:
The interpolation error of linear The interpolation error of linear interpolationinterpolation
Example 4.5Example 4.5
Example 4.5 (Con.)Example 4.5 (Con.)
4.4 Application: Muller’s Method 4.4 Application: Muller’s Method and Inverse Quadratic Interpolationand Inverse Quadratic Interpolation
We can use the idea of interpolation to develop We can use the idea of interpolation to develop more sophisticated root-finding methods.more sophisticated root-finding methods.
For example: Muller’s Method For example: Muller’s Method Given three points we find the Given three points we find the
quadratic polynomial such that quadratic polynomial such that 0,1,2; and then define as the root of that is 0,1,2; and then define as the root of that is closest to .closest to .
compare
An Alternative to Muller’s MethodAn Alternative to Muller’s Method
Inverse quadratic interpolation:Inverse quadratic interpolation:
DiscussionDiscussion One great utility of Muller’s method is that it is able tOne great utility of Muller’s method is that it is able t
o find complex roots of real-valued functions, because o find complex roots of real-valued functions, because of the square root in the computation.of the square root in the computation.
Inverse quadratic interpolation is used as part of BrenInverse quadratic interpolation is used as part of Brent-Dekker root-finding algorithm, which is a commonly t-Dekker root-finding algorithm, which is a commonly implemented automatic root-finding program.implemented automatic root-finding program.
4.5 Application: More 4.5 Application: More Approximations to the DerivativeApproximations to the Derivative
depends
on x
4.5 Application: More 4.5 Application: More Approximations to the DerivativeApproximations to the Derivative
The interpolating polynomial in Lagrange The interpolating polynomial in Lagrange form isform is
The error is given as in (4.20), thusThe error is given as in (4.20), thus
We getWe get
We can use above equations to get:
4.6 Hermite Interpolation4.6 Hermite Interpolation
Hermite interpolation problem:Hermite interpolation problem:
Can we do this? Yes.Can we do this? Yes.
Divided-Difference TableDivided-Difference Table
An exampleAn example
error
Hermite Interpolation Error TheoreHermite Interpolation Error Theoremm
4.7 Piecewise Polynomial 4.7 Piecewise Polynomial InterpolationInterpolation
If we keep the order of the polynomial fixed If we keep the order of the polynomial fixed and use different polynomials over different and use different polynomials over different intervals, with the length of the intervals intervals, with the length of the intervals getting smaller and smaller, then getting smaller and smaller, then interpolation can be a very accurate and interpolation can be a very accurate and powerful approximation tool.powerful approximation tool.
For example:For example:
Example 4.6Example 4.6