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Chapter 3: Interpolation

The document discusses polynomial interpolation, which is a method of approximating an unknown function using a polynomial that matches the function's known values at certain input points. It states that any continuous function on a closed interval can be approximated as closely as desired by a polynomial according to the Weierstrass approximation theorem. Polynomial interpolation finds the unique polynomial of degree n that passes through n+1 known data points, forming a system of linear equations that can be solved using Cramer's rule. Geometrically, the unknown function is approximated by a parabola that intersects the known data points.

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Goura Sundar Tripathy
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44 views

Chapter 3: Interpolation

The document discusses polynomial interpolation, which is a method of approximating an unknown function using a polynomial that matches the function's known values at certain input points. It states that any continuous function on a closed interval can be approximated as closely as desired by a polynomial according to the Weierstrass approximation theorem. Polynomial interpolation finds the unique polynomial of degree n that passes through n+1 known data points, forming a system of linear equations that can be solved using Cramer's rule. Geometrically, the unknown function is approximated by a parabola that intersects the known data points.

Uploaded by

Goura Sundar Tripathy
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 3: Interpolation

1. Introduction

Let us assume that f (x) be a function defined in (−∞, ∞) in which it is continuously differentiable

a sufficient number of times. Here we are concerned with the function f (x) such that the

analytical formula representing the function is unknown, but the values of f (x) are known for a

given set of n + 1 distinct values of x, say x0 , x1 , x2 ,..., xn .

x f (x)

x0 f ( x0 )

x1 f (x1 )

x2 f ( x2 )

. .

. .

. .

xn f (x n )

Our problem is to find the value of f (x) for a given value of x in the vicinity of the above

tabulated values of the arguments, but different from the above tabulated values of x. Since the

formula for f (x) is unknown, the precise value of f (x) cannot be obtained. We try to find an

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approximate value of the same by the principle of interpolation. In interpolation, the unknown

function f (x) is approximated by a simple function ϕ n (x) so that it takes the same values as f (x)

for the given arguments values x0 , x1 , x2 ,..., xn . In case, if the given value of x lies slightly

outside the interval [min{x0 , x1,..., xn }, max{x0 , x1 ,..., xn }] , the corresponding process is often called

extrapolation.

Now the function ϕ n (x) may be variety of forms. When ϕ n (x) is a polynomial, then the process of

approximating f (x) by ϕ n (x) is called polynomial interpolation. If ϕ n (x) is a piecewise

polynomial, the interpolation is called piecewise polynomial interpolation; if ϕ n (x) is a finite

trigonometric series then interpolation is called trigonometric interpolation. Likewise, ϕ n (x) may

be a series of Legendre polynomials, Bessel functions and Chebyshev polynomials etc.

First we shall familiar with polynomial interpolation. It is concerned with following famous

theorem due to Weierstrass:

Theorem 1(Weierstrass Approximation Theorem): Suppose   f (x)   be a continuous real-

valued function defined on the real interval [a, b]. For every ε > 0, there exists a polynomial

ϕ n (x) such that for all x in [a, b], we have f ( x) − ϕ n ( x) ∞


<ε.

2. Polynomial interpolation

In polynomial interpolation, f (x) is approximated by a polynomial ϕ n (x) of degree ≤ n such that

f ( xi ) ≅ ϕ n ( xi ) for all i=0,1,2,3,…,n (2.1)

Let ϕ n ( x ) = a0 + a1 x + ... + an x n .

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Then from (2.1), we get

a0 + a1 xi + ... + an xin = f ( xi ) for all i=0,1,2,3,…,n. (2.2)

This is a set of (n + 1) linear equations in (n + 1) unknowns of a0 , a1 , a 2 ,..., a n . The coefficient

determinant of the system eq. (2.2) is

1 x0 ... x0n
1 x1 ... x1n
. . . . = ∏
0≤ i , j ≤ n
(xi − x j ) ≠ 0
. . . . i≠ j

1 xn ... xnn

This determinant is known as Vandermonde’s determinant. The value of this determinant is

different from zero, since x0 , x1 , x2 ,..., xn are distinct.

Therefore, by Cramer’s rule, the values of a0 , a1 , a 2 ,..., a n can be uniquely determine so that the

polynomial ϕ n (x) exists and is unique. This polynomial ϕ n (x) is called the interpolation

polynomial. The given points x0 , x1 , x2 ,..., xn are called interpolating points or nodes.

2.1.Geometric interpretation of interpolation

Geometrically, the curve representing the unknown function y = f ( x) passes through the points

( xi , yi ) , (i = 0,1,..., n) . This unknown function is approximated by a unique n -th degree parabola

y = ϕ n (x) which passes through the above points. It has been depicted in the following fig. 1. The

parabola y = ϕ n (x) is called interpolation parabola or interpolation polynomial. In this context

polynomial interpolation is also referred to as parabolic interpolation.

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Fig. 1 Geometrical representation of interpolation

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