Interpolation - Introduction

Estimation of intermediate values between

precise data points. The most common method is
polynomial interpolation:
f ( x )=a 0 + a1 x+ a 2 x 2 ++ a n x n

Polynomial interpolation is used when the point

determined are very precise. The curve
representing the behavior has to pass through
every point.
There is one and only one nth-order polynomial
that fits n+1 points

Introduction

n=2

First order (linear)

n=3

2nd order (quadratic)

n=4

3rd order (cubic)

Interpolation

Polynomials are the most common

choice of interpolation because they
are easy to:
Evaluate
Differentiate, and
Integrate.
3

Introduction

There are a variety of mathematical formats in which this

polynomial can be expressed:

The Newton polynomial (sec. 18.1)

The Lagrange polynomial (sec. 18.2)

Newtons Divided-Difference
Interpolating Polynomials
Linear Interpolation/
Is the simplest form of interpolation, connecting two data points
with a straight line.

f1 ( x) f ( x0 ) f ( x1 ) f ( x0 )

x x0
x x0

Slope and a
finite divided
difference
approximation to
1st derivative

f ( x1 ) f ( x0 )
f1 ( x) f ( x0 )
( x x0 ) Linear-interpolation
x x0
formula

f1(x) designates that this is a first-order interpolating polynomial.

Figure
18.2

Quadratic Interpolation/
If three data points are available, the estimate is improved
by introducing some curvature into the line connecting
the points.

f 2 ( x) b0 b1 ( x x0 ) b2 ( x x0 )( x x1 )
A simple procedure can be used to determine the values
of the coefficients.
x x0

b0 f ( x0 )

x x1

f ( x1 ) f ( x0 )
b1
x x0

x x2

f ( x2 ) f ( x1 ) f ( x1 ) f ( x0 )

x2 x1
x1 x0
b2
x2 x0
7

General Form of Newtons Interpolating Polynomials/

f n ( x) f ( x0 ) ( x x0 ) f [ x1 , x0 ] ( x x0 )( x x1 ) f [ x2 , x1 , x0 ]
( x x0 )( x x1 ) ( x xn 1 ) f [ xn , xn 1 , , x0 ]
b0 f ( x0 )
b1 f [ x1 , x0 ]
b2 f [ x2 , x1 , x0 ]

bn f [ xn , xn 1 , , x1 , x0 ]
f [ xi , x j ]

f ( xi ) f ( x j )

f [ xi , x j , xk ]

xi x j
f [ xi , x j ] f [ x j , xk ]

Bracketed function
evaluations are finite
divided differences

xi xk

f [ xn , xn 1 , , x1 , x0 ]

f [ xn , xn 1 , , x1 ] f [ xn 1 , xn 2 , , x0 ]
xn x0

Lagrange Interpolating Polynomials

The general form for n+1 data points is:
n

f n ( x) Li ( x) f ( xi )
i 0
n

Li ( x)
j 0
j i

x xj
xi x j
designates the product of

Lagrange Interpolating Polynomials

Linear version (n = 1):
Used for 2 points of data: (xo,f(xo)) and (x1,f(x1)),

f 1 ( x )=

xx 1
x 0 x 1

f ( x 0 )+

L o ( x)

xx 0
x 1 x 0

f ( x1 )

L1 ( x )

Lagrange Interpolating
Polynomials
Second order version (n = 2):

xx 1 )( x x 2 )
(
f 2 ( x )=
f ( x 0)
( x 0 x1 )( x 0 x 2 )
xx 0 ) ( x x 2 )
(
+
f ( x1 )
( x1 x 0 )( x1 x 2 )
x x 0 )( x x1 )
(
+
f ( x 2)
( x 2 x 0 )( x 2 x 1 )

L o ( x ) , j0

L1 ( x ) , j1

L 2 ( x ) , j2

Lagrange Interpolating Polynomials Example

Use a Lagrange interpolating polynomial of the first and
second order to evaluate ln(2) on the basis of the data:

x 0=1
x 1=4
x 2=6

f ( x 0 )=ln (1 )=0
f ( x 1 )=ln (4 )=1. 386294
f ( x 2 )=ln (6)=1. 791760

Lagrange Interpolating Polynomials

Example (contd)
First order polynomial:

x x 1
xx 0
f 1 ( x)=
f ( x 0 )+
f ( x1)
x 0 x 1
x 1 x 0
24
21
f 1 ( 2)=
0+
1 . 386294=0 . 4620981
14
41

Lagrange Interpolating Polynomials

Example (contd)
Second order polynomial:

x x1 x x2
x 4 x 6
Lo ( x )

xo x1 xo x2 0 4 0 6

x xo x x2 x 0 x 6
L1 ( x )

x1 xo x1 x2 4 0 4 6
x xo x x1
x 0 x 4
L2 ( x )

x2 xo x2 x1 6 0 6 4

Lagrange Interpolating Polynomials

Example (contd)
n

f n ( x ) Li ( x ) f ( xi )
i 0

Li ( x )
j 0

x xj
xi x j

(24)(26)
f 2 (2)=
0
(14)(16)
( 21)( 26 )
+
1.386294
( 41)(46)
(21)(24 )
+
1.791760=0. 5658444
(61)(64 )

( j i)

Lagrange Interpolating Polynomials

Example (contd)

Coefficients of an Interpolating Polynomial

Although Lagrange polynomials are well suited
for determining intermediate values between
points, they do not provide a polynomial in
conventional form:
2
n

f ( x )=a 0 + a1 x+ a 2 x ++ a x x

Since n+1 data points are required to determine

n+1 coefficients, simultaneous linear systems of
equations can be used to calculate as.

Coefficients of an Interpolating
Polynomial (contd)

2
n
( x 0 )=a 0 +a 1 x 0 +a 2 x 0 +a n x 0
2
n
( x1 )=a 0 +a1 x1 +a 2 x1 +a n x 1

2
n
f ( x n )=a 0 +a 1 x n +a 2 x n +a n x n
Where xs are the knowns and as are the
unknowns.

Possible divergence of an extrapolated

production

Why Spline Interpolation?

Apply lower-order polynomials to subsets of data points. Spline

provides a superior approximation of the behavior of functions that
have local, abrupt changes.
20

Why Splines ?

1
f ( x )=
1+ 25 x 2
Table : Six equidistantly spaced points in [-1, 1]
x

1
1 25 x 2

-1.0

0.038461

-0.6

0.1

-0.2

0.5

0.2

0.5

0.6

0.1

1.0

0.038461

Figure : 5th order polynomial vs. exact function

21

Why Splines ?

17th Order
Polynomial

Original
Function
5th Order
Polynomial
9th Order
Polynomial

Figure : Higher order polynomial interpolation is a bad idea

22

Spline Interpolation
Polynomials are the most common choice of
interpolants.
There are cases where polynomials can lead to
erroneous results because of round off error and
overshoot.
Alternative approach is to apply lower-order
polynomials to subsets of data points. Such
connecting polynomials are called spline
functions.

Spline provides a superior approximation of the behavior

of functions that have local, abrupt changes (d).

Spline Interpolation
The concept of spline is using a thin , flexible strip
(called a spline) to draw smooth curves through a
set of points.natural spline (cubic)

Linear Spline
The first order splines for a group of ordered data
points can be defined as a set of linear functions:

f ( x )= f ( x 0 )+m0 ( x x 0 )

x 0 x x 1

f ( x )= f ( x1 )+m1 ( xx 1 )

x 1 x x 2

f ( x )= f ( x n1 )+mn1 ( xx n1 )
mi =

x n1 xx n

f ( xi+1 ) f ( x i )
x i+1 x i

Linear spline - Example

Fit the following data with first order splines. Evaluate
the function at x = 5.

f(x)

3.0
4.5
7.0
9.0

2.5
1.0
2.5
0.5

2. 51
m=
=0 . 6
74 . 5

f (5)= f (4 .5 )+m(54 . 5)
=1. 0+0. 60.5
=1. 3

Linear Spline
The main disadvantage of linear spline is that
they are not smooth. The data points where 2
splines meets called (a knot), the changes
abruptly.
The first derivative of the function is discontinuous
at these points.
Using higher order polynomial splines ensure
smoothness at the knots by equating derivatives
at these points.

Quadric Splines
Objective: to derive a second order polynomial for each
interval between data points. f i ( x )=a i x 2 +bi x+ci
Terms: Interior knots and end points

For n+1 data points:

i = (0, 1, 2, n),
n intervals,
3n unknown
constants (as, bs and
cs)

Quadric Splines
The function values of adjacent polynomial
must be equal at the interior knots 2(n-1).
a i1 x
ai x

i1

i1

2 + bi1 x i1 + ci1=

2 +b i x i1 + ci =

f i ( x i1 ) i=2, 3, 4, . .. , n

f i ( xi1 )

i=2, 3, 4, . .. , n

The first and last functions must pass

through the end points (2).
a 1 x 2 + b1 x 0 + c1 = f ( x 0 )
0

a n x 2 +b n x n + c n = f ( x n )
n

Quadric Splines
The first derivatives at the interior knots
must be equal (n-1).
f ' ( x )=2ai x+bi
i

2a i1 x i1 +bi1 =2a i xi1 +bi

Assume that the second derivate is zero

at the first point (1)
a 1=0
(The first two points will be connected by a straight line)

Quadric Splines - Example

Fit the following data with quadratic
splines. Estimate the value at x = 5.
x

3.0

4.5

7.0

9.0

f(x)

2.5

1.0

2.5

0.5

Solutions:
There are 3 intervals (n=3), 9 unknowns.

Quadric Splines - Example

1. Equal interior points:
For first interior point (4.5, 1.0)
The 1st equation:

The 2nd equation:

Quadric Splines - Example

For second interior point (7.0, 2.5)
The 3rd equation:
x 22 a 2 + x 2 b2 +c 2 = f ( x 2 )
2

( 7) a 2 + 7b2 + c 2 = f ( 7)

49 a 2 +7b 2 + c2 = 2. 5

The 4th equation:

2

x 2 a 3 + x 2 b3 + c 3= f ( x 2 )
2

(7) a 3 +7b 3 + c3 = f (7 )

49 a3 +7b3 +c 3 =2 .5

Quadric Splines - Example

First and last functions pass the end

points

For the start point (3.0, 2.5)

x 20 a 1 +x 0 b1 +c1 = f ( x 0 )

For
2 the end point (9, 0.5)
x 3 a1 + x 3 b 3 +c 3 = f ( x 3 )

9a 1 +3b1 + c 1= 2. 5

81 a 3 +9b 3 +c 3 =0 . 5

Quadric Splines - Example

Equal derivatives at the interior knots.
For first interior point (4.5, 1.0)
For second interior point (7.0, 2.5)

Second derivative at the first point is 0

Quadric Splines - Example

4.5 1 0

0
0

0
0

1 0
0

7 1
0
9

14

1 0

[]
b
1
c1
a2
b2
c2
a3
b3
c3
righ

1
1
2.5
2.5
2.5
0.5
0
0
righ

righ

81

49

0
0

14

4.5 1 0

0
0

49

3 1
1

20.25

Quadric Splines - Example

Solving these 8 equations with 8 unknowns

a 1 =0, b1 =1, c 1=5 . 5

a 2 =0 . 64 , b 2 =6. 76 , c 2 =18. 46
a 3 =1. 6, b3 =24. 6, c 3 =91. 3
f 1 ( x )=x +5. 5,
2

f 2 ( x )=0. 46 x 6 .76 x+18 . 46 ,

f 3 ( x )=1. 6x2 + 24 .6x91. 3,

3 .0 x 4 . 5
4 . 5 x7 . 0

7 . 0 x9 .0

Cubic Splines
Objective: to derive a third order polynomial for
each interval between data points.
Terms: Interior knots and end points
3

f i ( x )=a i x + bi x +c i x +d i
For n+1 data points:
i = (0, 1, 2, n),
n intervals,
4n unknown constants (as, bs ,cs and ds)

Cubic Splines
The function values must be equal at the interior
knots (2n-2).
The first and last functions must pass through the
end points (2).
The first derivatives at the interior knots must be
equal (n-1).
The second derivatives at the interior knots must
be equal (n-1).
The second derivatives at the end knots are zero (2),
(the 2nd derivative function becomes a straight line at
the end points)

Alternative technique to get Cubic

Splines
The second derivative within each interval [xi-1, xi ] is a straight line.
(the 2nd derivatives can be represented by first order Lagrange
interpolating polynomials.

f ''( x )= f '' ( xi1 )

i

xx i
x i1 x i

+ f ''( xi )
i

x x i1
xi x i1

A straight line
connecting the first
knot f(xi-1) and the
second knot f(xi)

The second derivative at any point x within the interval

Cubic Splines
The last equation can be integrated twice
2 unknown constants of integration can be evaluated by
applying the boundary conditions:
1. f(x) = f (xi-1) at xi-1
2. f(x) = f (xi) at xi
Unknowns:

i = 0, 1,, n

Cubic Splines
For each interior point xi (n-1):

f 'i1 ( x i )= f i ( x i )
'

( x i x i1 ) f '' ( x i1 )+2( x i+1 x i1 ) f ''( x i )

6
''
+( x i+1 x i ) f ( x i+1 )=
f ( x i+1 ) f ( xi ) ]
[
x i+1 x i
6
+
f ( x i1 ) f ( x i ) ]
[
x i x i1

This equation result with n-1 unknown second

derivatives where, for boundary points:
f(xo) = f(xn) = 0

Cubic Splines - Example

Fit the following data with cubic splines
Use the results to estimate the value at x=5.
x

3.0

4.5

7.0

9.0

f(x)

2.5

1.0

2.5

0.5

Solution:
Natural Spline:
f '' ( x 0 )= f '' (3 )=0, f '' ( x 3 )= f '' (9 )=0

Cubic Splines - Example

For 1st interior point (x1 = 4.5)
x

3.0

4.5

7.0

9.0

f(x)

2.5

1.0

2.5

0.5

- x i x i1=x 1 x 0 =4 . 53 . 0=1. 5
-

x i+1 xi 1= x 2 x 0 =73. 0=4

x i+1 xi = x 2 x 1=74. 5=2 . 5

Apply the following equation:

( x i x i1 ) f '' ( x i1 )+2( x i+1 x i1 ) f ''( x i )+( x i+1 x i ) f ''( xi+1 )

6
6

f
(
x
)
f
(
x
)
+
f ( xi1 ) f ( xi ) ]
[
[
i+1
i ]
xi+1 x i
x i xi1

Cubic Splines - Example

6
6
1. 5f (3 )+24f (4 . 5)+2 . 5f (7 )=
(2 . 51 )+
(2 . 51 )
2.5
1 .5
''
f
(3 )=0
Since
''

''

''

''

''

8f ( 4.5)+2.5f (7)=9.6 .............. (eq .1)

For 2nd interior point (x2 = 7 )

3.0

4.5

7.0

9.0

f(x)

2.5

1.0

2.5

0.5

x i x i1 =x 2 x 1 =74 . 5=2. 5

x i+1 xi1= x 3 x1 =94 . 5=4 . 5

x i +1 xi = x3 x 2 =97=2

Cubic Splines - Example

Apply the following equation:

( x i x i1 ) f '' ( x i1 )+2( x i+1 x i1 ) f ''( x i )+( x i+1 x i ) f ''( xi+1 )

6
6

f ( xi+1 ) f ( x i ) ] +
f ( xi1 ) f ( xi )]
[
[
xi+1 x i
x i xi1
6
6
2 . 5f ( 4. 5)+24 .5f (7)+ 2f (9 )= (0. 52 . 5)+
(12. 5)
2
2. 5
''

Since
''

''

''

''

f (9 )=0
''

2.5f (4.5)+9f (7)=9.6 . .. ... ....... ( equ 2)

Cubic Splines - Example

Solve the two equations:
''

''

8 f i ( 4 . 5 )+ 2 . 5 f i ( 7 )=9 . 6
2 . 5f ''i ( 4 . 5 )+9 f i'' ( 7 )=9 . 6
}
yeild

''

( 4 . 5 )=1 . 67909 ,

''

( 7 )=1 . 53308

The first interval (i=1), apply for the equation:

f i ( x )=

f '' ( x i1 )
i

6 ( x i x i1 )

f i ( xi 1 )
x i x i 1

( x i x )

f '' ( xi )
i

6 ( xi xi 1 )

f '' ( x i1 ) ( x i x i 1 )
i

f 1 ( x )=0 ( xi 3 )3 +

( xx i 1 )

( x i x ) +

f i( xi )
x i x i1

f ''( x i ) ( x i x i1 )
i

( xx i 1 )

1. 67909
2 . 5 0(1. 5 )
1 1. 67909(1. 5)
( x3 )3 +

( 4 . 5x ) +

( x 3)
6(1. 5)
1.5
6
1. 5
6
3

f 1 ( x )=0 .186566 ( x3 ) +1 .6667 ( 4 . 5 x )+ 0 . 24689( x3 )

Cubic Splines - Example

The 2nd interval (i =2), apply for the equation:

1 . 67909
1. 67909(2 . 5)
3 1 .53308
3 1
f 2 ( x )=
(7x ) +
( x4 .5 ) +

( 7 x )
6 (2 .5 )
6(2 .5 )
2 .5 6
2. 5 1 . 53308(2 . 5)
+

( x4 . 5)
2. 5 6

f 2 ( x )=0. 111939(7x )3 0 . 102205 ( x4 .5 )3 0 . 29962(7 x )+1. 638783 ( x 4 . 5)

The 3rd interval (i =3),

f 3 ( x )=0 .127757 (9x ) 3 +1. 761027 (9x )+ 0. 25 ( x7 )

For x = 5:

f 2 ( x )= f 2 ( 5)=1. 102886

Credits:
Chapra, Canale
The Islamic University of Gaza, Civil Engineering
Department