ICT114 Mathematics For Computing: Interpolation

Centre for Computer Technology
ICT114
Mathematics for
Computing
Week 12
Interpolation
Curve Fitting
A relation between two variables is
expressed mathematically by an equation
connecting both.
Finding equations approximating curves
that fit the given set of data is called curve
fitting.
March 20, 2012
Copyright Box Hill Institute
Objectives
Review week 11
Problem of Interpolation
Finite Differences Diagonal difference
table
Newtons Forward Interpolation
Newtons Backward Interpolation
Lagranges Interpolation
March 20, 2012
Method of Least Squares (1)

For the data points (x1, y1), (x2,y2),
.(xn,yn)
Let y = a+bx is the least squares line
a and b are determined by solving the
(normal) equations
y = an + b x
xy = a x + b x2
March 20, 2012
Method of Least Squares (2)

( y) (x2) ( x) (xy)
a = --------------------------------------------n x2 (x)2
n xy ( x)( y)
b = ---------------------------------------------n x2 (x)2
March 20, 2012
Newtons
Forward/Backward
Interpolation
Problem of Interpolation
The following table gives
the value of logx for certain
values of x
To determine the value of
logx for x = 96.45 (which is
not given in the table), we
use the method of
Interpolation.
March 20, 2012
y=logx
95
96
97
98
99
1.9777
1.9823
1.9868
1.9912
1.9956
Finite Differences Diagonal

Difference Table
In the table in the next slide
a any argument (for x)
h any positive constant
f(x) = f(x+h) f(x) = first difference
f(a) is called the leading term
f(a), 2f(a), 3f(a) are called the leading
differences
March 20, 2012
Argument
Entry
f(x)
f(a)
1st
Difference
f(x)
2nd
3rd
Difference Difference
2f(x)
3f(x)
f(a)
a+h
2f(a)
f(a+h)
f(a+h)
a+2h
2f(a+h)
f(a+2h)
f(a+2h)
a+3h
March 20, 2012
3f(a)
f(a+3h)
Newton's Forward Interpolation

u = (x x0)/h
(x) = (x0+uh)
= y0 + u.y0 + u(u-1)/2! .2y0 + ..
.+ u(u-1)(u-2).(u-n+1)/n! .ny0
y0 = f(x0)
March 20, 2012
Newtons Backward Interpolation

u = (x xn)/h
(x) = (xn+uh)
= yn + u.yn-1 + u(u+1)/2! .2yn-2 + ..
.+ u(u+1)(u+2).(u+n-1)/n! .ny0
yn = f(xn)
March 20, 2012
Example
From the following

table determine the
value of e0.1245 and
e0.1895
The first step is to
construct the diagonal
difference table
March 20, 2012
y=ex
0.12
0.13
0.14
0.15
0.16
0.17
0.18
0.19
1.127497
1.138828
1.150274
1.161834
1.173511
1.185305
1.197217
1.209250
y=ex
0.12
1.127497
2 y
0.011331
0.13
1.138828
0.000115
0.011446
0.14
1.150274
0.000114
0.011560
0.15
1.161834
0.000117
0.011677
0.16
1.173511
0.000117
0.011794
0.17
1.185305
0.000118
0.011912
0.18
1.197217
0.000121
0.012033
0.19
1.209250
To determine e0.1245 we have to interpolate at the

beginning of the table.
h = 0.01, x0 = 0.12, x = 0.1245

so, u = (0.1245 0.12)/0.01 = 0.45
therefore,
f(0.1245) =y0 + u.y0 + u(u-1)/2! .2y0
= 1.127497 + 0.45 x 0.011331
+ 0.45 x (0.45-1) /2! x 0.000115
= 1.13258172
Actual value = 1.13258202
March 20, 2012
To determine e0.1895 we have to interpolate at the

end of the table.
h = 0.01, xn = 0.19, x = 0.1895
so, u = (0.1895 0.19)/0.01 = -0.05
therefore,
(0.1895) =yn + u.yn-1 + u(u+1)/2! .2yn-2
= 1.209250 + (-0.05) x 0.012033

+(-0.05)(-0.05+1) / 2! x 0.000121
= 1.20864548
Actual value = 1.208645124

March 20, 2012
Question
Find the value of
log(96.45) and
log(98.75)
using Newton's interpolation formulae from
the table given in the second slide.
Compare them with the actual value.
March 20, 2012
Newtons formulae can only be used for
equidistant values of the argument
But sometimes it is difficult to obtain
tabulated values of a function for
equidistant values of the argument.
To deal with such a situation we use
Lagranges interpolation formula
March 20, 2012
The Lagranges Interpolation formula is given below

(x-x1)(x-x2)..(x-xn)
(x) = --------------------------------- y0
(x0-x1)(x0-x2)(x0-xn)
(x-x0)(x-x2)..(x-xn)
+ ---------------------------------- y1 +
(x1-x0)(x1-x2)(x1-xn)
(x-x0)(x-x2)..(x-xn-1)
+ --------------------------------- yn
(xn-x0)(xn-x2)(xn-xn-1)
March 20, 2012
Example
From the given table find the value of y for x = 3.743
x0 = 3.7428037, y0 = 5531
x1 = 3.7428822, y1 = 5532
x2 = 3.7429607, y2 = 5533
x3 = 3.7430392, y3 = 5534
x4 = 3.7431176, y4 = 5535
x = 3.743
March 20, 2012
3.7428037
3.7428822
3.7429607
3.7430392
3.7431176
5531
5532
5533
5534
5535
(x-x1)(x-x2)(x-x3) (x-x4)
(x) = ---------------------------------- y0
(x0-x1)(x0-x2)(x0-x3)(x0-x4)
(0.0234250 x 5531)
(x-x0)(x-x2)(x-x3)(x-x4)
+ ------------------------------------ y1 +
(x1-x0)(x1-x2)(x1-x3)(x1-x4)
(-0.156157 x 5532)
(x-x0)(x-x1)(x-x3)(x-x4)
+ ------------------------------------ y2 +
(x2-x0)(x2-x1)(x2-x3)(x2-x4)
(0.702259 x 5533)
(x-x0)(x-x1)(x-x2)(x-x4)
+ ------------------------------------ y3 +
(x3-x0)(x3-x1)(x3-x2)(x3-x4)
(0.469666 x 5534)
(x-x0)(x-x1)(x-x2)(x-x3)
+ ------------------------------------ y4
(x4-x0)(x4-x1)(x4-x2)(x4-x3)
(-0.0391929 x 5535)
March 20, 2012
y = (3.743)
= (0.0234250 x 5531)
+ (-0.156157 x 5532)
+ (0.702259 x 5533)
+ (0.469666 x 5534)
+ (-0.0391929 x 5535)
= 5533.501
March 20, 2012
Question
From the given table find the value of y for x = 0.135
March 20, 2012
0.12
0.13
0.14
0.15
1.127497
1.138828
1.150274
1.161834
Summary
Newtons Forward Interpolation formula
u = (x x0)/h
(x) = (x0+uh)
= y0 + u.y0 + u(u-1)/2! .2y0 + ..
.+ u(u-1)(u-2).(u-n+1)/n! .ny0
y0 = f(x0)
March 20, 2012
Summary
Newtons Backward Interpolation formula
u = (x xn)/h
(x) = (xn+uh)
= yn + u.yn-1 + u(u+1)/2! .2yn-2 + ..
.+ u(u+1)(u+2).(u+n-1)/n! .ny0
yn = f(xn)
March 20, 2012
Summary
The Lagranges Interpolation formula is given below
(x-x1)(x-x2)..(x-xn)
(x) = --------------------------------- y0
(x0-x1)(x0-x2)(x0-xn)
(x-x0)(x-x2)..(x-xn)
+ ---------------------------------- y1 +
(x1-x0)(x1-x2)(x1-xn)
(x-x0)(x-x2)..(x-xn-1)
+ --------------------------------- yn
(xn-x0)(xn-x2)(xn-xn-1)
March 20, 2012
References
H L Verma and C W Gross : Introduction to

Quantitative Methods,John Wiley
JB Scarborough : Numerical Mathematical
Analysis, Jon Hopkins Hall, New Jersey
Gerald W. Recktenwald, Numerical Methods
with MATLAB, Implementation and Application,
Prentice Hall
Murray Spiegel, John Schiller, Alu Srinivasan,
Probability and Statistics, Schaums easy
Outlines
http://mathworld.wolfram.com
March 20, 2012

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Centre for Computer Technology

March 20, 2012

Copyright Box Hill Institute

March 20, 2012

Copyright Box Hill Institute

Method of Least Squares (1)

March 20, 2012

Copyright Box Hill Institute

Method of Least Squares (2)

Copyright Box Hill Institute

Centre for Computer Technology

March 20, 2012

Copyright Box Hill Institute

Finite Differences Diagonal

Copyright Box Hill Institute

Newton's Forward Interpolation

Copyright Box Hill Institute

Newtons Backward Interpolation

Copyright Box Hill Institute

From the following

March 20, 2012

Copyright Box Hill Institute

To determine e0.1245 we have to interpolate at the

h = 0.01, x0 = 0.12, x = 0.1245

Copyright Box Hill Institute

To determine e0.1895 we have to interpolate at the

= 1.209250 + (-0.05) x 0.012033

Actual value = 1.208645124

Copyright Box Hill Institute

March 20, 2012

Copyright Box Hill Institute

Centre for Computer Technology

March 20, 2012

Copyright Box Hill Institute

The Lagranges Interpolation formula is given below

Copyright Box Hill Institute

Copyright Box Hill Institute

March 20, 2012

Copyright Box Hill Institute

Copyright Box Hill Institute

March 20, 2012

Copyright Box Hill Institute

Copyright Box Hill Institute

Copyright Box Hill Institute

Copyright Box Hill Institute

H L Verma and C W Gross : Introduction to

March 20, 2012

Copyright Box Hill Institute

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