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    Applied Numerical Methods & Krieger Publishing Company Malabar, Florida f ve ‘99F cot 43 FOO 1990 a nga Editon 1969 Reprint Editon 1990 Printed and Published by ROBERT E. KRIEGER PUBLISHING COMPANY, INC. KRIEGER DRIVE MALABAR, FLORIDA 32950 Copyright ©1969 by John Wiley and Sons, Inc. Reprinted by Arrangement All sights reserved. No part of thisbook may be reproduced in any formorby any means, electronic or mechanical, including information storage and retrieval systems without permission in writing from the publisher, No liability is assumed with respect to the use of the information contained herein. Printed in the United States of America Library of Congress Cataloging-in-Publication Data (Camaban, Brice. Applied numerical methods / Brice Camahan, H.A. Luther, James O. wil pom, Reprint. Originally published: New York : Wiley, 1969. Includes bibliographical references and index. ISBN 0-89464-486-6 (alk. paper) 1. Numerical analysis. 2. Algorithms, I. Luther, HLA. TL Wilkes, James 0. DI. Title QA297.C34 1990 519.4-.de20 190.36060 cp w9e 765 4 to DONALD L. KATZ A, H, White University Professor of Chemical Engineering ‘The University of Michigan Preface This book is intended to be an intermediate treatment of the theory and appli- cations of numerical methods. Much of the material has been presented at the University of Michigan in a course for senior and graduate engineering students. ‘The main feature of this volume is that the various numerical methods are not only discussed in the text but are also illustrated by completely documented computer programs. Many of these programs relate to problems in engineering and applied ‘mathematics, The reader should gain an appreciation of what to expect during the implementation of particular numerical techniques on a digital computer. Although the emphasis here is on numerical methods (in contrast to numerical analysis), short proofs or their outlines are given throughout the text. The more important numerical methods are illustrated by worked computer examples. The appendix explains the general manner in which the computer examples are presented, and also describes the flow-diagram convention that is adopted. In addition to the computer examples, which are numbered, there are several much shorter examples appearing throughout the text. These shorter examples are not numbered, and usually illustrate a particular point by means of a short hand-calculation. The computer programs are written in the FORTRANGIV language and have been run on an IBM 360/67 computer. We assume that the reader is already moderately familiar with the FORTRAN-IV language. There is a substantial set of unworked problems at the end of each chapter. Some of these involve the derivation of formulas or proofs; others involve hand calculations; and the rest are concerned with the computer solution of a variety of problems, many of which are drawn from various branches of engineering and applied mathematics. Brice Carnahan H. A. Luther James 0. Wilkes Contents COMPUTER EXAMPLES CHAPTER 1 Interpolation and Approximation 1.1 Introduction 1.2 Approximating Functi 1.3 Polynomial Approximation—A Survey The Interpolating Polynomial The Least-Squares Polynomial The Minimax Polynomial Power Series 1.4 Evaluation of Polynomials and Their Derivatives 1S. The Interpolating Polynomial 1.6 Newton's Divided-Difference Interpolating Polynomial 1.7 _Lagrange’s Interpolating Polynomial 1.8 Polynomial Interpolation with Equally Spaced Base Points Forward Differences Backward Differences Central Diferences 1.9 Concluding Remarks on Polynomia! Interpolation 1.10 Chebyshev Polynomials 11 Minimizing the Maximum Error 1.12 Chebyshev Economization—Telescoping a Power Series Problems Bibliography CHAPTER 2 Numerical Integration 2.1 Introduction 2.2. Numerical Integration with Equally Spaced Base Points 23. Newton-Cotes Closed Integration Formulas 2.4 Newton-Cotes Open Integration Formulas 2.5. Integration Error Using the Newton-Cotes Formulas 2.6 Composite Integration Formulas 2.7. Repeated Interval-Halving and Romberg Integration 2.8 Numerical Integration with Unequally Spaced Base Points xv 2” 35 35 36 3” 39 39 4 43 68 9 0 1 5 B83a ix X Conents 2.9 Orthogonal Polynomials Legendre Polynomials: P,(x) Laguerre Polynomials: ,(x) Chebyshev Polynomials: T(x) Hermite Polynomials: Hy(x} General Comments on Orthogonal Polynomials 2.10 Gaussian Quadrature Gauss-Legendre Quadrature Gauss-Laguerre Quadrature Gauss-Chebyshev Quadrature Gauss-Hermite Quadrature Other Gaussian Quadrature Formulas 2.11 Numerical Differentiation Problems Bibliography CHAPTER 3 Solution of Equations 3 32 33 34 35 36 37 38 39 Introduction Graeffe's Method Bernoulli's Method Iterative Factorization of Polynomials Method of Successive Substitutions ‘Ward's Method Newton's Method Regula Falsi and Related Methods Rutishauser’s QD Algorithm Problems Bibliography CHAPTER 4 Matrices and Related Topics 4a 42 43 44 45 46 47 48 49 ‘Notation and Pretiminary Concepts Vectors Linear Transformations and Subspaces Similar Matrices and Polynomials in a Matrix Symmetric and Hermitian Matrices The Power Method of Mises Method of Rutishauser Jacobi’s Method for Symmetric Matrices Method of Daailevski Problems Bibliography 100 100 100 100 tor 101 101 101 13 15 116 116 128 131 140 4 14 14a 142 156 168 169 m 178 196 198 210 210 213 219 21 224 226 236 250 261 263 26R, ~ CHAPTER 5 Systems of Equations 269 5.1 Introduction 269 §.2 Elementary Transformations of Matrices 269 5.3 Gaussian Elimination ne 5.4 Gauss-Jordan Elimination 272 5.5 A Finite Form of the Method of Kaczmarz 297 5.6 Jacobi Iterative Method 298 5.7 Gauss-Seidel Iterative Method 299 5.8 Iterative Methods for Nonlinear Equations 308 5.9 Newton-Raphson Iteration for Nonlinear Equations 319 Problems 330 Bibliography 340 ~ CHAPTER 6 The Approximation of the Solution of Ordinary Differential Equations 341 6.1 Introduction 341 6.2 Solution of First-Order Ordinary Differential Equations 341 Taylor's Expansion Approach 343 6.3. Euler's Method 344 6.4 Error Propagation in Euler's Method 346 65 Runge-Kutta Methods 3ot 6.6 Truncation Error, Stability, and Step-Size Control in the Runge-Kutta Algorithms 363 6.7 Simultaneous Ordinary Differential Equations 365 68 Multistep Methods 381 6.9 Open Integration Formulas 381 6.10 Closed Integration Formulas 383 6.11 Predictor-Corrector Methods 384 6.12 Truncation Error, Stability, and Step-Size Control in ‘the Multistep Algorithms 386 6.13 Other Integration Formulas 390 6.14 Boundary-Value Problems 405 Problems 416 Bibliography 428 { CHAPTER 7 Approximation of the Solution of Partial Differential Equations 429 7.1 Introduction 429 7.2 Examples of Partial Differential Equations 429 7.3. The Approximation of Derivatives by Finite Differences 430 7.4 A Simple Parabolic Differential Equation 431 7.5 The Explicit Form of the Difference Equation 432 xii Contents 7.6 Convergence of the Explicit Form 7.7 The Implicit Form of the Difference Equation 78 Convergence of the Implicit Form 79 Solution of Equations Resulting from the Impticit Afetfiod 7.10 Stability 7.11 Consistency 7.12. The Crank-Nicolson Method 7.13 Unconditionally Stable Explicit Procedures DuFort-Frankel Method Saul"yeo Method Barakat and Clark Method 7.14 The Implicit Alternating-Direction Method 1.15 Additional Methods for Two and Three Space Dimensions 7.16 Simultaneous First- and Second-Order Space Derivatives 7.17 Types of Boundary Condit 7.18 Finite-Difference Approximations at the Interface between ‘Two Different M 7.19 Irregular Boundaries 7.20 The Solution of Nonlinear Partial Differential Equations 7.21 Derivation of the Elliptic Difference Equation 7.22 Laplace's Equation in a Rectangle 7.23 Alternative Treatment of the Boundary Points 7.24 Iterative Methods of Solution 7.25 Successive Overrelaxation and Alternating-Direction Methods 7.26 Characteristic-Value Problems Problems Bibliography CHAPTER 8 Statistical Methods 8.1 Introduction: The Use of Statistical Methods, 8.2. Definitions and Notation 83 Laws of Probability 84 Permutations and Combinations 8.5. Population Statistics 8.6 Sample Statistics 8.7 Moment-Generating Functions 8.8 The Binomial Distribution 8.9. The Multinomial Distribution 8.10 The Poisson Distribution 8.11 The Normal Distribution 8.12 Derivation of the Normal Distribution Frequency Function 8.13 The z* Distribution 8.14 as a Measure of Goodness-of-Fit 8.15 Contingency Tables 432 440 440 449 450 451 451 451 451 452 452 453 462 462 462 463 464 482 483 483 484 508 508, 520 530 331 331 532 533 533 533 5a 542 543 543 543 $52 553 559 560 561 8.16 The Sample Variance 8.17 Student's ¢ Distribution 8.18 The F Distribution 8.19 Linear Regression and Method of Least Squares 8.20 Multiple and Polynomial Regression 8.21 Alternative Formulation of Regression Equations 8.22 Rogression in Terms of Orthogonal Polynomials 8,23 Introduction to the Analysis of Variance Problems Bibliography APPENDIX Presentation of Computer Examples Flow-Diagram Convention INDEX 568 568 510 sm 573 314 374, 585 587 592 593, 593 594. 597 Computer Examples CHAPTER | 1.1 Interpolation with Finite Divided Differences 1.2 Lagrangian Interpolation 1.3. Chebyshev Economization CHAPTER 2 21 Radiant Interchange between Parallel Plates—Composite ‘Simpson's Rule 2.2 Fourier Coefficients Using Romberg Integration 2.3 Gauss-Legendre Quadrature 24 Velocity Distribution Using Gaussian Quadrature CHAPTER 3 3.1 Graeffe's Root-Squaring Method—Mechanical Vibration Frequencies 3.2 Iterative Factorization of Polynomials 3.3 Solution of an Equation of State Using Newton's Method 3.4 Gauss-Legendre Base Points and Weight Factors by the Half-Interval Method 3.5. Displacement of a Cam Follower Using the Regula Falsi Method CHAPTER 4 4.1 Matrix Operations 4.2 The Power Method 4.3. Rutishauser’s Method 44° Jacobi's Method ” » 46 80 2 106 m 144 158 173 180 190 216 28 238 252 xv xvi Computer Examples CHAPTER 5 5.1 $2 $3 5a 35 Gauss-Jordan Reduction—Voltages and Currents in an Electrical Network Calculation of the Inverse Matrix Using the Maximum Pivot Strategy—Member Forces in a Plane Truss Gauss-Seidel Method Flow in a Pipe Network—Successive-Substitution Method Chemical Equilibrium —Newton-Raphson Method CHAPTER 6 61 62 63 64 65 Euler's Method Ethane Pyrolysis in a Tubular Reactor Fourth-Order Runge-Kutta Method—Transient Behavior of a Resonant Circuit Hamming's Method A Boundary-Value Problem in Fluid Mechanies CHAPTER 7 1 72 13 14 15 16 1 18 19 Unsteady-State Heat Conduction in an Infinite, Parallel-Sided Slab (Explicit Method) Unsteady-State Heat Conduction in an Infinite, Parallel-Sided ‘Slab (Implicit Method) Unsteady-State Heat Conduction in a Long Bar of Square Cross Section (Implicit Alternating- Direction Method) Unsteady-State Heat Conduction in a Solidifying Alloy Natural Convection at a Heated Vertical Plate ‘Steady-State Heat Conduction in a Square Plate Deflection of a Loaded Plate Torsion with Curved Boundary Unsteady Conduction between Cylinders (Characteristic- Value Problem) 24 282 302 310 321 348, 353 367 393 407 434 443 454 465 414 486 491 498 510 CHAPTER 8 8.1 Distribution of Points in a Bridge Hand 8.2. Poisson Distribution Random Number Generator 8.3 Tabulation of the Standardized Normal Distribution 8.4. 42 Test for Goodnest-of-Fit 8.5 Polynomial Regression with Plotting sas 545 562 516 xvii Applied Numerical Methods CHAPTER 1 Interpolation and Approximation 4.1 Introduction This text is concerned with the practical solution of problems in engineering, science, and applied mathe- matics. Special emphasis is given to those aspects of prob- lem formulation and mathematical analysis which lead to the construction of a solutian algorithm or procedure suit- able for execution on a digital computer. The identifica- tion and analysis of computational errors resulting from mathematical approximations present in the algorithms will be emphasized throughout. ‘To the question, “Why approximate?", we can only answer, “Because we must!” Mathematical models of physical or natural processes inevitably contain some in- herent errors. These errors result from incomplete under- standing of natural phenomena, the stochastic or random nature of many processes, and uncertainties in experimen- tal measurements. Often, a model includes only the most Pertinera features of the physical process and is deliber- ately stripped of superfluous detail related to second-level effects Even if an error-free mathematical model could be de- veloped, it could not, in general, be solved exactly on a digital computer. A digital computer can perform only @ Nimited number of simple arithmetic operations (prin- cipally addition, subtraction, multiplication, and division) on finite, rational numbers. Fundamentally important ‘mathematical operations such as differentiation, integra- tion, and evaluation of infinite series cannot be imple- ‘mented directly on a digital computer. All such computers hhave finite memories and computational registers; only a discrete subset of the real, rational numbers may be generated, manipulated, and stored. Thus, it is impossible to represent infinitesimally small or infinitely large quan- tities, or even @ continuum of the real numbers on a finite interval. Algorithms that use only arithmetic operations and cer- tain logical operations such as algebraic comparison are called numerical methods. The error introduced in approxi mating the solution of a mathematical problem by a numerical method is usually termed the truncation error of the method. We shall devote considerable attention to the truncation errors associated with the numerical approximations developed in this text. ‘When @ numerical method is actually run on a digital ‘computer after transcription to computer program form, another kind of erfor, termed round-off error, is intro- duced. Round-off errors are caused by the rounding of results from individual arithmetic operations because only 4 finite number of digits can be retained after each opera tion, and will differ from computer to computer, even when the same numerical method is being used. ‘We begin with the important problem of approximating, one function f(x) by another “suitable” function g(x). This may be weirten S(e) = ox). There are two principal reasons for developing such approximations. The first is to replace a function f(x) which is dificult to evaluate or manipulate (for example, differentiate o¢ integrate) by a simpler, more amenable function g(x). Transcendental functions given in closed form, such as In x, sin x, and erf x, are examples of func- tions which cannot be evaluated by strictly arithmetic operations without first finding approximating functions such as finite power series. The second reason is for inter- polating in tables of functional values. The function /(x) is known quantitatively fora finite (usually small) number of arguments called base points; the sampled functional values may then be tabulated at the n+ 1 base points os Xap «+11 By aS follows: Xo S(%o) aay I) aa SG) x Sx) Xn SG). We wish to generate an approximating function that will allow an estimation of the value of f(x) for x # x, 40,1, ..,. In some cases, /(x) is known analytically but is difficult to evaluate. We have tables of functional values for the trigonometric functions, Bessel functions, etc. In others, we may know the general class of functions to which f(x) belongs, without knowing the values of specific functional parameters. Ineerpolation and Approximation In the general case, however, only the base-point func tional information is given and little is known about f(x) for other arguments, except perhaps that it is continuous, in some interval of interest, a0, there Is some polynomial p,(x) of degree n = n(c) such that U@)-pA<6 acxeb. ‘Unfortunately, although it is reassuring to know that some polynomial will approximate f(x) to a specified ac- curacy, the usual criteria for generating approximating polynomials in no way guarantee that the polynomial found is the one which the Weierstrass theorem shows must exist. If (x) is in fact unknown exoept for a few sampled values, then the theorem is of little relevance, (It is comforting nonetheless!) The case for polynomials as approximating functions is not so strong that other possibilities should be ruled out completely. Periodic functions can often be approximated ‘very efficiently with Fourier funotions; functions with an obvious exponential character wili be described more compactly with a sum of expanentials, etc. Nevertheless, for the general approximation problem, polynomial approximations are usually adequate and reasonably easy to generate, ‘The remainder of this chapter will be devoted to poly- nomial approximations of the form SO) = pa) = Fae. Fora thorough discussion of several other approximating functions, see Hamming (2). (uy 1.3 Polynomial Approximation—A Survey After selection of an nth-degree polynomial (1.1) as the approximating function, we must choose the criterion for “fitting the data.” This is equivalent to establishing the procedure for computing the values of the coefficients Boris ++» Oye ‘The Interpolating Polynomial. Given the paired values (xn f(x)), 10, 1, sm pethaps the most obvious criterion for determining the coefficients of p,(x) is to require that Pal) = SDs (1.2) ‘Thus the nth degree polynomial p,(x) must reproduce /(3) exactly for the m+ 1 arguments x = x,. This criterion seems especially pertinent since (from a fundamental theorem of algebra) there is one and only one polynomial of degree 1 or less which assumes specified values for n+ 1 distinct arguments. This polynomial, called the nth degree interpolating polynomial, is illustrated schematic. ally for n= 3 in Fig. 1.1. Note that requirement (1.2) Bhan Mey (0, fea) Figure 1.1. The interpolating pelynomie, establishes the value of p,(x) for all x, but in no way guarantees accurate approximation of f(x) for x ¥ xj, that is, for arguments other than the given base points. Iff(2) should be a polynomial of degree m or less, agree- ‘meat is of course exact for all x. ‘The interpolating polynomial will be developed in con- siderable detail in Sections 1.5 to 1.9. ‘The Least-Squares Polynomial If there is some question as to the accuracy of the individual values f(x), i= 0, 1, «+97 (often the case with experimental data), then it may be unreasonable to require that a polynomial fit the /(x,) exactly. In addition, it often happens that the desired polynomial is of low degree, say m, but that there are ‘many data values available, so that n > m. Since the exact, ‘matching criterion of (1.2) for m + 1 functional values ca bbe satisfied only by one polynomial of degree m or less, itis. generally impossible to find an interpolating polynomial of degree m using all n +1 of the sampled functional values. Some other measure of goodness-of-fit is needed. In- stead of requiring that the approximating polynomial reproduce the given functional values exactly, we ask only that it fit the data as closely as possible. Of the many 4 Interpolation and Approximation meanings which might be ascribed to “‘as closely as possible,” the most popular involves application of the least-squares principle. We ft the given n + 1 functional values with p,(x), a polynomial of degree m, requiring that the sum of the squares of the discrepancies between the f(x) and p,(x) be a minimum. If the discrepancy at the ith base point x, is given by 5, = pax) — f(x), the least-squares criterion requires that the ay, = 0, 1, ....m™, be chosen so that the aggregate squared error E= Sot= Eton) seo? -S[Zemt-sa] an be as small as possible. If m should equal m, the minimum error E is exactly zero, and the least-squares polynomial is identical with the interpolating polynomial. Figure 1.2 1) pals) Gare) Figure 12 The least-squares polynomial. illustrates the fitting of five functional values (n = 4) with 1 least-squares polynomial of degree one (m = 1), that is, a straight line. ‘When the values f(x) are thought to be of unequal re- liability or precision, the least-squares criterion is some- times modified to require that the squared error at x, be mulkiplied by a nonnegative weight factor w(x) before the aggregate squared error is calculated, that is, (1.3) assumes the form B= 5 west. ‘The weight w(x; is thus a measure of the degree of pre- cision or relative importance of the value f(x) in deter- mining the coefficients of the weighted least-squares Polynomial Py(#) ‘The least-squares principle may also be used to find an approximating polynomial p,(x) for a known continuous function f(x) on the interval [a,b]. In this case the object is to choose the coefficients of p,(x) which minimize E where B= [wolpats) —JO0T a. Here, w(x) is a nonnegative weighting function; in many cases, w(x) = I. Since the motivation for the least-squares criterion is essentially statistical in nature, further description of the least-squares polynomial will be delayed until Chapter 8. ‘The Minimax Polynomial. Another popular criterion, termed the minimax principle, requires that the co- efficients of the approximating polynomial p,(x) be chosen so that the maximum magnitude of the differences. SG) — P(X), 1=0,1,..42,¢ where ao, 0, a3 is any permutation of the integers 2, 1, 0. In general it follows by induction that PPeekpaay oo Xo) =SPeayhaur J (1.16) where the sequence of integers oy, a, permutation of m,n — 1, — 2,0. 19% is any tis also apparent from the definition that I(x) So) (x1 = x0) (%o~ x1) Sl5 2 common name. Individual elements of the vector are identifi! fs 8 single subscript attached to the name, In this case, the x and v tors consist of the elements a and Ys Yay sonsdny pe Uh ‘matrix Wil describe a rcis"gularatray (rows and col= lumns) of numbers identiied by ac 98 "on name, Individual ele- ‘ments of the matrix are identified 1% > subseipts, the ftst to indicate the row index and the second 4. dicate the column index, “Thos Fi the element appearing in we", row and jth eclomn of the matrix 7 (see Chapter 4). Nort that, alike the divided-difference tables such as Table 1.2, there is no base point (xoY> =/(%)). In order to facilitate the simple subscription scheme of (LAW), the divided-difference poction of the table is no longer symmetric about the base points near the middle of the table, All elements of the T matrix, 7, for j>i, {>m and 127, are unused. The subroutine DTABLE assumes that T is a k by k matrix, and checks for argument consistency to insure that.m x, iis assigned the value 7. The base points used to determine the interpolating polyno‘sial are noroally Xpex-a-- Xan Where max = i+ dj2 for d even and max = i+ (d= D)2 for d odd. Should max be smaller than d+ 1 of larger than n, then max is reassigned the value d+ 1 (OF 1, respectively. This insures that only given base points are used to fit the polynomial In terms of the divided differences, the interpolant value, 5(3) is desesibed by the polynomial of degree d: FR) = Ynazmat (% = Xena) fmax~a4 15 Smaxa] + (8 ~ Xmar—a+ ME = Xs a) % SUemesmas.ar Smas- $b @ f[&mars + Ximena) 18 ‘The corresponding error term, from (1.32) and (1.39), is RAB) = S(5) ~ HR) = (5 — Xned)* ( = Xue ed X SLR X pags oes Xmanndls (11.3) or ue RAB) = Baa) ~ ee TO, Fin (SaaS LA) Rewritter in the nested form of (1.10), (1.1.2) becomes HR) = Co Pe maae «9 Xa al % = Xmas 1) +S Lt mac= a9 +++ Xmax-a)) — Xmae—2) FS Dmx 29 009 mass) CE ~ Xmae~3) He Smee ae 1s Xmoxa]} % (R= Xmaxma) + Yoax— as (11.5) Flow Diagram Main Program 1m, i=1,2, Interpolation and Approximation or, from (1 5G) = ), ° {Tipax= 1h — Xmax~1) + Trae 2,4-1} x@ %nar=2) 4 Tay 34-2 F ~ Enea) ++ Tawra) XB Knead) + Ymecoee (1.1.6) FNEWT uses this nested form to evaluate 5(3). Should there be an inconsistency in the function arguments, that is, if d> m, the value assigned to FNEWT is zero; otherwise, the value is (3). In both OTABLE and FNEWT, a computational switch, trubl,is set to 1 when argument inconsistency is found; otherwise, trubl is set to 0. FNEWT does not check to insure that the elements x, i=1,2,...,m are in ascending order, although such a test could be incor- porated easily. yee cos x) Compute finite divided. difference table for id FA Compute interpolant value (8) using a “*well-centered” Newton's divided-difference differences of order m or less Ty yf eter Xoo igs) (Gubroutine DTAaLE) Trotm ad interpolating polynomial of degree d. (Function FNEWT) JR), cos Example 1.1 Subroutine DTABLE (Arguments: x, ys 7, n,m, trubl, k) i Interpolation with Finite Divided Differences 72H Hit =X Tagot = Tint gat Bier Fetay snub} -0 9 20 Interpolation and Approximation Fimetion FNEWT (Arguments: x, y, T, 1m, my dy X, trubl, k) trubl = 1 d maxei+$ max d+ Evaluate Newton’s divided- difference polynomial using nested algorithm. Fe HE Xnar + Tyas=i-ta~i I Of trubl 0 Example 11. Interpolation with Finite Divided Differences a FORTRAN Jmplementation List of Principal Variables Program Symbol (Main) wt DEG M N NMt TABLE TRUBL TRUVAL x XARG Y YINTER (Subroutine TABLE) 1suB. kK (Function NEWT) IDeGMa ssuB1, IsuBz MAX vest Definition Subscripts fj, Degree, d, of the interpolating polynomial. 1m, highest-onder divided difference to be computed by DTABLE. 1, the number of paired values (xy. ¥: = f(x). nai. Matrix of divided differences, 7. ‘Computational switch: set to 1 if argument inconsistency is encountered, otherwise set to 0. Value of cos £ computed by the library function COs. Vestor of base points, x). Interpolation argument, ¥. Vector of functional values, y, = f(x). Interpolant value, 5(3). pitl—j. Row and colusnn dimensions, k, of matrix T: d-1. Subscripts, max — i, d= i Subscript of largest base point used to determine the interpolating polynomial, max. Variable used in nested evaluation of interpolating polynomial, (1.1.6). 2 Interpolation and Approximation Program Listing Main Program c APPLIED NUMERICAL METHODS, EXANPLE 1.3 c NEWTON'S DIVIDED-DIFFERENCE INTERPOLATING POLYNOMIAL c c TEST PROGRAM FOR THE SUBROUTINE OTABLE AND THE FUNCTION c FNEWT.” THIS PROGRAM READS A SET OF N VALUES X(1).. XCM), ¢ COMPUTES "A CORRESPONDING SET OF VALUES Y(1)...YCN) WHERE c YC) = COSCXC1)), AND_THEN CALLS. ON SUBROUTINE DTABLE c TO. CALCULATE ALL’ FINITE DIVIDED DIFFERENCES OF ORDER M on c LESS," WITH THE DIVIDED DIFFERENCES STORED IN MATRIX TABLE, € THE PROGRAM READS VALUES FOR XARG, THE INTERPOLATION c ARGUNENT, AND IDEG, THE DEGREE OF THE INTERPOLATING c POLYNOMIAL TO BE EVALUATED BY THE FUNCTION FNENT. c FNEWT COMPUTES. THE INTERPOLANT VALUE, YINTER, WHICH IS. c COMPARED WITH THE TRUE VALUE, TRUVAL'= COS(xARG). c DIMENSION X(20), ¥¢20), TABLE(20,20) c c READ DATA, COMPUTE Y VALUES, AND PRINT . AeAD"(5, 100) NLM, (XCD, 1#1,N) waite (6, 200) 00.1 Iin YO) = cosexc19) 1 MRITE (6,200) 1, XCD, WED c COMPUTE AND PRINT DIVIDED DIFFERENCES .. DTABLE( X,Y, TABLE,N,M, TRUBL, 20 ) Te“CrRUBL.NE.O.05 cALL EXIT. WhiTe (6,202) mar Doe yaa, nMa ter Te CoT.w os 6 WRITE'(6,203) (TABLECI,J), Jet, L) c © saa. READ XARG AND IDEG, CALL ON FNEWT TD INTERPOLATE y+ Waite (6,200) 7 REaa (5,402) xano, 1986 YINTER © FNEWT( X,¥,TABLE,N,M, DEG, XARG, TRUBL,20 ¢ © sa... COMPUTE TRUE VALUE OF COS(XARG) AND PRINT RESULTS FRUVAL = cosCxaRG) WRITE (6,205) XARG, IDEG, YINTER, TRUVAL, TRUBL Go 10 7 ¢ c .. FORMATS FOR INPUT AND OUTPUT STATEMENTS 100 FORMAT C4X, 13, 10K, 13. / (15x, 5F10.N) ) 101 FORMAT (7K, FBL4, 15x, 15.) 200 FORMAT ( 33H1THE SAMPLE FUNCTIONAL VALUES ARE / SHO I, 8X, 1 WWKCNY, 9X, MHYCLY aH) 201 FORMAT CLM? 14, 2713.6 202 FORMAT ( QHIFOR =, i2, 29H, THE DIVIDED DIFFERENCES ARE ) 203 FORMAT (AW / (AH, BE16.7) ) 208 FORMAT ( 25HITHE DATA AND RESULTS ARE / 1HQ, 5X, UHEARG, 5X, 1 GHIDEG, 5X, SHYINTER, 6X, GHTAUVAL, 3x, SHTRUBL / 1H” ) 205 FORMAT CAH, F9.4, 18, 2F12.6, F7.1 3 e END Subroutine DTABLE SUBROUTINE DTABLE ( X,Y,TABLE,N,M,TRUBL,K ) DTABLE COMPUTES THE FINITE DIVIDED D|FFERENCES OF YC)...YON) FOR ALL ORDERS M OR LESS AND STORES THEM IN THE iGWER TRIANGULAR PORTION OF THE FIRST M COLUMNS OF THE FIRST NeL ROWS OF THE MATRIX TABLE. FOR INCONSISTENT ARGUMENTS, TRUBL * 1,0 ON EXIT, OTHERWISE, TRUL = 0.0 ON EXIT. DIMENSION X(N), YEND, TABLE(K,K) Example 1.1. Interpolation with Finite Divided Differences Program Listing (Continued) c € sera CHECK FOR ARGUMENT CONSISTENCY iF GAT MD Go TO 2 TRUBL"» i,0 RETURN sezss CALCULATE FIRST-ORDER DIFFERENCES. jad = DOS en, NMd TABLECH,1)"= CYCde2) = YCD/OKCIe) = XCD) IF OH,LE.1) GO 10 6 ves CALOULATE HIGHER-ORDER DIFFERENCES 0... 5 dea 00.5 tad,NMa 1SUB = Wied TABLECL,g) = (TABLECL,g-2) = TABLECL=: «SD OKC) = XCSUBD) TRUBL = 0.0 RETURN eno Function FNEWT FUNCTION FNEWT ( X,Y, TABLE,N,M,1DEG,XARG,TRUBL, K ) FNEWT ASSUMES THAT X(1)...XUN) ARE (M ASCENDING ORDER AND FIRST SCANS THE X VECTOR’ TO DETERMINE WHICH ELEMENT 1S NEAREST (.GE,) THE INTERPOLATION ARGUMENT, XARG. SWE (Geel BASE POINTS NEEDED FOR THE EVALUATION OF THE DIVIDED-DIFFERENCE POLYNOMLAL QF DEGREE IDEGt1 ARE THEN CENTERED ABOUT THE CHOSEN ELEMENT WITH THE LARGEST WAVING THE SUBSCRIPT MAX. 17 1S ASSUMED THAT THE FIRST M DIVIDED QUFFERENCES HAVE BEEN COMPUTED BY THE SUBROUTINE DTABLE AND ARE ALREADY PRESENT IN THE MATRIX TABLE. MAX IS CHECKED TO INSURE THAT ALL REQUIRED BASE POINTS ARE AVAILABLE, AND THE INTERPOLANT VALUE IS COMPUTED USING NESTED POLYNOMIAL EVALUATION. | THE INTERPOLANT 1S RETURNED AS THE VALUE OF THE FUNCTION. FOR INCONSISTENT ARGUMENTS, ‘TRUBL = 1.0 ON EXIT. OTHERWISE, TAUBL = 0.0 ON EXIT. DIMENSION XCH), YCND, TABLECK,K) CHECK FOR ARGUMENT INCONSISTEWCY . DEG.LE.M) GO TO 2 i TRL = id ENENT = 0/0 RETURN part SFAROH X VECTOR FOR ELEMENT .cE, xARG TatN TE U.EQ.N JOR, KARG.LELKCID) 60 TO 5 conTi ue MAK © 1s 1DEG/2 INSURE THAT ALL REQUIRED DIFFERENCES ARE IN TABLE .~... GF Guax.LE. 1G) MAX = IDES + TF WAXLGTIN) MAK = 24 {Interpolation and Approximation Program Listing (Continued) c © sense COMPUTE INTERPOLANT VALUE .. 004 VEST" = TABLE (HAX-1, 106) IF (1DEG,LE.1) GOTO 13 tech) = 1086 - 1 0012 “te1, 1oEGH2 1SuB1 = MAX’= 1 1sue2 = 1DeG - 1 12. YEST = YEST*(KARG = X(1SUBL)) + TABLE(ISUBI-1, 1SUB2) 15 15UB1 = MAX IDEG TRUBL = 0,0 FNERT. = YEST*(XARG ~ X(ISUB1)) + Y(1SUBL) RETURN c END Data Ne 8 Ne 6 XCD. x5) = 0.0000 9.2000 0.3000 0.4000 0.6000 XB) LLIx(8) = 0.7000 0.9000 1.0000 XARG'=" 0.2500 Wes = i KARG = 012500 Wes = 2 XARG = 012500, Ie = 3 XARG = 012500 IDE = XARG = 012500 WDec = 5 KARG = 012500 Woes = 6 XARG = 014500 ibe > 1 XARG = 014500 IDE = 2 XARG = 024500, Ioes = 5 KARG = 00500, IoeG = 1 XaRg = 0.0500 IDec =. 2 XARG = 0.0500 Ioec = 3 XARG = 0.9500 Weg = 1 XARG = 019500 IDec = 2 KARG = 0.9500, IDeG = 3 XARG = 011000 ines su XARG = ~01000 Wes = 4 XARG = 0.5500, IDec = 7 XARG = 1,100 Woec = 1 KARG 000, Ibes = 1 XARG = 210000 iec = 2 XARG = 210000 Ibe = 3 xaRG = 210000 IDEs =u XARG = 210000 IDEs = § XARG = 2,000, Ine = 6 Example 1.1 Interpolation with Finite Divided Differences RE 00 00 ‘Computer Output THE SAMPLE FUNCTIONAL VALUES Ai ' xD rn 1 0.0 1.000000 2 0;200000 0, 980087 3 0.300000 0955337 & — o%eoo000 0921081 5 07600000 0.825336 6 0.700000 0: 764542 7 9.900000 0621610 % — oooo00 a suo 307 FOR M = 6, THE DIVIDED DIFFERENCES ARE -0,99666716-01 -0,2673003E 00 -0,49211216 -0.34275526 00 ~0,477270NE -0, =o. 0. 70. 47862716 00 60u9359E 00 7161614 00 81307696 00 =0,0529063E 00 -0,42102276 -0,3707584E =0,3250510E THE DATA AND RESULTS ARE 0. ° °: o o ° ° vn °. °. ° ° °. °, °: o =o; 0: as 2 2 2 2 2 2 XARG «IDES 2500 a 2500 2 2500 5 2500 ‘ 2500 5 2500, 6 6500 1 S500 2 4500, > ‘0500, 1 0500 2 0500, 3 9500 1 9500 2 9500 3 1000, ‘ 1000 ¥ 5500 7 1000 1 ‘0000 1 ‘0000, 2 0000, 3 0000 ‘ 3000 5 ‘0000 6 YINTER 9.967702 0.968895 0:968909 0.968912 07968913 0.968913 0.897130 0,900287 91900837 07995017 0.99708 0.998777 01580956 01581768 01581689 07395005 9994996 010 0.458995 201272778 701626128 201457578 701395053 0.410927 16679 oo 00 00 0,3709%356-01 0, b082027-01 0,79708816-01 0,1005287€ 00 0,1192673E 00 TRUVAL 0.968913 ‘ol9gagi3 0.968913 0:968933 01968933 01968933 0900047 0.900447 0; 900u47 ‘al99750 0,998 750 01998750 0.581683 01581683 01581683 0995008 995008 91652525 0.453597 70:416187 0.416187 416187 701416187 =0,816187 2416147 TRUBL 0,5970985¢-61 0,37577096-03 0,3469983E-01 0,31251006-01 =0,3006803E-02 -0,4110366€-02 -0,4955015E-02 25 -0.1181737€=02 -0.1056310E-02 26 Interpolation and Approximation Discussion of Results ‘The programs have been written to allow calculation of the desired table of divided differences just once (by calling DTABLE once). Subsequently, an interpolating polynomial of any degree d Sint do Point a In addition, write'a main program that reads data values 1, 1, 25-20 Xp Y4s Yar oon Jor Xo and min, and then calls upon FLAGR to evaluate the appropriate interpolating polynomial and return the interpolant value, 7(@). AS test data, use information from Table 1.2.1 relating observed voltage and temperature for the Platinum to Platinum-10 percent Rhodium thermo- couple with cold junctions at 32°F. Table 1.2.1. Reference Table for the P-10% Rh Thermocouple 21) ° 320 300 i224 500 1760 1000 2964 1500 405.7 1700 476 2000 509.0 2500 608.4 3000 7087 3300 7614 3500 7990 4000 8919) 4500 9830 3000 10726 300 1128.7 3500 11608 +900 12303 6000 1473 Read tabulated values for the 13 selected base points , 2 = 500, x5 = 1000, ..., x13 = 6000, and the Flow Diagram ‘Main Program corresponding functional values yy, Ya» «== Jiyr Where ¥, = f(x). Then call on FLAGR to evaluate (3) for argu- ments = 300, 1700, 2500, 3300, 5300, and 5900, with various values for d and min, Compare the results with the experimentally observed values from Table 1.2.1 ‘Method of Solution In terms of the problem parameters, Lagrange’s form of the interpolating polynomial (1.43) becomes: I@= YL LAY, (1.2.1) where (1.2.2) min, min +1, mint d. ‘The program that follows is a straightforward imple- mentation of (1.2.1) and (1.2.2), except that some calculations (about d? multiplications and d? subtrac- tions, at the expense of d+ I divisions) are saved by writing (1.2.2) in the form La) TL@-x) Cy i= min, min +1, ..., min + d,%# x, where c= T@-*). (124) The restriction in (1.2.3), ¥# x» causes no difficulty, since, if ¥ =x, the interpolant (3) is known to be y,; no additional computation is required. Compute interpolant value (3) using Lagrange’s interpolating polynomial of degree d with base points nin (Function FLAGR) 30 Function FLAGR (Arguments: x, y, X, d, min, n) Interpolation and Approximation eel >| ce e—x) j= min, min +1, mind FORTRAN Implementation List of Principal Variables Program Symbol (Main) 1 IEG MIN N x XARG Y YINTER (Function FLAGR) FACTOR ie MAX TERM YEsT Definition Subscript, i Degree, d, of the interpolating polynomial. ‘Smallest subscript for base points used to determine the interpolating polynomial, min. rn, the number of paired values (x,, ys =f) Vector of base points, x, Interpolation argument, &. Vector of functional vaiues, y; = f(x). Interpolant value, 5(3). The factor ¢ (see (1.2.4)) Subscript, j Largest subscript for base points used to determine the interpolating polynomial, min + d. 1,a variable that assumes successively the values £(%)y; in (1.2.1), Interpolant value, 7(3).. Example 12. Lagrangian Interpolation 31 Program Listing ‘Main Program APPLIED NUMERICAL METHODS, EXAMPLE 1,2 UAGRANGE"S INTERPOLATING POLYNOMIAL TEST PROGRAM FOR THE FUNCTION FLAGR. THIS PROGRAM READS A SET OF N VALUES X(1)...XCN) AND A CORRESPONDING SET OF FUNCTIONAL VALUES YCi)...¥(N) WHERE YC) = FOX(I)), THE PROGRAM THEN READS VALUES FOR XARG, IDEG, AND MIN (SEE FLAGR FOR MEANINGS) AND CALLS ON FLAGR TO PRODUCE THE INTERPOLANT VALUE, YINTER, IMPLICIT. REAL®8(AcH, 0-2) DIMENSION X(100), ¥(400) + READ N, X AND Y VALUES, AND PRINT READ'(5, 100)" Wy (XCD, Pa1,80) READ (5,101) (YI), (41,0) waite (6,200) 001. tei,x WRITE (6,201) 1, XC1), YCL tz READ INTERPOLATION ARGUMENTS, CALL ON FLAGR, AND PRINT ...., WRITE (6,202) READ (5,102) XARG, IDEG, MIN YINTER = FLAGR (X,Y, XARG, IDEG,MIN, WN) WRITE (6,203) XARG,"IDEG, MIN, INTER 60 To 2 «FORMATS FOR INPUT ANO OUTPUT STATEMENTS FORMAT C ux, 137 (15x, 5F20.8) ) FORMAT ( 15%, 5F10.8 FORMAT ( 7k, F10,4, 13X, 12, 12K, 12) FORMAT ( 3SHITHE' SAMPLE’ FUNCTIONAL VALUES ARE / SHO 1, 8X, 1 WHKCI), 9X, SHVCL) 7a) FORMAT ("1H 5 14, 2623.8) FORMAT ( 25HITHE DATA AND RESULTS ARE / 1HO, 5X, SHXARG, 5X, 1 "UHIDEG, 5x, SHMIH, 5X, GHYINTER 7 1H ) Format Cin,"Fa.4, i8, 18, F124) Function FLAGR 2 FUNCTION FLAGR ( X,Y,XARG,IDEG,MIN,N ) ELAGR USES THE LAGRANGE FORMULA TO EVALUATE THE INTERPOLATING POLYNOMIAL OF OEGREE IDEG FOR ARGUMENT XARG USING THE DATA VALUES. XCKIN) +5 0X(MAX). AND YCMIN). «¥CMAX). WHERE MAX = WIN + IDEG, NO ASSUMPTION 13. HADE REGARDING ORDER OF THE X(1), AND NO’ ARGUMENT CHECKING 15 DONE. TERM IS A VARIABLE WHICH CONTAINS SUCCESSIVELY EACH TERM OF THE LAGRANGE FORMULA. THE FINAL YALUE OF YEST 1S THE INTERPOLATED VALUE, SEE TEXT FOR A DESCRIPTION OF FACTOR. IMPLICIT REAL#B¢A-H, 0-2) REAL*S x, y, XARG, FLAGR DIMENSION "xCHD, YO, + COMPUTE VALUE OF FACTOR . Factor ~' 1.0 MAX = MINS 1DEG OZ JeMIN, MAX. VE CXARG.NE,XCJ)) 60 TO 2 FLAGR = Yu} RETURN FACTOR = FACTOR®(XARG = X(J)) 32 Interpolation and Approximation Program Listing (Continued) 5 ya. Yes, yan) XARG. KARG XARG XARG xARG XARG xARG ARG, xARG XARG. XARG KARG KARG KARG KARG KARG XARG ARG ARG ARG. KARG ARG KARG KARG KARG ARG ARG ARG KARG XARG XARG XARG XARG xaRs XARG KARG XARG ARG EVALUATE INTERPOLATING POLYNOMIAL iy DOS” IeMIN MAX TERM = YC1)#FACTOR/(KARG = XC1)) DOM” SeMIN MAX VE CURE J) TERA = TERM/(KCT)=X(W)) YEst 2 YeST + TERM FLAGR = YEST RETURN eno. X05) = 0. 500. 1000, 1500, 2000. x(10) = 2500, 3000. 3500, 4000, © S00. X(3) #5000, 5500. 000. Igy = "732.8 176.0 296.4 © 405.7 509.0 Uivdioy"= 608.4 7001779910 ©8919 983.0 YES) © 107226 116028 1247.5 F300, Wess Lo Me 2 = 300) WEG = 2 0 WIN ® 1 = 300. Wes = 3 MIN = 1 = 300, IDES = MINS 1 = 1700: WEG * 1 MIN= 4 = 100; Wee * 2 MIN 3 = 1700. IDEs * 2 MIN = 8 > 1700 IDeG = 5 MIN = 3 = 1700, Weg = 8 MIN = 2 = 1700, DEG = 8 MINS 3 = 2500; IDEs = 1 wine 5 = 2500, IDES = 1 MINS 6 = 2500; IDEs = 2 MIN? 5 = 2500; IEG = 3 MIN & = 2500; IEG = 3 MINS 5 = 2500 IEG = & MIN = 8 = 3300 (Deg = 1 MIN = 7 = 3300. (eG = 2 MIN = 6 = 3300: eG = 2 0 MINS 7 = 3300 IDEs = 3 MINS & = 3300. IDEG = & MINS 5 3300. IEG = 4 MINS 6 3500. 1DEG = 5 MINS 5 3300. IDEG = 6 MINS 4 3300, IDE = 6 5 = 3300 IDEs = 7 MIN = 8 = 3300, (Dec = MIN = 3 3300, 1DEG = 3 MIN 8 3300. 1DEG = 8 MIN 3 5300. 1DeG = 1 MIW = 5300. 1DEG = 2 MIN = 5300: IEG = 2 MIN = 5300. IDeG = 5 = 5300. 1DEG = = s9c0) IDEG = 1 Min = 5300. WEG = 2 MIN = 5900. IDEG = 3 0 WIN = 5900; WEG = MIN Example 1.2 Lagrangian Inverpolation Computer Output THE SAMPLE FUNCTIONAL VALUES. ARE 1 xD yy 1 0.0 32,0000 2 $0000 178.0000, 5 1000;0000 236.4000 4 150070000 605: 7000, $ 2000:0000 $08: 0000 & — 2500;0000 608.4000 4 300070000 704: 7000 & 350020000 © 788:0000 $ hooo.aca 81,9000 10 4500;0000 383.0000 11 5000,0000 © 1072..6000 12 5§00,0000 1160: 8000 15 6000;0000 1247.50 THE DATA AND RESULTS ARE WEG MIN YINTER 118, 4000 u 170070000 1700, 0000 1700: 0900, 170070000 3700,0000 1700.00 2500,0000 2560,0000 25000000 2500, 0000 250.0000 2500, 0000 3300,0000 3300, 0000 3300,.0000 3300; 0000, 3300,.0000 3300, 0000 3300, 0000 ‘3300,0000 3300, 0000 5300;0000 3300.0000, 3300-0000 3300,0000 530.0000 3300:0000 300.0000 5300-0000 $300, 0000 5300.00 400: 0000 $900.00, 5300, 0000 608, 4000 761.4518 761.4547 ai 1125,5200, 1D 112816880 1112527000 10112516904 9 1225,6899, 12 1230,1600 3 1230:2800 10 120.2808 9 1230:2915, au Interpolation and Approximation Discussion of Results All computations have been carried out using double- precision arithmetic (8 byte REAL operands); for the test data used, however, single-precision arithmetic would have yielded results of comparable accuracy. Since the true function f(x), for which y, = f(x; is unknown, it is not possible to determine an upper bound for the inter- polation error from (1.398). However, comparison of the interpolant values with known functional values from Table 1.2.1 for the arguments used as test data, shows that interpolation of degree 2 or more when the argu- ment is well-centered with respect to the base points, generally yields results comparable in accuracy to the experimentally measured values. The results for ¥ = 300 are less satisfactory than for the other arguments, possibly because the argument is near the beginning of the table where the function appears to have considerable curvature, and because centering of the argument among. the base points is not practicable for large d. While the base points used as test data were ordered in. ascending sequence and equally spaced, the program is not limited with respect to either ordering or spacing of the base points. For greater accuracy, however, one would normally order the base points in either ascending or descending sequence, and attempt to center the inter- polation argument among those base points used to determine the interpolating polynomial. This tends to ‘Keep the polynomial factor TL @-x0, (1.2.5) and hence the error term comparable to (1.396), as small as possible, This practice will usually lead to more satisfactory low-order interpolant values as well. The rogram does not test to insure that the required base points are in fact available, although a check to insure that min > 0 and max 5¢/(xe) BY (x0 + hi2) ‘The differences of Table 1.8 with subscripts adjusted as shown in Table 1.10 are illustrated in Table 1.11 Table 1.11 Centrat Diference Table Example, Use the Gauss forward formula of (1.65) and central-differences of Table 1.11 to compute the interpolant value for interpolation argument x — 2.5 with a ~ 3. Following the zigzag path across the table, a= (x= xol/h=Q5—2/1 =05, PAl2.5) ~ 9+ (0.5)(16) + (0.5)(—0.5)8)/2! +(0.5)(—0.5)1.5)(6)/3! ~ 154. 140. Chebysheo Polynomials 39 Evaluation of the generating function S08) = pix) 2° — De 4-5 for x ~ 2.5 yields the same value, as expected. 19° Concluding Remarks on Polynomial Interpolation ‘Approximating polynomials which use information about derivatives as well as functional values may also be constructed. For example, a third-degree polynomial could be found which reproduces functional values f(x) and f(x,) and derivative values f"(xo) and f(x.) at xp and 1x, respectively. The simultaneous equations to be solved in this case would be (for x(x) = Y?-o@e*'): Wy + 4x0 + 23x8 + 03x) = f(X0) + ayxy + ax] + agx} =f) S80) 4 + 2px, + Saye} =f'(x)- a, + 2agxy + 3ayx3 This system has the determinant Lx x8 x3 Pax xtoxt 0 1 2x0 3x5 0 1 2x 3:7]. Higher-order derivatives may be used as well, subject to the restriction that the determinant of the system of equations may not vanish. The logical limit to this pro- sess, when f(x), S'(o), f"(xa)s «+f %Cxo) are employed, yields the nth-degree polynomial produced by Taylor's expansion, truncated after the term in x". The gener of appropriate interpolation formulas for these special cases is somewhat more tedious, but fundamentally no more difficult than cases for which only the f(x) are specified. Unfortunately, there are no simple ground rules for deciding what degree interpolation will yield best results. When it is possible to evaluate higher-order derivatives, then, of course, an error bound can be computed using (1.39). In most situations, however, it is not possible to compute such a bound and the error estimate of (1.33) is the only information available. As the degree of the interpolating polynomial increases, whe interval contain- ing the points x, x, ..., x, also increases in size, tending, for a given x, to increase the magnitude of the polynomial term [Tino (¥ — x,) in the error (1.39) or error estimate (1.33), And, of course, the derivatives and divided dif- ferences do not necessarily become smaller as n increases in fact, for many functions (13] the derivatives at first tend to decrease in magnitude with increasing n and then eventually increase without bound as becomes larger and larger. Therefore the error may well increase rather than decrease as additional terms are retained in the approximation, that is, as the degree of the interpolating polynomial is increased. ‘One final word of caution. The functional values f(x) are usually known to a few significant figures at best. Successive differencing operations on these data, which are normally of comparable magnitude, inevitably lead to loss of significance in the computed results; in some cases, calculated high-order differences may be com- pletely meaningless ‘On the reassuring side, low-degree interpolating poly- nomials usually have Very good convergence properties, ‘that is, most of the functional value can be represented by low-order terms. In practice, we can almost always achieve the desired degree of accuracy with low-degree polynomial approximations, provided that base-point functional values are available on the interval of interest, 1.40 Chebyshey Polynomials ‘The only approximating functions employed thus for have been the polynomials, that is, linear combinations of the monomiais §, x, x?,.... x7. An examination of the monomials on the interval [~1,1] shows that each achieves its maximum magnitude (1) at x= +1 and its minimum magnitude (0) at x=0. If a function f(x) is approximated by a polynomial Pat) = Og + OX +O oo FOL, where p,(x) is presumably a good approximation, the dropping of high-etder terms or modification of the co- efficients a,,..., a, will produce litte error for small x (near zero), but probably substantial error near the ends of the interval (x near +1). Unfortunately it is in general true that polynomial approximations (for example those following from Tay- lor’s series expansions) for arbitrary functions f(z) ex- hibit this same uneven error distribution over arbitrary imcervals a 0, D(x.) <0, etc., and if D(x) >0, then D(x,) <0, D(x,)>0, ete. Thus D(x) must change sign m times, or equivalently, have n roots in the interval ( 1,1]. But D(x) isa polynomial of degree n=1, because both qy(x) and 5,(x) have leading co- efficent unity. Since an (1 — I)th-degree polynomial has only n— 1 roots, there is no polynomial S,(x). The pro- position that ¢,(x)is the monic polynomial of degree n that deviates east from zero on{-I,t]is proved by contradiction, Consider the illustration of the proof for $,(+) 74(x)/2 shown in Fig, 1.11. The solid curve is 6,(x), that is 2 _ 4, which has three extreme values at Xo = 1, x =0, and x2 = 1. The dotted curve shows a proposed S,(x) which has a smaller maximum magnitude on the interval than $,(x). The difference in the ordi- nates $,(x) and S,(x) at 9, x1, and x, are shown as D(x), D(x), and D(x). As indicated by the direction of the arrows, D(x) must change ign twice on the interval, an impossibility since #3(x) — (x) is only a first-degree polynomial Da= (75) (1.76) 1.11 Minimizing the Maximum Error Since the nth-degree polynomial ,(x) = T,(x)/2"~* has the smallest maximum magnitude of all possible nth- ‘degree monic polynomials on the interval [—1,!], any error that can be expressed as an nth-degree polynomial can be minimized for the interval [1,1] by equating it with $,(2). For example, the error term for the inter- Polating polynomial has been shown to be of the form (see 1.39b) [fe-»] We can do very little about s**"(@). The only effec- ‘way of minimizing R,(x) is to minimize the maxi- mum magnitude of the (n+ I)th-degree polynomial (x — x). Treat f**"*8) as though it were constant, ‘Now equate []}.o(¥ ~ x) with $,4(8), and notice that the (x — x, terms are simply the n + I factors of by.s(%); the x; are therefore roots of $,.4(x), or equivalently, the LOO, ne Grn! a Interpolation and Approximation eats) we Dé) -al Des») Figure 1414s, the second degree monic polynomial that deviates least from zero on {~1) roots of the corresponding Chebyshev polynomial Ty4s(2), given by i+ De an+2 am xi = c0s| For an arbitrary interval, a 9,0 DoT TeusMPi2 7 CSTAR(S) # ESTAR) + BCI DeTIOXC! J) WRITE (6,203) MPL, COSTAR(I), I=1,MP1) ¢ © Lees TRANSFORM ECONOMIZED POLYNOMIAL IN X ON INTERVAL c {-1,1) TOA POLYNOMIAL IN Z ON INTERVAL (AL,AR) CALL_TRANS(’M,CSTAR,C,ONEM, ONE, AL,AR } WRITE (6, 200)" AL, AR, MH, EMAK, MPL, (CCI), 1=1,MPL) 60 10 1 c © seas FORMATS FOR THE INPUT AND OUTPUT STATEMENTS .. 100 FORMAT C4X, 12, 12K, €12.5, 2C10K, F10.5) ) 101 FORMAT ¢ lek, bELH.6") 200 FORMAT (GHIN’ =, 15/6H EPS mp €15.5/6H AL =,F10,0/6H AR =,F10.4/ 11HO/27H THE COEFFICIENTS AC1I...AG I1, SH) ARE/] (1H , 1P5E16.6) 201 FORMAT C 1HO/ 1HO/ 35H THE COEFFICIENTS ASTARCL). ..ASTARC, 11, 25H) ARE; 1M / (1H , 1P5E16.6)) 202 FORMAT ( 1HO/ 10) 27H THE COEFFICIENTS 6¢1)...6(, 12, SH) ARE/ 1 aH / GH, 1PSE16,6)) 203 FORMAT C1Nb/ 1MO/ "35H THE COEFFICIENTS CSTAR(1)...CSTAR(, 1, 2 SH) ARE/ TH / CH, 1P5E16.8)) 208 FORMAT ( 1H0/°1HO/ {SH THE ECONOMIZED POLYNOMIAL ON THE TWTERLAL ¢ VAL = ,F10.4,2H, ,5H AR = ,F10.4,8H ) 1S OF/IIH DEGREE M =,12, 2H. 2 SSH THE MAXIMUM ERROR ON THIS INTERVAL IS. NO LARGER THAN, iPELS.7, 3 1M. /27HOTHE COEFFICIENTS C¢1)...CC, V1, SH) ARE/ IW / © GW, 1Pse16.6)) c ND ‘Subroutine TRANS. SUBROUTINE TRANS( N, COEFF), COEFFT, ENDLI, ENDRI,ENOLT, ENDRT ) TRANS CONVERTS AN N-TH DEGREE POLYNOMIAL IN ONE VARIABLE (SAY_Z) ON THE INTERVAL CENDLI,ENORI) HAVING COEFFICIENTS. COEFFLCI).«.COEFFI(N+1) INTO AW N TH DEGREE POLYNOMIAL INA SECOMD'VARLABLE (SAY X) ON THE INTERVAL CENDLT, ENDRT) WITH COEFFICIENTS COEFFY(LI...COFFFT(N+1) WHERE THE TWO VARIABLES X AND Z ARE RELATED BY THE TRANSFORNATION 2 = (CENDRI~ENDLI)#x * CENDLI *ENORT-ENDRI * ENDLT) )/(ENDRT-ENDLT) X = CCENDRT-ENOLT)«Z + (ENDR1*ENDLT-ENDLI © ENDRT) )/CENDRI-ENDLI> IMPLICIT REAL#8(A-H, 0-2) REAL*S COEFFI, COEFFT, ENDLI, ENORI, ENOLT, ENORT DIMENSION COEFFIC10), COEFFT(10) <... COMPUTE CONSTANT PARAMETERS. Goidi = CENDRT-ENDLID/CENDRT-ENOLT) CON? = (ENDL! +ENORT=ENDR1eENDLT) /UENORT- ENDLT) NPL = Ws 2 Example 1.3 Chebysheo Ezonomization ‘Program Listing (Continued) c Doe e1,NP2 {+ HECK FOR CON2=0 TO AVOID COMPUTING 0.0*0 ..... ie" {'con2.ne.0.0°) "Go To 2 COEFFTCI) = COEFFLCID 60.7) § 2 GOEFFTCI) = 0.0 50-5. d=! ,wP2. BINOM = NOMIAL(J=1, 11) 3 COEFFTCI) = COEFFT(I) + COEFFI(y)*CON2e*C 3-1), 4 COEFFTCI) = COEFFT( 1 )*coNd#*( 1-1) RETURN c NOM eno Function NOMIAL FUNCTION NOMIAL {XL} c c NOMIAL COMPUTES THE BINOMIAL COEFFICIENT (K,L). ¢ NOW = 2 IF CRUEL OR. LyEQ.0 ) GO TO & 00.3 icounT=1, L 3 NOM = NOMe(K- 1 COUNTS1)/1 COUNT 4 NOMIAL © NOM RETURN c END Data N= 3 EPS = 0,000000E00 © AL = 100000 aR = 3.00000 ACD. AC) = :000000E00 © 0,000000E00° 9.00000000 1. 000000E00 N= ‘3° eps = 3:260000E00 “AL =" 1,00000 aR = "3. 00000 ACD. AC = 2:000000€00 © 0.00000000" 000000600 1, 000000E00 N= 3" eps = 0;000000E00 “AL = -3.00000 AR = "1.00000 ACD. AC) = 2,000000E00 © 3,000000E00 1.000000 0, 500000E00 N= "3" "eps = 07400000800 "AL = =1,00000 aR = "1.00000 ACD. AC) 2/000000E00 3,000000E00" 1.000000E00 0, 5000800 N= 3" "eps = 0:700000800 “AL * -1,00000 aR = "1.00000 RD. AC) = 2/000000E00 3, 000000z00" 1.000000E00 0, 500000E00 EPS * 0,000000E00 "AL = 0.00000 AR = "1.57080 AD. AC © 15000000600 0, 000000£00° =0,500000E00 0, 000000E00 AGYLIAC) = 4l166667E-2 0,000000E00 -1.388888E-3 —0.000000E00 2iweo1sse-5 EPS = 5:00000¢-5 AL = 000000 AR = 1.57080 ACD. ACAD 1,000000€00 0.000000£00" -0.500000E00 0. 000000E00 ACS) ACD) WI166667E-2 0.0D9900E00 -1;388s88E-3 0 ,000000E00 aca) 2, 6801596-5 N= 3 eS = O;000000E00 AL = -1.00000 aR = 1.00000 AD. .AG) © Looo000€00 —9.000000E00" =0.500800E00 0, 000000E00 \lig6667E-2 0,000000E00 -1,3a8z88e-3 000000000 2i4g0159e-5 = Sioo0000c-5 AL = ~1,00000 aR = 1.00000 100000000 0, 00000000" -0.500000F00 0..000000E00 Al166657E-2 000000000 -1:3e8sasE-3 0.000000600 2ineoisge-s. = 0100000600 = AL = 1.00000 ar = 1.90000 81250000E00 0380000600" -0,086300E00 9§ = 0,000000E00 “AL = 100000000 AR = 2000.00000 8.300000E00 1,820000E-3" 0, susco0E-6 = 02050000E00 “AL = 1000.00000° AR = 2000..00000 ACD. AG) 6,300000E00 1.320000E~3" 0, 34s 000E-6 53 54 ‘Computer Output Interpolation and Approximation Results for the 2nd Data Set Noe 3 eps = aL 10000 aR = 30000 THE COEFEICIENTS 0.0 COEFFICIENTS '8,0000000 00 THE COEFFICIENTS 1,1000000 01 THE COEFFICIENTS 1.100000 o1 THE ECONOMIZED POLYNOMIAL ON THE INTERVAL ( AL = THE MAXIMUM ERROR ON THIS INTERVAL 1S NO LARGER THAN DEGREE M = 1, THE COEFFICIENTS 1.450000 01 0.326000 01 ac. 0:0 AC) ARE 0.0 1,0000000 00 ASTAR(L)., -ASTAR(N) ARE 1,2000000 01 6.000000 00 1, 0000000 00 BOLD. .BCA) ARE 1,2750000 01 —3.0000000 00 —2.000000-01 CSTAR(1).. .CSTARC2) ARE 1,2750000 01 1.0000, C1). 6002) ARE 1.275000 01 Results for the 7th Data Set Nos 8 EPS = 0,500000-08 aL 0:0. AR 115708 THE COEFFICIENTS AC1)...A(9) ARE 1,0000000 000.6 -5.0000000-01 0.0 0:0 <1lSeseesd-03 010 21480159005 THE COEFFICIENTS. 7.0710550-01 =1,7508860-03, THE COEFFICIENTS 6,0219750-01 10653830-08 ASTAR(1)...ASTARCS) ARE -2.1808900-01 727420-05 5,7099140-02 315909280-06 75.5536240-01 22125u5030-08 2. BCL) -+6B(9) ARE -5.1361920-01 76 8208880-06, 1.3735810-02 2)8054130-08 ars 3.0000 ) 15 oF 3.250000 00, 4,1666670-02 1,1215910-02 1,3605030-03, Example 1.3 Chebysheo Economization ‘Computer Output (Continued) THE COEFFICIENTS CSTAR(L)...CSTARCE) ARE 7,0709870-01 =5.553595D-01 -2.179653D-015.707401D-02 1, 0884071 #1570¥6130-03 THE ECONOMIZED POLYNOMIAL ON THE INTERVAL ( AL = 0.0 AR# 1.5708.) 18 OF DEGREE M = 5. THE MAXIMUM ERROR ON THIS INTERVAL 1S HO LARGER THAN 7.29780800-06, THE COEFFICIENTS C(1)...0(6) ARE 1,0000070 00 ~3.5836380-08 9782320-01 =7,2012u90-05 —_$,1003120-02 5, 7038910-03 Results for the 8th Data Set 8 nos ers = 0.0 AL = =1:0000 AR + "120000 THE COEFFICIENTS AC1)..,AC9) ARE 1.000000 00 0.0 -5.0000000-01 0.0 416666 70-02 a0 -1l3egseep-03 0.0 2iha01590-05 THE COEFFICIENTS ASTARGL)...ASTARCO) ARE 1,0000000 00 0,0 5.0000000-01 0.0 4, 1666670-02 °, <1l3essss0-05 0.0 2, 4801590-05, WE COEFFLCLENTS 8(12,..8(9) ARE 7,6519780-01 0.0 -2.2980690-01 0.0 b.9933430-05 oo ohl1852650-05 00 1,9376280-07 THE COEFFICIENTS CSTAR(1)...CSTAR(9) ARE 1,0000000 00 0.0 -$.0009000-01 9,0 .Me8s670-02 00 o1,3asss80-03 0:0 21401590-05 THE ECONOHIZED POLYNOMIAL ON THE INTERVAL ( AL = 71,0000, AR = 1.0000) 15 OF DEGREE Mn be HE HARUM ERROR ON THIS INTERVAL 15 'HO LARGER THAN 020 THE COEFFICIENTS C(1)...0(9) ARE 1,0000000 00 0.0 -5.0000000-01 0.0 4,1666570-02 o0 -113e888s0-03 010 274801590-05, 56 Interpolation and Approximation Computer Output (Continued) Results for the 9th Data Set nos 8 EPS = 0,$00000-08 AL = -150000 AR = 10000 THE COEFFICIENTS ACL)...A(9) ARE 1,0000000 00° 0.0 =5.0000000-01 0.0 oro <1i38speeo-03 0.0 2iag01s90-05 THE COEFFICIENTS ASTAR(1)...ASTAR(S) ARE 1,0000000 00 9.0 =5:0000000-01 0.0 ao -1:3a8ssep-03 0:0 21¥e01590-05 THE COEFFICIENTS B(1)...8(9) ARE 7,6519780-01 0.0 -2.2980690-01 0.9 oro 811852650-05 0.0 119376240-07 THE COEFFICIENTS CSTAR(1)...CSTAR(S) ARE 9.9995800-01 0,0 9928050-01 0.0 THE ECONOMIZED POLYNOMIAL ON THE INTERVAL CAL ® =1.0000, AR = DEGREE = &, THE MAXIMUM ERROR OW THIS INTERVAL IS NO LARGER THAN THE COEFFICIENTS C(1)..20¢5) ARE 9.9995800-01 0.0 4,9924050-01 0.0 Results for the 12th Data Set Noe 2 Eps = 0,s00000-01 AL = 1000, 0000 AR = 20000000 THE COEFFICIENTS AC1),..AC3) ARE 6.3000000 00 1.8200800-03 -5,4500000-07, THE COEFFICIENTS ASTAR(1)...ASTAR(S) ARE 8.253700 00 —_-3.9250000-01 6250000-02 THE COEFFICIENTS 8(1)...8(3) ARE 8,2106230 00 3.9250000-01 ~4.3125000-02 4,1666670-02 4,3666670-02 4, 9533u30-03, 3,9626780-02, 1,000 ) 1s oF lzougeis0-05, 3.9626740-02 Example 13. Chebyshev Ezanomization ‘Computer Outpat (Continued) THE COEFFICIENTS CSTARC1)...CSTAR(2) ARE 8,2106250 00 $.9250000-01 THE ECONOMIZED POLYNOMIAL ON THE INTERVAL ( AL = 1000.0000, AR = 200.0000 ) ss OF DEGREE M= 1, THE MAXIMUM ERROR ON THIS INTERVAL IS HO LARGER THAN 4.31250000-02. THE COEFFICIENTS C(1)...C(2) ARE 7,0331250 00 7.8500000-0% ST 58 {Interpolation and Approximation Discussion of Results Five different polynomials were used in the twelve test data sets as follows: Daa ‘Maximum Polynomial Allowable Error, € Interval Set LR] 1 ta 0 2 13) 3.26 3° EA ° 4 Ly 4 5 07 0 0.0000 0 10,0000 ° Pe 0.05 oa ps(z) = 8.25 + 0.392 — 0.08632 6.3 + 0.001822 — 3.45 x 10-72 Data sets t, 3, 6, 8, and 11 allow no error to be intro- duced by the economization process. Hence, the econo- mized polynomial for these cases must be equivalent to the original polynomials; significant discrepancies could be accounted for only as errors in one or more elements of the X or T matrices, assuming that the executable portion of the program is free of error. Results for the 8th data set, included in the computer output, illustrate these cases, Results for data set 2, shown in the computer output, ate those outlined in (1.88) to (1.92). Results for data sets 4 and 5, not shown, are, respectively: » Emex = 0-125, pp(z) = 2 + 3.3752 + 27, m= and m= 1, Ener = 0.625, p(s} = 2.5 + 3.3752. The starting polynomial for data sets 6-9 is the power series for cos z, expanded about 29 = 0, and truncated after the term in 2°; it has been used as an example in Section 1.12. The results for data set 9, shown in the computer output, correspond to those of (1.82) to (1.87). ‘The results for data set 7, shown in the computer output, are similar to those for data set 9, except that the interval is 0< z < 7/2. The economized polynomial is 000007 — 3.383638 x 10"*z ~ 0.4974232:* = 7.241249 x 109 2 + 5.100312 x 107? 24 — 5.703891 x 10°? 25 (13.16) In this case, Enge = 7.298 x 10°, The total possible error in the approximation is given by Engg plus the maximum possible error introduced in truncating the power series expansion after the term in 28, that is, by cos 2 Eas + Foose] » 2 €in[0,/2]. (1.3.17) ‘Thus, the maximum possible magnitude of the error in (1.3.16) for the interval [0,n/2] is 7.298 x 10-6 + (n/2)'°/10! (1.3.18) By taking advantage of the fact that cos z is periodic with period 2n, that cos(x/2+a)=—cos(r/2—2), and that cos(x + B) = cos(r — B), (1.3.16) may, after suitable adjustment of the argument, be used to find the cosine of any angle within the accuracy of (1.3.18). In fact, since cos z= sin(z + 5/2), (1.3.16), with an appropriate transformation of variable, could be used 10 calcutate the sine of any angle as well, with the same bound for the error, Results of the economization process for the 10th data set, not shown, are: 04315, p(z) = 8.206850 + 0.392. Results for the 12th data set (sce the computer output) show the first-order minimax polynomial approximation to a second-degree polynomial representation of the molar heat capacity for gascous nitrogen at low pressures, inthe temperature range 1000-2000°K. See Problem 1.46 at the end of the chapter for more details. Double-precision arithmetic has been used for all calculations. In order to generate accurate coefficients for the economized polynomial, particularly when only small errors, «, are aifowed, it is important to carry as. many digits as possible throughout the calculations; double-precision arithmetic should be used, if available. AS written, the program can handle only starting. 3.25 x 1075, m=, Ege = Example 1.3 Chebyshev Economization 9 polynomials of degree nine or less. The matrices Tand Y could be expanded to allow higher-degree starting polynomials, although the storage requirements for 7 and X could become prohibitive for targe 1, if the sub- scription scheme outlined earlier were used. An alterna- tive approach would be to pack the coefficients from Tables |.12 and 1.13 using a more efficient assignment of ‘memory. Yet another, more elegant, approach to the economiza- tion process is to use the recursion relation of (1.72) to ‘generate the needed coefficients. This avoids the need for saving tabulated information. In addition, since trun- cation always starts with the highest-order term of (1.34), ax" can be expanded to yield b, directly. If the term byT, can be dropped without exceeding the maxi- mum allowable error, the af, i= 0,1,...,2—1, can be modified appropriately, to a? for example, using the recursion relation, Next, d2_,x*"! can be expanded to yield b,-. directly. If 2, -7,-, can be dropped, the af, i=0,1,...,2 2, can be modified appropriately, again using the recursion relation. This process of expanding only the highest-order untruncated power of x in terms of the Chebyshev polynomials, followed by proper adjustment of the coefficients of lower powers of x, leads directly to the economized polyaomial (1.3.8), without ever evaluating bg, ... by. Arden [1] and Hamming {2} suggest some other approaches to the economization process which use only the recursion relation of (1.72). o Interpolation and Approximation Problems Tobie P18 an tom | reo fat al at rat 1] at eaters Es Eanah, 5 a nrg i on how large must mbe to yeidan approximation fore thatis 1 | ©) 2] 9] tf, accurate within 10°? a2] o2 lowe ° o 12 For small values of x, the approximations 6 : is esltx singex a] 4) uyoy we 3 ° 3 are sometimes employed. In each case, use the error term from + Salmey a 1b Taylor's expansion to estimate how large avalue of x(iothe 5 |g | gy nearest 0.001) may be employed with the assurance thatthe error in the approximation is smaller than 0.01. Check your conclusions against tables of exponentials and sines. 1.3 Let M be the maximum magnitude of f(x) on the terval (x9, x,). Show that the error for linear interpolation for f(x), using the functional valuesat xp and x, is bounded by 4M (4, x0)" for x_ 21? 1.4 Use the algorithm of (12) to evaluate Bet fart 28 + Sa pols) and each of its derivatives at x =2.5. 15 Write a function, named POLY, that implements the algorithm of (1.12) to evaluate an nth-degree polynomial pix) = Staoanx', and each of its derivatives of order 1 through’ at x= %, The function should have the dummy argument list (NA, XBAR, DVAL) ‘where N is the degre ofthe polynomial, n, A is a vect imensional array) containing. the coeficien!s ao, @y, sy inclements A(1),A(2) ..., A(N + 1), XBAR is the independent variable value, %, and DVAL is a vector containing. piG%), 7°13), PPA imelements VAL (1), DVAL(2), ..-, DVAL(N) ‘upon return from the function, The value of POLY should be PA. Write a short main program that reads values for m, ae, 44, +5 and &, calls on POLY, prints the values returned for (42), pla), .-» POX), and then reads another data set. Test POLY with several different polynomials, including that of Problem 1.4 1.6 (@) Show that the mth divided difference of y= x*is unity, no matter which base points x», 24,» Xs are chosen. (©) Show that the nth divided diference of any polynomial aa) = 3 tea aux! ts given by ay, regardless of the choice of base points. 17 Investigate the relation, ifany, between the number of significant figures to which tabulated values of f(x) vs x are s3xen, and the highest order far which fnite divided differences ate likely to be meaningful 18 Consider the divided differences in Table P1.8. {@) What is the significance of the zero at the top of the seventh column? (b) Without renumbering the abscissas, write down the divided. difference polynomial that uses the elements denoted by asterisks. (c} What is the likely error bound for a fourth-degree inter- polation with x» Mf Deuter tols Ry(o + ah 2.3 Newton-Cotes Closed Integration Formulas The simplest case of closed integration is shown schematically in Fig. 2.3, Here, the two base points Xo =a and x, =6 are used to determine a first-degree polynomial, py(x) = py(xo + ah) or straight-line approxi- mation of f(x). The appropriate form of (1.54) is given by SC) =o + th) = fle) + 2 AF (0) + Rilo + ah) = Pilg +h) + Ri(xe tah) (2.4) where Ryl%o + a rata yh wae SP Fin (xox), (2.5) Riso ta) Wale — Df La.xo.ns). aso asl Figure 2.3. The trapecoidal rae. ‘Using this polynomial approximation for f(x) and transforming the integration variable from x to , (a = (x — xy)/h), we have Jf) ax = [700 dx = [po ae sh [pile + at) de, o6 ls where the integral on the right, is given, from (2.4), by ‘ 4 ['Ua) + aa/Geald rfeveor+£ ssc), = [reo +A ee) @7 From the definition of the first forward difference, Fe) = fo + &) — fo), (2.7) assumes the final form, f "pax off) +e Lo) 3 Bree) +00 (28) the familiar trapezoidal rule. The required area under the ‘solid curve of Fig. 2.3 is approximated by the area under the dotted straight line (the shaded trapezoid). The error involved in using the trapezoidal approxima- tion is given by the integral of the remainder term (2.5), (aoa =h [Rue + ath) de =e [ae ae, A in (xox). (2.9) n ‘Numerical Integration If f(x) is a continvous function of x, then £7€) or its equivalent, 21/(x,x0.%1] (see (2.5)], is a continuous, but unknown, function of x, so direct evaluation of (2.9) is impossible, Since x is simply a transformed value of x, f°@ is a continuous function of the integration variable a; this property simplifies the estimation of (29). The factor f"(2) can be taken outside the integral sign by applying the integral mean-value theorem from the calculus: If two functions, q(x) and g(x), are continuous for @ be. like quantities, resulting from the use of Simpson's second rote. Then Qi) In terms of the integration limits a and b, we can write (b— - Coe pone) = 2.32) ses) where , and &, are different values of € in (a,b). If we assume that f“*(é,) approximately equals f"(é,), then (2.32) reduces to (233) and (2.31) becomes =H, -th. ‘The validity of (2.34) hinges completely upon the assump tion that f%E,) and f(g.) are equal. Example. Evalvate (234) ff teyac~ fc —28 +1245) de= 205 235) by using the trapezoidal rule (2.21a) and the one-point open formula of (2.30a), each with degree of precision one, Then estimate /* by using the technique outlined above. For this ‘polynomial function [see (2.23)], the estimates of /* computed from (2.21a) and (2.300) are, tespectively, J, =26 and J; = 18. The ratio of error terms is n 0 py m6) aoa =a Sin @b. 2.36) or Assuming that £°(E,) is equal to /“(E2) leads to Ey= 2B ay ‘Note that for this case, the open formula is apparently more accurate than the closed formula of identical degree of pre- Cision (not the usual case). Substitution of (2.37) into (2.31) leads to 2x18 bis bw 4 2X8 209, pest 238) which is the true value of the integral ‘examination, (2.38) is seen to reduce to It = AYA) + 4/2) + £0, 2.39) {Simpson's rule (2.21b)]. Thus the expression of the error in terms of twa formulas with degree of precision one has resulted in a compound formula with degree of precision three. this case. Upon closer 2.6 Composite Integration Formulas ‘One way to reduce the error associated with a low- order integration formula is to subdivide the interval of integration [a,b] into smaller jntervals and then to use the formula separately on each subinterval. Repeated appli- cation of a low-order formula is usually preferred to the single application of a high-order formula, partly because of the simplicity of the low-order formulas and partly ‘because of computational difficulties, already mentioned in the previous section, associated with the high-order formulas. Integration formulas resulting from interval subdivision and repeated application of a low-order formla are called composite integration formulas, B Numerteal Integration Although any of the Newton-Cotes or other simple (one-application} formulas can be written in composite form, the closed formulas are especially attractive since, except for the base points x =a and x = b, base points at the ends of each subinterval are also base points for adincent subintervals. Thus, although one might suspect chat n repeated applications of an m-point formula would require nm functional evaluations, in fact only n(m—1)+1 such evaluations are needed, a considerable saving, especially when mis small. The simplest composite formula is generated by re- peated application of the trapezoidal rule of (2.21a). For 1n applications of the rule, each subinterval is of length f= (b= a)in Let x; =X + th J = fig I(x) dx -f f(x) dx fg Sx) dx + [year + { LO) dx h $a) + sea] h +5 UG) +e) + + Ee) 4/6091 Me <0

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