Interpolation

• Estimation of intermediate values between precise

data points. The most common method is:
f ( x)  a0  a1 x  a2 x 2    an x n

• Although there is one and only one nth-order

polynomial that fits n+1 points, there are a variety of
mathematical formats in which this polynomial can be
expressed:
– The Newton polynomial

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 Newton’s Divided-Difference
Interpolating Polynomials
Linear Interpolation/
• Is the simplest form of interpolation, connecting two data
points with a straight line.
Slope and a
finite divided
f1 ( x)  f ( x0 ) f ( x1 )  f ( x0 )
 difference
x  x0 x  x0 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.
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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 )
f ( x1 )  f ( x0 )
x  x1 b1 
x  x0
f ( x2 )  f ( x1 ) f ( x1 )  f ( x0 )

x2  x1 x1  x0
x  x2 b2 
x2  x0
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x  x0 b0  f ( x0 )
f ( x1 )  f ( x0 )
x  x1 b1 
x  x0
f ( x2 )  f ( x1 ) f ( x1 )  f ( x0 )

x2  x1 x1  x0
x  x2 b2 
x2  x0

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General Form of Newton’s 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 )
x  x0 b0  f ( x0 )
b1  f [ x1 , x0 ]
f ( x1 )  f ( x0 )
b2  f [ x2 , x1 , x0 ] x  x1 b1 
x  x0
 f ( x2 )  f ( x1 ) f ( x1 )  f ( x0 )

bn  f [ xn , xn 1 , , x1 , x0 ] x2  x1 x1  x0
x  x2 b2 
x2  x0
f ( xi )  f ( x j )
f [ xi , x j ]  Bracketed function
xi  x j evaluations are finite
f [ xi , x j ]  f [ x j , xk ] divided differences
f [ xi , x j , xk ] 
xi  xk

f [ xn , xn 1 , , x1 ]  f [ xn 1 , xn  2 , , x0 ]
f [ xn , xn 1 , , x1 , x0 ] 
xn  x0 8
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Errors of Newton’s Interpolating Polynomials/
• Structure of interpolating polynomials is similar to the Taylor
series expansion in the sense that finite divided differences are
added sequentially to capture the higher order derivatives.
• For an nth-order interpolating polynomial, an analogous
relationship for the error is:
f ( n1) ( )  Is somewhere
Rn  ( x  x0 )( x  x1 ) ( x  xn ) containing the unknown
(n  1)! and he data

• For non differentiable functions, if an additional point f(xn+1)

is available, an alternative formula can be used that does not
require prior knowledge of the function:

Rn  f [ xn1 , xn , xn1 ,, x0 ]( x  x0 )( x  x1 )( x  xn )

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