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OUTLINE
Lagrange Interpolation
Hermite Interpolation
Divided Difference Interpolation
Newton’s Forward/Backward Interpolation
Gauss Forward/Backward Interpolation
Stirling’s Formula
Bessel’s Formula
WHAT IS INTERPOLATION?
3
LAGRANGE POLYNOMIALS
n
x xk
Pj x y j
k 1 x j xk
k j
LAGRANGE POLYNOMIALS
In general,
P x y1
x x2 x x3 ... x xn
x1 x2 x1 x3 ...x1 xn
y2
x x1 x x3 ... x xn
...
x2 x1 x2 x3 ...x2 xn
yn
x x1 x x2 ... x xn 1
xn x1 xn x2 ...xn xn 1
HERMITE INTERPOLATION
n n
p( x) 1 2 L ( xk )( x xk ) Lk x f ( xk ) ( x xk )Lk ( x) f ' ( xk )
' 2 2
k
k 0 k 0
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INTERPOLATION FOR
EQUALLY SPACED POINTS
Let (X0,,Y0), (X1,,Y1), …, (Xn,,Yn) be the given points with
Xi+1 = Xi +h, i= 0,1,2,…, (n-1).
f(xi) =
h h
f x i - f x i
2 2
Shift operators
E f(xi) = f(xi +h)
Er f(xi) = f (xi +rh)
8
NEWTON FORWARD INTERPOLATION
x x0
For convenience we put p= and f0 = y0. Then we have
h
p( p 1) 2 p( p 1).....( p n 1) n
f ( x0 ph) y0 py0 y 0 .......... y0
2! n!
p( p 1) 2 p( p 1).....( p n 1) n
f ( xn ph) yn pyn y n .......... yn
2! n!
9
INTERPOLATION USING CENTRAL
DIFFERENCES
Suppose the values of the function f (x) are known at the points a -3h, a
– 2h, a – h, a, a +h, a + 2h, a + 3h, ... etc. Let these values be y-3, y-2,
y-1, y0, y1, y2, y3 ..., and so on. Then we can form the central difference
table as:
x f(x) f 2f 3f 4f 5f 6f
a-3h y-3
y-3
a-2h y-2 2y-3
y-2 3y-3
a-h y-1 2y-2 4y-3
y-1 3y-2 5y-3
a y0 2y-1 4y-2 6y-3
y0 3y-1 5y-2
a+h y1 2y0 4y-1
y1 3y0
a+2h y2 2y1
y2
a+3h y3
We can relate the central difference operator with and E using the operator
relation = E½.
10
GAUSS FORWARD INTERPOLATION
FORMULA
• The value p is measured forwardly from the origin and
0<p<1.
• Formula is:
u u 2 u 1 3 u 1 4 u 2 5
y x y 0 y0 y1 y1 y2 y2 .......
1 2 3 4 5
• Formula is:
u u 1 2 u 1 3 u 2 4 u 3 5
y x y 0 y1 y1 y2 y2 y3 .......
1 2 3 4 5
u u (u 1)(u 2)......(u r 1)
where r
r!
STIRLING’S FORMULA
This formula gives the average of the values obtained by
Gauss forward and backward interpolation formulae. For
using this formula we should have – ½ < p< ½.
y0 y1 u 2
2
u (u 2 1) 3 y1 3 y2 u 2 (u 2 1) 4
y y0 u y1 y 2
2 2! 3! 2 4!
u (u 2 1)(u 2 4) 5 y2 5 y3
.........
5! 2
x x0
where u
h
13
BESSEL’S INTERPOLATION
FORMULA
This formula involves means of even difference on and
below the central line and odd difference below the line.
The formula is:
1
(u )u (u 1)
1 1
y ( y0 y1 ) u y0
u (u 1) 1 2
. y1 2 y0 2 3 y1
2 2 2! 2 3!
4!
(u 1)u (u 1)(u 2) 1 4
. y1 4 y 2 .........
2
x x0
where u
h
1 3
Bessel’s formula gives better result for u
4 4
14
THANK YOU
Submitted by:
Rakesh Kumar,
(Deptt. Of Mathematics),
P.G.G.C.G, Sec-11,
Chandigarh.