Escolar Documentos
Profissional Documentos
Cultura Documentos
Polynomial Interpolation
Piecewise Polynomial Interpolation
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Outline
Scientific Computing: An Introductory Survey
Chapter 7 Interpolation
Interpolation
Polynomial Interpolation
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
Michael T. Heath
1 / 56
Motivation
Choosing Interpolant
Existence and Uniqueness
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Interpolation
Scientific Computing
2 / 56
Motivation
Choosing Interpolant
Existence and Uniqueness
i = 1, . . . , m
Scientific Computing
3 / 56
Motivation
Choosing Interpolant
Existence and Uniqueness
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Interpolation vs Approximation
Scientific Computing
4 / 56
Motivation
Choosing Interpolant
Existence and Uniqueness
Issues in Interpolation
Arbitrarily many functions interpolate given set of data points
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
5 / 56
Motivation
Choosing Interpolant
Existence and Uniqueness
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Choosing Interpolant
Scientific Computing
6 / 56
Motivation
Choosing Interpolant
Existence and Uniqueness
Polynomials
Piecewise polynomials
evaluating interpolant
Trigonometric functions
Exponential functions
Rational functions
Michael T. Heath
Scientific Computing
7 / 56
Michael T. Heath
Scientific Computing
8 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Motivation
Choosing Interpolant
Existence and Uniqueness
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Basis Functions
Motivation
Choosing Interpolant
Existence and Uniqueness
j=1
n
X
xj j (ti ) = yi ,
i = 1, . . . , m
Sensitivity of parameters x to perturbations in data
depends on cond(A), which depends in turn on choice of
basis functions
j=1
Scientific Computing
9 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Polynomial Interpolation
Scientific Computing
10 / 56
Monomial Basis
Monomial basis functions
j (t) = tj1 ,
j = 1, . . . , n
1 t1 tn1
x1
y1
1
1 t2 tn1 x2 y2
2
Ax = . . .
.. .. = .. = y
..
.. ..
. . .
xn
yn
1 tn tn1
n
Scientific Computing
11 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
12 / 56
1 t1 t21
x1
y1
2
Ax = 1 t2 t2 x2 = y2 = y
1 t3 t23
x3
y3
For these particular data, system is
1 2 4
x1
27
1
0 0 x2 = 1
1
1 1
x3
0
T
whose solution is x = 1 5 4 , so interpolating
polynomial is
p2 (t) = 1 + 5t 4t2
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
14 / 56
Michael T. Heath
Scientific Computing
Michael T. Heath
Scientific Computing
16 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Evaluating Polynomials
Lagrange Interpolation
For given set of data points (ti , yi ), i = 1, . . . , n, Lagrange
basis functions are defined by
pn1 (t) = x1 + x2 t + + xn t
`j (t) =
For example,
(tj tk ),
j = 1, . . . , n
k=1,k6=j
i, j = 1, . . . , n
n
Y
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
(t tk ) /
k=1,k6=j
Michael T. Heath
n
Y
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
18 / 56
(t t2 )(t t3 )
(t t1 )(t t3 )
(t t1 )(t t2 )
+ y2
+ y3
(t1 t2 )(t1 t3 )
(t2 t1 )(t2 t3 )
(t3 t1 )(t3 t2 )
For these particular data, this becomes
p2 (t) = 27
t(t 1)
(t + 2)(t 1)
+ (1)
(2)(2 1)
(2)(1)
Scientific Computing
19 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Newton Interpolation
Scientific Computing
20 / 56
j1
Y
(t tk ),
j = 1, . . . , n
k=1
+ xn (t t1 )(t t2 ) (t tn1 )
For i < j, j (ti ) = 0, so basis matrix A is lower triangular,
where aij = j (ti )
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
21 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
22 / 56
1
0
0
x1
y1
1 t2 t1
x2 = y2
0
1 t3 t1 (t3 t1 )(t3 t2 ) x3
y3
1 0 0 x1
27
1 2 0 x2 = 1
1 3 3 x3
0
Scientific Computing
23 / 56
Michael T. Heath
Scientific Computing
24 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Divided Differences
yj+1 pj (tj+1 )
=
j+1 (tj+1 )
Scientific Computing
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
25 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Orthogonal Polynomials
Scientific Computing
26 / 56
Scientific Computing
27 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
28 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
Chebyshev Polynomials
Michael T. Heath
Michael T. Heath
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
30 / 56
Chebyshev Points
Chebyshev points are zeros of Tk , given by
(2i 1)
ti = cos
, i = 1, . . . , k
2k
or extrema of Tk , given by
i
ti = cos
,
k
i = 0, 1, . . . , k
Scientific Computing
31 / 56
Michael T. Heath
Scientific Computing
32 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
t[t1 ,tn ]
f (n) ()
f (t) pn1 (t) =
(t t1 )(t t2 ) (t tn )
n!
M hn
4n
Scientific Computing
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
33 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
Convergence
Michael T. Heath
Scientific Computing
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
36 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Michael T. Heath
34 / 56
Scientific Computing
37 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Taylor Polynomial
Scientific Computing
38 / 56
f 00 (a)
f (n) (a)
(ta)2 + +
(ta)n
2
n!
Scientific Computing
39 / 56
Michael T. Heath
Scientific Computing
40 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Hermite Interpolation
Scientific Computing
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
41 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
42 / 56
Scientific Computing
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
44 / 56
p1 (t) = 1 + 2 t + 3 t2 + 4 t3
p2 (t) = 1 + 2 t + 3 t2 + 4 t3
Eight parameters are to be determined, so we need eight
equations
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
45 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Example, continued
46 / 56
1 + 2 t1 + 3 t21 + 4 t31 = y1
23 + 64 t2 = 23 + 64 t2
1 + 2 t2 + 3 t22 + 4 t32 = y2
4 t33
23 + 64 t1 = 0
= y3
23 + 64 t3 = 0
2 + 23 t2 + 34 t22 = 2 + 23 t2 + 34 t22
Michael T. Heath
Scientific Computing
Example, continued
1 + 2 t3 +
Michael T. Heath
Scientific Computing
47 / 56
Michael T. Heath
Scientific Computing
48 / 56
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
49 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
B-splines
Scientific Computing
50 / 56
B-splines, continued
k1
k
(t))Bi+1
(t)
Bik (t) = vik (t)Bik1 (t) + (1 vi+1
Scientific Computing
51 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
B-splines, continued
Scientific Computing
52 / 56
B-splines, continued
Important properties of B-spline functions Bik
1
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
Scientific Computing
53 / 56
Michael T. Heath
Interpolation
Polynomial Interpolation
Piecewise Polynomial Interpolation
B-splines, continued
Scientific Computing
54 / 56
B-splines, continued
Michael T. Heath
Scientific Computing
55 / 56
Michael T. Heath
Scientific Computing
56 / 56