1. POLYNOMIAL INTERPOLATION
course-6 / numerical method
POLYNOMIAL INTERPOLATION
Fitting polynomial to given data points
Most of numerical method schemes are based on polynomial interpolation, e.g. numerical integration and differentiation.

3. course-6 / numerical method
LINEAR INTERPOLATION
The linear interpolation shown in figure previous is given by
The maximum error of the linear interpolation is expressed in the form

4. Can three or more data points be fitted by a curve ?

5. LAGRANGE INTERPOLATION
Suppose N+1 data points are given. The Lagrange interpolation formula of order N-th is written as follows

6. The maximum error of Lagrange interpolation is expressed in the form
There is no guarantee that the interpolation polynomial converges to the exact function when the number of data point is increased. In general, interpolation with a large-order polynomial should be avoided or used with extreme cautions

7. NEWTON INTERPOLATION The drawback of the Lagrange interpolation:
The amount of computation needed for one interpolation is large
No part of the previous application can be used to interpolate another value of x
When the number of data points has to be increased or decreased, the results of the previous computations cannot be used
Evaluation of error is not easy

8. DIVIDED DIFFERENCE
To evaluate a Newton interpolation formula, a forward difference table is necessary

9. Therefore, the forward difference table is given by (for third order)1 2 3

10. Hence, the Newton interpolation formula is written as follows
where
are obtained from forward difference table
The maximum error of Newton interpolation is in the form

11. Application Consider the data points given in the following table i 11 2 3 4 5
0.1
0.2
0.3
0.5
0.7
0.9
0.9975
0.9776
0.9384
0.8812
0.8075
0.7196

12. Derive the Lagrange and Newton forward interpolation fitted to the data points at
a. i = 0, 1, (evaluate for x = 0.21)
b. i = 1, 2, (evaluate for x = 0.21)
c. i = 1, 2, 3, 4 (evaluate for x = 0.21)
Estimate the maximum error for every evaluate of x