cpe- 310b engineering computation and simulation dr. manal al-bzoor chapter 3: interpolation and...
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CpE- 310B Engineering Computation
and SimulationDr. Manal Al-Bzoor
Chapter 3 :Interpolation and Curve Fitting
Yarmouk University Computer Engineering Department
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Interpolation Basic problem: for given data (set of points) (xi , yi), i=1,2,….,m
with x1 < x2 < … < xm determine the function f(xi) = yi, i=1,2,….,m
such that f is interpolating function, for the given data
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Purposes of Interpolation
Plotting smooth curve through discrete data points
Reading between lines of table
Differentiating or integrating tabular data
Replacing complicated function by simple one
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Interpolation vs Approximation
Interpolation function fits given data points exactly
Interpolation is inappropriate if data points subject to significant errors
Approximation is usually preferable for smoothing noisy data
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Interpolating Functions Families of functions commonly used for interpolation include
PolynomialsPiecewise polynomialsTrigonometric functionsExponential functionsRational functions
We will focus on interpolation by polynomial and piecewise polynomials for now
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Polynomial Interpolations Simplest type of interpolation usesPolynomials
Unique polynomial of degree at most n-1passes through n data points (xi yi), i = 1, …, n,where xi are distinct
There are many ways to represent or compute polynomial, but in theory all must give same result
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Lagrangian PolynomialsExample
We choose 4 points for the third degree polynomial :
We need to find coefficients a, b, c, d
Can be found using previous chapter methods, by formulating 4 equations for a,b,c and d, using the points above
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Lagrangian PolynomialsA simpler way is to use lagrangian Polynomials. For a cubic polynomial case,
4 points should be available, (x0,f0 ),(x1,f1),(x2,f2),(x3,f3)
The interpolating polynomial is then defined by
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Lagrangian PolynomialsExampleFind the interpolated value for x = 3.0 using a cubic polynomial fitting the first 4 data points of the Table in previous slides
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Divided Difference Polynomial Need to re-compute the interpolation function if adding or removing a data point
Divided-differences method avoids this problem using fewer arithmetic operations
Divided-differences gives the same polynomial as Lagrangian interpolation
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Divided Difference Consider the Interpolating polynomial is written as:
If we choose ai so that Pn(x)=f(x) at the points (xi , fi ),i=0,…,n, then Pn(x) is an interpolating polynomial
ai ’s are determined by the divided differences of the tabulated data
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Divided Difference Given data points (xi, yi), I = 0,…,n, the divideddifferences, denoted by f[], is defined recursively by
Where
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Divided Difference Using the standard notations, the divided difference can be
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Divided Difference Example
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Divided DifferenceIn the equation :
Lets write the polynomial equations with x=x0, x=x1, x=x2, …, x=xn, we get
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Divided Difference If Pn(x) is the interpolating polynomial , then it should match the table for all n+1 points
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Divided Difference
Pn(x) can be written now in terms of divided differences :
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Divided Difference Using the data obtained in the divided difference table
The interpolating polynomial of degree 3 is :
The degree 4 polynomial is found by adding one term to P3(x)
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Divided Differences
ForThe divided difference table is
For an nth-degree polynomial, Pn(x), whose highest power term has the coefficient an, the nth divided differences will always be equal to an.
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Error of Polynomial Interpolation Interpolation works better for x within xi ‘s
Error is smaller if x is centered within xi
The error term of polynomial interpolation is :
with ξ in the smallest interval that contains {x, ,x1 ,x2,…,xn }.
Not very useful for computing real error as f is usually unknown. If the function is "smooth," a low-degree polynomial should work satisfactorily.
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Error Estimation: Next Term Rule
Error of the interpolates for f(1.75) using polynomials of degrees one, two, and three can be found by taking the derivatives and evaluating the minimum and maximum within an interval of the original function using:
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Error Estimation: Next Term Rule
En(x) = (approximately) the value of the next term that would be
added to Pn(x).For the previous example
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Evenly Spaced Data If data is given at evenly spaced intervals, arrange the date with the x values in ascending order. The difference table is then calculated “ without dividing by x difference” as
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Evenly Spaced Data : difference table
Where :
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Polynomial for Evenly Spaced Data
Newton-Gregory forward polynomial passes through equi_spaced points with an h distance between consecutive points
Where :
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Polynomial for Evenly Spaced Data
Write a Newton-Gregory forward polynomial of degree 3 that fits for the four points at x = 0.4 to x = 1.0. Use it to interpolate for f(O. 73).
For the data in the difference table
To make the polynomial fit as specified, we must index the x's so that x0=4, it follows
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Polynomial for Evenly Spaced Data
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Least Square Approximation Given a set of (x,y) data points,
Approximation is the process of finding a function (usually a line or a polynomial) that comes the “closest” to the data points.
Data has “noise” – cannot
find interpolating line.
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Least Square Approximation : Linear Data
Assume we have experimental data for the effect of temperature on resistance
The graph suggest a linear relationship
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Least Square Approximation: Linear Data
least Square criterion requires
The criterion used to find a and b is to minimize the sum of the squares of the errors, the "least-squares“ principleLet Yi represent an experimental value, and let yi be a value from the equation
yi= a xi + b,
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Least Square Approximation
To find the minimum of S, the partial derivatesShould be zero.
Reducing we get :
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Least Square Approximation For the Temperature data we have, Y is R and x is T
The normal equation are then
a = 3.395, b = 702.2,
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Least Square Approximation: Nonlinear Data
Nonlinear data can be fitted using exponential functions
Perform linearization by taking the logarithms
Rebuild the table to represent ln y and ln x instead of x and y
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Least Square Approximation: Nonlinear Data
Polynomial Approximation is the common method used to approximate nonlinear data . We assume the functional relationship to be :The error defined as
The sum of squares defined by S is
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Least Square Approximation: Polynomial approximation of nonlinear data
At the minimum all partial derivates should be zero
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Least Square Approximation: Polynomial approximation of nonlinear dataDividing each by -2 and rearranging gives the n + 1 normal equations to be solved simultaneously:
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Least Square Approximation: Polynomial approximation of nonlinear dataPutting the Previous Equation in Matrix Notation
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Least Square Approximation: Polynomial approximation of nonlinear dataUse quadratic polynomial to fit the data in the following table
We need to calculate the normal sums as follows
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Least Square Approximation: Polynomial approximation of nonlinear dataApplying these sums in the normal equations we get
Solving sets of equations for the coefficients we get
The least square polynomial is then