Chapter 3: Interpolation
1. Introduction
Let us assume that f (x) be a function defined in (−∞, ∞) in which it is continuously differentiable
a sufficient number of times. Here we are concerned with the function f (x) such that the
analytical formula representing the function is unknown, but the values of f (x) are known for a
given set of n + 1 distinct values of x, say x0 , x1 , x2 ,..., xn .
x f (x)
x0 f ( x0 )
x1 f (x1 )
x2 f ( x2 )
. .
. .
. .
xn f (x n )
Our problem is to find the value of f (x) for a given value of x in the vicinity of the above
tabulated values of the arguments, but different from the above tabulated values of x. Since the
formula for f (x) is unknown, the precise value of f (x) cannot be obtained. We try to find an
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approximate value of the same by the principle of interpolation. In interpolation, the unknown
function f (x) is approximated by a simple function ϕ n (x) so that it takes the same values as f (x)
for the given arguments values x0 , x1 , x2 ,..., xn . In case, if the given value of x lies slightly
outside the interval [min{x0 , x1,..., xn }, max{x0 , x1 ,..., xn }] , the corresponding process is often called
extrapolation.
Now the function ϕ n (x) may be variety of forms. When ϕ n (x) is a polynomial, then the process of
approximating f (x) by ϕ n (x) is called polynomial interpolation. If ϕ n (x) is a piecewise
polynomial, the interpolation is called piecewise polynomial interpolation; if ϕ n (x) is a finite
trigonometric series then interpolation is called trigonometric interpolation. Likewise, ϕ n (x) may
be a series of Legendre polynomials, Bessel functions and Chebyshev polynomials etc.
First we shall familiar with polynomial interpolation. It is concerned with following famous
theorem due to Weierstrass:
Theorem 1(Weierstrass Approximation Theorem): Suppose f (x) be a continuous real-
valued function defined on the real interval [a, b]. For every ε > 0, there exists a polynomial
ϕ n (x) such that for all x in [a, b], we have f ( x) − ϕ n ( x) ∞
<ε.
2. Polynomial interpolation
In polynomial interpolation, f (x) is approximated by a polynomial ϕ n (x) of degree ≤ n such that
f ( xi ) ≅ ϕ n ( xi ) for all i=0,1,2,3,…,n (2.1)
Let ϕ n ( x ) = a0 + a1 x + ... + an x n .
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Then from (2.1), we get
a0 + a1 xi + ... + an xin = f ( xi ) for all i=0,1,2,3,…,n. (2.2)
This is a set of (n + 1) linear equations in (n + 1) unknowns of a0 , a1 , a 2 ,..., a n . The coefficient
determinant of the system eq. (2.2) is
1 x0 ... x0n
1 x1 ... x1n
. . . . = ∏
0≤ i , j ≤ n
(xi − x j ) ≠ 0
. . . . i≠ j
1 xn ... xnn
This determinant is known as Vandermonde’s determinant. The value of this determinant is
different from zero, since x0 , x1 , x2 ,..., xn are distinct.
Therefore, by Cramer’s rule, the values of a0 , a1 , a 2 ,..., a n can be uniquely determine so that the
polynomial ϕ n (x) exists and is unique. This polynomial ϕ n (x) is called the interpolation
polynomial. The given points x0 , x1 , x2 ,..., xn are called interpolating points or nodes.
2.1.Geometric interpretation of interpolation
Geometrically, the curve representing the unknown function y = f ( x) passes through the points
( xi , yi ) , (i = 0,1,..., n) . This unknown function is approximated by a unique n -th degree parabola
y = ϕ n (x) which passes through the above points. It has been depicted in the following fig. 1. The
parabola y = ϕ n (x) is called interpolation parabola or interpolation polynomial. In this context
polynomial interpolation is also referred to as parabolic interpolation.
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Fig. 1 Geometrical representation of interpolation