Lecture 5 - Interpolation Flashcards
Interpolation
Estimation of the values of a quantity between the individual data points
NAMES
f(x)- original function
F(x) - interpolating function
(xi,yi) - input pairs, f(xi)=yi
xi-node
Polynomial interpolation
Given a set of n+1 data points where no to xi are the same, we can finde UNIQUE n-degree polynomial which goes through all n+1 points
Calculating coefficients of polynomial intepolation
We can write a set of equations of n-degree polynomial for each node.
Create a matrices from this Ma=y and calculate a= y*inv(M)
Vandermonde matrix
Matrix M which shows up while calculating coefficients. Its a matrix that consists n powers of every yi starting from the n power end ending with ones (zero powers)
Polynomial interpolation Drawbacks
M is composed with very large and very small numbers. It makes this method prone to round-off errors.
Also this method has poor conditioning - functions start to looks similar as n increases
Lagrange interpolation
The obtained function F(x) is the same as with polynomials but this method is stable and easy to implement. We don’t have to solve a system of linear equations -> less prone to round-off errors
Lagrange interpolation equation
PHOTO
Runge’s phenomenon
Problem of oscillations on the edges which occurs when using polynomial interpolation with polynomials of high degree over a set of interpolation point with equivalent spaces between them