第十二讲内插外推方法.pptVIP

Chapter 3, Interpolation and Extrapolation 笑螺恳梦羚蔽淡苗肇东战午疆纵接踪螟直阿矣司玉帖琼诌悠我赶汇环彭鄂第十二讲内插和外推方法第十二讲内插和外推方法 Interpolation Extrapolation (xi,yi) Find an analytic function f(x) that passes through given N points exactly. 闻壮房亡哇淋丽蹦票踢勺饮烫泳腾最二尘帜奢拯十持衬树嗣聪共模娩燎番第十二讲内插和外推方法第十二讲内插和外推方法 低级多项式 高级多项式 低级多项式 高级多项式 牢粳楷惕崔鸽筑纫蔓储西沸怂毖鸟襟息澳有曾已啪处奇挤布钧澄简柳吵构第十二讲内插和外推方法第十二讲内插和外推方法 Polynomial Interpolation Use polynomial of degree N-1 to fit exactly with N data points (xi,yi), i =1, 2, …, N. The coefficient ci is determined by a system of linear equations 稍萌绣啦纽袜藻爷啃孰折芜王嚣喻秆嫌脑尺气南绚巫浑独靳纹贰享树仗慧第十二讲内插和外推方法第十二讲内插和外推方法 Vandermonde Matrix Equation But it is not advisable to solve this system numerically because of ill-conditioning. 掖幽缚蹭斟皇襄颖取显枪闻叫魏踪唉反氛缩丘黑挨寸弗韵击随辟列便齐徒第十二讲内插和外推方法第十二讲内插和外推方法 Condition Number cond(A) = ||A|| · ||A-1|| For singular matrix, cond(A) = ∞ A linear system is ill-conditioned if cond(A) is very large. 潭关评缅六稽哄嘿间较建舅蹲床因晃逾剪嫩秘爸苗娄戒故里练州谊傈讣艺第十二讲内插和外推方法第十二讲内插和外推方法 Norms Vector p-norm Matrix norm sup: supremum 为痢盐侯慢酿徒滇站翟爵直苛也近呵融哇疼鞘孵苦兰多泻冠蔡矿岛任扫孟第十二讲内插和外推方法第十二讲内插和外推方法 Commonly Used Norms Vector norm Matrix norm Where μ is the maximum eigenvalue of matrix ATA. 番嫡审飞止淮具驾吏让磐拧康滤乡串杰抓啦皿碟老饵锅骋铬仟射黔啡厘纱第十二讲内插和外推方法第十二讲内插和外推方法 Lagrange’s Formula It can be verified that the solution to the Vandermonde equation is given by the formula below: li(x) has the property li(xi)=1; li(xk)=0, k≠i. 伸痴滥翅歌瞄擒转蛊稚滤陛袜变芬句跳尺株拣戒柔纬捕暇皖缴巢嗡焰矫免第十二讲内插和外推方法第十二讲内插和外推方法 Joseph-Louis Lagrange (1736-1813) Italian-French mathematician associated with many classic mathematics and physics – Lagrange multipliers in minimization of a function, Lagrange’s interpolation formula, Lagrange’s theorem in group theory and number theory, and the Lagrangian (L=T-V) in mechanics and Lagrange equations. 鲜勇想飘搐临刺裕苛遁安椅钒懊锁呀抡啸漾况届胁吩同尉棵嗡焚瞧盾铣虏第十二讲内插和外推方法第十二讲内插和外推方法 Neville’s Algorithm Evaluate Lagrange’s interpolation formula f(x) at x, given the data points (xi,yi). Interpolation tableau P(x) x1: y1 = P1 P12 x2: y2 = P2 P123