第十二讲内插和外推方法.pptVIP

Curve Fitting by Interpolation: General Scheme Given: Set of points (xi,yi), not necessarily evenly spaced or in ascending order. Assume: x = independent variable; y = dependent variable. Find: y = f(x) at some value of x not in the set (xi). Method: Determine the function f(x) which passes through all (or most) points. n+1 Equations and n+1 Unknowns (CC 18.3) Given n+1 data points (xi,yi), find an nth order polynomial: y = a0 + a1x + a2x2 + … + anxn that will pass through all the points. Too much work! Equations are notoriously ill-conditioned for large n. Equations are not diagonally dominant. Method is rarely used. Lagrange Interpolating Polynomials (CC 18.2) Given n+1 data points (xi,yi), find the nth order polynomial: y = pn(x) = a0 + a1x + a2x2 + … + anxn that passes through all of the points. The Lagrangian polynomials approach employs a set of nth order polynomials, Li(x), such that: where Li(x) satisfies the condition: Newtons Divided Difference (NDD) Polynomial (CC 18.1) Gives the same polynomial as the Lagrange method but is computationally easier. General form for n+1 data points: pn(x) = b0 + b1(x–x0) + b2(x–x0)(x–x1) + … + bn(x–x0)(x–x1)(x–x2)…(x–xn-1) with b0, b1, ... , bn all unknown. Note that ith term is zero at xj for j i. Each term insures that the polynomial correctly interpolates at one new point. The algorithm is recursive and readily suited for spreadsheet or other programmed calculation. i xi f(xi) First Second Third 0 x0 f(x0) f[x1,x0] f[x2,x1,x0] f[x3,x2,x1,x0] 1 x1 f(x1) f[x2,x1] f[x3,x2,x1] 2 x2 f(x2) f[x3,x2] 3 x3 f(x2) Newtons Divided Differences (NDD) versus Lagrange Polynomials: 1. Both methods give the same results. 2. Comparison based on a count of the FLOPS: Evaluate coefficients: Interpolate for one x: Lagrange: (n+1) (n+1) ? n2 (n+1) (n+1) ? n2 NDD: (n+1) (n+1)/2 ? n2/2 n 3. Easy to add a node with NDD. Need to start over with Lagrange. 4. Both methods share a majo