Chapter 3

An Introduction to the
Approximation of Functions
In this Chapter, we will look at various ways of approximating functions from a given set of discrete
data points.
Interpolation is a method for constructing a function f (x) that ts a known set of data points
(xk , yk ), i.e. a method for constructing new data points within the range of a discrete set of known
data points. There are various ways in which this can be done.
Given a sequence of n + 1 distinct numbers xk (called knots) with corresponding numbers yk we are
looking for a function f (x) such that
f (xk ) = yk ,

k = 0, 1, ..., n

Each pair (xk , yk ) is called a data point and f is called an interpolant for the data points.

3.1

Linear Interpolation

Given 2 discrete data points, for instance, (x0 , y0 ) and (x1 , y1 ), then it is possible to nd a unique
straight line that ts these two points (Figure 3.1). The unique straight line can found by solving
the linear system
y0

= a1 x0 + a0 ,

y1

= a1 x1 + a0 .
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Figure 3.1: Linear approximation (solid blue line) to the 2 data points (red), (x0 , f (x0 )) and
(x1 , f (x1 )), where f (x) is the function given by the purple dashed line.
This pair of simultaneous equations yields the result
a1 =

y1 y0
,
x1 x0

a0 = y0

and

(y1 y0 )
x0 .
(x1 x0 )

So the interpolant for any x [x0 , x1 ] is

(y1 y0 )
(y1 y0 )
x + y0
x0 ,
(x1 x0 )
(x1 x0 )
(y1 y0 )
(x x0 ) .
= y0 +
(x1 x0 )

p1 (x) =

p1 (x) is a rst-degree polynomial and if y0 = f (x0 ) and y1 = f (x1 ) the equation above can easily
be re-arranged to give
p1 (x) =
=

3.2

(x0 x1 )
f (x0 ) +
(x0 x1 )
(x x1 )
f (x0 ) +
(x0 x1 )

(x x0 )
(x x0 )
f (x0 )
f (x1 ) .
(x0 x1 )
(x0 x1 )
(x x0 )
f (x1 ) .
(x1 x0 )

(3.1)

Piecewise Linear Interpolation

Given a known set of n + 1 discrete data points (xk , f (xk )) k = 0, 1, . . . , n that partition an interval
[a, b] into n sub-intervals [xk , xk+1 ] where
a = x0 < x1 < < xn = b .
One of the easiest ways of approximating a given function f in C[a, b] is to form a function connecting
consecutive pairs of data points with straight line segments. This is known as piecewise linear
interpolation.
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To nd the unique straight line through any pair of consecutive data points (xk , f (xk )) and (xk+1 , f (xk+1 ))
we generalise the formula in (3.1). So the interpolant for any x [xk , xk+1 ] is equal to
p1k (x)

(x xk+1 )
(x xk )
f (xk ) +
f (xk+1 ) .
(xk xk+1 )
(xk+1 xk )

(3.2)

By choosing n suciently large, i.e. ensuring the sub-intervals are suciently small, we can approximate f as closely as we wish. In general, this interpolating function will be continuous but not
dierentiable.
Example 3.1.1: Using the 4 data points given below and nd the piecewise linear approximation to
these points.
k

(xk , f (xk ))

(0.0, 0.0)

(/3, 0.8660)

(2/3, 0.8660)

(, 0.0)

By applying the formula (3.2) to each pair of adjacent data points we nd the following 3 straight
lines:

P (x) =

0.8270x

x [0.0, /3]

0.0000x + 0.8660

0.8270x + 2.5981

x [/3, 2/3]
x [2/3, ]

This produces the plot given in Figure 3.2

Figure 3.2: (Example 3.1.1) Piecewise linear approximation (solid blue lines) to the 4 data points
(red). The purple dotted line is the function that created the data points.

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