MATLAB

  
   
       
              

   ! " #

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 ( Newton’s Interpolation)

• 3.1. $ % & ' ( ) (Divided Difference)

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* + , -/. 0 1 2 3 4 5 6 7 8 9 : ; < 4 = > ? @ A ? @
2 4 B < C D E < F G H I J K/L M N O P Q D E B < R S
T U V W X A Y Z [ 1 2 3 \ < ] ^ _ ` a b 4 c d e f 4
G \ A P Q D E M g h \ < i j k l A m n o p ] q l r 4
s t u v w x A y z { l | 4 } ~ H  €  ‚ ƒ „ … † ‡ ˆ
\ < ] ^ ‰ F a b 4 c d e f 4 G \ 4 . 0 1 2 3 A R Š ‹
Œ ˆ  Ž 

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 /‘ ’ 1 “ ” ” • –
( ) (Divided Difference) — ˜ ™ š
f (x) › n+1 œ  ž Ÿ  
a = x0 < x1 < x2 < · · · < xn−1 < xn = b ¡ ¢ £
f (xk ) − f (x0 )
f [x0 , xk ] = (3.1)
xk − x 0
¤ ™ š f (x) ¥ ¦ 2 œ  ž Ÿ   x , x , § ¨ © ª
« (One-order Divided Difference) ¬0 k k≥1

f [x1 , xk ] − f [x0 , x1 ] f [x0 , xk ] − f [x0 , x1 ]

f [x0 , x1 , xk ] = =
xk − x 0 xk − x 1
¤ ™ š ¥ ¦ œ  ž Ÿ   § ­ © ª
(3.2)

« f (x) 3
(Second-order Divided Difference)
x 0 , x1 , xk , k ≥ 2
¬

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® ¯ ° ¡
f [x0 , x1 , · · · , · · · , xk−1 , xk ]
f [x1 , x2 , · · · , · · · , xk ] − f [x0 , x1 , · · · , · · · , xk−1 ]
=
xk − x 0
f [x0 , x1 , · · · , · · · , xk−2 , xk ] − f [x0 , x1 , · · · , · · · , xk−1 ]
=
xk − xk−1
¤ ™ š ¥ ¦ œ  ž Ÿ  
(3.3)

§ © ª
k
« f (x) k+1
(k-order Divided Difference)
x 0 , x1 , · · · , · · · , x k , k ≥ 1
¬

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± ² ¢ £ ³ § ´ µ ¶ · ¸ ¹ º ¥ » ¼ § ½ ¾ ¿ À 
/Á  1 “ ” (” • ) Ã Ä Á – (Symmetry of Divided
Difference) » ¼ § ž Å Ÿ   § Æ Ç È É Ê ¥ Ë Ì Í µ Î Ï

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Ð º
f [x0 , x1 , · · · , · · · , xn−1 , xn ]
n
X f (xj )
= n
Y
j=0
(xj − xk )
k6=j,k=0
n
X f (xj )
=
j=0
(xj − x0 ) · · · (xj − xj−1 )(xj − xj+1 ) · · · (xj − xn )
n
X f (xj )
= 0
ω
j=0 n+1 j
(x )
f (x0 ) f (xn )
= + ···+
(x0 − x1 ) · · · (x0 − xn ) (xn − x0 ) · · · (xn − xn−1 )
(3.4)

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Ñ Ò º
f [x0 , x1 , · · · , · · · , xn−1 , xn ]
f [x1 , x2 , · · · , · · · , xn ] − f [x0 , x1 , · · · , · · · , xn−1 ]
=
xn − x 0
f [x0 , x1 , · · · , · · · , xn−2 , xn ] − f [x0 , x1 , · · · , · · · , xn−1 ]
=
xn − xn−1
(3.5)

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ÔÓ Õ – Ö ¦ ® × » ¼ ¡
f (x1 ) − f (x0 ) f (x0 ) f (x1 )
f [x0 , x1 ] = = + (3.6)
x1 − x 0 x0 − x 1 x1 − x 0

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Ö ¦ Ø × » ¼ ¡
f [x1 , x2 ] − f [x0 , x1 ]
f [x0 , x1 , x2 ] =
x2 − x 0
f (x2 ) − f (x1 ) f (x1 ) − f (x0 )
−
x2 − x 1 x1 − x 0
=
x2 − x 0
f (x0 ) f (x1 ) 1 1
= + ( + )
(x0 − x1 )(x0 − x2 ) x0 − x2 x2 − x1 x1 − x 0
f (x2 )
+
(x2 − x0 ) · · · (x2 − x0 )
f (x0 ) f (x1 )
= + +
(x0 − x1 )(x0 − x2 ) (x1 − x0 )(x1 − x2 )
f (x2 )
(x2 − x0 ) · · · (x2 − x0 )

® ¯ ° ¡ Ù š Ú Û Ü Ý ¡ ¶ À µ Ë
(3.4)
Ô
 Ó Þ –
(3.7)

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 /ß à á “ ” â ã ä – (Divided Difference and Derivative)
å æ ç š § ¢ £ ¶ è ç š Ð ¤ » ¼ § é ê ¡ ë Ò ¶ Ù » ¼
ì í ç š á
0 f (x) − f (x0 )
f (x0 ) = lim f [x0 , x] = lim (3.8)
x→x0 x→x0 x − x0

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• 3.2. î ï ð ñ ò ó ô (Newton’s Interpolating
Polynomial)
· ® × » ¼ ¢ £ Í µ õ ö ¶ À f (x) § Î Ï
á
f (x) − f (x0 )
f [x0 , x] = ⇒ f (x) = f (x0 ) + f [x0 , x](x − x0 )
x − x0
(3.9)

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 ÷ ø · Ø × » ¼ ¢ £ Í µ õ ö ¶ À f [x0 , x] § Î Ï
á
f [x0 , x] − f [x0 , x1 ]
f [x0 , x1 , x] =
x − x1
⇒ f [x0 , x] = f [x0 , x1 ] + f [x0 , x1 , x](x − x1 )(3.10)
ù (3.10) ú û (3.9) µ À
á
f (x) = f (x0 ) + f [x0 , x](x − x0 )
= f (x0 ) + (f [x0 , x1 ] + f [x0 , x1 , x](x − x1 ))(x − x0 )
= f (x0 ) + f [x0 , x1 ](x − x0 ) + f [x0 , x1 , x](x − x0 )(x − x1 )
(3.11)

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ü ý þ ÿ ¡
n  À
f (x) = f (x0 ) + f [x0 , x](x − x0 )
= f (x0 ) + (f [x0 , x1 ] + f [x0 , x1 , x](x − x1 ))(x − x0 )
= f (x0 ) + f [x0 , x1 ](x − x0 ) + f [x0 , x1 , x](x − x0 )(x − x1 )
= f (x0 ) + f [x0 , x1 ]ω1 (x) + f [x0 , x1 , x]ω2 (x)
= ··················
= f (x0 ) + f [x0 , x1 ]ω1 (x) + · · · · · · +
f [x0 , x1 , · · · , · · · , xn−1 , xn ]ωn (x) + Rn (x)
= Nn (x) + Rn (x)
(3.12)

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 ³
Nn (x) = f (x0 ) + f [x0 , x1 ](x − x0 ) + · · · · · · +
(3.13)
f [x0 , x1 , · · · , · · · , , xn ]ωn (x)
 ¤ n   
  ,
Ò
Rn (x) = f [x0 , x1 , · · · , · · · , xn−1 , xn , x]ωn+1 (x) (3.14)
 ¤ ª « n    
    .

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  ¡    ž   µ §  š Ð ¤  × » ¼ á
ak = f [x0 , x1 , · · · , · · · , xk−1 , xk ] (3.15)
Ò  
ë* + , - ® . /  0  1  2       ! " # $ % & ' ( )
.

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 3 4   5 6  7 . 8 9 : & ; < = >   ? @ (2.21) ) n
A B C   5 6  , D E 7 . ) (F G H  I J ) & K L M N
O   5 6  ) P $ Q R 6 S T U V WYX  5 6  ) Z [ Q
R 6 \ ]
Rn (x) = f [x0 , x1 , · · · , · · · , xn−1 , xn , x]ωn+1 (x)
f (n+1) (ξ) (3.16)
= ωn+1 (x)
(n + 1)!
^ _ ` ] I a b c $ % d e C ) f g h  i

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 jYk l 2m n o p q r s t u v w (Connection of Divided
Difference and Derivative)

f (n) (ξ)
f [x0 , x1 , · · · , · · · , xn−1 , xn ] = (3.17)
n!
x . f g h y E z { $ % ! | } ~ b  € )  ‚ * ƒ „

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j m n … w a † ‡ $ % ˆ ‰ N O X Š 5 6 y ) ‹ C Œ

xk f (xk )
. #  # Ž # ···
x0 f (x0 )
x1 f (x1 ) f [x0 , x1 ]
x2 f (x2 ) f [x1 , x2 ] f [x0 , x1 , x2 ]
x3 f (x3 ) f [x2 , x3 ] f [x1 , x2 , x3 ] f [x0 , x1 , x2 , x3 ]
x4 f (x4 ) f [x3 , x4 ] f [x2 , x3 , x4 ] f [x1 , x2 , x3 , x4 ] ···
x5 f (x5 ) f [x4 , x5 ] f [x3 , x4 , x5 ] f [x2 , x3 , x4 , x5 ] ···
.. .. .. .. .. ..
. . . . . .

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 • 3.3.   ‘ ’
j  1“ ” • – — ˜ v ™ q r š › w ! œ C
E  ž Y
Ÿ   C
§f (x)f [1,= 2,2x3, +4] 5S ¨ ¥ ¦ § f [1,X 2,Š 3,¡ 4, 5]¢ © 1,ª 2, « 3, 4,¬ 5œ £ ­ ¤ ¤ Ž ® ¥ ¯ ¦
3

° ± ² ³ ´ µ ¶ ·

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¸º¹ » ¼ ½ ¾ ­ ¿ À Á Â Ã Ä ´ Å ¬ ¦ § ¿ Æ Ç È
xk f (xk ) É ¥ Ê ¥ Ë ¥ ···
1 7
2 21 14
3 59 38 12
4 133 74 18 2
5 255 122 24 2 0

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 Ì ¿ Í Î Ë ¥ ¦ § f [1, 2, 3, 4] = 2 © ¨ ¥ ¦ §
f [1, 2, 3, 4, 5] = 0 Ï Ð Ñ Ò ©
Ì ¦ Þ § Ó Ô ´
­ Õ Ö × Ä © Ø Ù
Ë ¥ ² ³ ´ © Ú ¨ ¥ ¦ § Û Ü Ý È
f (n) (ξ)
f [x0 , x1 , · · · , · · · , xn−1 , xn ] =
n! (3.18)
(4)
f (ξ) 0
⇒ f [1, 2, 3, 4, 5] = = =0
4! 24

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ß à © ¾ ­ Õ á ³ Ý 0Õ ® ¯
° ± ² ³ ´ µ ¶ Ý
2x3 + 5 = f (x)
= f (x0 ) + f [x0 , x1 ]ω1 (x) + f [x0 , x1 , x2 ]ω2 (x)
+f [x0 , x1 , x2 , x3 ]ω3 (x)
= 7 + 14(x − 1) + 12(x − 1)(x − 2) + 2(x − 1)(x − 2)(x − 3)
(3.19)

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 ¸Yâ ã ä å æ ç è é êÜ
1 ë ì° í± îö ï ÷ » ð ñ ¾ ­
û ò ó ô õû ­ 1, 2, 3, 4, 5 ø Õ Ë ù ú
¬ ¾ ­ Õ ® ¯
f (x) = x3 − 4x

° ± ² ³ ´ µ ü¶ ý· ù ú
f [1, 2, 3, 4] f [1, 2, 3, 4, 5] þ ÿ

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 ¸
2 ä å æ ç è é ê í   »
   ¾ ­ f (x) ∈ C (2)[−2, 1] Õ ¾ ­ ± ­ ½ ¿ Æ Ç · 
f (x) Õ ® ¯
° ± ² ³ ´ ·

xk -2 0 1
f (xk ) -27 -1 0

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¸º¹ » ¼ ½ ¾ ­ ± ­ ½ ¿ À Á Â Ã Ä ´ Å ¬ ú û ¿ Æ Ç È

xk f (xk ) É ù Ê ù Ë ù ···
−2 −27
0 −1 13
1 0 1 −4

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 ù ú û ð ñ Æ Ç È
−1 + 27
f [x0 , x1 ] = f [−2, 0] = = 13,
0+2
0+1
f [x1 , x2 ] = f [0, 1] = = 1.
1−0
1 − 13 −12
f [x0 , x1 , x2 ] = f [−2, 0, 1] = = = −4.
1 − (−2) 3
û
ú ¿ Õ Ø      ® ¯ ° ± ² ³ ´  ­ ·

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Ù   ° ¾ ­ Õ ® ¯ ° ± ² ³ ´ µ ¶ Ý
f (x) = f (x0 ) + f [x0 , x1 ]ω1 (x) + f [x0 , x1 , x2 ]ω2 (x)
= −27 + 13(x + 2) − 4(x + 2)(x − 0) = −4x2 + 5x − 1
   Õ   ( ² ³ ´        ! ) Ó " # À Á $
% & ' ( ) Vandermonde Matrix *  ¹  + , - .  /
Lagange Ê 0 1 2 3 4 5 6 7 8 3 4 5 9 : ; < = > ? @ A
B C 1 2 3 4 5 8 D ; E =
FHG I J

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 FK 3 L M N O J P Q 3 4 5 R S f (x) = x7 + x4 + 3x + 1
8 T U V W f [20, 21, 22, · · · , 27] X Y U V W
f [20 , 21 , 22 , · · · , 28 ].
FHG J Z [ V W \ ] S 8 ^ _ ` 5 a b c T U d 4
5 a e Y U V W f g h i j f [20, 21, 22, · · · , 28] = 0 k l T U
V W
(7)
0 1 2 7 f (ξ) 7!
f [2 , 2 , 2 , · · · , 2 ] = = =1 (3.20)
7! 7!

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 FK 4m n o p q r O s t u L M N O
J v w x S d y
z n

f (x) = an xn + an−1 xn−1 + · · · + a2 x2 + a1 x + a0 (3.21)

{ n| } ~ 
Z x1 , x2 , · · ·, xn−1 , xn k €
B j

n
X xkj  0, 0 ≤ k ≤ n − 2;
= 1 (3.22)
j=1
f 0 (xj )  , k = n − 1.
an

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 FHG J nw x S d y
z { n| } ~ 
Z
f (x)
x1 , x2 , · · ·, xn−1 , xn a  ‚ ƒ „
z … G
f (x) = an xn + an−1 xn−1 + · · · + a2 x2 + a1 x + a0
= an (x − x1 ) · · · (x − xn ) (3.23)
= an ωn (x)

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† l
0
f (xj ) = an ωn 0 (xj ) (3.24)
‡ v ˆ R S g(x) = xk a ‰ k c Š ‹ Œ  V b Ž
E \ ^ _ ` z { xkj = g(xj )

Pn xkj
j=1 0
f (xj )
Pn g(xj )
= j=1
an ωn 0 (xj )
n
1 X g(xj )
=
an j=1 ωn 0 (xj )

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 1
= g[x1 , · · · , · · · , xn−1 , xn ]
an
1 g (n−1) (ξ)
=
an (n − 1)!
1  0, 0 ≤ k ≤ n − 2; (3.25)
=
an  1, k = n − 1.

 0, 0 ≤ k ≤ n − 2;
=
 1 , k = n − 1.
an
F€ I J

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