MTH213 NUMERICAL ANALYSIS 1
Numerical Analysis is the Mathematics branch responsible for
designing effective ways to find numerical solutions to complex
Mathematical problems. Most Mathematical problems from science
and engineering are very complex and sometimes cannot be solved
directly.
Numerical analysis is the study of algorithms that use numerical
approximation for the problems of mathematical analysis.
It is the study of numerical methods that attempt to find approximate
solutions of problems rather than the exact ones.
The overall goal of the field of numerical analysis is the design and
analysis of techniques to give approximate but accurate solutions to
a wide variety of hard problems, many of which are infeasible to
solve symbolically.
Interpolation
Let f be a real-valued function defined on the interval ¿].
Let the values of the function f (x) be f , f ,⋯ , f when x=x
0 1 n 0 , x 1 ,⋯ , x n
respectively where x < x < ⋯< x lie in the interval [a , b].
0 1 n
The function f (x) may not be known
The technique of determining an approximate value of f (x) for a non-
tabular value of x which lies in the interval [a,b] is called
interpolation,
a 1 2 3 4 5 6 b
Extrapolation
The process of determining the value of f (x) for a value of x lying
outside the interval [a , b] is called extrapolation,
a 1 2 3 4 5 6 b x
Lagrange fundamental polynomials
Example
X 1 3 4 6
f(x) -3 9 30 132
( x−3 )( x−4 ) =x2 −4 x−3 x +12=x 2−7 x +12
( x 2−7 x +12 ) ( x−6 ) =x3 −6 x 2−7 x 2+ 42 x +12 x−72
3 2
¿ x −13 x +54 x−72
−1 1
(−3 ) =
30 10
Example
1. Find the Lagrange’s interpolation polynomial of f(x) from the following
data. Hence obtain f(2).
x 0 1 4 5
f(x) 8 11 68 123
Substitute the Li ( x ) and f i ' s into the Lagrange’s interpolation polynomial
−1 3
P ( x )= ( x −10 x 2+29 x−20 ) ( 8 ) + 1 ( x3 −9 x 2+20 x ) ( 11)− 1 ( x 3−6 x2 +5 x ) ( 68 ) + 1 ( x 3−5 x 2+ 4 x ) ( 123 )
20 12 12 20
Further simplification give
3 2
P ( x )=x −x + 3 x +8
Which is the Lagrange’s interpolation polynomial of f ( x ).
At x=2 ; f ( 2 ) =23−22 +3 ( 2 ) +8=18
At x=3 ; f ( 3 )=33−3 2+3 ( 3 )+ 8=35
Find f ( 4.5 )
At x=4.5 ; f ( 4.5 )=( 4.5 )3−( 4.5 )2+3 ( 4.5 ) +8=18
¿ 91.125−20.25+13.5+8
¿ 92.375
At x=6 ; f ( 6 )=6 3−6 2+3 ( 6 )+ 8=206
Inverse interpolation
Error Term involved in approximating the function f (x) by an
interpolating polynomial
En ( x )=f ( x )−P n ( x )
n ( n+1 )
f ς (x )
¿ ∏ ( x−x i )
i=0 ( n+1 ) !
Advantages and Drawbacks of the Lagrange Form of
Interpolating Polynomial
Advantage
Easy to show the existence of an interpolating polynomial
Drawback
Evaluation at a point x involves a lot computation
Exercise
1. Find the value of y when x = 6 from the following table:
x 1 2 7 8
y 4 5 5 4
