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This article is about interpolation in mathematics. See also interpolation (music) and interpolation (manuscripts). In the mathematical subfield of numerical analysis, interpolation is a method of constructing new data points from a discrete set of known data points. In engineering and science one often has a number of data points, as obtained by sampling or experiment, and tries to construct a function which closely fits those data points. This is called curve fitting. Interpolation is a specific case of curve fitting, in which the function must go exactly through the data points. A different problem which is closely related to interpolation is the approximation of a complicated function by a simple function. Suppose we know the function but it is too complex to evaluate efficiently. Then we could pick a few known data points from the complicated function, creating a lookup table, and try to interpolate those data points to construct a simpler function. Of course when using the simple function to calculate new data points we usually do not receive the same result as when using the original function, but depending on the problem domain and the interpolation method used the gain in simplicity might offset the error. It should be mentioned that there is another very different kind of interpolation in mathematics, namely the "interpolation of operators". The classical results about interpolation of operators are the Riesz-Thorin theorem and the Marcinkiewicz theorem. There also are many other subsequent results.
Definition Given a sequence of n distinct numbers xk called nodes and for each xk a second number yk, we are looking for a function f so that A pair xk,yk is called a data point and f is called the interpolant for the data points. When the numbers yk are given by a known function, we sometimes write fk. Example For example, suppose we have a table like this, which gives some values of an unknown function f. What value does the function have at, say, x = 2.5? Interpolation answers questions like this. There are many different interpolation methods, some of which are described below. Some of the concerns to take into account when choosing an appropriate algorithm are: How accurate is the method? How expensive is it? How smooth is the interpolant? How many data points are needed? Linear interpolation
Polynomial interpolation
Spline interpolation
Other forms of interpolation Other forms of interpolation can be constructed by picking a different class of interpolants. For instance, rational interpolation is interpolation by rational functions, and trigonometric interpolation is interpolation by trigonometric polynomials. The discrete Fourier transform is a special case of trigonometric interpolation. Another possibility is to use wavelets. The Whittaker–Shannon interpolation formula can be used if the number of data points is infinite. Multivariate interpolation is the interpolation of functions of more than one variable. Methods include bilinear interpolation and bicubic interpolation in two dimensions, and trilinear interpolation in three dimensions. Sometimes, we know not only the value of the function that we want to interpolate, at some points, but also its derivative. This leads to Hermite interpolation problems. Related concepts The term extrapolation is used if we want to find the value of f at a point x which is outside of the points xk at which f is given. In curve fitting problems, the constraint that the interpolant has to go exactly through the data points is relaxed. It is only required to approach the data points as closely as possible. This requires parameterizing the potential interpolants and having some way of measuring the error. In the simplest case this leads to least squares approximation. Approximation theory studies how to find the best approximation to a given function by another function from some predetermined class, and how good this approximation is. This clearly yields a bound on how well the interpolant can approximate the unknown function. | ||||||||||||||
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