interpolation
Interpolation is a set of techniques in approximation where, given a set of paired data points
one is often interested in
- •
finding a relation (usually in the form of a function ) that passes through (or is satisfied by) every one of these points, if the relation is unknown at the beginning,
- •
finding a simplified relation to replace the original known relation that is very complicated and difficult to use,
- •
finding other paired data points in addition to the existing ones.
The data points are called the breakpoints, and the function is the interpolating function such that for each .
The choice of the interpolating function depends on what we wish to do with it. In some cases a polynomial is required, sometimes a piecewise linear function is prefered (linear interpolation), other times a http://planetmath.org/node/4339spline is of interest, when the interpolating function is required to not only to be continuous, but differentiable
, or even smooth.
Even different strategies for finding the same interpolating function are of interest. The Lagrange interpolation formula is a direct way to calculate the interpolating polynomial. The Vandermonde interpolation formula is mainly of interest as a theoretical tool. Numerical implementation of Vandermonde interpolation involves solution of large ill conditioned linear systems, so numerical stability is questionable.