一、插值法
1. 多项式插值
在区间
[
a
,
b
]
[a,b]
[a,b]中给定
n
+
1
n+1
n+1个点
a
≤
x
0
<
x
1
<
⋯
<
x
n
≤
b
a\leq x_0<x_1<\cdots<x_n\leq b
a≤x0<x1<⋯<xn≤b
上对应的
y
i
=
f
(
x
i
)
(
i
=
0
,
1
,
⋯
,
n
)
y_i=f(x_i)(i=0,1,\cdots,n)
yi=f(xi)(i=0,1,⋯,n),求次数不超过
n
n
n次的多项式
P
(
x
)
=
a
0
+
a
1
x
+
⋯
+
a
n
x
n
(1.1)
P(x)=a_0+a_1x+\cdots+a_nx^n \tag{1.1}
P(x)=a0+a1x+⋯+anxn(1.1)
使得
P
(
x
i
)
=
y
i
,
i
=
0
,
1
,
⋯
,
n
(1.2)
P(x_i)=y_i,i=0,1,\cdots,n \tag{1.2}
P(xi)=yi,i=0,1,⋯,n(1.2)
得到关于系数
a
0
,
a
1
,
⋯
,
a
n
a_0,a_1,\cdots,a_n
a0,a1,⋯,an的
n
+
1
n+1
n+1元线性方程组
{
a
0
+
a
1
x
0
+
⋯
+
a
n
x
0
n
=
y
0
a
0
+
a
1
x
1
+
⋯
+
a
n
x
1
n
=
y
1
⋮
a
0
+
a
1
x
n
+
⋯
+
a
n
x
n
n
=
y
n
(1.3)
\begin{cases} a_0+a_1x_0+\cdots+a_nx_0^n=y_0\\ a_0+a_1x_1+\cdots+a_nx_1^n=y_1\\ \vdots\\ a_0+a_1x_n+\cdots+a_nx_n^n=y_n \end{cases}\tag{1.3}
⎩
⎨
⎧a0+a1x0+⋯+anx0n=y0a0+a1x1+⋯+anx1n=y1⋮a0+a1xn+⋯+anxnn=yn(1.3)
得到
A
{
a
0
,
a
1
,
⋯
,
a
n
}
T
=
{
y
0
,
y
1
,
⋯
,
y
n
}
T
A\begin{Bmatrix}a_0,a_1,\cdots,a_n\end{Bmatrix}^T=\begin{Bmatrix}y_0,y_1,\cdots,y_n\end{Bmatrix}^T
A{a0,a1,⋯,an}T={y0,y1,⋯,yn}T
其中
A
=
[
1
x
0
⋯
x
0
n
1
x
1
⋯
x
1
n
⋮
⋮
⋮
1
x
n
⋯
x
n
n
]
(1.4)
A=\begin{bmatrix} 1&x_0&\cdots&x_0^n\\ 1&x_1&\cdots&x_1^n\\ \vdots&\vdots&&\vdots\\ 1&x_n&\cdots&x_n^n\\ \end{bmatrix}\tag{1.4}
A=
11⋮1x0x1⋮xn⋯⋯⋯x0nx1n⋮xnn
(1.4)
称为范德蒙德矩阵,其行列式为
∣
A
∣
=
∣
1
x
0
⋯
x
0
n
1
x
1
⋯
x
1
n
⋮
⋮
⋮
1
x
n
⋯
x
n
n
∣
=
∏
i
,
j
=
0
,
i
>
j
n
(
x
i
−
x
j
)
≠
0
(1.5)
|A|=\begin{vmatrix}1&x_0&\cdots&x_0^n\\ 1&x_1&\cdots&x_1^n\\ \vdots&\vdots&&\vdots\\ 1&x_n&\cdots&x_n^n\\ \end{vmatrix}=\prod_{i,j=0,i>j}^{n}(x_i-x_j)\neq0 \tag{1.5}
∣A∣=
11⋮1x0x1⋮xn⋯⋯⋯x0nx1n⋮xnn
=i,j=0,i>j∏n(xi−xj)=0(1.5)