插值问题
设函数 f f f定义在 [ a , b ] [a,b] [a,b]上,设 x 1 , x 2 , . . . , x n ∈ [ a , b ] x_1,x_2,...,x_n\in[a,b] x1,x2,...,xn∈[a,b]是 n + 1 n+1 n+1个相异节点,令 y i = f ( x i ) , i = 0 , 1 , . . . , n y_i=f(x_i),i=0,1,...,n yi=f(xi),i=0,1,...,n插值法就是构造一个便于计算的简单函数 φ \varphi φ来近似地替代 f f f,并满足:
φ ( x i ) = f ( x i ) , i = 0 , 1 , . . . , n \varphi(x_i)=f(x_i),i=0,1,...,n φ(xi)=f(xi),i=0,1,...,n
对任意的 x ∈ [ a , b ] , φ ( x ) x\in[a,b],\varphi(x) x∈[a,b],φ(x)作为 f ( x ) f(x) f(x)的近似值,通常将 f f f记作被插值函数, x 1 , x 2 , . . . , x n x_1,x_2,...,x_n x1,x2,...,xn称为插值节点, φ \varphi φ称为插值函数, φ ( x i ) = f ( x i ) , i = 0 , 1 , . . . , n \varphi(x_i)=f(x_i),i=0,1,...,n φ(xi)=f(xi),i=0,1,...,n为插值条件,用多项式作为插值函数的插值法叫做多项式插值法,相应的多项式称为插值多项式。
拉格朗日插值法
设函数
f
f
f的
n
+
1
n+1
n+1个相异节点
x
1
,
x
2
,
.
.
.
,
x
n
x_1,x_2,...,x_n
x1,x2,...,xn上的值
f
(
x
0
)
,
f
(
x
1
)
,
f
(
x
2
)
,
.
.
.
,
f
(
x
n
)
f(x_0),f(x_1),f(x_2),...,f(x_n)
f(x0),f(x1),f(x2),...,f(xn)是已知的,令
℘
n
\wp_n
℘n使得
P
(
x
i
)
=
f
(
x
i
)
,
i
=
0
,
1
,
.
.
.
,
n
P(x_i)=f(x_i),i=0,1,...,n
P(xi)=f(xi),i=0,1,...,n,
对于给定的
n
+
1
n+1
n+1个节点
x
i
,
i
=
0
,
1
,
.
.
.
,
n
x_i,i=0,1,...,n
xi,i=0,1,...,n记
l
i
(
x
)
=
∏
i
=
0
,
j
≠
i
n
x
−
x
j
x
i
−
x
j
,
i
=
0
,
1
,
2
,
.
.
.
,
n
,
l
i
,
i
=
0
,
1
,
2
,
.
.
.
,
n
l_i(x)=\prod\limits_{i=0,j\neq i}^n\frac{x-x_j}{x_i-x_j},i=0,1,2,...,n,l_i,i=0,1,2,...,n
li(x)=i=0,j=i∏nxi−xjx−xj,i=0,1,2,...,n,li,i=0,1,2,...,n,是n次多项式并满足:
l
i
(
x
i
)
=
{
1
j
=
i
0
j
≠
i
l_i(x_i)=\begin{cases}1& j = i \\0& j\neq i\end{cases}
li(xi)={10j=ij=i,令
L
n
(
x
)
=
∑
i
=
0
n
f
(
x
i
)
l
i
(
x
)
,
L_n(x)=\sum\limits_{i=0}\limits^{n}{f(x_i)l_i(x)},
Ln(x)=i=0∑nf(xi)li(x),显然,
L
n
=
℘
n
L_n=\wp_n
Ln=℘n并满足插值条件:
L
n
(
x
j
)
=
f
(
x
i
)
,
j
=
0
,
1
,
2
,
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.
.
n
.
L_n(x_j)=f(x_i),j=0,1,2,...n.
Ln(xj)=f(xi),j=0,1,2,...n.,写成上面连乘形式的n次多项式
L
n
L_n
Ln被称为n次
L
a
g
r
a
n
g
e
Lagrange
Lagrange插值多项式,
l
i
∈
℘
n
(
i
=
0
,
1
,
2
,
.
.
.
n
)
l_i\in\wp_n(i=0,1,2,...n)
li∈℘n(i=0,1,2,...n)称为n次
L
a
g
r
a
n
g
e
Lagrange
Lagrange插值基函数。
>定理1:设 p ∈ ℘ n , p p\in\wp_n,p p∈℘n,p的零点大于n ( p 的 l 重 零 点 x ∗ 计 为 l 个 零 点 ) (p的l重零点x^*计为l个零点) (p的l重零点x∗计为l个零点),那么p恒为零。
>定理2:给定
n
+
1
n+1
n+1个相异的节点
x
0
,
x
1
,
.
.
.
x
n
∈
[
a
,
b
]
和
n
+
1
个
x_0,x_1,...x_n\in[a,b]和n+1个
x0,x1,...xn∈[a,b]和n+1个函数值
f
(
x
0
)
,
f
(
x
1
)
,
.
.
.
,
f
(
x
n
)
f(x_0),f(x_1),...,f(x_n)
f(x0),f(x1),...,f(xn)那么存在唯一
n
n
n次多项式
p
∈
℘
n
p\in\wp_n
p∈℘n满足插值条件
P
(
x
i
)
=
f
(
x
i
)
,
i
=
0
,
1
,
.
.
.
,
n
P(x_i)=f(x_i),i=0,1,...,n
P(xi)=f(xi),i=0,1,...,n,
证明过程:
插值余项:
设 x 0 , x 1 , . . . x n ∈ [ a , b ] x_0,x_1,...x_n\in[a,b] x0,x1,...xn∈[a,b]是相异节点, f ∈ C n + 1 [ a , b ] , L n f \in C^{n+1} [a,b],L_n f∈Cn+1[a,b],Ln为满足插值条件的n次插值多项式,对于任何 x ∈ [ a , b ] x\in[a,b] x∈[a,b]存在 ξ = ξ ( x ) ∈ ( a , b ) \xi=\xi(x)\in(a,b) ξ=ξ(x)∈(a,b)使得 R n ( x ) = f n + 1 ( ξ ) ( n + 1 ) ! ω n + 1 ( x ) R_n(x)=\frac{f^{n+1}(\xi)}{(n+1)!}\omega_{n+1}(x) Rn(x)=(n+1)!fn+1(ξ)ωn+1(x),其中 ω n + 1 ( x ) = ( x − x 0 ) ( x − x 1 ) . . . ( x − x n ) \omega_{n+1}(x)=(x-x_0)(x-x_1)...(x-x_n) ωn+1(x)=(x−x0)(x−x1)...(x−xn).
推论
推论一:在上述条件下,若
max
a
<
x
<
b
∣
f
n
+
1
(
x
)
∣
≤
M
\max \limits_{a<x<b}\mid f^{n+1}(x)\mid\leq M
a<x<bmax∣fn+1(x)∣≤M,那么有
∣
R
(
x
)
∣
≤
M
(
n
+
1
)
!
∣
ω
n
+
1
(
x
)
∣
\mid R_(x) \mid\leq \frac{M}{(n+1)!}\mid \omega_{n+1}(x) \mid
∣R(x)∣≤(n+1)!M∣ωn+1(x)∣
推论二:设
a
=
x
0
<
x
1
<
x
2
.
.
.
<
x
n
=
b
,
h
=
max
1
≤
j
≤
n
(
x
j
−
x
j
−
1
)
,
f
∈
C
n
+
1
[
a
,
b
]
,
L
n
a=x_0<x_1<x_2...<x_n=b,h=\max \limits_{1\leq j \leq n}(x_j-x_{j-1}),f\in C^{n+1}[a,b],L_n
a=x0<x1<x2...<xn=b,h=1≤j≤nmax(xj−xj−1),f∈Cn+1[a,b],Ln为
f
f
f的
n
n
n次插值多项式,那么有:
∥
f
−
L
n
∥
∞
≤
h
n
+
1
4
(
n
+
1
)
∥
f
n
+
1
∥
∞
\lVert f-L_n \lVert_\infty \leq\frac{h^{n+1}}{4(n+1)}\lVert f^{n+1}\lVert_\infty
∥f−Ln∥∞≤4(n+1)hn+1∥fn+1∥∞
有兴趣的自己去证明吧,哈哈哈哈!!!!!