数值分析复习(四)——多项式插值与函数逼近

四、多项式插值与函数最佳逼近

设函数 y = f ( x ) y = f(x) y=f(x) 在区间 [ a , b ] [a, b] [a,b] 上有定义,且已知在点 a ≤ x 0 < x 1 < ⋯ < x n ≤ b a \le x_0 \lt x_1 \lt \cdots \lt x_n \le b ax0<x1<<xnb 上的值 f ( x 0 ) ,   f ( x 1 ) ,   ⋯   ,   f ( x n ) f(x_0),\ f(x_1),\ \cdots,\ f(x_n) f(x0), f(x1), , f(xn), 若存在一个次数不超过 n n n 的多项式 p n ( x ) p_n(x) pn(x), 使

p n ( x i ) = f ( x i )   ( i = 0 , 1 , 2 , ⋯   , n ) ( 1.1 ) p_n(x_i) = f(x_i)\ (i = 0, 1, 2,\cdots,n)\quad (1.1) pn(xi)=f(xi) (i=0,1,2,,n)(1.1)
成立,则称 p n ( x ) p_n(x) pn(x) f ( x ) f(x) f(x) n n n插值多项式, 式 ( 1.1 ) (1.1) (1.1)插值条件,点 x 0 ,   x 1 , ⋯   ,   x n x_0, \ x_1,\cdots ,\ x_n x0, x1,, xn 称为插值节点,称 f ( x ) f(x) f(x)被插值函数

  • 满足插值条件 ( 1.1 ) (1.1) (1.1) n n n 次多项式 p n ( x ) p_n(x) pn(x) 是存在唯一的

Lagrange 插值多项式及余项表示

  • 📖Lagrange 插值多项式: L n ( x ) = ∑ k = 0 n f ( x k ) l k ( x ) = ∑ k = 0 n f ( x k ) ∏ i = 0 , i ≠ k n x − x i x k − x i L_n(x)=\sum_{k=0}^nf(x_k)l_k(x)=\sum_{k=0}^nf(x_k)\prod_{i=0,i \ne k}^n\frac{x-x_i}{x_k-x_i} Ln(x)=k=0nf(xk)lk(x)=k=0nf(xk)i=0,i=knxkxixxi
  • l 0 ( x ) , l 1 ( x ) , . . . , l n ( x ) l_0(x),l_1(x),...,l_n(x) l0(x),l1(x),...,ln(x) 线性无关,它是 n 次多项式空间 P n P_n Pn 的一组基,而 1 , x , x 2 , . . . , x n \pmb{1,x,x^2,...,x^n} 1,x,x2,...,xn1,x,x2,...,xn1,x,x2,...,xn 也是其一组基 l 0 ( x ) , l 1 ( x ) , . . . , l n ( x ) l_0(x),l_1(x),...,l_n(x) l0(x),l1(x),...,ln(x) 称为 n n n 次 Lagrange 插值基函数
  • 插值多项式余项 R n ( x ) = f ( x ) − L n ( x ) R_n(x)=f(x)-L_n(x) Rn(x)=f(x)Ln(x)
  • 📖设 f ( n ) ( x ) f^{(n)}(x) f(n)(x) [ a , b ] [a,b] [a,b]连续 f ( n + 1 ) ( x ) f^{(n+1)}(x) f(n+1)(x) ( a , b ) (a,b) (a,b)存在 x 0 , x 1 , . . . , x n ∈ [ a , b ] x_0,x_1,...,x_n \in [a,b] x0,x1,...,xn[a,b]互异节点 L n ( x ) L_n(x) Ln(x) 是满足 p n ( x i ) = f ( x i )   ( i = 0 , 1 , 2 , . . . , n ) p_n(x_i)=f(x_i)\ (i=0,1,2,...,n) pn(xi)=f(xi) (i=0,1,2,...,n) 的插值多项式,则对 ∀ x ∈ [ a , b ] , ∃ ξ ∈ ( a , b )   ( ξ \forall x \in [a,b],\exists \xi \in(a,b)\ (\xi x[a,b]ξ(a,b) (ξ 依赖于 x ) x) x),使得

R n ( x ) = f ( x ) − L n ( x ) = f ( n + 1 ) ( ξ ) ( n + 1 ) ! ∏ i = 0 n ( x − x i ) = f ( n + 1 ) ( ξ ) ( n + 1 ) ! ω n + 1 ( x ) ξ = ξ ( x ) ∈ ( min ⁡ { x 0 ,   x 1 ,   ⋯   ,   x n } ,   max ⁡ { x 0 ,   x 1 ,   ⋯   ,   x n } ) R_n(x)=f(x)-L_n(x)=\frac{f^{(n+1)}(\xi)}{(n+1)!}\prod_{i=0}^n(x-x_i)=\frac{f^{(n+1)}(\xi)}{(n+1)!}\omega_{n+1}(x) \\ \xi = \xi(x) \in (\min\{ x_0,\ x_1,\ \cdots,\ x_n \},\ \max\{ x_0,\ x_1,\ \cdots,\ x_n \}) Rn(x)=f(x)Ln(x)=(n+1)!f(n+1)(ξ)i=0n(xxi)=(n+1)!f(n+1)(ξ)ωn+1(x)ξ=ξ(x)(min{x0, x1, , xn}, max{x0, x1, , xn})

  • ξ \xi ξ 一般不能求出,因此只能估计误差
  • Lagrange 插值的缺点:当节点增加或减少时,插值多项式 L n ( x ) L_n(x) Ln(x) 将发生变化,计算不变
例题

例1:已知函数 f ( x ) = sin ⁡ x , x ∈ [ 0 , π ] f(x)=\sin{x},x \in [0, \pi] f(x)=sinx,x[0,π],以 x 0 = 0 , x 1 = π 2 , x 2 = π x_0=0,x_1=\frac{\pi}{2},x_2=\pi x0=0x1=2πx2=π 为插值节点,求 f ( x ) f(x) f(x) 的 2 次插值多项式 L 2 ( x ) L_2(x) L2(x)

:由 Lagrange 插值多项式知
L 2 ( x ) = f ( 0 ) ( x − π 2 ) ( x − π ) ( 0 − π 2 ) ( 0 − π ) + f ( π 2 ) ( x − 0 ) ( x − π ) ( π 2 − 0 ) ( π 2 − π ) + f ( π ) ( x − 0 ) ( x − π 2 ) ( π − 0 ) ( π − π 2 ) = − 4 π 2 x ( x − π ) \begin{aligned} L_2(x)&=f(0)\frac{(x-\frac{\pi}{2})(x-\pi)}{(0-\frac{\pi}{2})(0-\pi)}+f(\frac{\pi}{2})\frac{(x-0)(x-\pi)}{(\frac{\pi}{2}-0)(\frac{\pi}{2}-\pi)}+f(\pi)\frac{(x-0)(x-\frac{\pi}{2})}{(\pi-0)(\pi-\frac{\pi}{2})} \\ &= -\frac{4}{\pi^2}x(x-\pi) \end{aligned} L2(x)=f(0)(02π)(0π)(x2π)(xπ)+f(2π)(2π0)(2ππ)(x0)(xπ)+f(π)(π0)(π2π)(x0)(x2π)=π24x(xπ)

例2:设函数
f ( x ) = 2 π ∫ 0 x e − t 2 d t f(x)=\frac{2}{\sqrt{\pi}}\int_0^xe^{-t^2}dt f(x)=π 20xet2dt
的函数值已造成函数表。假设在区间 [4, 6] 上用线性插值计算 f ( x ) f(x) f(x) 的近似值,问会有多大的误差?

:在 [4, 6] 上作 f ( x ) f(x) f(x) 的线性插值多项式 p 1 ( x ) p_1(x) p1(x),则
R 1 ( x ) = f ( x ) − p 1 ( x ) = 1 2 f ′ ′ ( ξ ) ( x − x 0 ) ( x − x 1 ) ,   ξ ∈ [ 4 , 6 ] f ( x ) ′ = 2 π e − x 2 f ( x ) ′ ′ = − 4 x π e − x 2 f ( x ) ′ ′ ′ = 4 π ( 2 x 2 − 1 ) e − x 2 > 0 ,   x ∈ ( 4 , 6 ) , 则 ∣ R 2 ( x ) ∣ ≤ 1 2 × ∣ f ′ ′ ( 4 ) ∣ × ∣ ( 5 − 4 ) ( 5 − 6 ) ∣ = 0.508 × 1 0 − 6 \begin{aligned} R_1(x) &= f(x)-p_1(x)=\frac{1}{2}f^{''}(\xi)(x-x_0)(x-x_1), \ \xi \in [4, 6] \\ f(x)^{'} &= \frac{2}{\sqrt{\pi}}e^{-x^2} \\ f(x)^{''} &= -\frac{4x}{\sqrt{\pi}}e^{-x^2} \\ f(x)^{'''} &= \frac{4}{\sqrt{\pi}}(2x^2-1)e^{-x^2} > 0, \ x \in (4, 6) ,则\\ |R_2(x)| &\le \frac{1}{2} \times |f^{''}(4)| \times |(5-4)(5-6)|=0.508 \times 10^{-6} \end{aligned} R1(x)f(x)f(x)f(x)R2(x)=f(x)p1(x)=21f(ξ)(xx0)(xx1), ξ[4,6]=π 2ex2=π 4xex2=π 4(2x21)ex2>0, x(4,6)21×f(4)×(54)(56)=0.508×106

差商及 Newton 插值多项式

差商

📖设已知函数 f ( x ) f(x) f(x) n + 1 n + 1 n+1 个互异节点 x 0 ,   x 1 , ⋯   ,   x n x_0,\ x_1, \cdots ,\ x_n x0, x1,, xn 上的函数值为 f ( x 0 ) ,   f ( x 1 ) , ⋯   ,   f ( x n ) f(x_0),\ f(x_1), \cdots,\ f(x_n) f(x0), f(x1),, f(xn), 称
0 阶 差 商 : f [ x i ] = f ( x i ) 1 阶 差 商 : f [ x i , x j ] = f ( x j ) − f ( x i ) x j − x i 2 阶 差 商 : f [ x i , x j , x k ] = f [ x j , x k ] − f [ x i , x j ] x k − x i k 阶 差 商 : f [ x 0 , x 1 , . . . , x k − 1 , x k ] = f [ x 1 , . . . , x k ] − f [ x 0 , . . . , x k − 1 ] x k − x 0 \begin{aligned} & 0阶差商:f[x_i] = f(x_i) \\ & 1阶差商:f[x_i, x_j] = \frac{f(x_j)-f(x_i)}{x_j - x_i} \\ & 2阶差商:f[x_i, x_j, x_k] = \frac{f[x_j, x_k] - f[x_i, x_j]}{x_k - x_i} \\ & k阶差商:f[x_0, x_1, ..., x_{k-1}, x_k] = \frac{f[x_1, ..., x_k] - f[x_0, ..., x_{k-1}]}{x_k - x_0} \end{aligned} 0f[xi]=f(xi)1f[xi,xj]=xjxif(xj)f(xi)2f[xi,xj,xk]=xkxif[xj,xk]f[xi,xj]kf[x0,x1,...,xk1,xk]=xkx0f[x1,...,xk]f[x0,...,xk1]

  • 😄 k k k 阶差商可表示成函数值 f ( x 0 ) ,   f ( x 1 ) , ⋯   ,   f ( x k ) f(x_0),\ f(x_1),\cdots,\ f(x_k) f(x0), f(x1),, f(xk)线性组合,即

f [ x 0 , x 1 , . . . , x k ] = ∑ m = 0 k f ( x m ) ∏ i = 0 , i ≠ m k ( x m − x i ) f[x_0,x_1,...,x_k]=\sum_{m=0}^k \frac{f(x_m)}{\prod_{i=0,i\ne m}^k(x_m-x_i)} f[x0,x1,...,xk]=m=0ki=0,i=mk(xmxi)f(xm)

  • 😄 k k k 阶差商 f [ x 0 , . . . , x k ] f[x_0, ..., x_k] f[x0,...,xk] 与节点的次序无关
  • 📖 k k k 阶差商和 k k k 阶导数之间关系

f [ x 0 , x 1 , . . . , x k ] = f ( k ) ( η ) k ! ,   η ∈ ( m i n { x 0 , . . . , x k } , m a x { x 0 , . . . , x k } ) f[x_0,x_1,..., x_k] = \frac{f^{(k)}(\eta)}{k!},\ \eta \in(min\{x_0,...,x_k\}, max\{x_0, ..., x_k\}) f[x0,x1,...,xk]=k!f(k)(η), η(min{x0,...,xk},max{x0,...,xk})

Newton 插值多项式

L n ( x ) = f ( x 0 ) + f [ x 0 , x 1 ] ( x − x 0 ) + f [ x 0 , x 1 , x 2 ] ( x − x 0 ) ( x − x 1 ) + . . . + f [ x 0 , x 1 , . . . , x n ] ( x − x 0 ) ( x − x 1 ) . . . ( x − x n − 1 ) \begin{aligned} L_n(x) &= f(x_0)+f[x_0, x_1](x-x_0)+f[x_0, x_1, x_2](x-x_0)(x-x_1) \\ &+...+f[x_0, x_1, ..., x_n](x-x_0)(x-x_1)...(x-x_{n-1}) \end{aligned} Ln(x)=f(x0)+f[x0,x1](xx0)+f[x0,x1,x2](xx0)(xx1)+...+f[x0,x1,...,xn](xx0)(xx1)...(xxn1)

Hermite 插值

  • 📖Hermite 插值多项式:给定 [ a , b ] [a, b] [a,b] 中的 n + 1 n+1 n+1互异节点 x i ( i = 0 , 1 , . . . , n ) x_i(i=0,1,...,n) xi(i=0,1,...,n) 上的函数值和直到 m i m_i mi 阶的导数值 f ( x i ) , f ′ ( x i ) , . . . , f ( m i ) ( x i ) f(x_i),f^{'}(x_i),...,f^{(m_i)}(x_i) f(xi)f(xi)...f(mi)(xi)。令 m = ∑ i = 0 n ( m i + 1 ) − 1 m=\sum_{i=0}^n(m_i+1)-1 m=i=0n(mi+1)1,若存在一个次数不超过 m m m 的多项式 H m ( x ) H_m(x) Hm(x) 使得下述内容成立,则 H m ( x ) H_m(x) Hm(x) 为 Hermite 插值多项式

{ H m ( x 0 ) = f ( x 0 ) , H m ′ ( x 0 ) = f ′ ( x 0 ) , . . . , H m ( m 0 ) ( x 0 ) = f ( m 0 ) ( x 0 ) H m ( x 1 ) = f ( x 1 ) , H m ′ ( x 1 ) = f ′ ( x 1 ) , . . . , H m ( m 1 ) ( x 1 ) = f ( m 1 ) ( x 1 ) . . . ( 4.1 ) H m ( x n ) = f ( x n ) , H m ′ ( x n ) = f ′ ( x n ) , . . . , H m ( m n ) ( x n ) = f ( m n ) ( x n ) \left\{ \begin{aligned} &H_m(x_0) = f(x_0),H_m^{'}(x_0)=f^{'}(x_0),...,H_m^{(m_0)}(x_0)=f^{(m_0)}(x_0) \\ &H_m(x_1) = f(x_1),H_m^{'}(x_1)=f^{'}(x_1),...,H_m^{(m_1)}(x_1)=f^{(m_1)}(x_1) \\ &... && (4.1) \\ &H_m(x_n) = f(x_n),H_m^{'}(x_n)=f^{'}(x_n),...,H_m^{(m_n)}(x_n)=f^{(m_n)}(x_n) \\ \end{aligned} \right. Hm(x0)=f(x0),Hm(x0)=f(x0),...,Hm(m0)(x0)=f(m0)(x0)Hm(x1)=f(x1),Hm(x1)=f(x1),...,Hm(m1)(x1)=f(m1)(x1)...Hm(xn)=f(xn),Hm(xn)=f(xn),...,Hm(mn)(xn)=f(mn)(xn)(4.1)

  • 满足上式的 m m m 次多项式 H m ( x ) H_m(x) Hm(x) 存在唯一
  • 📖设 H m ( x ) H_m(x) Hm(x) 为满足 ( 4.1 ) (4.1) (4.1) m m m 次 Hermite 插值多项式, f ( x ) f(x) f(x) 在包含 ( n + 1 ) (n + 1) (n+1) 个互异节点 x 0 ,   x 1 , ⋯   ,   x n x_0,\ x_1,\cdots,\ x_n x0, x1,, xn 的区间 [ a , b ] [a, b] [a,b] 上具有 m m m 阶连续导数, 在 ( a , b ) (a, b) (a,b) 内存在 ( m + 1 ) (m + 1) (m+1) 阶导数, 则对任意 x ∈ [ a , b ] x \in [a, b] x[a,b],存在 ξ ∈ ( a , b ) \xi \in (a, b) ξ(a,b),使得插值余项 R m ( x ) R_m(x) Rm(x)

R m ( x ) = f ( x ) − H m ( x ) = f ( m + 1 ) ( ξ ) ( m + 1 ) ! ∏ i = 0 n ( x − x i ) m i + 1 R_m(x)=f(x)-H_m(x)=\frac{f^{(m+1)}(\xi)}{(m+1)!}\prod_{i=0}^n(x-x_i)^{m_i+1} Rm(x)=f(x)Hm(x)=(m+1)!f(m+1)(ξ)i=0n(xxi)mi+1

  • f ∈ C n [ a , b ] f \in C^n[a, b] fCn[a,b] a ≤ x 0 < x 1 < . . . < x n ≤ b a \le x_0 \lt x_1 \lt ... \lt x_n \le b ax0<x1<...<xnb,则有

f [ x 0 , x 1 , . . . , x n ] = ∫ ⋯ ∫ f ( n ) ( t 0 x 0 + t 1 x 1 + . . . + t n x n ) d t 1 . . . d t n f[x_0, x_1,..., x_n] = \int \cdots \int f^{(n)}(t_0x_0+t_1x_1+...+t_nx_n)dt_1...dt_n f[x0,x1,...,xn]=f(n)(t0x0+t1x1+...+tnxn)dt1...dtn

上述具有 τ n \tau_n τn 个积分 ∫ \int ,其中 t 0 = 1 − ∑ i = 1 n t i t_0=1-\sum_{i=1}^nt_i t0=1i=1nti τ n = { ( t 1 , t 2 , . . . , t n ) ∣ t i ≥ 0 \tau_n=\{(t_1, t_2, ..., t_n)|t_i \ge 0 τn={(t1,t2,...,tn)ti0 ∑ i = 1 n t i ≤ 1 } \sum_{i=1}^nt_i \le 1\} i=1nti1} n n n 维单纯形

  • 注意到被积函数是通过一元连续函数 f ( n ) ( x ) f^{(n)}(x) f(n)(x) n n n 元线性连续函数 ∑ i = 0 n t i x i \sum_{i=0}^nt_ix_i i=0ntixi 复合而成,所以 f [ x 0 , x 1 , . . . , x n ] f[x_0, x_1, ..., x_n] f[x0,x1,...,xn] x 0 , x 1 , . . . , x n x_0, x_1, ..., x_n x0,x1,...,xn连续函数,因此

f [ x 0 , x 0 , . . . , x 0 ] = lim ⁡ x 1 , x 2 , . . . , x k → x 0 f [ x 0 , x 1 , . . . , x k ] = lim ⁡ x 1 , x 2 , . . . , x k → x 0 f ( k ) ( η ) k ! = f ( k ) ( x 0 ) k ! \begin{aligned} f[x_0, x_0, ..., x_0]&=\lim_{x_1, x_2,..., x_k \rightarrow x_0}f[x_0, x_1,...,x_k] \\ &= \lim_{x_1, x_2,..., x_k \rightarrow x_0} \frac{f^{(k)}(\eta)}{k!} = \frac{f^{(k)}(x_0)}{k!} \end{aligned} f[x0,x0,...,x0]=x1,x2,...,xkx0limf[x0,x1,...,xk]=x1,x2,...,xkx0limk!f(k)(η)=k!f(k)(x0)

  • 📖重节点插值的 m m m 次 Hermite 插值多项式为

H m ( x ) = f ( x 0 ) + f [ x 0 , x 0 ] ( x − x 0 ) + . . . + f [ x 0 , . . . , x 0 ] ( x − x 0 ) m 0 + f [ x 0 , . . . , x 0 , x 1 ] ( x − x 0 ) m 0 + 1 + . . . + f [ x 0 , . . . , x 0 , x 1 , x 1 ] ( x − x 0 ) m 0 + 1 ( x − x 1 ) + f [ x 0 , . . . , x 0 , x 1 , . . . x 1 , x 2 ] ( x − x 0 ) m 0 + 1 ( x − x 1 ) ( m 1 + 1 ) + . . . + f [ x 0 , . . . , x 0 , . . . , x n − 1 , . . . , x n − 1 , x n , . . . , x n ] ( x − x 0 ) m 0 + 1 . . . ( x − x n − 1 ) m n − 1 + 1 ( x − x n ) m n \begin{aligned} H_m(x) &= f(x_0)+f[x_0, x_0](x-x_0)+...+f[x_0,..., x_0](x-x_0)^{m_0} \\ &+f[x_0,...,x_0,x_1](x-x_0)^{m_0+1} +...+f[x_0,...,x_0,x_1,x_1](x-x_0)^{m_0+1}(x-x_1) \\ &+f[x_0,...,x_0,x_1,...x_1,x_2](x-x_0)^{m_0+1}(x-x_1)^{(m_1+1)} \\ &+...+f[x_0,...,x_0,...,x_{n-1},...,x_{n-1},x_n,...,x_n](x-x_0)^{m_0+1}...(x-x_{n-1})^{m_{n-1}+1}(x-x_n)^{m_n} \end{aligned} Hm(x)=f(x0)+f[x0,x0](xx0)+...+f[x0,...,x0](xx0)m0+f[x0,...,x0,x1](xx0)m0+1+...+f[x0,...,x0,x1,x1](xx0)m0+1(xx1)+f[x0,...,x0,x1,...x1,x2](xx0)m0+1(xx1)(m1+1)+...+f[x0,...,x0,...,xn1,...,xn1,xn,...,xn](xx0)m0+1...(xxn1)mn1+1(xxn)mn

  • 📖重节点插值余项为

R m ( x ) = f ( x ) − H m ( x ) = f ( m + 1 ) ( ξ ) ( m + 1 ) ! ∏ i = 0 n ( x − x i ) m i + 1 R_m(x)=f(x)-H_m(x)=\frac{f^{(m+1)}(\xi)}{(m+1)!}\prod_{i=0}^n(x-x_i)^{m_i+1} Rm(x)=f(x)Hm(x)=(m+1)!f(m+1)(ξ)i=0n(xxi)mi+1

例题

例1:若 n = 0 n = 0 n=0 m 0 = k m_0 = k m0=k,即 1 个 k+1 重插值节点,其插值多项式为
H k ( x ) = f ( x 0 ) + f ′ ( x 0 ) ( x − x 0 ) + . . . + f ( k ) ( x 0 ) k ! ( x − x 0 ) k H_k(x) = f(x_0)+f^{'}(x_0)(x-x_0)+...+\frac{f^{(k)}(x_0)}{k!}(x-x_0)^k Hk(x)=f(x0)+f(x0)(xx0)+...+k!f(k)(x0)(xx0)k
例2:求 4 次插值多项式 H ( x ) H(x) H(x),使得 H ( 0 ) = 3 , H ′ ( 0 ) = 4 , H ( 1 ) = 5 , H ′ ( 1 ) = 6 , H ′ ′ ( 1 ) = 7 H(0)=3,H^{'}(0)=4,H(1)=5,H^{'}(1)=6,H^{''}(1)=7 H(0)=3H(0)=4H(1)=5H(1)=6H(1)=7

:列表计算各点差商

k k k x k x_k xk f ( x k ) f(x_k) f(xk)1阶差商2阶差商3阶差商4阶差商
0034-26 − 13 2 -\frac{13}{2} 213
10324 − 1 2 -\frac{1}{2} 21
2156 7 2 \frac{7}{2} 27
3156
415

H ( x ) = 3 + 4 ( x − 0 ) − 2 ( x − 0 ) 2 + 6 ( x − 0 ) 2 ( x − 1 ) − 13 2 ( x − 0 ) 2 ( x − 1 ) 2 H(x)=3+4(x-0)-2(x-0)^2+6(x-0)^2(x-1)-\frac{13}{2}(x-0)^2(x-1)^2 H(x)=3+4(x0)2(x0)2+6(x0)2(x1)213(x0)2(x1)2

其插值余项 R 4 ( x ) = f ( x ) − H 4 ( x ) = f ( 5 ) ( ξ ) 5 ! ( x − 0 ) 2 ( x − 1 ) 3 , ξ ∈ ( a , b ) R_4(x)=f(x)-H_4(x)=\frac{f^{(5)}(\xi)}{5!}(x-0)^2(x-1)^3, \xi \in (a, b) R4(x)=f(x)H4(x)=5!f(5)(ξ)(x0)2(x1)3,ξ(a,b)

高阶插值的缺点及分段低次插值

高次插值的病态性质

x x x ± 1 \plusmn 1 ±1 附近时, f ( x ) f(x) f(x) 的值和 L 10 ( x ) L_{10}(x) L10(x) 的值相差很大。这种现象称 Runge 现象。其实可以证明, f ( x ) f(x) f(x) n n n 次插值多项式 L n ( x ) L_n(x) Ln(x) [ − 1 , 1 ] [−1, 1] [1,1]不是一致收敛到 f ( x ) f(x) f(x)

分段线性插值

给定 f ( x ) f(x) f(x) n + 1 n + 1 n+1 个节点 a = x 0 < x 1 < ⋯ < x n = b a = x_0 \lt x_1 \lt \cdots \lt x_n = b a=x0<x1<<xn=b 上的函数值:

x x x x 0 x_0 x0 x 1 x_1 x1 ⋯ \cdots x n − 1 x_{n-1} xn1 x n x_n xn
f ( x ) f(x) f(x) f ( x 0 ) f(x_0) f(x0) f ( x 1 ) f(x_1) f(x1) ⋯ \cdots f ( x n − 1 ) f(x_{n-1}) f(xn1) f ( x n ) f(x_n) f(xn)

📖记 h i = x i + 1 − x i h_i = x_{i+1} − x_i hi=xi+1xi h = max ⁡ 0 ≤ i ≤ n − 1 h i h = \max_{0 \le i \le n−1}h_i h=max0in1hi,在每个小区间 [ x i , x i + 1 ] [x_i , x_{i+1}] [xi,xi+1] 上作 f ( x ) f(x) f(x) 的线性插值
L 1 , i ( x ) = f ( x i ) + f [ x i , x i + 1 ] ( x − x i ) , x ∈ [ x i , x i + 1 ] L_{1, i}(x) = f(x_i) + f[x_i, x_{i+1}](x-x_i), \quad x \in [x_i, x_{i+1}] L1,i(x)=f(xi)+f[xi,xi+1](xxi),x[xi,xi+1]
📖其误差为
f ( x ) − L 1 , i ( x ) = 1 2 f ′ ′ ( ξ i ) ( x − x i ) ( x − x i + 1 ) , ξ i ∈ ( x i , x i + 1 ) f(x) - L_{1, i}(x) = \frac{1}{2}f^{''}(\xi_i)(x-x_i)(x-x_{i+1}), \quad \xi_i \in (x_i, x_{i+1}) f(x)L1,i(x)=21f(ξi)(xxi)(xxi+1),ξi(xi,xi+1)
从而有
max ⁡ x i ≤ x ≤ x i + 1 ∣ f ( x ) − L 1 , i ( x ) ∣ ≤ max ⁡ x i ≤ x ≤ x i + 1 ∣ 1 2 f ′ ′ ( ξ i ) ( x − x i ) ( x − x i + 1 ) ∣ ≤ 1 8 h i 2 max ⁡ x i ≤ x ≤ x i + 1 ∣ f ′ ′ ( x ) ∣ \max_{x_i \le x \le x_{i+1}}|f(x) - L_{1, i}(x)| \le \max_{x_i \le x \le x_{i+1}}|\frac{1}{2}f^{''}(\xi_i)(x-x_i)(x-x_{i+1})| \le \frac{1}{8}h_i^2\max_{x_i \le x \le x_{i+1}}|f^{''}(x)| xixxi+1maxf(x)L1,i(x)xixxi+1max21f(ξi)(xxi)(xxi+1)81hi2xixxi+1maxf(x)

L ~ 1 ( x ) = { L 1 , 0 ( x ) , x ∈ [ x 0 , x 1 ) L 1 , 1 ( x ) , x ∈ [ x 1 , x 2 ) ⋮ L 1 , n − 2 ( x ) , x ∈ [ x n − 2 , x n − 1 ) L 1 , n − 1 ( x ) , x ∈ [ x n − 1 , x n ] \tilde{L}_1(x) = \left\{ \begin{aligned} &L_{1, 0}(x), && x \in [x_0, x_1) \\ &L_{1, 1}(x), && x \in [x_1, x_2) \\ \vdots \\ &L_{1, n-2}(x), && x \in [x_{n-2}, x_{n-1}) \\ &L_{1, n-1}(x), && x \in [x_{n-1}, x_n] \\ \end{aligned} \right. L~1(x)=L1,0(x),L1,1(x),L1,n2(x),L1,n1(x),x[x0,x1)x[x1,x2)x[xn2,xn1)x[xn1,xn]
📖于是 L ~ 1 ( x i ) = f ( x i ) ,   ( i = 0 ,   1 ,   . . . ,   n ) \tilde{L}_1(x_i) = f(x_i),\ (i=0,\ 1,\ ...,\ n) L~1(xi)=f(xi), (i=0, 1, ..., n),即 L ~ 1 ( x ) \tilde{L}_1(x) L~1(x) f ( x ) f(x) f(x)分段线性插值函数,其插值误差为
max ⁡ a ≤ x ≤ b ∣ f ( x ) − L ~ 1 ( x ) ∣ = max ⁡ 0 ≤ i ≤ n − 1 max ⁡ x i ≤ x ≤ x i + 1 ∣ f ( x ) − L ~ 1 ( x ) ∣ = max ⁡ 0 ≤ i ≤ n − 1 max ⁡ x i ≤ x ≤ x i + 1 ∣ f ( x ) − L 1 , i ( x ) ∣ ≤ max ⁡ 0 ≤ i ≤ n − 1 1 8 h i 2 max ⁡ x i ≤ x ≤ x i + 1 ∣ f ′ ′ ( x ) ∣ ≤ 1 8 h 2 max ⁡ a ≤ x ≤ b ∣ f ′ ′ ( x ) ∣ \begin{aligned} \max_{a \le x \le b}|f(x)-\tilde{L}_1(x)| & = \max_{0 \le i \le n-1} \max_{x_i \le x \le x_{i+1}}|f(x)-\tilde{L}_1(x)| \\ &=\max_{0 \le i \le n-1} \max_{x_i \le x \le x_{i+1}}|f(x)-L_{1, i}(x)| \\ &\le \max_{0 \le i \le n-1} \frac{1}{8}h_i^2 \max_{x_i \le x \le x_{i+1}}|f^{''}(x)| \\ &\le \frac{1}{8}h^2 \max_{a \le x \le b}|f^{''}(x)| \end{aligned} axbmaxf(x)L~1(x)=0in1maxxixxi+1maxf(x)L~1(x)=0in1maxxixxi+1maxf(x)L1,i(x)0in1max81hi2xixxi+1maxf(x)81h2axbmaxf(x)

  • 只要 f ( x ) f(x) f(x) [ a , b ] [a, b] [a,b] 上有 2 阶连续导数,当 h → 0 h \rightarrow 0 h0 时,余项一致趋于零,即分段线性插值函 数 L ~ 1 ( x ) \tilde{L}_1(x) L~1(x) 一致收敛 f ( x ) f(x) f(x)
分段 3 次 Hermite

给定 f ( x ) f(x) f(x) n + 1 n + 1 n+1 个节点 a = x 0 < x 1 < ⋯ < x n = b a = x_0 \lt x_1 \lt \cdots \lt x_n = b a=x0<x1<<xn=b 上的函数表

x x x x 0 x_0 x0 x 1 x_1 x1 ⋯ \cdots x n − 1 x_{n-1} xn1 x n x_n xn
f ( x ) f(x) f(x) f ( x 0 ) f(x_0) f(x0) f ( x 1 ) f(x_1) f(x1) ⋯ \cdots f ( x n − 1 ) f(x_{n-1}) f(xn1) f ( x n ) f(x_n) f(xn)
f ′ ( x ) f^{'}(x) f(x) f ′ ( x 0 ) f^{'}(x_0) f(x0) f ′ ( x 1 ) f^{'}(x_1) f(x1) ⋯ \cdots f ′ ( x n − 1 ) f^{'}(x_{n-1}) f(xn1) f ′ ( x n ) f^{'}(x_n) f(xn)

📖记 h i = x i + 1 − x i h_i = x_{i+1} − x_i hi=xi+1xi h = max ⁡ 0 ≤ i ≤ n − 1 h i h = \max_{0 \le i \le n−1}h_i h=max0in1hi,在每个小区间 [ x i , x i + 1 ] [x_i , x_{i+1}] [xi,xi+1] 上利用数据

x x x x i x_i xi x i + 1 x_{i+1} xi+1
f ( x ) f(x) f(x) f ( x i ) f(x_i) f(xi) f ( x i + 1 ) f(x_{i+1}) f(xi+1)
f ′ ( x ) f^{'}(x) f(x) f ′ ( x i ) f^{'}(x_i) f(xi) f ′ ( x i + 1 ) f^{'}(x_{i+1}) f(xi+1)

作 3 次 Hermite 插值
H 3 , i ( x ) = f ( x i ) + f ′ ( x i ) ( x − x i ) + f [ x i , x i + 1 ] − f ′ ( x i ) h i ( x − x i ) 2 + f ′ ( x i + 1 ) − 2 f [ x i , x i + 1 ] + f ′ ( x i ) h i 2 ( x − x i ) 2 ( x − x i + 1 ) \begin{aligned} H_{3, i}(x) = &f(x_i) + f^{'}(x_i)(x-x_i)+\frac{f[x_i, x_{i+1}] - f^{'}(x_i)}{h_i}(x-x_i)^2+ \\ &\frac{f^{'}(x_{i+1}) - 2f[x_i, x_{i+1}] + f^{'}(x_i)}{h_i^2}(x-x_i)^2(x-x_{i+1}) \end{aligned} H3,i(x)=f(xi)+f(xi)(xxi)+hif[xi,xi+1]f(xi)(xxi)2+hi2f(xi+1)2f[xi,xi+1]+f(xi)(xxi)2(xxi+1)
其插值余项为
f ( x ) − H 3 , i ( x ) = f ( 4 ) ( ξ ) 4 ! ( x − x i ) 2 ( x − x i + 1 ) 2 ,   ξ ∈ ( x i , x i + 1 ) f(x) - H_{3, i}(x) = \frac{f^{(4)}(\xi)}{4!}(x-x_i)^2(x-x_{i+1})^2, \ \xi \in (x_i, x_{i+1}) f(x)H3,i(x)=4!f(4)(ξ)(xxi)2(xxi+1)2, ξ(xi,xi+1)
于是
max ⁡ x i ≤ x ≤ x i + 1 ∣ f ( x ) − H 3 , i ( x ) ∣ ≤ 1 4 ! h i 4 16 max ⁡ x i ≤ x ≤ x i + 1 ∣ f ( 4 ) ( x ) ∣ \max_{x_i \le x \le x_{i+1}}|f(x) - H_{3,i}(x)| \le \frac{1}{4!}\frac{h_i^4}{16}\max_{x_i \le x \le x_{i+1}} |f^{(4)}(x)| xixxi+1maxf(x)H3,i(x)4!116hi4xixxi+1maxf(4)(x)

H ~ 3 ( x ) = { H 3 , 0 ( x ) x ∈ [ x 0 , x 1 ) H 3 , 1 ( x ) x ∈ [ x 1 , x 2 ) ⋯ H 3 , n − 2 ( x ) x ∈ [ x n − 2 , x n − 1 ) H 3 , n − 1 ( x ) x ∈ [ x n − 1 , x n ] \tilde{H}_3(x) = \left\{ \begin{aligned} &H_{3,0}(x) && x \in [x_0, x_1) \\ &H_{3,1}(x) && x \in [x_1, x_2) \\ &\cdots \\ &H_{3,n-2}(x) && x \in [x_{n-2}, x_{n-1}) \\ &H_{3,n-1}(x) && x \in [x_{n-1}, x_n] \\ \end{aligned} \right. H~3(x)=H3,0(x)H3,1(x)H3,n2(x)H3,n1(x)x[x0,x1)x[x1,x2)x[xn2,xn1)x[xn1,xn]
H ~ 3 ( x i ) = f ( x i ) \tilde{H}_3(x_i) = f(x_i) H~3(xi)=f(xi) H ~ 3 ′ ( x i ) = f ′ ( x i )   ( i = 0 , 1 , . . . , n ) \tilde{H}_3^{'}(x_i) = f^{'}(x_i)\ (i=0,1,...,n) H~3(xi)=f(xi) (i=0,1,...,n),即 H ~ 3 ( x ) \tilde{H}_3(x) H~3(x) 满足插值条件,称 f ( x ) f(x) f(x) 的分段三次插值函数为 H ~ 3 ( x ) \tilde{H}_3(x) H~3(x)

其误差为
max ⁡ a ≤ x ≤ b ∣ f ( x ) − H ~ 3 ( x ) ∣ = max ⁡ 0 ≤ i ≤ n − 1 max ⁡ x i ≤ x ≤ x i + 1 ∣ f ( x ) − H ~ 3 ( x ) ∣ = max ⁡ 0 ≤ i ≤ n − 1 max ⁡ x i ≤ x ≤ x i + 1 ∣ f ( x ) − H 3 , i ( x ) ∣ ≤ max ⁡ 0 ≤ i ≤ n − 1 1 4 ! h i 4 16 max ⁡ x i ≤ x ≤ x i + 1 ∣ f ( 4 ) ( x ) ∣ ≤ 1 384 h 4 max ⁡ a ≤ x ≤ b ∣ f ( 4 ) ( x ) ∣ \begin{aligned} \max_{a \le x \le b}|f(x)-\tilde{H}_3(x)| & = \max_{0 \le i \le n-1} \max_{x_i \le x \le x_{i+1}}|f(x)-\tilde{H}_3(x)| \\ &=\max_{0 \le i \le n-1} \max_{x_i \le x \le x_{i+1}}|f(x)-H_{3, i}(x)| \\ &\le \max_{0 \le i \le n-1} \frac{1}{4!}\frac{h_i^4}{16} \max_{x_i \le x \le x_{i+1}}|f^{(4)}(x)| \\ &\le \frac{1}{384}h^4 \max_{a \le x \le b}|f^{(4)}(x)| \end{aligned} axbmaxf(x)H~3(x)=0in1maxxixxi+1maxf(x)H~3(x)=0in1maxxixxi+1maxf(x)H3,i(x)0in1max4!116hi4xixxi+1maxf(4)(x)3841h4axbmaxf(4)(x)
分段三次 Hermite 插值的余项和 f ( x ) f(x) f(x)4 阶导数有关,当 f ( x ) f(x) f(x) [ a , b ] [a, b] [a,b] 上有 4 阶连续导数,则有 H ~ 3 ( x ) → f ( x ) \tilde{H}_3(x) \rightarrow f(x) H~3(x)f(x)

三次样条插值

端点处附加条件(边界条件)
  • 已知两端点的一阶导数,即 S ′ ( x 0 ) = f ′ ( x 0 ) , S ′ ( x n ) = f ′ ( x n ) S^{'}(x_0)=f^{'}(x_0),S^{'}(x_n)=f^{'}(x_n) S(x0)=f(x0)S(xn)=f(xn)
  • 已知两端点的二阶导数,即 S ′ ′ ( x 0 ) = f ′ ′ ( x 0 ) , S ′ ′ ( x n ) = f ′ ′ ( x n ) S^{''}(x_0)=f^{''}(x_0),S^{''}(x_n)=f^{''}(x_n) S(x0)=f(x0)S(xn)=f(xn)。当 S ′ ′ ( x 0 ) = 0 , S ′ ′ ( x n ) = 0 S^{''}(x_0)=0,S^{''}(x_n)=0 S(x0)=0S(xn)=0 时称为自然边界条件
  • 周期边界条件,当 f ( x 0 ) = f ( x n ) f(x_0)=f(x_n) f(x0)=f(xn) 时, S ′ ( x 0 + 0 ) = S ′ ( x n − 0 ) , S ′ ′ ( x 0 + 0 ) = S ′ ′ ( x n − 0 ) S^{'}(x_0+0)=S^{'}(x_n-0),S^{''}(x_0+0)=S^{''}(x_n-0) S(x0+0)=S(xn0)S(x0+0)=S(xn0)
样条插值的建立

TODO

最佳一致逼近

线性赋范空间
  • X X X 是一个集合,如果对 ∀ x ,   y ∈ X ,   λ ∈ R \forall x,\ y \in X, \ \lambda \in R x, yX, λR, 有 λ x ∈ X ,   x + y ∈ X \lambda x \in X,\ x + y \in X λxX, x+yX,则称 X X X 是线性空间
  • X X X R R R 上的一个线性空间, φ 1 ,   φ 2 , ⋯   ,   φ m ∈ X \varphi_1,\ \varphi_2, \cdots ,\ \varphi_m \in X φ1, φ2,, φmX,如果存在不全为零的数 a 1 ,   a 2 , ⋯   ,   a m ∈ R a_1,\ a_2, \cdots ,\ a_m \in R a1, a2,, amR 使得

a 1 φ 1 + a 2 φ 2 + ⋯ + a m φ m = 0 a_1 \varphi_1 + a_2 \varphi_2 + \cdots + a_m \varphi_m = 0 a1φ1+a2φ2++amφm=0

则称 φ 1 ,   φ 2 , ⋯   ,   φ m \varphi_1,\ \varphi_2, \cdots ,\ \varphi_m φ1, φ2,, φm 线性相关;否则称 φ 1 ,   φ 2 , ⋯   ,   φ m \varphi_1,\ \varphi_2, \cdots ,\ \varphi_m φ1, φ2,, φm 线性无关

  • 📖设 X X X 是一个线性空间。若对 ∀ x ∈ X \forall x \in X xX,对应于实数,记为 ∥ x ∥ \parallel x \parallel x 且满足下面关系:
    • ∀ x ∈ X \forall x \in X xX,有 ∥ x ∥ ≥ 0 \parallel x \parallel \ge 0 x0,且 ∥ x ∥ = 0 ⇒ x = 0 \parallel x \parallel = 0 \Rightarrow x=0 x=0x=0
    • ∀ λ ∈ R \forall \lambda \in R λR   x ∈ X \ x \in X  xX,有 ∥ λ x ∥ = ∣ λ ∣ ∥ x ∥ \parallel \lambda x \parallel = |\lambda|\parallel x \parallel λx=λx
    • x , y ∈ X x, y \in X x,yX,有 ∥ x + y ∥ ≤ ∥ x ∥ + ∥ y ∥ \parallel x+y \parallel \le \parallel x \parallel + \parallel y \parallel x+yx+y

则称 ∥ ⋅ ∥ \parallel \cdot \parallel X X X 上的一个范数,对应的空间称线性赋范空间

  • X X X 是线性赋范空间, x ,   y ∈ X x,\ y \in X x, yX,称 ∥ x − y ∥ \parallel x - y \parallel xy x x x y y y 之间的距离
  • 📖设 X X X 是线性赋范空间, M ⊆ X M \subseteq X MX X X X子空间 f ∈ X f \in X fX。若 ∃ φ ∈ M \exists \varphi \in M φM 使 ∀ ψ ∈ M \forall \psi \in M ψM

∥ f − φ ∥ ≤ ∥ f − ψ ∥ \parallel f - \varphi \parallel \le \parallel f - \psi \parallel fφfψ

则称 φ \varphi φ f f f M M M 中的最佳逼近元

最佳一致逼近多项式

M n = { p n ∣ p n M_n = \{p_n | p_n Mn={pnpn 为次数不超过 n n n 的多项式 } \} },则 M n ⊂ C [ a , b ] M_n \subset C[a, b] MnC[a,b]

  • f ∈ C [ a , b ] f \in C[a, b] fC[a,b]。若 ∃ p n ∈ M n \exists p_n \in M_n pnMn,使得对 ∀ q n ∈ M n \forall q_n \in M_n qnMn,有 ∥ f − p n ∥ ∞ ≤ ∥ f − q n ∥ ∞ \parallel f − p_n \parallel_{\infty} \le \parallel f − q_n\parallel_{\infty} fpnfqn。则称 p n ( x ) p_n(x) pn(x) f ( x ) f(x) f(x) n n n最佳一致逼近多项式
  • f ∈ C [ a , b ] f \in C[a, b] fC[a,b],则 f f f M n M_n Mn 中存在唯一 n n n 次最佳一致逼近多项式 p n ( x ) p_n(x) pn(x)
  • g ∈ C [ a , b ] g \in C[a, b] gC[a,b],如果 ∃ x 0 ∈ [ a , b ] \exists x_0 \in [a, b] x0[a,b] 使得 ∣ g ( x 0 ) ∣ = ∥ g ∥ ∞ = max ⁡ a ≤ x ≤ b ∣ g ( x ) ∣ |g(x_0)| = \parallel g\parallel_{\infty} = \max_{a \le x \le b} |g(x)| g(x0)=g=maxaxbg(x),则称 x 0 x_0 x0 g ( x ) g(x) g(x) [ a , b ] [a, b] [a,b] 上的偏差点。当 g ( x 0 ) = ∥ g ∥ ∞ g(x_0) = \parallel g \parallel_{\infty} g(x0)=g,x0 称 g(x) 的正偏差点。当 g ( x 0 ) = − ∥ g ∥ ∞ g(x_0) = −\parallel g \parallel_{\infty} g(x0)=g x 0 x_0 x0 g ( x ) g(x) g(x)负偏差点
  • f ∈ C [ a , b ] f \in C[a, b] fC[a,b] p n ( x ) p_n(x) pn(x) f ( x ) f(x) f(x) n n n 次最佳一致逼近多项式,则 f − p n f − p_n fpn 必存在正负偏差点
  • f ∈ C [ a , b ] f \in C[a, b] fC[a,b] p n ( x ) p_n(x) pn(x) n n n 次多项式,则 p n ( x ) p_n(x) pn(x) f ( x ) f(x) f(x) n n n 次最佳一致逼近多项式 ⇔ \Leftrightarrow f ( x ) − p n ( x ) f(x) − p_n(x) f(x)pn(x) [ a , b ] [a, b] [a,b] 上至少有 ( n + 2 ) (n + 2) (n+2) 个交错偏差点,即存在 ( n + 2 ) (n + 2) (n+2) 个点 a ≤ x 0 < x 1 < ⋯ < x n < x n + 1 ≤ b a \le x_0 \lt x_1 \lt \cdots \lt x_n \lt x_{n+1} \le b ax0<x1<<xn<xn+1b,使得

f ( x i ) − p n ( x i ) = ( − 1 ) i δ ∥ f − p n ∥ ∞ ,   i = 0 , 1 , . . . , n + 1 f(x_i) - p_n(x_i) = (-1)^i\delta\parallel f - p_n \parallel_{\infty}, \ i = 0,1,..., n+1 f(xi)pn(xi)=(1)iδfpn, i=0,1,...,n+1

其中 σ = 1 \sigma = 1 σ=1 σ = − 1 \sigma = -1 σ=1

  • 📖设 f ∈ C [ a , b ] f \in C[a, b] fC[a,b] p n ( x ) p_n(x) pn(x) f ( x ) f(x) f(x) n n n 次最佳一致逼近多项式。如果 f ( n + 1 ) ( x ) f ^{(n+1)}(x) f(n+1)(x) ( a , b ) (a, b) (a,b) 内存在且保号,则 f ( x ) − p n ( x ) f(x) − p_n(x) f(x)pn(x) [ a , b ] [a, b] [a,b] 内恰有 ( n + 2 ) (n + 2) (n+2) 个交错偏差点,且两端点 a a a b b b 也是偏差点
  • 📖设 f ∈ C [ a , b ] f \in C[a, b] fC[a,b],则 f ( x ) f(x) f(x) n n n 次最佳一致逼近多项式 p n ( x ) p_n(x) pn(x) f ( x ) f(x) f(x) 的某个 n n n 次插值多项式
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