ON MULTIVARIATE POLYNOMIAL INTERPOLATION

Slides:



Advertisements
Similar presentations
Ch 7.7: Fundamental Matrices
Advertisements

SOLUTION OF STATE EQUATION
Engineering Mathematics Class #15 Fourier Series, Integrals, and Transforms (Part 3) Sheng-Fang Huang.
Interpolation A method of constructing a function that crosses through a discrete set of known data points. .
Chapter 2: Second-Order Differential Equations
ENGG2013 Unit 15 Rank, determinant, dimension, and the links between them Mar, 2011.
Dr. S.M. Malaek Assistant: M. Younesi
Analysis techniques for subdivision schemes Joe Warren Rice University.
11. Complex Variable Theory
Chapter 5 Orthogonality
Ch 5.2: Series Solutions Near an Ordinary Point, Part I
Ch 7.9: Nonhomogeneous Linear Systems
Curve-Fitting Regression
1 EE 616 Computer Aided Analysis of Electronic Networks Lecture 7 Instructor: Dr. J. A. Starzyk, Professor School of EECS Ohio University Athens, OH,
COMP322/S2000/L221 Relationship between part, camera, and robot (cont’d) the inverse perspective transformation which is dependent on the focal length.
Ch 7.3: Systems of Linear Equations, Linear Independence, Eigenvalues
N. Karampetakis, S. Vologiannidis
Chapter 6 Numerical Interpolation
Stats & Linear Models.
Linear Functions.
Fast Fourier Transform Irina Bobkova. Overview I. Polynomials II. The DFT and FFT III. Efficient implementations IV. Some problems.
1 1.1 © 2012 Pearson Education, Inc. Linear Equations in Linear Algebra SYSTEMS OF LINEAR EQUATIONS.
CpE- 310B Engineering Computation and Simulation Dr. Manal Al-Bzoor
Computational Methods in Physics PHYS 3437 Dr Rob Thacker Dept of Astronomy & Physics (MM-301C)
Fourier Interpolation. The Fourier Method of Interpolation is a way a interpolating data that uses combinations of sin( px ) and cos( px ) where p is.
Applied Discrete Mathematics Week 9: Relations
Efficiant polynomial interpolation algorithms
Taylor Series.
Bell Work: Find the values of all the unknowns: R T = R T T + T = 60 R = 3 R =
1 Preliminaries Precalculus Review I Precalculus Review II
ORDINARY DIFFERENTIAL EQUATION (ODE) LAPLACE TRANSFORM.
Interpolation. Interpolation is important concept in numerical analysis. Quite often functions may not be available explicitly but only the values of.
Example We can also evaluate a definite integral by interpretation of definite integral. Ex. Find by interpretation of definite integral. Sol. By the interpretation.
V. Space Curves Types of curves Explicit Implicit Parametric.
1 © 2010 Pearson Education, Inc. All rights reserved © 2010 Pearson Education, Inc. All rights reserved Chapter 9 Matrices and Determinants.
Chapter 8 With Question/Answer Animations 1. Chapter Summary Applications of Recurrence Relations Solving Linear Recurrence Relations Homogeneous Recurrence.
Curve-Fitting Regression
Division and Factors When we divide one polynomial by another, we obtain a quotient and a remainder. If the remainder is 0, then the divisor is a factor.
Continuing with Integrals of the Form: & Partial Fractions Chapter 7.3 & 7.4.
Karatsuba’s Algorithm for Integer Multiplication
Interpolation produces a function that matches the given data exactly. The function then can be utilized to approximate the data values at intermediate.
Elementary Linear Algebra Anton & Rorres, 9th Edition
Infinite Sequences and Series 8. Taylor and Maclaurin Series 8.7.
Applied Symbolic Computation1 Applied Symbolic Computation (CS 300) Karatsuba’s Algorithm for Integer Multiplication Jeremy R. Johnson.
Chapter 3 Determinants Linear Algebra. Ch03_2 3.1 Introduction to Determinants Definition The determinant of a 2  2 matrix A is denoted |A| and is given.
The Fast Fourier Transform and Applications to Multiplication
January 13, 2014 Multivariate Expressions and Equations.
Lecture 22 Numerical Analysis. Chapter 5 Interpolation.
1 EEE 431 Computational Methods in Electrodynamics Lecture 18 By Dr. Rasime Uyguroglu
1 Section 5.3 Linear Systems of Equations. 2 THREE EQUATIONS WITH THREE VARIABLES Consider the linear system of three equations below with three unknowns.
Chapter Integration of substitution and integration by parts of the definite integral.
Copyright ©2015 Pearson Education, Inc. All rights reserved.
Fourier Approximation Related Matters Concerning Fourier Series.
Solving a System of 3 Equations with 3 Unknowns. Breakdown Step 1 Labeling Step 2 Reduce to a 2 by 2 Step 3 Substitute Back In Step 4 Check Solution.
May 9, 2001Applied Symbolic Computation1 Applied Symbolic Computation (CS 680/480) Lecture 6: Multiplication, Interpolation, and the Chinese Remainder.
Completing the Square N-CN.7 Solve quadratic equations with real coefficients that have complex solutions. A-SSE.3 Choose and produce an equivalent form.
Chapter 2 The z-transform and Fourier Transforms The Z Transform The Inverse of Z Transform The Prosperity of Z Transform System Function System Function.
Lecture 9 Numerical Analysis. Solution of Linear System of Equations Chapter 3.
case study on Laplace transform
INTEGRATION & TECHNIQUES OF INTEGRATION
PROGRAMME F6 POLYNOMIAL EQUATIONS.
Polynomial + Fast Fourier Transform
Interpolation.
Polynomials and the FFT(UNIT-3)
DFT and FFT By using the complex roots of unity, we can evaluate and interpolate a polynomial in O(n lg n) An example, here are the solutions to 8 =
182A – Engineering Mathematics
Numerical Analysis Lecture 23.
MATH 174: Numerical Analysis
Approximation of Functions
Presentation transcript:

ON MULTIVARIATE POLYNOMIAL INTERPOLATION

Subject The purpose of this work is to provide the problem of Hermite-Lagrange multivariate polynomial interpolation and especially the computation of the inverse of a two variable polynomial matrix. We start the presentation stating some basic definitions for univariate case.

Interpolation polynomial in one variable Problem-Definitions Let be distinct points on which the values of , are known. Find a polynomial of degree which takes the same values as at the same points. Essentially we are looking for a polynomial which satisfies the below interpolation conditions for The points are called interpolation points and the interpolation polynomial of degree .

Existence and Uniqueness if interpolation polynomial Theorem: For any set of distinct points and the values , there is only one polynomial , which is satisfying for

Hermite-Lagrange polynomial interpolation in two variables Definitions and Hermite’s interpolation problem : We consider the Hermite’s interpolation problem for polynomials in two variables. The interpolation points are located in several circles centered at the origin and the interpolation matches preassigned data of function’s values and consecutive normal derivatives. When no derivative values are interpolated the problem is reduced to a Lagrange’s interpolation problem. The total degree of a polynomial , in two variables is defined by

Hermite-Lagrange polynomial interpolation in two variables A polynomial of total degree is of the form An interpolation problem is defined to be poised if it has a unique solution. Unlike the polynomial interpolation problem in one variable case, the Hermite or Lagrange interpolation problem in the multivariate case is not always poised. Normal Derivative: , For positive number, denote the circle of radius , centered at the origin by

Hermite-Lagrange polynomial interpolation in two variables Let denote the integer part of . Interpolation problem: Let (total degree) be a positive integer. Let and let be positive integers such that Denote by distinct points on the circle where ,

Hermite-Lagrange polynomial interpolation in two variables Then the interpolation problem has a unique solution for any preassigned data if the following interpolation conditions are satisfied, where If for all , then the problem becomes Lagrange on circles. If there is only one circle which we choose to be the unit and the problem becomes Hermite interpolation problem on the unit circle.

Hermite-Lagrange polynomial interpolation in two variables The most natural choice of interpolation points on the circle is the equidistant points, that is where , states that the equidistant points on different circles can differ by a rotation. Theorem: The Hermite interpolation problem based on the equidistant points is poised.

Hermite-Lagrange polynomial interpolation in two variables Example: Consider the two variable function . It is enough to select as positive integers such that . The only solutions to this problem are (Lagrange interpolation problem on 2 circles) and (Hermite interpolation problem on the unit circle) . If we consider the first case then we have the interpolation points for the first circle of radius ½ that gives

Hermite-Lagrange polynomial interpolation in two variables and for the second circle of radius 1 that gives The values of at the above equidistant gives Let the two-variable polynomial of order two with the same values at the interpolation points with .

Hermite-Lagrange polynomial interpolation in two variables Then by solving the system of equations we obtain that and thus

On the computation of the determinant of 2-D polynomial matrix Let be a two-variable polynomial matrix. For the evaluation of the determinant of the matrix we give the below algorithm. Algorithm: Step 1: Compute the upper bound n for the total degree of the determinant of . Let Then . Therefore is

On the computation of the determinant of 2-D polynomial matrix Step 2: Find the solution of equation, If , there is only one circle and the problem becomes the Hermite interpolation problem on the unit circle. If , for all , the problem becomes the Lagrange interpolation problem on circles. In all other cases we select λ circles , with radius . Step 3: Determine the n interpolations points, where and is a number independent of .

On the computation of the determinant of 2-D polynomial matrix Step 4: Apply the points on the interpolation conditions for where are preassigned data of the matrix at the points . Example: Consider the polynomial matrix Let denote the determinant of .

On the computation of the determinant of 2-D polynomial matrix Step 1: Compute the total degree n of . Let Then it is easy to determine the maximum degree in variable x (or y) of . , Therefore is of total degree , i.e. Step 2: Find the solution of equation for or equivalently

On the computation of the determinant of 2-D polynomial matrix Case 1: Let . Then and thus we have the Lagrange interpolation problem in circles, , for and . We choose , , . Step 3: Determine the interpolations points. Let the denote distinct points on the circles where and . We choose equidistant points, that is,

On the computation of the determinant of 2-D polynomial matrix Step 4: Construct the interpolation conditions. Because of the Lagrange’s interpolation, for all the points on the circles. That is, we only need to interpolate the determinant’s values and not it’s derivative values. Therefore the interpolation conditions become . To obtain the data we substitute the interpolation points on the matrix and for the each point we compute the determinant of the matrix. A system of 15 equations with 15 unknown follows from interpolation conditions. Using Mathematica the solution gives

On the computation of the determinant of 2-D polynomial matrix There are more 2 cases we can interpolate. The first one is where and . In that case we have interpolation points on two circles. For the second circle ( ) we have to interpolate not only determinant’s values but also determinant’s first derivative values. In order to evaluate these values we use the following formula where comes from taking partial derivatives in terms of x (or y) from the elements of the i-th series of .

On the computation of the determinant of 2-D polynomial matrix The second case is , that is, interpolation points on the unit circle on which we have to interpolate determinant’s values, determinant’s first and second derivative values. The second derivative values can arise by modifying the previous formula. Both the two cases give the same interpolation polynomial as case 1. For approaching the determinant of a two polynomial matrix we can also use methods based on Discrete Fourier Transform.

On the computation of the determinant of 2-D polynomial matrix Algorithm: Step 1: Compute , the maximum degree of x and y respectively, in the determinant of the matrix . Step 2: Calculate the number of the interpolation numbers from . Step 3: Determine the interpolation points, ; , , , Step 4: Apply the points on the matrix and compute the determinant at each point.

On the computation of the determinant of 2-D polynomial matrix Step 5: Use the inverse DFT in order to obtain the coefficients where , . Step 6: Compute the polynomial-determinant from the formula

Inversion of a 2-D polynomial matrix via interpolation Algorithm: Step 1: Interpolate the determinant of the matrix using Hermite- Lagrange interpolation. Step 2: Interpolate the . Step 2.1: Evaluate the on the interpolation points we used for the determinant’s interpolation using the formula Step 2.2: Construct the interpolation conditions for each element of . We use the same form of polynomials as we used on determinant’s interpolation. Step 3: Compute the inverse from the following formula