Fiveable

🔢Numerical Analysis I Unit 8 Review

QR code for Numerical Analysis I practice questions

8.2 Hermite Polynomial Construction

🔢Numerical Analysis I
Unit 8 Review

8.2 Hermite Polynomial Construction

Written by the Fiveable Content Team • Last updated September 2025
Written by the Fiveable Content Team • Last updated September 2025
🔢Numerical Analysis I
Unit & Topic Study Guides

Hermite polynomial construction takes interpolation to the next level. It's not just about matching function values anymore – we're also nailing those derivative values at each point. This gives us a smoother, more accurate fit.

Building these polynomials involves some clever math tricks. We combine Lagrange polynomials with their derivatives, creating basis functions that perfectly capture both the function and its slope at each point. It's like giving our interpolation superpowers!

Hermite basis functions

Construction and properties

  • Hermite interpolation extends polynomial interpolation incorporating both function values and derivative values at interpolation points
  • Hermite basis functions combine Lagrange basis polynomials and their derivatives
  • Two basis functions required for each interpolation point function value and derivative value
  • Basis functions satisfy specific conditions at interpolation points ensuring interpolation property
  • General form involves squared Lagrange basis polynomials and their derivatives
  • Construction process manipulates polynomials ensuring orthogonality and proper interpolation properties
  • Efficient algorithms (barycentric form) compute Hermite basis functions with improved numerical stability

Mathematical formulation

  • Lagrange basis polynomials form foundation of Hermite basis functions
  • For n+1 interpolation points, 2n+2 Hermite basis functions constructed
  • Hermite basis functions for function values denoted as H2i(x)H_{2i}(x)
  • Hermite basis functions for derivative values denoted as H2i+1(x)H_{2i+1}(x)
  • General form of Hermite basis functions:
    • H2i(x)=[12(xxi)Li(xi)]Li2(x)H_{2i}(x) = [1 - 2(x - x_i)L'_i(x_i)]L_i^2(x)
    • H2i+1(x)=(xxi)Li2(x)H_{2i+1}(x) = (x - x_i)L_i^2(x)
  • Li(x)L_i(x) represents Lagrange basis polynomial for i-th interpolation point
  • Li(x)L'_i(x) denotes derivative of Lagrange basis polynomial

Hermite interpolation coefficients

Coefficient computation

  • Coefficients determined by function values and derivative values at interpolation points
  • Hermite interpolation polynomial expressed as linear combination of basis functions and coefficients
  • Coefficients for function values obtained directly from given data points
  • Coefficients for derivative values require additional computation involving derivative of Lagrange basis polynomials
  • Matrix methods employed to solve for coefficients in system of linear equations
  • Numerical stability considerations important especially for higher-degree interpolations
  • Efficient algorithms (divided differences for Hermite interpolation) compute coefficients with reduced computational complexity

Mathematical representation

  • Hermite interpolation polynomial expressed as: H(x)=i=0n[f(xi)H2i(x)+f(xi)H2i+1(x)]H(x) = \sum_{i=0}^n [f(x_i)H_{2i}(x) + f'(x_i)H_{2i+1}(x)]
  • f(xi)f(x_i) represents function values at interpolation points
  • f(xi)f'(x_i) denotes derivative values at interpolation points
  • Coefficients for function values: a2i=f(xi)a_{2i} = f(x_i)
  • Coefficients for derivative values: a2i+1=f(xi)a_{2i+1} = f'(x_i)
  • System of linear equations formed to solve for coefficients: [H0(x0)H1(x0)H2n+1(x0)H0(x1)H1(x1)H2n+1(x1)H0(xn)H1(xn)H2n+1(xn)][a0a1a2n+1]=[f(x0)f(x1)f(xn)]\begin{bmatrix} H_{0}(x_0) & H_{1}(x_0) & \cdots & H_{2n+1}(x_0) \\ H_{0}(x_1) & H_{1}(x_1) & \cdots & H_{2n+1}(x_1) \\ \vdots & \vdots & \ddots & \vdots \\ H_{0}(x_n) & H_{1}(x_n) & \cdots & H_{2n+1}(x_n) \end{bmatrix} \begin{bmatrix} a_0 \\ a_1 \\ \vdots \\ a_{2n+1} \end{bmatrix} = \begin{bmatrix} f(x_0) \\ f(x_1) \\ \vdots \\ f(x_n) \end{bmatrix}

Hermite interpolation implementation

Algorithm development

  • Choose programming language or mathematical software supporting polynomial manipulation and numerical computations (Python, MATLAB)
  • Implement functions constructing Hermite basis polynomials for given interpolation points
  • Develop algorithms computing coefficients of Hermite interpolation polynomial efficiently
  • Create function evaluating Hermite interpolation polynomial at arbitrary points within interpolation interval
  • Implement error handling and input validation ensuring robust and reliable interpolation algorithms
  • Optimize code for performance considering numerical stability and computational efficiency
  • Incorporate visualization techniques displaying interpolation results and comparing with original function

Code structure and functionality

  • Define data structures representing interpolation points, function values, and derivative values
  • Implement function generating Lagrange basis polynomials and their derivatives
  • Create function constructing Hermite basis functions using Lagrange polynomials
  • Develop function computing coefficients of Hermite interpolation polynomial
  • Implement main interpolation function combining basis functions and coefficients
  • Add error estimation function calculating interpolation error at arbitrary points
  • Create visualization function plotting original function, interpolation points, and interpolated curve

Hermite polynomial evaluation

Evaluation process

  • Understand mathematical form of Hermite interpolation polynomial as sum of basis functions multiplied by respective coefficients
  • Implement function taking interpolation points, function values, derivative values, and evaluation point as inputs
  • Compute values of Hermite basis functions at evaluation point using constructed basis polynomials
  • Calculate weighted sum of basis function values multiplied by corresponding coefficients obtaining interpolated value
  • Consider numerical stability issues when evaluating polynomial (high-degree interpolations, points far from interpolation nodes)
  • Implement error estimation techniques assessing accuracy of interpolated values at arbitrary points
  • Compare interpolated values with true function values (if available) analyzing performance of Hermite interpolation method

Practical considerations

  • Use Horner's method for efficient polynomial evaluation reducing computational complexity
  • Implement barycentric form of Hermite interpolation for improved numerical stability
  • Consider using Chebyshev nodes as interpolation points minimizing Runge's phenomenon
  • Implement adaptive interpolation techniques adjusting degree based on desired accuracy
  • Analyze interpolation error using error bounds and convergence rates
  • Compare Hermite interpolation with other interpolation methods (spline interpolation, Lagrange interpolation)
  • Explore applications of Hermite interpolation in numerical integration and differential equations