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Linear Interpolation Explained

This document discusses linear interpolation, which is a method for estimating values within a range from two known data points. Specifically, it explains that linear interpolation involves drawing a straight line between two known points and using the line's slope to estimate unknown values within the range. It provides the formula for calculating linearly interpolated values based on the relative distances between the known and unknown points.

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90 views2 pages

Linear Interpolation Explained

This document discusses linear interpolation, which is a method for estimating values within a range from two known data points. Specifically, it explains that linear interpolation involves drawing a straight line between two known points and using the line's slope to estimate unknown values within the range. It provides the formula for calculating linearly interpolated values based on the relative distances between the known and unknown points.

Uploaded by

atoker11
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Linear interpolation between two known points

Given the two red points, the blue line is the linear interpolant between the points, and the value y at x may be found by linear interpolation.

If the two known points are given by the coordinates and , the linear interpolant is the straight line between these points. For a value x in the interval , the value y along the straight line is given from the equation

which can be derived geometrically from the figure on the right. It is a special case of polynomial interpolation with n = 1. Solving this equation for y, which is the unknown value at x, gives

which is the formula for linear interpolation in the interval . Outside this interval, the formula is identical to linear extrapolation. This formula can also be understood as a weighted average. The weights are inversely related to the distance from the end points to the unknown point; the closer point has more influence than the farther point. Thus, the weights are

and , which are normalized distances between the unknown point and each of the end points.

Linear extrapolation A sound choice of which extrapolation method to apply relies on a prior knowledge of the process that created the existing data points. Crucial questions are for example if the data can be assumed to be continuous, smooth, possibly periodic etc. Extrapolation means creating a tangent line at the end of the known data and extending it beyond as that limit. Linear extrapolation will only provide good results when used to extend the graph of an approximately linear function or not too far beyond the known data. If the two data points nearest the point x * to be extrapolated are (xk 1,yk 1) and (xk,yk), linear extrapolation gives the function:

(which is identical to linear interpolation if xk 1 < x * < xk). It is possible to

include more than two points, and averaging the slope of the linear interpolant, by regression-like techniques, on the data points chosen to be included. This is similar to linear prediction. SEE ALSO [Link] [Link]

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