T. Popoviciu, Sur la délimitation de l’erreur dans l’approximation des racines d’une équation par interpolation linéaire ou quadratique, Rev. Roumaine Math. Pures Appl., 13 (1968), pp. 75-78 (in French)
1968 b -Popoviciu- Rev. Roum. Math. Pures Appl. - On the delimitation of the error in the approximation
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ON THE DELIMITATION OF THE ERROR IN THE APPROXIMATION OF THE ROOTS OF AN EQUATION BY LINEAR OR QUADRATIC INTERPOLATION
by
TIBERIU POPOVICIU
We first specify the delimitation of the error given by AM OSTROWSKI
[1] in the approximation of the roots of an equation by linear interpolation.
We also give an analogous result in the case of quadratic interpolation.
Consider a real functionf=f(x)f=f(x), defined and continuous on an intervalIIof non-zero length. We will designate by z a root of the equation
f(x)=0f(x)=0
We will designate by[x_(1)^('),x_(2)^('),dots,x_(n+1)^(');f]\left[x_{1}^{\prime}, x_{2}^{\prime}, \ldots, x_{n+1}^{\prime}; f\right]the divided difference (of ordernn) AndpparL(x_(1)^('),x_(2)^('),dots,x_(n+1)^(');f∣x)=[x_(1)^('),x_(2)^('),dots,x_(n+1)^(');f]x^(n)+dotsL\left(x_{1}^{\prime}, x_{2}^{\prime}, \ldots, x_{n+1}^{\prime}; f \mid x\right)=\left[x_{1}^{\prime}, x_{2}^{\prime}, \ldots, x_{n+1}^{\prime} ; f\right] x^{n}+\ldots; the Lagrange-Hermite interpolation polynomial on the knotsx_(1)^(')x_{1}^{\prime},x_(2)^('),dots,x_(n)^(')x_{2}^{\prime}, \ldots, x_{n}^{\prime}which are not necessarily distinct. When the nodes are not distinct, the successive derivatives of the function also intervene in the divided difference and in the corresponding interpolation polynomialff, according to well-known rules.
2. Letx_(1),x_(2)x_{1}, x_{2}points ofIIAndyythe root of the Lagrange-Hermite polynomialL(x_(1),x_(2);f∣x)L\left(x_{1}, x_{2}; f \mid x\right)Let us propose to delimit the errorzyzyof approximationyythus calculated fromzz, by doing on the functionffsome suitable assumptions.
OfL(x_(1),x_(2);f∣y)=f(z)=0L\left(x_{1}, x_{2} ; f \mid y\right)=f(z)=0and from the well-known expression of the rest of the Lagrange-Hermite interpolation formula, we deduce that
(2)
{:[L(x_(1),x_(2);f∣y)-L(x_(1),x_(2);f∣z)=],[=f(z)-L(x_(1),x_(2);f∣z)=[x_(1),x_(2),z;f](z-x_(1))(z-x_(2))]:}\begin{gathered} L\left(x_{1}, x_{2} ; f \mid y\right)-L\left(x_{1}, x_{2} ; f \mid z\right)= \\ =f(z)-L\left(x_{1}, x_{2} ; f \mid z\right)=\left[x_{1}, x_{2}, z ; f\right]\left(z-x_{1}\right)\left(z-x_{2}\right) \end{gathered}
REV. ROUM. MATH. PURE AND APPL., VOLUME XIII, NO 1. p. 75-78, BUCHAREST, 1968
But
L(x_(1),x_(2);f∣y)-L(x_(1),x_(2);f∣z)=[x_(1),x_(2);f](yz)L\left(x_{1}, x_{2}; f \mid y\right)-L\left(x_{1}, x_{2}; f \mid z\right)=\left[x_{1}, x_{2}; f\right](yz)
Orxi\xirespectivelyxi_(1)\xi_{1}, is (whenx_(1)!=x_(2)x_{1} \neq x_{2}) inside the smallest interval containing the pointsx_(1),x_(2)x_{1}, x_{2}respectively the pointsx_(1),x_(2),zx_{1}, x_{2}, z. If therefore the derivativef^(')f^{\prime}offfdoes not cancel onII(more generally within the smallest interval containing the pointsx_(1),x_(2)x_{1}, x_{2}, or onx_(1)x_{1}ifx_(1)=x_(2)x_{1}=x_{2}), we deduce from this
for all groups of 3 distinct pointsx_(1)^('),x_(2)^('),x_(3)^(')x_{1}^{\prime}, x_{2}^{\prime}, x_{3}^{\prime}ofII. The functionffthen has a continuous derivative, is strictly monotone and is convex or concave onII. So if the function changes sign, the rootzzexists and is unique. The point y belongs to the smallest interval containing the pointsx_(1),x_(2)x_{1}, x_{2}, z iff(x_(1))f(x_(2)) < 0f\left(x_{1}\right) f\left(x_{2}\right)<0, or if the pointx_(1)=x_(2)x_{1}=x_{2}is on a suitable side ofzz.
From (4) we then deduce the following delimitations of the errorz-yz-yof approximationyyofzz,
The coefficients(m_(2))/(M_(1)),(M_(2))/(m_(1))\frac{m_{2}}{M_{1}}, \frac{M_{2}}{m_{1}}of these delimitations are, in general, better than(m_(2)m_(1)^(2))/(M_(1)^(3)),(M_(2)M_(1)^(2))/(m_(1)^(3))\frac{m_{2} m_{1}^{2}}{M_{1}^{3}}, \frac{M_{2} M_{1}^{2}}{m_{1}^{3}}found by AM Ostrowski [1].
4. We propose to obtain an analogous result by considering an interpolation polynomial on 3 nodes.
Suppose that the functionffbe continuous, strictly monotonic and have a rootzzwithin the intervalII. Let us consider three pointsx_(1),x_(2),x_(3)in Ix_{1}, x_{2}, x_{3} \in I, not all combined, such asx_(1) <= x_(2) <= x_(3),x_(1) < z < x_(3)x_{1} \leqq x_{2} \leqq x_{3}, x_{1}<z<x_{3}. Then the Lagrange-Hermite polynomialL(x_(1),x_(2),x^(2)*f+x)L\left(x_{1}, x_{2}, x^{2} \cdot f+x\right)hasy^(')y^{\prime}(and only one) on the interval (x_(1),x_(3)x_{1}, x_{3}). If we please wanderL(x_(1),x_(2),x_(3);f∣x)=L(x)L\left(x_{1}, x_{2}, x_{3} ; f \mid x\right)=L(x), the formula, analysis and momentL(x_(1),x_(2),x_(3),j∣x)=L\left(x_{1}, x_{2}, x_{3}, j \mid x\right)=
{:(6)L(y^('))-L(z)=[x_(1),x_(2),x_(3),z;f](z-x_(1))(z-x_(2))(z-x_(3)):}\begin{equation*}
L\left(y^{\prime}\right)-L(z)=\left[x_{1}, x_{2}, x_{3}, z ; f\right]\left(z-x_{1}\right)\left(z-x_{2}\right)\left(z-x_{3}\right) \tag{6}
\end{equation*}
will be used for error delimitationz-y^(')z-y^{\prime}of approximationy^(')y^{\prime}ofzz.
IfL(y^('))!=L(z)L\left(y^{\prime}\right) \neq L(z)from (6) it follows that
{:(7)z-y^(')=-([x_(1),x_(2),x_(3),z;f])/([y^('),z;L])(z-x_(1))(z-x_(2))(z-x_(3)):}\begin{equation*}
z-y^{\prime}=-\frac{\left[x_{1}, x_{2}, x_{3}, z ; f\right]}{\left[y^{\prime}, z ; L\right]}\left(z-x_{1}\right)\left(z-x_{2}\right)\left(z-x_{3}\right) \tag{7}
\end{equation*}
To go further, let us note that the derivativeL^(')(x)L^{\prime}(x)being of degree 1 andy^('),z in(x_(1),x_(3))y^{\prime}, z \in\left(x_{1}, x_{3}\right)the divided difference[y^('),z;L]\left[y^{\prime}, z ; L\right]is betweenL^(')(x_(1))L^{\prime}\left(x_{1}\right)AndL^(')(x_(3))L^{\prime}\left(x_{3}\right).
for any group of 4 distinct pointsx_(1)^('),x_(2)^('),x_(3)^('),x_(4)^(')x_{1}^{\prime}, x_{2}^{\prime}, x_{3}^{\prime}, x_{4}^{\prime}ofIIand thatM_(1) < 2m_(1)M_{1}<2 m_{1}.
From the first condition (9) it follows that the divided difference [x_(1)^('),x_(2)^(');fx_{1}^{\prime}, x_{2}^{\prime} ; f] is of invariable sign (otherwise it would also cancel itself out, which is impossible). We therefore have, either0 < m_(1) <= [x_(1)^('),x_(2)^(');f] <= M_(1)0<m_{1} \leqq\left[x_{1}^{\prime}, x_{2}^{\prime} ; f\right] \leqq M_{1}for everythingx_(1)^('),x_(2)^(')in Ix_{1}^{\prime}, x_{2}^{\prime} \in Ior else-M_(1) <= [x_(1)^('),x_(2)^(');f] <= -m_(1) < 0-M_{1} \leqq\left[x_{1}^{\prime}, x_{2}^{\prime} ; f\right] \leqq-m_{1}<0for everythingx_(1)^(')x_{1}^{\prime},x_(2)^(')in Ix_{2}^{\prime} \in I.
From (8) it follows that0 < 2m_(1)-M_(1)=min(m_(1),2m_(1)-M_(1))≦≦|L^(')(x_(1))|,|L^(')(x_(3))| <= max(M_(1),2M_(1)-m_(1)) <= 2M_(1)-m_(1)0<2 m_{1}-M_{1}=\min \left(m_{1}, 2 m_{1}-M_{1}\right) \leqq \leqq\left|L^{\prime}\left(x_{1}\right)\right|,\left|L^{\prime}\left(x_{3}\right)\right| \leqq \max \left(M_{1}, 2 M_{1}-m_{1}\right) \leqq 2 M_{1}-m_{1}and the formula.
(7) gives us the delimitation