Thiele's interpolation formula
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In mathematics, Thiele's interpolation formula is an interpolation formula for a function. It is expressed as a continued fraction, where ρ represents the reciprocal difference:
Here is a version of Thiele interpolation in Algol 68:
¢ The MODE of lx and ly here should really be a UNION of "something REAL" and "something SYMBOLIC" ... ¢ PROC thiele:=([]REAL lx,ly, REAL x) REAL: BEGIN []REAL xx=lx[@1],yy=ly[@1]; INT n=UPB xx; IF UPB yy=n THEN ¢ Assuming that the values of xx are distinct ... ¢ [0:n-1,1:n]REAL p; p[0,]:=yy[]; FOR i TO n-1 DO p[1,i]:=(xx[i]-xx[1+i])/(p[0,i]-p[0,1+i]) OD; FOR i FROM 2 TO n-1 DO FOR j TO n-i DO p[i,j]:=(xx[j]-xx[j+i])/(p[i-1,j]-p[i-1,j+1])+p[i-2,j+1] OD OD; REAL a:=0; FOR i FROM n-1 BY -1 TO 2 DO a:=(x-xx[i])/(p[i,1]-p[i-2,1]+a) OD; y[1]+(x-xx[1])/(p[1,1]+a) ELSE error ¢ Unequal length arrays supplied ¢ FI END;
Note that, although it works in most cases, it is sensitive to input values, especially those due to equally spaced abscissæ. (Essentially, in such a case, it may reduce to the ratio of two polynomials, which may have factors in common - thus yielding a 0/0 form.)
[edit] Reference
- Eric W. Weisstein, Thiele's Interpolation Formula at MathWorld.