Numerical analysis: Difference between revisions

Revision as of 10:47, 11 May 2004

Revision as of 21:26, 11 May 2004

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===Interpolation, extrapolation and regression===

[[Interpolation]] solves the following problem: given the value of some unknown function at a number of points, what value does that function have at some other point between the given points? A very simple method is to use [[linear interpolation]], which assumes that the unknown function is linear between every pair of successive points. This can be generalized to [[polynomial interpolation]], which is sometimes more accurate but suffers from [[Runge's phenomenon]]. Other interpolation methods use localized functions like [[spline (mathematics)|spline]]s or [[wavelet]]s.

[[Extrapolation]] is very similar to interpolation, except that now we want to find the value of the unknown function at a point which is outside the given points.