第七章:插值与拟合
视频推荐:https://www.bilibili.com/video/BV1GA411q7xx?p=1
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求一个次数不超过3的多项式 H 3 ( x ) H_3(x) H3(x),满足下列插值条件
x 1 2 3 f ( x ) 2 4 12 f ′ ( x ) 3 \left. \begin{array} { | c | c | c | c | } \hline x & { 1 } & { 2 } & { 3 } \\ \hline {f ( x )} & { 2 } & { 4 } & { 12 } \\ \hline f ^ { \prime } ( x ) & { } & { 3 } & { } \\ \hline \end{array} \right. xf(x)f′(x)12243312,并写出其余项的表达式。
待定系数法:
令: f ( x ) = a 0 + a 1 x + a 2 x 2 + a 3 x 3 f(x)=a_{0}+a_{1} x+a_{2} x^{2}+a_{3} x^{3} f(x)=a0+a1x+a2x2+a3x3
x = 1 x=1 x=1时:
a 0 + a 1 + a 2 + a 3 = 2 a_{0}+a_{1}+a_{2}+a_{3}=2 a0+a1+a2+a3=2
x = 2 x=2 x=2时:
a 0 + 2 a 1 + 4 a 2 + 8 a 3 = 4 a_{0}+2a_{1}+4a_{2}+8a_{3}=4 a0+2a1+4a2+8a3=4
x = 3 x=3 x=3时:
a 0 + 3 a 1 + 9 a 2 + 27 a 3 = 12 a_{0}+3a_{1}+9a_{2}+27a_{3}=12 a0+3a1+9a2+27a3=12
f ′ ( x ) x = 2 a 1 + 4 a 2 + 12 a 3 = 3 f^{\prime}(x) \quad x=2 \quad \\a_{1}+4 a_{2}+12 a_{3}=3 f′(x)x=2a1+4a2+12a3=3
解: ( 1 1 1 1 2 1 2 4 8 4 1 3 9 27 12 0 1 4 12 3 ) \left(\begin{matrix} 1 & 1 & 1 & 1 & 2 \\ 1 & 2 & 4 & 8 & 4 \\ 1 & 3 & 9 & 27 & 12 \\ 0 & 1 & 4 & 12 & 3 \end{matrix}\right) ⎝⎜⎜⎛11101231149418271224123⎠⎟⎟⎞.
求得: f ( x ) = − 6 + 15 x − 9 x 2 + 2 x 3 {f ( x )} = - 6 + 15 x - 9 x ^ { 2 } + 2 x ^ { 3 } f(x)=−6+15x−9x2+2x3
上面的方法计算量太大而不可取,常用下面的方法:
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利用插值法加待定系数法: https://www.bilibili.com/video/av92042988/
**插值法:**设 p 2 ( x ) p_{2}(x) p2(x) 满足 p 2 ( 1 ) = 2 , p 2 ( 2 ) = 4 , p 2 ( 3 ) = 12 , p_{2}(1)=2, p_{2}(2)=4, p_{2}(3)=12, p2(1)=2,p2(2)=4,p2(3)=12, 则 p 2 ( x ) = 3 x 2 − 7 x + 6 p_{2}(x)=3 x^{2}-7 x+6 p2(x)=3x2−7x+6
再设 p 3 ( x ) = p 2 ( x ) + K ( x − 1 ) ( x − 2 ) ( x − 3 ) p_{3}(x)=p_{2}(x)+K(x-1)(x-2)(x-3) p3(x)=p2(x)+K(x−1)(x−2)(x−3)由导数的条件求得:
K = 2 p 3 ( x ) = 2 x 3 − 9 x 2 + 15 x − 6 \begin{array}{c} K=2 \\ p_{3}(x)=2 x^{3}-9 x^{2}+15 x-6 \end{array} K=2p3(x)=2x3−9x2+15x−6
余项:(2) R 3 ( x ) = 1 4 ! f ( 4 ) ( ξ ) ( x − 1 ) ( x − 2 ) 2 ( x − 3 ) R_{3}(x)=\frac{1}{4 !} f^{(4)}(\xi)(x-1)(x-2)^{2}(x-3) R3(x)=4!1f(4)(ξ)(x−1)(x−2)2(x−3).
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(1)简述用最小二乘法构造拟合曲线的原理
(2)按最小二乘原理,求解矛盾方程组{ x 1 + 2 x 2 = 5 2 x 1 + x 2 = 6 x 1 + x 2 = 4 \left\{ \begin{array} { l } { x _ { 1 } + 2 x _ { 2 } = 5 } \\ { 2 x _ { 1 } + x _ { 2 } = 6 } \\ { x _ { 1 } + x _ { 2 } = 4 } \end{array} \right. ⎩⎨⎧x1+2x2=52x1+x2=6x1+x2=4.
(1)最小二乘法是一种数学优化算法。它通过最小化误差的平方和寻找数据的最佳函数匹配。利用最小二乘法可以通过样本求得未知的数据,并使得这些求得的数据与实际数据之间误差的平方和为最小。
R = ∥ Q ( x ) − Y ∥ 2 2 R = \| Q ( x ) - Y \| _ { 2 } ^ { 2 } R=∥Q(x)−Y∥22.
当上式寻找到最小值时,找到的函数为最佳函数,即为所求的拟合曲线。
(2)
x 1 + 2 x 2 = 5 x_{1}+2 x_{2}=5 x1+2x2=5
2 x 1 + x 2 = 6 2 x_{1}+x_{2}=6 2x1+x2=6. => ( 1 2 2 1 1 1 ) ( x 1 x 2 ) = ( 5 6 4 ) \left( \begin{array} { l l } { 1 } & { 2 } \\ { 2 } & { 1 } \\ { 1 } & { 1 } \end{array} \right) \left( \begin{array} { l } { x _ { 1 } } \\ { x _ { 2 } } \end{array} \right) = \left( \begin{array} { l } { 5 } \\ { 6 } \\ { 4 } \end{array} \right) ⎝⎛121211⎠⎞(x1x2)=⎝⎛564⎠⎞.
x 1 + x 2 = 4 x_{1}+x_{2}=4 x1+x2=4 法方程: A T A X = A T b A^TAX=A^Tb ATAX=ATb
( 1 2 1 2 1 1 ) ( 1 2 2 1 1 1 ) ( x 1 x 2 ) \left( \begin{array} { l l l } { 1 } & { 2 } & { 1 } \\ { 2 } & { 1 } & { 1 } \end{array} \right) \left( \begin{array} { l l } { 1 } & { 2 } \\ { 2 } & { 1 } \\ { 1 } & { 1 } \end{array} \right) \left( \begin{array} { l } { x _ { 1 } } \\ { x _ { 2 } } \end{array} \right) (122111)⎝⎛121211⎠⎞(x1x2) = ( 1 2 1 2 1 1 ) ( 5 6 4 ) \left( \begin{array} { l l l } { 1 } & { 2 } & { 1 } \\ { 2 } & { 1 } & { 1 } \end{array} \right) \left( \begin{array} { l } { 5 } \\ { 6 } \\ { 4 } \end{array} \right) (122111)⎝⎛564⎠⎞.
( 6 5 5 6 ) ( x 1 x 2 ) = ( 21 20 ) \left( \begin{array} { c c } { 6 } & { 5 } \\ { 5 } & { 6 } \end{array} \right) \left( \begin{array} { l } { x _ { 1 } } \\ { x _ { 2 } } \end{array} \right) = \left( \begin{array} { c } { 21 } \\ { 20 } \end{array} \right) (6556)(x1x2)=(2120) => ( x 1 x 2 ) = ( 26 11 15 11 ) \left( \begin{array} { l } { x _ { 1 } } \\ { x _ { 2 } } \end{array} \right) = \left( \begin{array} { c } { \frac{26}{11} } \\ { \frac { 15 } { 11 } } \end{array} \right) (x1x2)=(11261115)