• An introduction to numerical analysis theorem 6.3 :Hermite Interpolation Theorem


    Let $n\geq 0$,and suppose that $x_i$,$i=0,\cdots,n$ are distinct real numbers.Then,given two sets of real numbers $y_i,i=0,\cdots,n$,and $z_i,i=0,\cdots,n$,there is a unique polynomial $p_{2n+1}$ in $\mathcal{P}_{2n+1}$such that

    \begin{equation}
    p_{2n+1}(x_i)=y_i,p'_{2n+1}(x_i)=z_i,i=0,\cdots,n
    \end{equation}


    Proof:Let the polynomial be in the form of

    \begin{equation}
    a_{2n+1}x^{2n+1}+a_{2n}x^{2n}+\cdots+a_1x+a_0
    \end{equation}


    Then
    \begin{align*}
    \begin{cases}
    a_{2n+1}x_0^{2n+1}+a_{2n}x_0^{2n}+\cdots+a_1x_0+a_0=y_0\\
    \vdots\\
    a_{2n+1}x_n^{2n+1}+a_{2n}x_n^{2n}+\cdots+a_1x_n+a_0=y_0\\
    \end{cases}
    \end{align*}
    And
    \begin{align*}
    \begin{cases}
    (2n+1)a_{2n+1}x_0^{2n}+2na_{2n}x_0^{2n-1}+\cdots+a_1+0\cdot a_0=z_0\\
    \vdots\\
    (2n+1)a_{2n+1}x_n^{2n}+2na_{2n}x_n^{2n-1}+\cdots+a_1+0\cdot a_0=z_n\\
    \end{cases}
    \end{align*}
    Now we see the determinant
    \begin{equation}
    \begin{vmatrix}
    x_0^{2n+1}&x_0^{2n}&\cdots&x_0&1\\
    x_1^{2n+1}&x_1^{2n}&\cdots&x_1&1\\
    \vdots&\vdots&\cdots&\vdots\\
    x_n^{2n+1}&x_n^{2n}&\cdots&x_n&1\\
    (2n+1)x_0^{2n}&2nx_0^{2n-1}&\cdots&1&0\\
    \vdots&\vdots&\cdots&\vdots&\cdots\\
    (2n+1)x_n^{2n}&2nx_n^{2n-1}&\cdots&1&0\\
    \end{vmatrix}
    \end{equation}
    Now we prove that this determinant is nonzero.We first study some concret examples.



    When $n=0$,the determinant is
    \begin{equation}
    \det \begin{pmatrix}
    x_0^1&1\\
    1&0\\
    \end{pmatrix}
    \end{equation}
    Which is equal to $-1$.When $n=1$,the determinant is

    \begin{equation}
    \det \begin{pmatrix}
    x_0^3&x_0^2&x_0&1\\
    x_1^3&x_1^2&x_1&1\\
    3x_0^2&2x_0&1&0\\
    3x_1^2&2x_1&1&0\\
    \end{pmatrix}
    \end{equation}
    This determinant is equal to
    \begin{equation}
    \det \begin{pmatrix}
    x_0&1&x_0^3&x_0^2\\
    x_1&1&x_1^3&x_1^2\\
    1&0&3x_0^2&2x_0\\
    1&0&3x_1^2&2x_1\\
    \end{pmatrix}
    \end{equation}
    We know that
    \begin{equation}
    \begin{pmatrix}
    x_0&1\\
    x_1&1\\
    \end{pmatrix}
    \end{equation}
    is invertible,so
    \begin{align*}
    \det \begin{pmatrix}
    x_0&1&x_0^3&x_0^2\\
    x_1&1&x_1^3&x_1^2\\
    1&0&3x_0^2&2x_0\\
    1&0&3x_1^2&2x_1\\
    \end{pmatrix}=\det \begin{pmatrix}
    x_0&1\\
    x_1&1\\
    \end{pmatrix}\det \left[ \begin{pmatrix}
    3x_0^2&2x_0\\
    3x_1^2&2x_1\\
    \end{pmatrix}-\begin{pmatrix}
    1&0\\
    1&0\\
    \end{pmatrix}\begin{pmatrix}
    x_0&1\\
    x_1&1\\
    \end{pmatrix}^{-1}\begin{pmatrix}
    x_0^3&x_0^2\\
    x_1^3&x_1^2\\
    \end{pmatrix}\right]
    \end{align*}
    \begin{equation}
    \begin{pmatrix}
    x_0&1\\
    x_1&1\\
    \end{pmatrix}^{-1}=\frac{1}{x_0-x_1}\begin{pmatrix}
    1&-1\\
    -x_1&x_0\\
    \end{pmatrix}
    \end{equation}


    \begin{equation}
    \begin{pmatrix}
    1&0\\
    1&0\\
    \end{pmatrix}\begin{pmatrix}
    1&-1\\
    -x_1&x_0\\
    \end{pmatrix}=\begin{pmatrix}
    1&-1\\
    1&-1\\
    \end{pmatrix}
    \end{equation}

    \begin{equation}
    \begin{pmatrix}
    1&-1\\
    1&-1\\
    \end{pmatrix} \begin{pmatrix}
    x_0^3&x_0^2\\
    x_1^3&x_1^2\\
    \end{pmatrix}=\begin{pmatrix}
    x_0^3-x_1^3&x_0^2-x_1^2\\
    x_0^3-x_1^3&x_0^2-x_1^2\\
    \end{pmatrix}
    \end{equation}
    so we just need to consider
    \begin{equation}
    \begin{pmatrix}
    3x_0^2&2x_0\\
    3x_1^2&2x_1\\
    \end{pmatrix}-\begin{pmatrix}
    x_0^2+x_1^2+x_0x_1&x_0+x_1\\
    x_0^2+x_1^2+x_0x_1&x_0+x_1\\
    \end{pmatrix}=\begin{pmatrix}
    2x_0^2-x_1^2-x_0x_1&x_0-x_1\\
    2x_1^2-x_0^2-x_0x_1&x_1-x_0\\
    \end{pmatrix}
    \end{equation}
    so we just need to consider
    \begin{equation}
    \det \begin{pmatrix}
    2x_0^2-x_1^2-x_0x_1&x_0-x_1\\
    2x_1^2-x_0^2-x_0x_1&x_1-x_0\\
    \end{pmatrix}=(x_0-x_1)^2(x_1-x_0)
    \end{equation}
    So

    \begin{equation}
    \det \begin{pmatrix}
    x_0^3&x_0^2&x_0&1\\
    x_1^3&x_1^2&x_1&1\\
    3x_0^2&2x_0&1&0\\
    3x_1^2&2x_1&1&0\\
    \end{pmatrix}=-(x_0-x_1)^4
    \end{equation}

    When $n=2$,the determinant is

    \begin{equation}
    \det\begin{pmatrix}
    x_0^5&x_0^4&x_0^3&x_0^2&x_0&1\\
    x_1^5&x_1^4&x_1^3&x_1^2&x_1&1\\
    x_2^5&x_2^4&x_2^3&x_2^2&x_2&1\\
    5x_0^4&4x_0^3&3x_0^2&2x_0&1&0\\
    5x_1^4&4x_1^3&3x_1^2&2x_1&1&0\\
    5x_2^4&4x_2^3&3x_2^2&2x_2&1&0\\
    \end{pmatrix}
    \end{equation}
    By using mathematica,it is easy to see that


    \begin{equation}
    \det\begin{pmatrix}
    x_0^5&x_0^4&x_0^3&x_0^2&x_0&1\\
    x_1^5&x_1^4&x_1^3&x_1^2&x_1&1\\
    x_2^5&x_2^4&x_2^3&x_2^2&x_2&1\\
    5x_0^4&4x_0^3&3x_0^2&2x_0&1&0\\
    5x_1^4&4x_1^3&3x_1^2&2x_1&1&0\\
    5x_2^4&4x_2^3&3x_2^2&2x_2&1&0\\
    \end{pmatrix}=(x_0-x_1)^4(x_0-x_2)^4(x_1-x_2)^4
    \end{equation}


    Now we prove that


    \begin{equation}
    \begin{vmatrix}
    x_0^{2n+1}&x_0^{2n}&\cdots&x_0&1\\
    x_1^{2n+1}&x_1^{2n}&\cdots&x_1&1\\
    \vdots&\vdots&\cdots&\vdots\\
    x_n^{2n+1}&x_n^{2n}&\cdots&x_n&1\\
    (2n+1)x_0^{2n}&2nx_0^{2n-1}&\cdots&1&0\\
    \vdots&\vdots&\cdots&\vdots&\cdots\\
    (2n+1)x_n^{2n}&2nx_n^{2n-1}&\cdots&1&0\\
    \end{vmatrix}=(-1)^{n}\prod_{n\geq i>j\geq 0}(x_i-x_j)^4
    \end{equation}

    Let
    \begin{equation}
    f(x)=
    \begin{vmatrix}
    x^{2n+1}&x^{2n}&\cdots&x&1\\
    x_1^{2n+1}&x_1^{2n}&\cdots&x_1&1\\
    \vdots&\vdots&\cdots&\vdots\\
    x_n^{2n+1}&x_n^{2n}&\cdots&x_n&1\\
    (2n+1)x^{2n}&2nx^{2n-1}&\cdots&1&0\\
    \vdots&\vdots&\cdots&\vdots&\cdots\\
    (2n+1)x_{n}^{2n}&2nx_n^{2n-1}&\cdots&1&0\\
    \end{vmatrix}
    \end{equation}

    It is easy to verify that $f(x)$ is a polynomial of degree $4n$.And
    \begin{equation}
    f(x_1)=\cdots =f(x_n)=0
    \end{equation}

    So $(x-x_1)(x-x_2)\cdots (x-x_n)|f(x)$.And

    \begin{align*}
    f'(x)= \begin{vmatrix}
    x^{2n+1}&x^{2n}&\cdots&x&1\\
    x_1^{2n+1}&x_1^{2n}&\cdots&x_1&1\\
    \vdots&\vdots&\cdots&\vdots\\
    x_n^{2n+1}&x_n^{2n}&\cdots&x_n&1\\
    2n(2n+1)x^{2n-1}&(2n-1)2nx^{2n-2}&\cdots&0&0\\
    \vdots&\vdots&\cdots&\vdots&\cdots\\
    (2n+1)x_{n}^{2n}&2nx_n^{2n-1}&\cdots&1&0\\
    \end{vmatrix}
    \end{align*}
    So $f'(x_1)=\cdots f'(x_n)=0$.So $(x-x_1)^2(x-x_2)^2\cdots
    (x-x_n)^2|f(x)$.And

    \begin{align*}
    f''(x)= \begin{vmatrix}
    (2n+1)x^{2n}&2nx^{2n-1}&\cdots&1&0\\
    x_1^{2n+1}&x_1^{2n}&\cdots&x_1&1\\
    \vdots&\vdots&\cdots&\vdots\\
    x_n^{2n+1}&x_n^{2n}&\cdots&x_n&1\\
    2n(2n+1)x^{2n-1}&(2n-1)2nx^{2n-2}&\cdots&0&0\\
    \vdots&\vdots&\cdots&\vdots&\cdots\\
    (2n+1)x_{n}^{2n}&2nx_n^{2n-1}&\cdots&1&0\\
    \end{vmatrix}+
    \begin{vmatrix}
    x^{2n+1}&x^{2n}&\cdots&x&1\\
    x_1^{2n+1}&x_1^{2n}&\cdots&x_1&1\\
    \vdots&\vdots&\cdots&\vdots\\
    x_n^{2n+1}&x_n^{2n}&\cdots&x_n&1\\
    (2n-1)2n(2n+1)x^{2n-2}&(2n-2)(2n-1)2nx^{2n-3}&\cdots&0&0\\
    \vdots&\vdots&\cdots&\vdots&\cdots\\
    (2n+1)x_{n}^{2n}&2nx_n^{2n-1}&\cdots&1&0\\
    \end{vmatrix}
    \end{align*}

    It is easy to verify that $f''(x_1)=\cdots f''(x_n)=0$.So

    \begin{equation}
    (x-x_1)^3(x-x_2)^3\cdots (x-x_n)^3|f(x)
    \end{equation}
    And it is also easy to figure out $f'''(x)$,so it is easy to verify that

    \begin{equation}
    f'''(x_1)=\cdots =f'''(x_n)=0
    \end{equation}
    So
    \begin{equation}
    (x-x_1)^4(x-x_2)^4\cdots (x-x_n)^4|f(x)
    \end{equation}

    Because $f(x)$ is a polynomial of degree $4n$,so $f(x)=a(x-x_1)^4(x-x_2)^4\cdots (x-x_n)^4$.According to symmetry ammong $x_0,x_1,\cdots,x_n$ in this determinant,it is easy to verify that

    \begin{equation}
    f(x_0)=c\prod_{n\geq i>j\geq 0}(x_i-x_j)^4
    \end{equation}

    Then we prove that $c=(-1)^n$.We do it by induction.It is easy to verify that When $n=1$,\begin{equation} \det \begin{pmatrix} x_0^3&x_0^2&x_0&1\\ x_1^3&x_1^2&x_1&1\\ 3x_0^2&2x_0&1&0\\ 3x_1^2&2x_1&1&0\\ \end{pmatrix}=-(x_0-x_1)^4 \end{equation}Then when n=2,Let's see the determinant \begin{equation} \det\begin{pmatrix} x_0^5&x_0^4&x_0^3&x_0^2&x_0&1\\ x_1^5&x_1^4&*x_1^3&*x_1^2&*x_1&*1\\ x_2^5&x_2^4&*x_2^3&*x_2^2&*x_2&*1\\ 5x_0^4&4x_0^3&3x_0^2&2x_0&1&0\\ 5x_1^4&4x_1^3&*3x_1^2&*2x_1&*1&*0\\ 5x_2^4&4x_2^3&*3x_2^2&*2x_2&*1&*0\\ \end{pmatrix} \end{equation} The element marked * also form a determinant,we know that the constant of this determinant is -1,so the constant term of the determinant   is $-1\times (4-5)=1$.……So by induction we know that $c=(-1)^n$.

    So the determinant
    \begin{equation}
    \begin{vmatrix}
    x_0^{2n+1}&x_0^{2n}&\cdots&x_0&1\\
    x_1^{2n+1}&x_1^{2n}&\cdots&x_1&1\\
    \vdots&\vdots&\cdots&\vdots\\
    x_n^{2n+1}&x_n^{2n}&\cdots&x_n&1\\
    (2n+1)x_0^{2n}&2nx_0^{2n-1}&\cdots&1&0\\
    \vdots&\vdots&\cdots&\vdots&\cdots\\
    (2n+1)x_n^{2n}&2nx_n^{2n-1}&\cdots&1&0\\
    \end{vmatrix}
    \end{equation}

    is nonzero,so $p_{2n+1}$ exists and unique.

    Remark :There is some discussion to this problem in  Prove an identity including determinant

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  • 原文地址:https://www.cnblogs.com/yeluqing/p/3827567.html
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