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์ˆ˜ํ•™๊ณผ ๋ณต์ˆ˜์ „๊ณต์„ ์œ„ํ•ด ์กธ์—… ๋งˆ์ง€๋ง‰ ํ•™๊ธฐ์— โ€œ์ˆ˜์น˜ํ•ด์„๊ฐœ๋ก โ€ ์ˆ˜์—…์„ ๋“ฃ๊ฒŒ ๋˜์—ˆ์Šต๋‹ˆ๋‹ค. ์ˆ˜ํ•™๊ณผ ์กธ์—…์‹œํ—˜๋„ ๊ฒธ์‚ฌ๊ฒธ์‚ฌ ์ค€๋น„ํ•  ๊ฒธ ํ™”์ดํŒ… ํ•ด๋ด…์‹œ๋‹ค!! ์ „์ฒด ํฌ์ŠคํŠธ๋Š” โ€œNumerical Analysisโ€œ์—์„œ ํ™•์ธํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.

์ฃผ์–ด์ง„ ๋ฐ์ดํ„ฐ์˜ ์ ๋“ค์„ ์ •ํ™•ํžˆ ํ†ต๊ณผํ•˜๋Š” ๋‹คํ•ญ์‹์„ ์ฐพ๋Š” ๋ฐฉ๋ฒ• ์ž…๋‹ˆ๋‹ค. ๋ผ๊ทธ๋ž‘์ฃผ ๋‹คํ•ญ์‹(Lagrange Polynomial)์„ ์‚ฌ์šฉํ•ด ๋ฐ์ดํ„ฐ๋ฅผ ๋ณด๊ฐ„(interpolation) ํ•˜๋Š” ๊ธฐ๋ฒ• ์ž…๋‹ˆ๋‹ค. ๋‹ค๋ฅธ ๋ณด๊ฐ„๋ฒ•์œผ๋กœ๋Š” ๋‰ดํ„ด์˜ ๋ณด๊ฐ„๋ฒ•์ด ์žˆ์Šต๋‹ˆ๋‹ค.

Linear Interpolation

2์ฐจ์›์˜ ๋‘ ์  $p_0 = (2, 4)$์™€ $p_1 = (5, 1)$์ด ์žˆ์„ ๋•Œ, ๋‘˜์„ ์ž‡๋Š” ์ง์„ ์˜ ๋ฐฉ์ •์‹์„ ๊ณ ์•ˆํ•ด๋ด…์‹œ๋‹ค. ๊ทธ๋Ÿฌ๋ฉด,

์ด๋Ÿฐ ์ผ์ฐจ ๋ฐฉ์ •์‹์ด ๋ฉ๋‹ˆ๋‹ค. ๋ผ๊ทธ๋ž‘์ง€ ๋ณด๊ฐ„๋ฒ•์€ ๋™์ผํ•˜๊ฒŒ ์ด ์‹์„ ์œ ๋„ํ•˜์ง€๋งŒ, ์ปจ์…‰์ด ๋‹ค๋ฆ…๋‹ˆ๋‹ค. ๋ผ๊ทธ๋ž‘์ง€ ๋ณด๊ฐ„๋ฒ•์—์„œ ๊ธฐ์ € ๋‹คํ•ญ์‹์€ ์•„๋ž˜์™€ ๊ฐ™์Šต๋‹ˆ๋‹ค.

\[\begin{aligned} L_0(x) &= \frac{x-5}{2-5} \\ L_1(x) &= \frac{x-2}{5-2} \end{aligned}\]

์ด ๊ธฐ์ € ๋‹คํ•ญ์‹์€ ํŠน๋ณ„ํ•œ ์„ฑ์งˆ์„ ๊ฐ€์ง€๊ณ  ์žˆ๋Š”๋ฐ์š”. $p_0$์—์„œ๋Š” 1์ธ ๊ฐ’์„ ๊ฐ€์ง€๊ณ , ๋‹ค๋ฅธ ๋ชจ๋“  ์ ์—์„œ๋Š” 0์ธ ๊ฐ’์„ ๊ฐ–์Šต๋‹ˆ๋‹ค. ์ด๊ฑด ๋งˆ์น˜ โ€œ์ŠคํฌํŠธ๋ผ์ดํŠธโ€ ๊ฐ™์€ ์—ญํ• ์„ ํ•ฉ๋‹ˆ๋‹ค. $p_0$์—์„œ ๋น›๋‚˜๊ณ , ๋‹ค๋ฅธ ๊ณณ์—์„œ๋Š” ๊บผ์ง‘๋‹ˆ๋‹ค.

๊ธฐ์ € ๋‹คํ•ญ์‹ ๋“ค์„ ๋ชจ์•„์„œ ์•„๋ž˜์™€ ๊ฐ™์ด ๊ตฌ์„ฑ ํ•ฉ๋‹ˆ๋‹ค.

\[P(x) = y_0 \cdot L_0(x_0) + y_1 \cdot L_1(x_1)\]

์ด๋ ‡๊ฒŒ ์ „์ฒด์‹์„ ๊ตฌ์„ฑํ•˜๋ฉด, ๋‹คํ•ญ์‹์˜ ๊ฐ’์ด ๊ทธ ์  $p_i$์—์„œ ๊ทธ ์  $y_i$ ๊ฐ’์„ ๊ฐ–๊ณ  ํ†ต๊ณผํ•˜๊ฒŒ ๋ฉ๋‹ˆ๋‹ค.

Lagrange Interpolation

์œ„์˜ ์•„์ด๋””์–ด๋ฅผ ํ™•์žฅํ•œ ๊ฒƒ์ด โ€œ๋ผ๊ทธ๋ž‘์ฃผ ๋ณด๊ฐ„๋ฒ•โ€ ์ž…๋‹ˆ๋‹ค. ๋ผ๊ทธ๋ž‘์ฃผ ๋‹คํ•ญ์‹ $L_i(x)$๋Š” ์•„๋ž˜์™€ ๊ฐ™์ด ์ •์˜ ํ•ฉ๋‹ˆ๋‹ค.

\[L_i (x) = \prod_{j=1, j \ne i} \frac{x-x_j}{x_i - x_j}\]

๊ทธ๋ฆฌ๊ณ  ๋ผ๊ทธ๋ž‘์ฃผ์˜ ๋ณด๊ฐ„์ ์€ ์•„๋ž˜์™€ ๊ฐ™์€ ๋ณด๊ฐ„ ๋‹คํ•ญ์‹ $P(x)$์œผ๋กœ ์ •์˜ ํ•ฉ๋‹ˆ๋‹ค.

For given $n+1$ data pints: $(x_0, y_0), (x_1, y_1), โ€ฆ, (x_n, y_n)$,

\[P(x) = \sum_{i=0}^n y_i L_i (x)\]

Property

Interpolating Constant Function

$f(x) = 1$์ธ ์ƒ์ˆ˜ ํ•จ์ˆ˜๋ฅผ ๋ผ๊ทธ๋ž‘์ฃผ ๋ณด๊ฐ„๋ฒ•์œผ๋กœ ํ‘œํ˜„ํ•œ๋‹ค๊ณ  ํ•ด๋ด…์‹œ๋‹ค.

\[P(x) = \sum_i f(x_i) \cdot L_i(x) = 1\]

๊ทธ๋Ÿฐ๋ฐ, $f(x) = 1$์ด๊ธฐ $f(x_i) = 1$์ด ๋ฉ๋‹ˆ๋‹ค. ๋”ฐ๋ผ์„œ

\[P(x) = \sum_i 1 \cdot L_i(x) = 1\]

์ฆ‰, $\sum L_i = 1$๋ฅผ ๋งŒ์กฑ ํ•ฉ๋‹ˆ๋‹ค!

Degree of Lagrange Interpolation

๋ผ๊ทธ๋ž‘์ฃผ ๋‹คํ•ญ์‹ $L_i(x)$๋Š” $n-1$์ฐจ ๋‹คํ•ญ์‹ ์ž…๋‹ˆ๋‹ค. ๊ทธ๋Ÿฐ๋ฐ, ์ด๊ฒƒ๋“ค์˜ ์„ ํ˜• ๊ฒฐํ•ฉ์ธ $P(x) = \sum y_i L_i(x)$์˜ ์ฐจ์ˆ˜๋Š” $n-1$ ๋ณด๋‹ค ๋‚ฎ์•„์งˆ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.

๋ฐ”๋กœ ์ง๊ด€์ ์ธ ์˜ˆ์‹œ๊ฐ€ ๋ฐ”๋กœ ์œ„์—์„œ ์‚ดํŽด๋ณธ ์ƒ์ˆ˜ ํ•จ์ˆ˜์— ๋Œ€ํ•œ ๋ณด๊ฐ„ ํ•จ์ˆ˜ ์ž…๋‹ˆ๋‹ค. $n-1$์ฐจ ๋‹คํ•ญ์‹์„ ์กฐํ•ฉํ•˜์—ฌ 0์ฐจ ๋‹คํ•ญ์‹์„ $P(x)$๋ฅผ ์œ ๋„ ํ•˜์˜€์Šต๋‹ˆ๋‹ค.

์ด ์ด์•ผ๊ธฐ๋Š” ๋’ค์— ๋‚˜์˜ฌ โ€œ๋ผ๊ทธ๋ž‘์ฃผ ๋‹คํ•ญ์‹์ด ๋‹คํ•ญ ๊ณต๊ฐ„์˜ ๊ธฐ์ €๋ฅผ ์ด๋ฃฌ๋‹คโ€์™€ ์ด์–ด ์ง‘๋‹ˆ๋‹ค.

Degree of Lagrange Polynomial

์ •์ƒ์ ์ธ ์ƒํ•ญ์—์„œ ๋ผ๊ทธ๋ž‘์ฃผ ๋‹คํ•ญ์‹ $L_i(x)$์˜ ์ฐจ์ˆ˜๋Š” $n-1$๋กœ ๊ณ ์ • ์ž…๋‹ˆ๋‹ค. ๊ทธ๋Ÿฌ๋‚˜, ์ž…๋ ฅ๋œ ์ ์ด $x$ ๊ฐ’์ด ๋™์ผํ•œ โ€œ์ค‘๋ณต ๋…ธ๋“œโ€๋ฅผ ๊ฐ€์ง€๊ณ  ์žˆ๋‹ค๋ฉด, $L_i(x)$์˜ ์ฐจ์ˆ˜๊ฐ€ $n-1$๋ณด๋‹ค ์ค„์–ด๋“ญ๋‹ˆ๋‹ค.

๋ผ๊ทธ๋ž‘์ฃผ ๋‹คํ•ญ์‹์€ ์•„๋ž˜์™€ ๊ฐ™์ด ์ •์˜ ๋ฉ๋‹ˆ๋‹ค.

\[L_i (x) = \prod_{j=1, j \ne i} \frac{x-x_j}{x_i - x_j}\]

๊ทธ๋Ÿฐ๋ฐ ๋งŒ์•ฝ $j \ne i$ ์ค‘์—์„œ $x_j = x_i$์ธ ๋…ธ๋“œ๊ฐ€ ์žˆ๋‹ค๋ฉด, $\frac{x_i - x_j}{x_i - x_j}$์ธ ๋ถ€๋ถ„์ด ์†Œ๊ฑฐ ๋ฉ๋‹ˆ๋‹ค. ๋˜๋Š” ๋ถ„๋ชจ๊ฐ€ 0์ด ๋˜์–ด ์ •์˜๋˜์ง€ ์•Š๋Š”๋‹ค๊ณ  ๋ณผ ์ˆ˜๋„ ์žˆ์Šต๋‹ˆ๋‹ค. ์ด ๋…ผ์˜์—์„œ๋Š” ๋ถ„๋ชจ๊ฐ€ 0์ด ๋˜์ง€ ์•Š๊ณ  ์†Œ๊ฑฐ ๋œ๋‹ค๊ณ  ์„ค์ • ํ•ฉ๋‹ˆ๋‹ค.

์ด๋Ÿฐ ๋ฐ์ดํ„ฐ์˜ $x$ ๊ฐ’์ด ๊ฐ™์€ ๊ฒฝ์šฐ๊ฐ€ ๋ฐœ์ƒํ•  ๋•Œ๋งˆ๋‹ค, $L_i(x)$์˜ ์ฐจ์ˆ˜๊ฐ€ ๋‚ฎ์•„์ง‘๋‹ˆ๋‹ค.

Lagrange Polynomials forms Polynomial Basis

$\left\{ L_i(x) \right\}$ is the basis of $\mathbb{P}_{n-1}$.

$\mathbb{P}_{n-1}$์€ ์ตœ๊ณ ์ฐจํ•ญ์ด $n-1$ ์ดํ•˜์ธ ๋‹คํ•ญ์‹๋“ค์˜ ๊ณต๊ฐ„ ์ž…๋‹ˆ๋‹ค. ์ด ๊ณต๊ฐ„์˜ ์ฐจ์›์€ $n$ ์ž…๋‹ˆ๋‹ค. (์ƒ์ˆ˜(0์ฐจ) ๋‹คํ•ญ์‹๊ณผ $1$๋ถ€ํ„ฐ $n-1$์ฐจ ๋‹คํ•ญ์‹์„ ํฌํ•จํ•˜๊ธฐ ๋•Œ๋ฌธ์ž…๋‹ˆ๋‹ค.)

$\left\{L_i(x)\right\}$๋Š” $n$๊ฐœ ํ•จ์ˆ˜๋กœ ๊ตฌ์„ฑ๋œ ์ง‘ํ•ฉ์ž…๋‹ˆ๋‹ค. ๊ฐ๊ฐ์€ $\deg \le n-1$ ์ž…๋‹ˆ๋‹ค.

$\left\{L_i(x)\right\}$๊ฐ€ ๊ธฐ์ €๋ฅผ ์ด๋ฃจ๊ธฐ ์œ„ํ•ด์„œ๋Š” ๊ฐ๊ฐ์ด โ€œ์„ ํ˜• ๋…๋ฆฝโ€์ž„์„ ๋ณด์—ฌ์•ผ ํ•ฉ๋‹ˆ๋‹ค. ์ด๊ฒƒ์€ ์•„๋ž˜์˜ ์กฐ๊ฑด์— ์˜ํ•ด ๋ณด์žฅ ๋ฉ๋‹ˆ๋‹ค.

\[L_i(x_j) = \begin{cases} 1 & i = j \\ 0 & i \ne j \end{cases}\]

์„ ํ˜• ๋…๋ฆฝ์ด๊ณ , $n$๊ฐœ์ด๋ฏ€๋กœ, $\mathbb{P}_{n-1}$์˜ ๊ธฐ์ €๊ฐ€ ๋ฉ๋‹ˆ๋‹ค.

Interpolation Operator

ํ•จ์ˆ˜ $f(x)$๋ฅผ $n$๊ฐœ์˜ ์  $(x_1, f(x_1)), \dots, (x_n, f(x_n))$์— Interpolationํ•œ ํ•จ์ˆ˜๋ฅผ ์ผ๋ฐ˜์ ์œผ๋กœ ์•„๋ž˜์™€ ๊ฐ™์ด ํ‘œ๊ธฐ ํ•ฉ๋‹ˆ๋‹ค.

\[I_n f\]

๊ทธ๋ฆฌ๊ณ  $I_n f \approx f$๋กœ ๊ทผ์‚ฌ๋œ๋‹ค๊ณ  ํ‘œํ˜„ ํ•ฉ๋‹ˆ๋‹ค. ๋ณด๊ฐ„ํ•œ ํ•จ์ˆ˜๋ฅผ $P(x)$๊ฐ€ ์•„๋‹ˆ๋ผ $I_n f$๋กœ ํ‘œํ˜„ํ•˜๋Š” ์ด์œ ๋Š” ํ‘œ๊ธฐ์—์„œ โ€œ๋ช‡ ๊ฐœ ์ ์œผ๋กœ, ์–ด๋–ค ํ•จ์ˆ˜๋ฅผ ๋ณด๊ฐ„ํ•œ ๊ฒƒ์ธ์ง€โ€ ์•Œ ์ˆ˜ ์žˆ๊ธฐ ๋•Œ๋ฌธ์ž…๋‹ˆ๋‹ค.

์˜ˆ๋ฅผ ๋“ค์–ด, $f(x) = \sin x$๋ผ๊ณ  ํ•œ๋‹ค๋ฉด, ํ‘œ๊ธฐ๋Š” $I_n(\sin x)$๋กœ ํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. ์ด๊ฒƒ์€ $\sin x$ ํ•จ์ˆ˜๋ฅผ $n$๊ฐœ ์ ์—์„œ ๋ณด๊ฐ„ํ•œ ํ•จ์ˆ˜์ž„์„ ๋งํ•ฉ๋‹ˆ๋‹ค.

$I_n$์„ ์ผ์ข…์˜ โ€œInterpolation Operatorโ€๋ผ๊ณ  ๋ณผ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. ํ‘œ๊ธฐ๋ฅผ ํ™•์žฅํ•˜๋ฉด ์•„๋ž˜์™€ ๊ฐ™์ด ๋ณด๊ฐ„ ๋ฐฉ๋ฒ•์„ ๊ตฌ๋ถ„ํ•ด ํ‘œ๊ธฐํ•  ์ˆ˜๋„ ์žˆ์Šต๋‹ˆ๋‹ค.

  • $I_n^{\text{lag}}$
    • ๋ผ๊ทธ๋ž‘์ฃผ ๋ณด๊ฐ„
  • $I_n^{\text{newt}}$
    • ๋‰ดํ„ด ๋ณด๊ฐ„

Theorem

Let $(x_1, y_1), \dots, (x_n, y_n)$ be $n$ points with distinct $x_i$.
Then there exists a unique polynomial $P \in \mathbb{P}_{n-1}$ s.t. $P(x_i) = y_i$ for $i=1,\dots,n$.

์ฃผ์–ด์ง„ $n$๊ฐœ ์ ์„ ์ง€๋‚˜๋„๋ก ํ•˜๋Š” ๋‹คํ•ญ์‹์ด ์œ ์ผํ•˜๊ฒŒ ์กด์žฌํ•œ๋‹ค๊ณ  ๋งํ•˜๋Š” ์ •๋ฆฌ ์ž…๋‹ˆ๋‹ค. ์ฐธ๊ณ ๋กœ ๋ณด๊ฐ„๋ฒ•์˜ ์žฌ๋ฃŒ์— ์ดˆ์›” ํ•จ์ˆ˜๊นŒ์ง€ ํ—ˆ์šฉํ•œ๋‹ค๋ฉด, ๋ณด๊ฐ„ ํ•จ์ˆ˜๊ฐ€ ์œ ์ผํ•˜์ง€ ์•Š์„ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. ์ดˆ์›” ํ•จ์ˆ˜๋Š” ํ›จ์”ฌ ๋” โ€œํ’๋ถ€ํ•œโ€ ํ•จ์ˆ˜ ๊ณต๊ฐ„์ด๊ธฐ ๋•Œ๋ฌธ์ž…๋‹ˆ๋‹ค.

Existence

๋ผ๊ทธ๋ž‘์ง€ ๋ณด๊ฐ„๋ฒ•์ด ์ด ์ •๋ฆฌ์˜ ์กด์žฌ์„ฑ์„ ์ฆ๋ช… ํ•ฉ๋‹ˆ๋‹ค.

Uniqueness

์œ ์ผ์„ฑ์— ๋Œ€ํ•œ ์ฆ๋ช…์„ ์œ„ํ•ด, ๊ท€๋ฅ˜๋ฒ•์„ ์‚ฌ์šฉํ•ฉ๋‹ˆ๋‹ค. ๋˜๋‹ค๋ฅธ ๋ณด๊ฐ„ ๋‹คํ•ญ์‹ $Q(x)$๊ฐ€ ์žˆ๋‹ค๊ณ  ๊ฐ€์ • ํ•ฉ๋‹ˆ๋‹ค. ์ด๊ฒƒ์€ $Q(x_i) = y_i$๋ฅผ ๋งŒ์กฑํ•˜์ง€๋งŒ, $Q(x) \ne P(x)$ ์ž…๋‹ˆ๋‹ค.

๋‘ ๋‹คํ•ญ์‹์˜ ์ฐจ์ด๋ฅผ ๊ณ„์‚ฐํ•˜๋Š” $R(x) = P(x) - Q(x)$๋ฅผ ์ƒ๊ฐํ•ด๋ด…์‹œ๋‹ค. ๊ทธ๋Ÿฌ๋ฉด, $R(x)$๋„ ์—ฌ์ „ํžˆ $R(x) \in \mathbb{P}_{n-1}$ ์ž…๋‹ˆ๋‹ค.

๊ทธ๋Ÿฐ๋ฐ, $R(x_i)$๋Š” ๊ทธ ์ •์˜์— ๋”ฐ๋ผ $R(x_i) = 0$์„ ๋งŒ์กฑ ํ•ฉ๋‹ˆ๋‹ค. ์ฆ‰, $R(x)$๋Š” $n$๊ฐœ์˜ ์„œ๋กœ ๋‹ค๋ฅธ ๊ทผ์„ ๊ฐ–์Šต๋‹ˆ๋‹ค.

โ€œ๋Œ€์ˆ˜์˜ ๊ธฐ๋ณธ ์ •๋ฆฌ(Fundamental Theorem of Algebra)โ€์— ๋”ฐ๋ฅด๋ฉด, $n-1$์ฐจ ์ดํ•˜์˜ ๋‹คํ•ญ์‹์€ ์ตœ๋Œ€ $n-1$๊ฐœ์˜ ์„œ๋กœ ๋‹ค๋ฅธ ๊ทผ๋งŒ ๊ฐ€์งˆ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. ๊ทธ๋Ÿฐ๋ฐ, $R(x)$๋Š” $n$๊ฐœ์˜ ๊ทผ์„ ๊ฐ€์ง€๋‹ˆ๊นŒ, $\deg(R) \ge n$์ด ๋ฉ๋‹ˆ๋‹ค. ๊ทธ๋Ÿฐ๋ฐ, ์•ž์—์„œ $R(x) \in \mathbb{P}_{n-1}$๋ผ๊ณ  ํ–ˆ์œผ๋‹ˆ ๋ชจ์ˆœ์ด ๋ฐœ์ƒ ํ•ฉ๋‹ˆ๋‹ค.

๋ชจ์ˆœ์ด ๋ฐœ์ƒ ํ–ˆ์œผ๋‹ˆ, ์ฒ˜์Œ์— ๊ฐ€์ •ํ•œ $Q(x) \ne P(x)$ ๊ฐ€์ •์ด ํ‹€๋ ธ์Šต๋‹ˆ๋‹ค. ๋”ฐ๋ผ์„œ, $Q(x) = P(x)$์ด๊ณ  ๋ณด๊ฐ„ ๋‹คํ•ญ์‹์€ ์œ ์ผ ํ•ฉ๋‹ˆ๋‹ค.