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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.

โ€œ๋ผ๊ทธ๋ž‘์ฃผ ๋ณด๊ฐ„๋ฒ•โ€œ์˜ ์‘์šฉ์— ๋Œ€ํ•ด ๋‹ค๋ฃจ๋Š” ํฌ์ŠคํŠธ ์ž…๋‹ˆ๋‹ค.

Nodal Polynomial

์ฃผ์–ด์ง„ $n$๊ฐœ์˜ ๋ฐ์ดํ„ฐ ๋…ธ๋“œ์— ๋Œ€ํ•ด ์•„๋ž˜์™€ ๊ฐ™์€ $n$์ฐจ ๋‹คํ•ญ์‹์„ ์ •์˜ํ•ฉ๋‹ˆ๋‹ค.

\[\omega_n(x) = \prod_{j=1}^n (x - x_j)\]

์ด๊ฒƒ์„ โ€œNodal Polynomialโ€์ด๋ผ๊ณ  ํ•ฉ๋‹ˆ๋‹ค. ์ด ๋‹คํ•ญ์‹์€ ๋ชจ๋“  $x_j$๋ฅผ ๊ทผ์œผ๋กœ ๊ฐ–์Šต๋‹ˆ๋‹ค.


๊ทธ๋ฆฌ๊ณ  ์ด ๋‹คํ•ญ์‹์„ ๋ฏธ๋ถ„ํ•˜๋ฉด ์•„๋ž˜์™€ ๊ฐ™์Šต๋‹ˆ๋‹ค.

\[\omega_n'(x) = \sum_{k=1}^{n} \left[ \prod_{j=1, j \ne k} (x - x_j) \right]\]

์‚ฌ์‹ค ๋‹จ์ˆœํžˆ โ€œ๊ณฑ์˜ ๋ฏธ๋ถ„๋ฒ•โ€์„ ์ ์šฉํ•œ ๊ฒฐ๊ณผ์ž…๋‹ˆ๋‹ค. ์ด ๋„ํ•จ์ˆ˜์— $x_j$๋ฅผ ๋Œ€์ž…ํ•˜๋ฉด

\[\omega_n'(x_j) = \prod_{i=1, i \ne j} (x_j - x_i)\]

์ด๋ ‡๊ฒŒ $x_j$๋ฅผ ์ œ์™ธํ•˜๊ณ  ๋งŒ๋“  Nodal Polynomial์„ ์–ป์„ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.

Lagrange Polynomial

์‹ ๊ธฐํ•˜๊ฒŒ๋„ โ€œ๋ผ๊ทธ๋ž‘์ฃผ ๋ณด๊ฐ„๋ฒ•โ€œ๋ฅผ ๊ตฌ์„ฑํ•˜๋Š” ๋ผ๊ทธ๋ž‘์ฃผ ๋‹คํ•ญ์‹ $L_i(x)$์„ Nodal Polynomial๋กœ ํ‘œํ˜„ํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค!

\[L_i(x) = \frac{\omega_n(x)}{(x-x_i) \cdot \omega_n'(x_i)}\]

์ด ํ‘œํ˜„์ด ์ข‹์€ ์ด์œ ๋Š” ๋ชจ๋“  $L_i(x)$์— ๋Œ€ํ•ด์„œ $\omega_n(x)$ ๋ถ€๋ถ„์ด ๊ณตํ†ต์ด๊ธฐ ๋•Œ๋ฌธ์ž…๋‹ˆ๋‹ค! ๊ทธ๋ž˜์„œ ๋ถ„์ž ํŒŒํŠธ์— ๋Œ€ํ•œ ๋ฐ˜๋ณต ๊ณ„์‚ฐ์„ ์ค„์ผ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.

๊ทธ๋ฆฌ๊ณ  $\omega_nโ€™(x_i)$๋Š” ์ƒ์ˆ˜ ์ž…๋‹ˆ๋‹ค! ๊ทธ๋ž˜์„œ ์ฒ˜์Œ ๊ตฌ์„ฑํ•  ๋•Œ ํ•œ๋ฒˆ๋งŒ ๊ณ„์‚ฐํ•˜๋ฉด ๋ฉ๋‹ˆ๋‹ค!

\[\omega_n(x) = (x - x_i) \cdot \prod_{i \ne j} (x - x_j)\]

๋ฅผ ๋งŒ์กฑํ•˜๊ธฐ ๋•Œ๋ฌธ์— $L_i(x)$๋Š” ์—ฌ์ „ํžˆ $\delta_{ij}$ ์„ฑ์งˆ์„ ๋งŒ์กฑ ํ•ฉ๋‹ˆ๋‹ค.

\[L_i(x) \begin{cases} \frac{\omega_n(x_i)}{(x_i-x_i) \cdot \omega_n'(x_i)} = \cancelto{1}{\frac{(x_i-x_i)}{(x_i-x_i)}} \cdot \cancelto{1}{\frac{\prod_{i \ne j} (x_i - x_j)}{\omega_n'(x_i)}} & x = x_i \\ \frac{\omega_n(x_j)}{(x_j-x_i) \cdot \omega_n'(x_i)} = \frac{0}{...} = 0 & x \ne x_i \end{cases}\]

๊ทธ๋ž˜์„œ ์ด๊ฑธ ์ข…ํ•ฉํ•ด ๋ณด๊ฐ„ ํ•จ์ˆ˜ $I_n f(x)$๋ฅผ ์ ์–ด๋ณด๊ฒ ์Šต๋‹ˆ๋‹ค.

\[\begin{aligned} I_n f(x) &= \sum_i L_i(x) \cdot f(x_i) \\ &= \sum_i \frac{\omega_n(x)}{(x-x_i)\omega_n'(x_i)} \cdot f(x_i) \end{aligned}\]

Newtonโ€™s Divided Difference

โ€œ๋‰ดํ„ด์˜ ๋‚˜๋ˆ—์…ˆ ์ฐจ๋ถ„โ€œ๋„ Nodal Polynomial์„ ํ†ตํ•ด ํ‘œํ˜„ํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.

\[P_n(x) = f[x_0] + \sum_{k=1}^n \left[ f[x_0, x_1, \dots, x_k] \cdot \prod_{j=1}^{k-1} (x - x_j) \right]\]

์ด๋•Œ, ๋ผ๊ทธ๋ž‘์ง€ ๋ณด๊ฐ„๋ฒ•์˜ ๊ฒฐ๊ณผ์™€ ๋‰ดํ„ด ๋ณด๊ฐ„๋ฒ•์˜ ์ตœ๊ณ ์ฐจํ•ญ์˜ ๊ณ„์ˆ˜๋ฅผ ๋น„๊ตํ•ด๋ณด๋ฉด

  • ๋‰ดํ„ด ๋ณด๊ฐ„๋ฒ•
    • $f[x_1, \dots, x_n]$
  • ๋ผ๊ทธ๋ž‘์ง€ ๋ณด๊ฐ„๋ฒ•
    • $\sum_i \frac{f(x_i)}{\omega_nโ€™(x_i)}$

๊ฐ€ ๋ฉ๋‹ˆ๋‹ค. ๋”ฐ๋ผ์„œ ์•„๋ž˜์˜ ์‹์ด ์„ฑ๋ฆฝ ํ•ฉ๋‹ˆ๋‹ค.

\[f[x_1, \dots, x_n] = \sum_i \frac{f(x_i)}{\omega_n'(x_i)}\]