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THE

THEOKY AND PRACTICE


OF

INTEEPOL ATION:
INCLUDING

MECHANICAL QUADRATURE, AND OTHER IMPORTANT PROBLEMS


CONCERNED WITH THE TABULAR VALUES OF FUNCTIONS.

WITH THE REQUISITE TABLES.

BY

HERBERT

L.

RICE, M.

S.,

ASSISTANT IN THE OFFICE OF THE AMERICAN EPHEMERIS,


AND PROFESSOR OF ASTRONOMY IN THE COBCORAN SCIENTIFIC SCHOOL, WASHINGTON, D.C.

LYNN, MASS.
THK

NICIIOI, >

I'UESS

TIIOS.

1899.

P.

NICHOLS.

COPYRIGHT, 1899, BY
L. RICE,

HERBERT

WASHINGTON, B.C.

6?A

PREFACE.

IN preparing the following

the

treatise

originality, either of subject matter

author has attempted no marked

method.

or

been written of Interpolation, Quadratures,

Indeed, sufficient has hitherto


to

etc.,

firmly

Yet of the numerous contributions

such an endeavor.

one from

dissuade

to these allied subjects,

there has appeared thus far no distinct treatise covering the entire ground.

a consequence the author has

repeatedly felt the need of a work which would

exclusive of other matter

give
sion

of

that

all

useful

is

As

a simple, practical, yet comprehensive discus-

concerning Differences, Interpolation, Tabular Differ-

and Mechanical Quadrature;


a work, moreover, which would include
tables appertaining to the text which are required by a practical computer.

entiation
all

To supply

the want thus conceived, the author offers the present volume.

But while viewing the matter


work

no mere compilation.

in this practical sense, the writer

regards his

and developments are


while the same
original, so far as he is concerned, and possibly altogether new
remark applies to a few of the minor results. In fact, if adverse criticism be
forthcoming, it will probably result largely from the somewhat unusual or indias

Many

of

the

processes

vidual methods which in

many

On

the customary forms of analysis.


the extent

gestions

of

indebtedness

his

and he

have been employed in preference to


the other hand the author realizes fully

instances

to

previous writers for valuable

ideas

KNCKE, LOOMIS, NEWCOMB, and SAWITSCH as most valuable sources


tion, to which frequent reference has been made.
Concerning the
includes the
several

of

foregoing

the

earliest

STIRLING, MAYKU,
of

the

bibliographical

general

names),
writers

it

list
is

such

as

of

this

state

of informa-

volume (which

that

references

to

WALLIS, MOUTON, COTES,

have purposely been omitted because

their works.

that any

to

BHIGGS,

As

present century, however, the author believes that

have been included, and trusts

close

but proper

WALMESLEY, LALANDE

inaccessibility of

the

at

and sug-

works of BOOLE, CHAUVENET,

desires especially to mention the

regards

all

omissions

detected will be regarded merely as oversights.

the writings

of

the

contributions of importance
of

consequence hereafter

PREFACE.

IV

Special care has been given to

with the

preparation and printing

the

absolute accuracy.

of

At

of

the

tallies.

a considerable cost of labor,

hope
securing
and by wholly independent methods, the computations were all made in duplicate; and in every case the tabular values are true to the nearest unit of the
last

place.

published

Though
for

the

a few of these tables have appeared before, several are here

first

time,

and

it

is

hoped

they

will

prove

useful

to

the

computer.
In conclusion, the author desires to express
ciation

to

POKTER,

of the

Feelings

skill

thanks and appreOffice, and to Mr. M. E.

cordial

Naval Observatory, for much valuable service and many useful

suggestions received during the

word

his

Mr. E. C. RUEBSAM, of the Nautical Almanac

of gratitude further

various

inspire

phases

of

preparation of this treatise.

simple justice even demands

a special

commendation of the publishers, whose uniform courtesy, accuracy and


have done much to enhance the general value of the work.
in

H. L. R.

WASHINGTON,

D.C., December, 1899.

CONTENTS.
CHAPTER

I.

OF DIFFERENCES.
Section.

.........
..........

1.

General remarks concerning tabular functions and the construction of


mathematical tables,

2.

Fundamental

definitions

and differences,

Method

and notation.

4.

N functions

5.

Effect of inverting a given series.

6.

Differences of two combined series.

7.

Irregularities in the differences of functions

8.

Detection of accidental errors by differences,

9.

10.

Numerical examples
Numerical examples

11.

General properties of differences.

yield

Theorem

n nth differences.

Theorem

Theorem

III,

which only one function requires correction,


involving two or three erroneous functions,
in

Expression of

n)

//i

in

equation

(4),

Determination of the

13.

Remarkable formal relation between the expressions for

14.

The wth

15.

Converse of the foregoing proposition.

16. 17.

Convergency of

differences of

are constant.

coefficients

B, C, D,

2
4
5
5
(5

which are not mathemati-

12.

etc.,

7
9

11

13

terms of the

...

in equation (4),

and d'u

//J'

15

18

21

........
....

any rational integral function of the Mth degree

Theorem V,

differences.

Theorem VI,

Magnitude of tabular

and rhnrNumerical illus-

............
terms of tabular differences,

18.

Expression of

19.

Change of the argument interval from <a to m<a


nitude of the successive differences,

u>F'(t), <a"F"(t), etc., in

effect
.

Theorem VII,

Practical result of the foregoing investigation.

21.

Numerical example

22.

Expression of any difference in terms of tabular functions,

23.

Expression of any tabular function in terms of

..........
,

d'

28

.30

....

reduction of tabular interval,

25

upon the mag-

20.

23
24

interral

aeter of function the principal elements involved.

Examples,

I,

....
....

II,

Theorem IV,

th and higher derivatives of /*(<);

trations,

...

...........
.....

cally exact,

General schedule of functions

of checking the numerical accuracy of differences.

Page.

A'J,

J'J', etc.,

34
34

35
30

.38

CONTENTS.

vi

CHAPTER

II.

OF INTERPOLATION.

.........

Section.

24.

Statement of the problem,

25.

Rigorous proof of

differences

26.

some particular order are constant,


Second demonstration of NEWTON'S Formula, restricted as

27.

Formula for computing the interval

28.

Example

Backward

interpolation

end of a
80.

31.

n,

in

of

25,

41

43

43

..........

of interpolation by

being constant,
29.

40

......

NKWTON'S Formula, assuming that

series.

NEWTON'S Formula, the fourth

differences

44

......

by NEWTON'S Formula.

Numerical example,

Interpolation near the

44

General investigation proving that NEWTON'S Formula is sensibly accurate as applied to series whose differences practically
though not

...
...

vanish beyond the 4th or 5th order,


absolutely
Numerical example illustrating the foregoing discussion,
in the use of

NKWTON'S Formula,

32, 33.

Practical examples

34.

Transformations of NEWTON'S Formula.

46
57

....

notation of differences.

Modification of the foregoing


STIRLING'S Formula. Schedule of differ-

ences referring to same.

Example,

61

......
...
....
......
...(>"

62

35.

Backward

36.

Further example in the use of STIRLING'S Formula,

65

37.

The

66

38.

Derivation of BESSEL'S Formula.

39.

interpolation by STIRLING'S Formula.

algebraic mean.

Practical precepts,

Backward

41.

Property of BESSEL'S Coefficients,

42.

of the

Comparison

relative

BESSEL'S Formulae,

...
...

68

........

advantages of

69

NEWTON'S, STIRLING'S, and


.

69

71

..........

43.

Magnitude
Simple interpolation.
second differences,

44.

Interpolation by means of a
Backward interpolation by

45.

Numerical application,

Second example of interpolation by BESSEL'S Formula,


Example,
interpolation by BESSEL'S Formula.

40.

65

Example,

of

error

arising

corrected first difference.

means

of

corrected

from

neglect

Example,

of

72

73

difference.

first

74

Examples,
46. 47.

Correction

of

Example,
48.

tabular

Systematic interpolation of
terval,

49.

Interpolation

50.

Precepts for

61.

............
erroneous

to halves.

functions

by

interpolation.

Reduction of a given tabular

series.
.

direct

Practical rule,

in-

......

....

Schedule showing
systematic interpolation to halves.
arrangement of quantities. Numerical example,
Derivation of general formulae for reducing the tabular interval from
w to m<a, m being the reciprocal of a positive odd integer,
.

76

78

80
81

83

CONTENTS.

Vll

.....
.....

Section.

52.

thirds.

Systematic interpolation

to

53.

Systematic interpolation

to fifths.

54.

On

Example,
Example,

...........
............

the best order of performing

88

89

successive interpolations to halves,

thirds, etc.,

55.

Page.

91

Interpolation, with a constant interval n, of an entire series of functions.

Example,
Examples,

CHAPTEK

91

94

III.

DERIVATIVES OF TABULAR FUNCTIONS.

56.

............

Concerning the close relation between differences and differential


efficients,

.....
....

57.

Practical applications of formulae resulting from this relation.


tance of tabular derivatives in Astronomy,

58.

Derivation of the required formulae in general terms,

59.

60.

Formulae for computing derivatives at or near the beginning of a


Examples,
Formulae applicable at or near the end of a series. Examples,

61.

Derivatives from

62.

Examples,
Derivatives from BESSEL'S Formula.

STIRLING'S

64.

Application

constant.
65.

Examples,

Impor98

series.

101
.

105

F'(t+ $<a).
'

derivatives.

first

Practical rule for this case.

Example,

differences

115

121

are nearly

....
............
in

97

109

preceding method when second

Regarding a choice of formulae

97

compiiting F'(f).

Simple expression for

Interpolation by means of tabular


of

Rule for

Formula.

Applications and examples,


63.

co-

Examples,

any given

CHAPTER

case,

124
127

128

IV.

OF MECHANICAL QUADRATURE.

130

<i~.

Statement of the problem. Important applications of the method,


Derivation of formulae for single integration from NEWTON'S Formula.
The auxiliary series 'F. Schedule of functions and differences,

68.

Numerical applications illustrating two of the foregoing formulae,

137

69.

Precepts for computing a definite integral when either or both limits


are other than tabular values of the argument T.
Necessity of

66.

interpolation in this case,

131

.138

CONTENTS.

Vlll

Section.

70, 71.

Page.

Transformation and extension of the fundamental relations of


67,
such that integrals whose limits are non-tubular values of T are

........

expressed directly in terms of Interpolated values of

Formulae and examples,

etc.

72.

'F,

F,

1
,

Generalization of preceding formulae to include integrals of

.146

limits.

any

151

Example,
74.

75.

.........

Formulae for single integration from BESSEL'S Formula.


any limits. Examples,
Double integration. The conditions involved,

Extension to

Derivation of formulae for double integration from XKWTOX'S Formula.


Introduction of the series "F. Schedule of functions and differ-

77.

Value of the

General formulae and relations,

ences.

nition

formulae for double

all possible cases.

Examples,
Derivation of formulae for double integration from STIRLING'S and
BESSEL'S Formulae.
Schedule referring to same.
Precepts and
integration covering

examples,
79.

of

Collection

quantity H^.

.100

Introduction and defi-

first integral at the lower limit.

of the

Change

Examples,

............
............
//,

CHAPTER

166

173

Y, due to an arbitrary change

in Value of the double integral

in the constant

153

160

76.

78.

140

Formulae for single integration as derived from STIBLING'S Formula.


Schedule of functions and differences. Examples,
.

73.

J"

d",

188
189

V.

MISCELLANEOUS PROBLEMS AXD APPLICATIONS.


80.

Introductory statement,

81.

Problem

82. 83.

Problem

find the

sum

Application to

S=

To

I.

gers.
II.

Given the

signed value of
solutions.

84.

Problem

III.

unknown
85.

Problem IV.

maximum
86.

series

solve

quantity.

To
or

the &th powers

+3 +
4

F_ 2 F_ lt
,

..

Concluding remarks,

Examples,

and an

the corresponding interval

of the

n.

function.

argument
Example,

191

as-

Two
192
195

corresponding to a

Problem V.
Given a series of values, F^, F_lt F
some function F(T) analytically unknown; to
mate algebraic expression for F(T~). Examples,
Geometrical problem,

etc.,

191

first r inte-

any numerical equation containing but one


Example,

minimum

88.

the

find the value

87.

....

of

+ r*,

F Flt F

......
.......
.....

to find

Examples,

To

of

l 4 -H2 4

Flt F

find
.

196

etc., of

an approxi.

..........

198
200
202

203

CONTENTS.

IX

APPENDIX.
ON THE SYMBOLIC METHOD OF DEVELOPMENT.

..........

Section.

89.

Introductory remarks,

90.

Definition and operation of the symbols

91.

Definition and operation of D,

D2

A,

A A
2

8
,

etc.,

92. 93. Proof that

94.

.....

obey, in

Eemark

Demonstration of Theorem

97.

Fundamental relation between


Expression of

98.

A,

A A

etc.,

and

Expression of D,

D 2 D8
,

D,

terms of ascending powers of

etc., in

100.

Reduction of the tabular interval

101.

Effect of the operator

102.

Definition of the symbol

103.

Derivation of NEWTON'S Formula for backward interpolation,

Expression of

o>.

terms of ascending powers of A,

+ A. NEWTON'S

terms of ascending powers of

in

Demonstration of Theorem V,
99.

......

III,

"d,

d*,

Formula of

V.

of operation

205

general, the

concerning results established in the preceding sections,

205

206

the foregoing symbols


fundamental laws of algebraic combination,
and D,
Consideration of negative powers of

95.

D", etc.,

of operation

96.

Pace.

<?

8
,

A,

interpolation,

Its relation to

208
209

209
210

D.
.

210

211

etc., in
.

206

and

D,

211
211

212

213

104.

Expression of any difference in terms of the given tabular functions,

213

105.

Derivation

the fundamental

of

Single integration,

The fundamental formulae

106.

relations

of
.

mechanical
.

quadrature.
'
.

214
214

of double integration,

TABLES.
TABLE

I.

NEWTON'S

TABLE

II.

STIRLING'S coefficients of interpolation,

TABLE

III.

TABLE IV.

coefficients of interpolation,

BESSEL'S coefficients of interpolation,

NEWTON'S

coefficients for

.....
.....
......
....

TAI;LE V.

STIRLING'S coefficients for computing F'(2"),

TABLE VI.

BESSEL'S coefficients for computing F'(T),

For finding n when

TABLE VII.

Giving y

TABLE VIII.

Coefficients for interpolating

....

computing f(T),

Fn

is

given,

.....

by means of tabular

first derivatives,

218

220

222
224
226

228
230
232

IllItLIOGRAPHY,

233

CHAPTER

I.

OF DIFFERENCES.

1.

in

In

applications of the exact sciences, and of

many

particular,

it

is

often necessary to

tabulate

a series

Astronomy

of numerical

values of some quantity or function, corresponding to certain assumed


values of the element or argument upon which the functional values

depend.
In the more purely mathematical tables, the function is analytithe argument is then the independent variable of the
cally known
;

given expression.

The common

functions,

cubes,

squares,

and

of logarithms, trigonometrical
reciprocals, are examples of tabular
tables

functions of this class.

second and larger class includes those functions which are not
related analytically to the argument, but which are either determined

by experiment, or based wholly or partly upon observation.


The final results are usually obtained from the fundamental obserdirectly

vations by suitable mathematical

transformations or reductions, which

frequently include the process of adjustment

known

as the

method of

Empirical values are also occasionally introduced in the


of
functions of this class, to supply some theoretical
development
least-squares.

deficiency.

In the great majority of such cases, the time is the argument of the
tabulated function. This is particularly the case in astronomical tables.

Thus

the Nautical

of the sun and

Almanac

gives the right-ascensions and declinations

the planets

for every

Greenwich mean noon

in the

case of the moon, these coordinate's are given for every hour, because

of the rapid
is

motion of our

satellite.

tabulated for every twelve hours

The moon's

horizontal parallax

the sun's for every ten days.


In like manner, the readings of the barometer and thermometer
;

THE THEORY AXD PRACTICE OF INTERPOLATION.

are recorded for certain hours of the day,

The

as functions of the time.

and therefore may be regarded

velocity of the wind, the height of tide-

and rate of a clock, are further instances of a


large number of physical quantities which are tabulated as functions
water, the correction

of the time.

As

examples of tabular functions of the physical or observational


kind, whose arguments are elements other than the time, we may
mention
:

The force of gravity (determined by


(a)
as a function of the latitude ;

pendulum experiments),

The atmospheric pressure (determined by

(ft)

a function of the altitude

The angle of

(c)

the barometer), as

refraction in a particular substance, as a function

of the angle of incidence.

Although differing thus fundamentally

in

the character of their

mathematical tables are alike in giving the


numerical values of the functions for certain assumed values of the

respective functions,

all

argument, so chosen that intermediate values of the function may


For this purpose
readily be derived by the process of interpolation.
not essential, to have the assumed argument
it is convenient, though
values proceed according to some law ; and since as a rule the greatest
simplicity is attained where the argument varies uniformly, it is nearly

always so taken. The interval of the argument is decided


by the rapidity with which the given function varies.

We

shall

in general

assume throughout these pages that the given values of

the argument are equidistant.

The

present chapter will be devoted to the subject of (Jij}'ri-<-nces,


as defined below.
The student should become thoroughly and practically familiar with this

upon the chapters


2.

Definitions

fundamental portion of the work before entering

that follow.

and Notation.

If

we have given

series

of

proceeding according to any law, and take the difference


of every two consecutive terms, we obtain a series of values called
the first order of differences, or briefly, first differences.
quantities

THE THEORY AND PRACTICE OP INTERPOLATION.


If

form a

we
new

difference the

first

in

series called second differences.

tinued, if necessary, so long as

We

differences

shall apply this process

the

same manner, we

The process may be con-

any differences remain.


of differencing to

the tabular values

of functions given for equidistant values of the argument.

Let

designate the argument; w, its interval; F(T), or simply


the given values
F, the function
t, t -j- w, t -(- 2w, t -\- 3w,
,
of T;
the corresponding values of F(T);
F^ 2 t
,
,
;

/",

lent

F F
,

J'", A-",
is

the successive orders of differences.

then shown in the following; schedule

Argument

The arrange-

THE THEORY AND PRACTICE OF INTERPOLATION.

THE THEORY AND PRACTICE OF INTERPOLATION.


Then, from the definition of differences, we have

Hence, by addition, we find

which

the

is

be

obviously

statement of Theorem

algebraic

an independent

as

applied
of
the
accuracy
differencing.

THEOREM

4.

are

taken,

If

the

values

of

differences

">

are

may

check upon the numerical

of

derived

values
it

JF(T)

of

beiny

assumed

N>n.

that

_/V

For,
of

II.

This theorem

I.

,/",

N3

values of

functions evidently yield _ZV 1 values of /!', JW- 2 values


values of //"', etc. ; hence
values of F(T) yield
n

J<">.

Inversion of a Series of Functions.


It is sometimes necessary
or convenient to invert a given column of functions, thus bringing the
5.

last value into the position

of the

position

given in
ences.

2,

second,

of the

find

F(T)

the next to the last into the

For example,

etc.

and observe the

Thus we

first,

J'

effect of

let

us invert the series

this inversion

upon the

differ-

THE THEORY AM)

To prove
two

that

such

series below, the

F(T)

an

I'll

A(

TICK

effect

is

<>K

INTKKH H.ATH >N

true generally,

we consider

second series being an inversion of the

first

the
:

THE THEORY AND PRACTICE OF INTERPOLATION.

To prove

F F F

generally, let

denote the two series of functions


will

be

F -\-f
u

^4/1

>

series

values are hence as follows

We

3'

F -F
fv rp
I

1 o

Also,

by

and

//,, /

J',

8',

let

is

and D', respectively

first

their

/o

therefore have

in

but since
the same

that the latter are derived from the given functions, the theorem

also true for

2.

Similarly with the following differences, each

order being the first difference of the order just preceding.


the theorem is true generally.

As an example we
F

series

us designate the

1
These relations prove the theorem directly for n
the second differences are formed from the first differences

manner

two

J'
*

then the sums of the

fi+fs,

differences of these three

f\
F.

write

Hence

THK THKOKY AM) PRACTICE OK IXTKKPOI.ATION.

differences frequently

e\liil>it

the omission of decimals

in

a small

the

degree of irregularity, owing to

approximate values of the functions

As

an example, we take the following values of T*, true to


the nearest unit of the second decimal

employed.

THE THEORY AND PRACTICE OF INTERPOLATION.


T

THE THEORY AND PRACTICE OF INTERPOLATION.

10

To

investigate the principle that underlies the method, let

denote the correct values of any function


(T) (tabulated for equidistant values of T), and let the differences be as shown in the
schedule below

F<r)

THE THEORY AND PRACTICE OF INTERPOLATION.


orders of differences,

with

is

alternate

easily seen

11

be that of the binomial coef-

to

in

Hence,

we have

only to
carry the differencing to that order at which the differences of the
correct functions would vanish, or sensibly so
the location and magficients,

signs.

practice,

nitude of the error will then be clearly shown by a succession of


and
terms, following the binomial law.
if

Thus,
fifth

the values of

differences

-lOe, +5e,

e,

J v vanish

the correct table

in

of the incorrect series will be


0;

the initial value, -(-,

0,

-j-e,

above, the

+10e,

oe,

therefore the error sought,


required function is found by
is

magnitude and sign. The


tracing backwards and downwards along the line of heavy type from
e,+ e to -F6 -\-e, which is the incorrect function and since the corboth

as

to

rection

is

the negative of the error,

we have

(J^+e)

the true value of the function in question.


9.
shall now consider several examples,

We

may be
EXAMPLE I.

process

in

e,

or jFG

for

order that the

fully understood.

Find the error

in the

following table of

F(T)

~ =

3
:

THE THEORY AND PRACTICE OP INTERPOLATION.

12

Finally, the

of the error
series

in

./

is

iv
,

number 206 is too small by 10 units, since the


shown by the leading or initial value of the binomial
10.

namely,

correction of -[-10

is

therefore to be

applied to the incorrect function, giving 210 for its true value.
In the column c, following z/' v in the above table, are given
the corrections to j |v due to the correction of -[-10 to the function.
,

The column J + e
lv

therefore

gives

the 4th differences

of the true or

always well to re-difference the series after


correction has been applied, to check the accuracy of the work.

corrected series.

EXAMPLE

II.

It is

Find the error

in the following table

of logarithms:

THE THEORY AND PRACTICE OF INTERPOLATION.


four values of /r

are

these are here sufficient.

available,

inspection shows that a correction of

13

slight

13". 0, as applied to the latitude

13".0 being a trifle


very nearly serve the purpose;
too great numerically, we soon find by trial that
12".8 produces the
best result.
Hence, the moon's latitude for May 11.0 should read,
for

+1

May

11.0, will

10' 10".6.

of Errors when More titan One Function is


Thus far we have considered examples of an error in one

Correction

10.

Affected.

are in error,
difficult.

It

When

two or more consecutive or neighboring values


the problem of correction becomes more complicated and
may even become indeterminate in some cases, since only

function only.

accidental errors
sive functions,

do not

can be detected by the differences.

and possibly

affect the regularity

all,

may

contain

Several succes-

systematic

errors

which

of the differences.

In general, the correction of a group of errors by differences may


be considered practicable only when the law of the function is not

obscured or altered by the presence of those errors. More definitely,


the method may be regarded as available in the case of two or per-

haps three neighboring functions, provided the errors be accidental in


character, and of sufficient magnitude to produce a distinct and definitive irregularity in the differences.

EXAMPLE

F(T) EE2T

I.

Correct the errors in the following tabulation of

25T

40:

TIIK TIIKOKY

14

column

C|,

series for
M

we
/'".

T=

-|-4,

we

EXAMPLE

correction

shown under
S, as

of third differences,

F(T}

the

place

correction of

value

AM) PRACTICE OF INTERPOLATION'.

for

with

T=

the

c.,

Correct,

-12

1S98

clearly indicates

this gives a final corrected

value

read

the errors
:

column

latter

instead of

ephemeris of the sun's declination


Date

This gives a corrected

-\-~).

constant

+2, should

should have
II.

The

./'"+<,.

applied in

of

-74
-

of

-|-12.

column

Hence,

instead of --7!

the
for

1.

which occur

in

the following

THE THEORY AND PRACTICE OF INTERPOLATION.


correction corresponding to

indicates a

the binomial coefficients of a

lower order than that of the difference

This means the

question.

in

of the order

correction
z/",

in

of an error in some earlier order of difference, rather than


the column of functions.
For example, if z/ v requires a

existence

an error

15

since A*

is

1,

3, 1, it

3,

the third difference of

follows

More

z/".

an error exists in

that

generally,

when

requires a correction according to the binomial coefficients of the


error exists in A*- m \

order, an

z/ (n)

th

These remarks imply the necessity of

some caution on the part of the beginner.


It will
is

be observed that when either the

in error, only the first or the last

term

in

first

or last function of a series

each order of difference will

be affected, and only by an amount numerically equal to the error.


in such cases, the method above explained is of little value.
In

general,

it

may

covered by differencing,

when

question,

be stated
it

is

that

when

errors

Hence,

have been dis-

advisable to re-compute the

values

in

the data for the calculation are available.

GENERAL PROPERTIES OF DIFFERENCES.


Let F(f), F(t+<a), F(t+2u),
of tabular functions, whose differences are taken
11.

below

Function,

F(T)
F(t)

4'
4,"

4"'
z/<">

F[t+(i
z/."'

/I"
"

/in/

represent any series


in the schedule

as

16

Till-.

We

shall

F (T)

assume that

and continuous function,

a finite

is

capable of expansion in a series of powers of


within the limits of the given table; then, denoting the successive

and that
s<a,

AM) PRACTICE OF INTERPOLATION.

TIIKOKY

/^(rf-j-.s-w)

of

derivatives

is

F(T)

by F'(T), F"(T},

Theorem, the following expressions


F(t)

etc.,

we

have, by TAYLOR'S

28

F(t)

F(f)+

F(t)

F(t)

+ 3uF> (t)+

~F"

<aF'(t)+

<

F(t+3u)

2,/* (0

F" (0 +

~ F"

(t)

1
+ 27 - F

12.

4aF>

(t)

(t)

16

(t)

81

"

(t)

(#)

li

+ ItZ-F" (t) +

(t)

^ F*

Lii

F(f)

F'"

64 ?L JP'"(<)

+ 256

iv

^-

Differencing these values of the functions in the usual manner,

we

obtain successively the expressions for

4'

J/

4'
J/

=-

F'(t)+

F"(t)

F"'(t)

J',

J",

//'"

F"(f)+

-^ F"'(f)+

15

^F

o)^'()+

F"(t)+

19

^ F'"(t)+

65

^J?

<oF'(t)+

7^

F"(<)+ 37

as follows

F(t)+ ....

F'(t)+ 3

<

F'"(t)+ 175

iv

1|T

^-

(t)+

....

(<)+

....

7^(0+ ....

+3<a*F"'(t)

i'"

It will

,*

F "'(<)+

be observed that

all

4
iv
f<o /'

()

+ ....

(3)

terms of the expansions (0) are of


where
denotes a numerical factor,

the general form, K<JF (t) ;


and r an integer which increases

by unity as we proceed from any

term to the next term following.

Hence, the differences

(r)

will

contain

THE THEORY AND PRACTICE OF INTERPOLATION.

17

We

thus see, a priori, that any difference


only terms of this form.
"'
of the
order must be of the form

J<">

A<a F<"(t)

Bar" F lr+" (t)

r
C<o + s

F"(f) +

D<a r+ *

+ ....

<r+s}

(t)

Let us now assume what appears from (1), (2), and (3) to be
the general law; that

is

A =

leaving the coefficients


We therefore assume

z/i"'

a,"/''""

(if)

B<a "+ 1

B, C, D,

F "+

Since the value of

making

l>

is

(t)

C<a ''+*F

undetermined for the present.

"+

+ Do>"+ F<"+ >(t) + ....


3

(t)

we may write
right-hand member of

arbitrary,

this substitution in the

get the expression for the n


-that is, the value of j;;;.

ttt

difference

for

t-\-a>

(4),

we

(4)

t;

by

evidently

immediately following

4*"',

Hence we have

Developing the functions of the right-hand member by TAYLOR'S

Theorem, we

find

(#)

()

+ uF

"+ ii

F'"

ai

,F"^-'(t)+ ^-V"'+ (<)+


1

"

Collecting the coefficients of

/'

(t) 4-

...

F' n> (t),

.1

(n

+(t),

get
n

we

.,

obtain

t
mW
(t)+(B+l)** F< (()+(c+B+\f**F***(t)

Subtracting (4) from (5), and observing that

....i

M "^F'"^'(f')
lix

li

/i+i

(5)

/I"'

,/i"

+
",

we

THK THKOKY AXD PKACTK'E OF INTERPOLATION.

18

If,

therefore,

we put

(6)

we have
...

(7)

Hence, if the general form of expression assumed in (4) is true


n -\- 1 ;
for the index n, it follows from (7) that it is also true for

we

but

see

by equations

hence

respectively;

1, 2, 3,

The expression

indefinitely.

and

(1), (2),

= 4;

therefore true for

is

(4)

holds for

it

the law obtains for

(3), that

and

on

so

positive inte-

all

gral values of n.

We

12.

haVe

now

to determine the coefficients

B, C, D,
of equation (4). These quantities are evidently functions of n and s,
and will be determined in the following manner
and determine the constants for ,/;/", which
0,
First, we take s
.

B
n

....
Cn
n
purpose by
These values are found by induction, thus: the relations (6) give
Cn D,,,
Cn+ i, .Z>n+i, .... in terms of
n
Making
n+1

we

shall denote for this

we

1,

take

{ ,

(7,.

Z>,,

derive
for

for

(7n ,

Hence,

B _^, B
n

tlie

first

gives

of the
succes-

Similarly,

we

Hence, the coefficients of (4) become known

0.

/;;"
Second, the coefficients of
is
clear from the schedule
it

F(t-}-sa>)

we

/>, ....

from

therefore

((>)

directly

a continued application of
equations (1)
s
B.,,
B,
sively the values of

in

if for

precisely the

brevity

we

easily follow

of

manner

that

11

that
/;;"

write

shall have, since the value of


/;"

is

from those of

arbitrary.

,/y
is

is

related

related
to

to

F(t).

THE THEORY AND PRACTICE OF INTERPOLATION.

19

in a series of powers of sa>,


we arrive
Then, expanding
^(^-f-sw)
at an expression of the form (4), in which the coefficients are fully

determined functions of n and

To perform

s.

the steps indicated,

we

from the

take

first

of the

equations (1) the following values:

To

A =
find B
n

Ci

= A

..-.

repeated application of the

By

first

of (6),

= B, + i
= B +i
B = B, + i

B,
B,

Hence, by the addition of these

To

find

Cn

Using the second of

we get

equations,

(6),

we

obtain

whence, by addition, we find

Since

(7,

^i

this gives

r=-l
C.

= l(B + B,+
t

/?_,)

2
r=

To

find

B =

we have

But, from (9),

Again, from
2>,

(6),

hence we get

we

derive

A + i Ci + 1 -i + A

(8)

we have

THE THEORY AXD PRACTICE OF INTERPOLATION,

-!<>

whence
C> +

From

(10),

2B

we have

or

l>.

g(

+ l)

(11)

In like manner, the process might be extended to the values of


but the results already obtained are here sufficient.
n ,....;
n
Cn and />,,, given by
n
Substituting in equation (4) the values of
0), we
(9), (10), (11), (remembering that these values suppose s

E F
,

have
(12)
z/<->

= w"F<-> (0 +

n\

M^+> /-'(+

<w

We

now
proposed, we

/fj%

fl

(t)

+ WT:
J^(s+l)

obtain from (12) the

tt

,-+>/'i-+

!'

(o

!L
"4o

(+i)

expression for

,+/'<"+>(<)

As

/;-'.

already

write

Then, as shown above, we

shall

*(<) +S(0 *'()

have

+lJi
li

*"(^)

+l!i
E

L.
cS,.,8

w,

Upon arranging
we get

this expression

according to ascending powers of

Hence, substituting the foregoing values of .&,

and 1>

(1

we

THE THEORY AXD PRACTICE OF INTERPOLATION.


of

values

the

that

find

S,

D,

C,

in

equation

21

(4)

are

as

follows:

"

*-H

These

are

results

(14)

easily verified

by substituting

special values of

and comparing with the coefficients in equations (1), (2), (3);


s
and taking n
1, 2, 3,
1,
thus, putting
successively, we obtain the numerical coefficients in the expansions of J,', ,7",, and J/",

n and

s,

respectively.

Itemur'kablf

13.

and J

The

'.

Formal Relation between

coefficients

S C D
n

the

Expressions for J

in the expression for

'">

z/p "",

be determined by the following method, which not only is


shorter than the above, but also possesses the advantage of showing

may

also

between the expressions for J "" and /7 ', respectively.


Retaining the above notation, we write (12) in the form
a direct relation

./'-'

We now

be

an

,"/''

>(<)

nU>'

+i F"' +l

<7,X'

+2 ^''' +2

'

(0

let

auxiliary expression, such

coefficient of

>(f)+

n+r
o>

(n+r}

and using the relations

(t)

(6),

the

that

in (15).

coefficient

Writing

+1

of
for

n+r

y
n

in

is

the

(15),

we have

Again, since the coefficients of


tain from (1),

g,

(y)

are those of

',

we

ob-

THE THEORY AND PRACTICE OF INTERPOLATION.

22

By

we

re-arranging the terms of (16),

c" y

E.

li

I?.

B.

find

li

li

'

'

'

'

li

Hence, by (15) and (17), we have


T.+I

Taking

1, 2, 3,

<J 4

Multiplying
cancelling the

.... n

these

common

1,

Ti

'/..

we

find

member

for

successively,

fits

equations

we

factors,

Therefore, by (17),

together
obtain
ti)"

member, and

(18)

we have

(19)

THE THEORY AND PRACTICE OF INTERPOLATION.

we

(15o) and (19),

coefficients in

Comparing

23

find

Substituting these values in (15), the latter becomes

^"'=

.....

<o+

^^"

+l
>(t)

+ ~ (3+

1)

***J**(0+.jg

(+i

which agrees with (12).

These

results

may

be

conveniently expressed symbolically: thus,


us represent the quantities J J ", J '",
J "> by Ja z/ 2 J 8
Jj
and for <af" (t), to*F"((), o?F'" (f), .... ofl (t) let us write the
let

symbols
J.

',

J92 , IP,

I),

....

---h U* + IS +
//-

D-\

Lr

D",

then

respectively;

ft.

have

shall

+ ....

ft

It

we

ft

(21)

D'1

14.

expression of the n

function
value of

The nih

THEOREM Y.

F(T)

is
.f

th

"'

of any rational integral


If the general form of the

differences

degree are constant.

is w"

aT n -\-pTn-

-2

-\--yT

the

constant

.
[

For, from the nature of the function,

and

F'^'d)

F<" + -<(t)

we

= ....

have, evidently,

=0

Hence, from (4), we have


z/j>

The theorem
interval

oj.

is

w "]<

.....

(f)

,"[

(22)

therefore true, whatever the value of the constant

Several examples have

already occurred:

in

we have

THE THEORY AND PRACTICE OF INTERPOLATION.

24

F (T) = T

the differences of

102"

20;

w==4, a ==

here

1, a>

l.

Hence, by (22), we get

/"

It

24

the value already found by differencing.

In

of

Example

F (T)

9,

r
-

'-

3
,

= 1;

we

obtained

there

for the value of the third difference


./'"

(>

which agrees with the theorem.


in

Again,

of

Example

F (T)

10,

E=

2T

25T

40,

w ==

1;

whence the theorem requires

J"'

which

is

2li

12

the result already obtained.-

THEOREM VI.

15.

[i

the n

If

th

differences

of a

series

of quantities

the given quanti(tabulated for equidistant values of T) are constant,


ties are the tabular values of a rational integral function of the form
"
F(T) EEa2 + 8r- +y7
7

7n

-2

This proposition

is

....

the converse of

THEOREM

V, and

is

proved as

follows:

denote the function whose true mathematical values,


tabulated for the given values of T, form the given series of quantities.

Let

From

F(T)

(4) and (5),

only in their
in

(a

first

we

see that the expressions for

having unlike

order that

J""

First,

<u

(<)

coefficients.

that

n
(a

(n)

(t)

agree
the remaining terms of like order
Hence, the conditions necessary in

does not vanish;


?
2
2
o "+ JF '"+ '(0

1>
U "+ 1*"+ (<)

and

j;-"

throughout are as follows:

shall be constant

Second, that

But, since

o"jP

term,

T(w)

= 0;

cannot vanish, these conditions reduce to the form


.....

<
A-<-H>(C) =
>

If

then,

now we put

(23)

/'<+!(*)

= .... =0

T =

+r

by TAYLOR'S Theorem, we have

(24)

THE THEORY AND PRACTICE OF INTERPOLATION.

F(T)

F(f + r)

F(t)

rF'(t)

F"(t)

+ -/'<" (Y)+

II

By

12

III

(23), this gives

F(T)

we

F(t)+rF'(t)

.+F<-"(t)+F<

observe, the coefficient of T" cannot vanish.

in

which,

in

(25) the value of T given by (24),

F(T) =

we

Substituting

obtain

+ (T-t)f'(t)+(T-t?-F" !+.

F<"

(t\

F(t)

lt\

+ (T-f)--

li

12

has a fixed value, the right-hand member of this equation


an expression of the t th degree in the variable T, and hence may
Since

is

25

be written in the form

which establishes the theorem.


16.

In the discussion
Convergence of the Differences in Practice.
of Theorems
and VI, we were concerned with the true mathematical

values of the quantities

involved.
In practice, however, the absolute
mathematical values of functions are seldom employed; fre-

or true

quently, as previously noted, a function

tabulated

only to a certain
enough decimals being retained to give the
observe that in such cases there is a tendency
is

degree of approximation,
desired accuracy.

We

of the differences to decrease numerically, and usually to vanish sensibly,


as the order of difference progresses.
The explanation of this tendency
readily from

follows

thus:

for

any given function, the


derivatives
have definite values;
F""(t),
(0,
(), .....
of
the
value
w
be
chosen sufficiently small to render all
hence,
may
the terms in the second member of (4) insensible, except the firxt.
equation
1

/'

When

this

and equal
cally
is

condition
to

brought

"'+ I>

(n+2)

obtains, the value of

n
/<"""(

(4),

t ).

The

differences

to a termination at

the

th

of

J<"'

is

F (T)

sensibly constant,

are thus practi-

order, whether the function

algebraic or transcendental.

In
rapidly

of the successive derivatives converge


the chosen value of w may then be quite large, and yet allow

many
;

cases the values

the differences to sensibly vanish at an early order.

This

is

equivalent

THK THEORY AM) PRACTICE OF IXTEHl'Ol.ATIOX.

26

to the obvious statement that,

when

a function

is

to

be tabulated so

as to difference readily, the interval of the argument must be decided

by the manner

To

in

which the given function

exemplify these

seven-figure logarithms:

principles,

we

varies.

take

the

following

table

of

THE THEORY AND PRACTICE OF INTERPOLATION.


due

to be

to the small value of the interval w,

u F'"

appreciable,

(t)

insensible;

w^
4

but renders

accordingly,

/'"

is

7lT

27

which makes the term

(0,

ai'F v (t),

the last difference which

....

quite

we need take

into account, the

may

remaining differences being practically zero.


add that if the values of T in the present table were

etc.,

instead of the given values, the interval w would become

We
100, 101,

1 instead of 0.01,

and hence

w,

'-',

w3

4
*
,

....

would not converge


100 instead of 1,

We

should then, however, have


t
which would cause the successive derivatives to converge rapidly, as
is obvious from the
general expression
as

above.

Furthermore, the differences of

F(T)

contain only terms of the

form

K denotes

where

a numerical factor; hence, since the values of

and

both increased one hundred-fold by the assumed change, it is


evident that the general term Kw"F H} (t)
is
not altered thereby.
The differences are therefore unaltered by the proposed change; this
t

are

conclusion
tion in
to 2,

confirmed by the consideration that the assumed alterawould merely change the logarithmic characteristic from
is

and thus would not

servations illustrate

the

affect

case

derivatives converge rapidly,

the

resulting differences.

These ob-

of a tabular function whose successive

whereby

a comparatively large

argument

may be used, and yet allow the resulting series of differences


to converge as rapidly as may be required.
17.
As a second example, we consider the following table of
interval

cubes:
T

THE THEORY AND PRACTICE OF INTERPOLATION.

28

We

have already seen (Theorem

matical values of

T*

that

when

the

true mathe-

are tabulated, the third differences are constant,

the fourth differences being the

order to vanish.

first

In the present

3
whereas
however, only two decimals have been retained in
To this degree of approximation, the
the true value involves six places.

table,

this follows

third differences are entirely insensible;

which gives for the constant value of

In this example

from Theorem V,

,.]'"

we have
a,

0.05

and hence

J"f=
which

insensible

is

(0.05)

X6 =

0.00,0",

when only two decimals

are concerned.

Thus,

in

frequently used in practice, the differences


generally terminate (either absolutely or approximately) at some order
earlier than would occur if the true mathematical values of the function
the

so

approximations

were employed.
be added that the above example affords an illustration of
Theorem VI. For, since the second differences are here absolutely
It

may

follows from this theorem that the tabular quantities are


the true mathematical values (corresponding to the given values of T)
constant,

of

it

some function of the form


F(T) =uT* + /3T+
Thus,

T = 5.16,

for

he

To Express

The problem
Let
n

consists

terms of

in

n,

5.21,

l?

us

numbers
M

in

....

and retains

5.46,

(n

\i)

in

Terms of

<o

n+l

w r F' r \t)
for

in

" +lt

(t),

by xr
(15),

decimals involved,

all

identical with the

reversing the series

<o"F w (t),

denote

-f-2,

....

will find his tabular

18.

student tabulates the function

in particular, if the

F(T) =

above

.,/<",

./<+",

series.
./;;+-',

(15), which

etc.

expresses

....
then,

we have

writing

successively,

THE THEORY AND PRACTICE OF INTERPOLATION

29

(28)

from which we obtain, by transposition,

~ -"!
Jt

x/("-t-ll
**

r
*

..2

v
*

- T)
-^n

(29)

The second

of the equations (29) gives a value of x n+l


substituted in the first equation, gives xn in terms of Jy", J;n+1) x^ t
,

we

xn

find

terms of

in

x a+2 given by

expression the value of

substituting in the latter

of (29),

J;"

./<"',

42

+1)

JJ,"

',

tinuing this process of elimination indefinitely,

The

',',"'

&,

cn

<o"F ^(t)
(

coefficients

(15) we

x n ^, x f+4

we

x,, +ls

the third

....

Con-

arrive at an expres-

form

sion of the
*

which,

+
,

''

dn

""

A'""

d,,/]^

obtain the following group of equations

//"

+B

+ ....

must now be determined.

....

M>
'',,''(""

(30)

From

y"+*+
(31)

Comparing (28) and

we observe

(31),

that the latter group

may

r
r>
be obtained from the former by writing
r and
y for //O and av,
respectively; the algebraic relations in both groups are otherwise identin
in terms of
cal.
Hence, if from (31) we seek to express y
,j

7,,,

f(

that

n+l

(in+t

which gives

terms of

in

./

y"

the process of reversion will be identical with

.,

<i,.

/'?+,

/;,">,

"

//;,"+",

<r-n:

the coefficients being those of (30).


//"

Taking

i\

w=l,
.,.,

'

'

rf

I,,

<h

.,/"

'\t?

e,

hence we must find

....

'/-,++

Therefore, by (18),
42

1'

,/,/"

r +

(32)

we have

:;

'/'/

(30) and (33),

in

and

<rr

<', t

we

,/,./"

(33)

obtain

+ W\*+d^+

(34)

'

(35)

THK THKOKY ANH PR ACT CK OK INTERPOLATION.

30

From

(17), by adding unity to each


1

member, we have

or

//

.'/

fc

= -i

= +

<>

F'(t)

(37)

-**' + * ft* -i?i4 +

4,'-

we

(38)

find

*--!

we

Substituting these values in (34),

x,

+ g,)

(35) and (38),

coefficients in

Comparing
*i

log,(l

(3)

obtain

J" J
4+

J
^--^- + ....
'"

IT

(40)

Again, from (38), we derive

(42)

Eqiiating coefficients in (33) and (42),

A.

-|

U-.i

+y4 (3

+ 5)

d.

These values being substituted

in

J(n

we

find

+ 2)(n+3)

(30), the latter

....

becomes
+s '4-

Using the symbolic notation adopted


ing expressions

D -

4 - */v +

in (21),

(43)

we have

(44)

the follow-

J -

i.

v+

(45)

19.

Effect of a

Magnitude of

Change in

the Several

the

Argument

Orders of Differences.

Interval

upon

the

Let us now suppose

THF THEOKY AND PRACTICE OF INTERPOLATION.


that a second tabulation of

F(T)

31

has been made, differing from the


first only in the value of the interval,
Let
mj be the interval of the argument in the second table; denoting the differences
'

by

8',

8", 8'",

the

new

table will run as follows

THE THEOKY AM) I'KACTICE OF INTERPOLATION

Now

let

61

be an auxiliary expression, such that the coefficient of


in (47).
coefficient of x H+r

From

we

(33)

is

the

g-T

we must perform
tion

+r

obtain, in succession,

....

+1

to eliminate

Now,

y"

?/", //"

from (51), by means of (52),

same algebraic steps as in the derivawe shall therefore obtain


of equation (49) from (47) and (48)
precisely the

and, for

1,

we have
-i

Now

li

the equation (51)


H

(my)"

+B

Pi<f>*

....

7iVi*+

(54)

be written

may
n

Whence, by (15), we have


and hence,

also,

2,

or,

by (17),

lH.l2.li
Also, from (36),

.-.

Sl

e""

(56)

we have
1

(f,

e>

the combination of which with (56) gives


,

m(m-'l)
- 1
2

ni(m,

1)

(w

1)/

nnin
V

1)/

(in
5

+ 1)
'

'

or

m(m

r+1)

fr,

THE THEORY AND PRACTICE OF INTERPOLATION.


Comparing (54) and

we

(57),

33

find

m(Hi-l)

rn(m-l)(m-2)

~F~

~1T
we

Substituting these values in (50),

obtain the following funda-

mental relation:
1)
m(m
V = '^ '+- L g- - Jo"+ -...+-

Again, using the relation


*.

<j, (

we

.;;-,

<r.0y)

....
-

1)

///(;/i

(in

+ !)

M +r)

(59)

obtain from (55),

\<ti(y)\*

*r

Hence, from (57), we find

m(m
-

Expanding and

m(m
~

l)

factoring,

we

l)(m
^

2)

obtain

=
.

coefficients

Equating
0.

2"(i-l)

y.

of

like

powers of

^m"(-l)r(3

in

(53) and (01),

+ l)m-(3+5)l

(61)

we have

....

(62)

Substituting these values in (49), the latter becomes

m" Ji

Finally,

sions

m" (m - 1) 4V' +I) -f

we may symbolize

--

"
(in.

- 1)

(3n +

!)- (3 + 5)

J<"+2

'

these results by the following expres(64)

m(m-l}. (m-3)
.

12

m(m-l)

'4+

- 7)

-^.

(63)

THE THEORY AND PRACTICE OF INTERPOLATION.

34
20.

THEOREM

VII.

n th differences of a given

the

//'

serif*

<>j

as compared with all the following


differences, then, if the series be re-tabulated with the argument interval
times its original value, the n th differences of the new series will

functions are numerically

/n/-</<'

be

approximately

times the

corresponding

n th

differences

of the

original series.

The theorem

J^, ....

+1)
x/J"

is

are

proximate value of

COROLLARY.
th
stant, then the n
equal

to

For,

if

of equation (63).
For, if
small in comparison with J<,n) , then the ap-

a direct

If

all

<n)

the

is

interpretation

mn j

nth

differences

is

differences

of

times the original


//""

(n>

constant,

the

new

of the given

series

are con-

series are also constant,

and

th

differences.

J +,
(a

ji->,

....

are

we

take

all

zero,

and

hence (63) gives, rigorously,


8<">

21.

To

illustrate

table of cubes:

= wBJ

"'

the foregoing results,

the

following

THE THEORY AND PRACTICE OF INTERPOLATION.

in the latter

we

vanish,

V =
From

-4 4," + A 4,"'

first

'

Whence, from

'

and observing that the differences beyond

3,

//'"

find

44,'

the

35

= 44,"-A4/"

of the above tables,

+92727

(65),

30909-618

4,"

we

we

V" =

A 4,'"

(65)

take

J >" = +162

+5562

derive

+ 10 =

8 "

30301

-12

618

606

'

which agree exactly with the values found in the second table above.
"
and 8 come within s'o part of equaling
It will be observed that 8
'"
$4/ and ^4,", respectively; while 8 = ^-4'", exactly. These rela'

Theorem VII.

tions are in accord with

To Express

22.

the Differences

of

Terms of

in

F(T)

the

Given

series be F
F F F
then
F
F
F
F
F
F
the
second
the
the third differ^ 2^, + ^,, F 2F -\-F^
differences,
ences,
^33^+3^^0, Ft 3F +3F F .'...; and so on.

Let the given

Functions only.
first

differences are

l}

coefficients

The

evidently follow the

t ,

binomial

l}

law.

Thus we have

generally

^> =

F,- F_,+

-1

(66)

F _2 n

+ -1'.C,F

which, according to the usual notation, we put n Cr for the coefficient of of in the expansion of (1 -)-#)".
To prove (66), let us assume it true for the index n; then the
in

th
expression for the w difference immediately following 4,"
will be obtained by increasing the subscripts of
M H _ t)
We therefore have
(66) by unity.

F F
(

Subtracting (66) from (67),


/

= Jr-4," =

F.

we

find

{i.e., //"')

....

- 1)" F,

in

(67)

36

TIIK

THEOKV AM) PRACTICE OF INTERPOLATION".

But, as proved in Algebra,

we have
Cr+l

a^r

h+l^V+

and hence the preceding equation becomes


(68)

It follows
n,

n -f-

also holds for

it

sion

so

from (68) that

true for

is

on

indefinitely;

1,

1.

if

But

2 and

the law expressed in (66) holds for


we have seen above that the expres-

Hence

3.

the equation (66)

is

it

is

true for

therefore true for

and

-1,

all

positive

integral values of n.
23.

To Express Any Function of a Given

Particular function

(f ), and

As

which follow that Function.


denote the given

below

the Differences

before, let

series, the differences

(oo,

Terms of Some
&, c
.)
f)

F F F F
,

} ,

Let

J"

A"'

be required to express
the nature of the differences,
it

in

....

being taken as in the schedule

F(T)

From

of

Series in

Jvl

Jiv

terms of

we have

3a

&,

c?

THE THEORY AND PRACTICE OF INTERPOLATION.

The

and so on.

/'

To prove
index

(69),

since

the
.

find

fU,

^Jn(n

1)

this value

= '-+

in

a,,

relation

n(n !)(
2)
0+ - I-2L _J

we assume

==

we

same

Co

that

(69)

true

is

it

for the

^o+ (+l)o+

from

as the relation of

to

obtain
n(n

1)

....

+^-^c +
that of F given

+ni

of a n to

terms of
here the

is

thus

a,.

Adding

Moreover, we evidently have

n.

na,

(69) by induction,

We may now
,

which sug-

coefficients again follow the binomial law,

form of the general term

gests for the


F.

37

^
E,

by (69), we find*

*o

i^

)^-

-)

Co+

(70)

Thus, having assumed the relation (69) to be true for the index

we find by (70) that it is also true when n-\-\ is written for


but we have shown directly that (69) holds for
n
1, 2 and
The formula (69) is therefore true for all positive integral values of
,

We

here omit the proof for the general term, since the process

is

the

same

as in

22.

n;
3.

n.

THE THEORY AM) PRACTICE OF INTERPOLATION.

38

EXAMPLES.
Tabulate the five-place logarithms of 25, 30, 35, .... 65, 70,
and take the differences to the fifth order inclusive. Retain a c-opv
1.

of the table for further use.

Tabulate

2.

F(T)

74, 77;

53, 56,

log cosT, to five decimals, for


difference to the fifth order, as in
E

T= 50,
Example

1.

Retain a copy of the table.

Verify the accuracy of both the functions and their differences


in Examples 1 and 2, by noting the degree of regularity in ,r, accord3.

ing to the method of

8.

Also, rigorously check the differencing in the above examples,


by taking the algebraic sum of each separate order, as explained
4.

in

3.

the two series of functions tabulated in Examples 1 and


difference the new series as before, and see that the resulting
5.

Add

values of /f are the

sums of the

fifth

differences of the other series,

according to Theorem IV.


6.

Correct the errors in the following tables by the method of

differences:

()
T

(*)

(')

.1

THE THEORY AND PRACTICE OF INTERPOLATION.


(d)

CHAPTER

II.

OF INTERPOLATION'.
Given a series of numerical values
Statement of the Problem.
of a function, for equidistant values of the argument, it is required to
find the value of the function for any intermediate value of the argu24.

ment, independently of the analytical form of the function, which may


or may not be given.
Interpolation

is

method by which the required

process or

the

values are found.

Without

certain restrictions or assumptions as to the character of

the function and "the interval of


is

polation

from a
station,

of temperatures

would be impossible

tabulation, the problem of inter-

Thus

an indeterminate one.

series
it

its

it

is

evident, a priori, that

recorded for every noon at a given


to obtain

by interpolation the tempera-

per contra, the thermometric


readings were recorded for 7.00, 7.10, 7.20, 7.30, .... P.M., it is highly
probable that the temperature at 7.14 P.M. could be interpolated with

ture at 8.00 P.M., for

given day.

If,

accuracy.

The Nautical Almanac gives

the heliocentric longitude of Jupiter

every 4th day; but, because of the slow, continuous, and systematic character of Jupiter's orbital motion, it is found sufficient to
compute the longitudes from the tables direct for every 40th day only.
for

The intermediate
which equals,

if

places are then readily interpolated with an accuracy


indeed it does not exceed, that of direct computa-

tion.

Nautical Almanac for every


for the moon's orbital motion is so rapid and compli-

The moon's longitude

is

given

in the

twelve hours;
cated that it would prove inexpedient to attempt the interpolation of
accurate values of the longitude from an ephemeris given for whole

day

intervals.

THE THEORY AND PRACTICE OF INTERPOLATION.

41

appears that, to render the problem of interpolation


determinate, the tabular interval (w) must be sufficiently small that
It therefore

nature or law of the function will be definitively shown by the


tabular values in question. The condition thus imposed will be satisfied
the

given table, the differences become either rigorously or


This follows from the
sensibly constant at some particular order.*
fact, soon to be proved, that for all such cases a formula of interpoin

when,

lation

can be established, either rigorously or sensibly true, according

to the foregoing distinction.

Extension of Formula (69) to Fractional and Negative Values


Provided the Differences of Some Particular Order are Constant.

2.1.

of

n,

We

have shown (Theorem

gral function vanish

V)

that the differences

beyond a certain

We

order.

that, for any such function, the formula (69)

is

of a rational inte-

proceed to prove

rigorously true for all

values of n.

denote any function whose differences become constant at the order i, and let j^
1
J?(T) and its differences are

Let

F(T)

then shown in the schedule on following page.

Excepting, of course, any periodic function whose tabular interval (w) differs but
its period, P.
An example of such a series is the following

some multiple of

Date, 1898

little

from

42

THKORY AND PRACTICE OF INTERPOLATION.

T11K

J"

F(T)

\
*;

From

we

(30)

obtain, in succession,

<jF^(t)

With

./;,"

1,,. 7,';+'

-"

'+<-,., A,"-

the condition assumed, these equations give

in

Hence,

this

It follows

term.

that,

TAYLOR'S Theorem
Hence, for

table.

Let us
v

= F(t +

now
~

expansions

for

at

the

(i-(-l)th

capable of expansion by
values of n within the limits of the given

F(t -\-nui)

words,
all

'

is

we have

such values,

all

end

(0)

under the present assumption, the expansions

in other

(0) are valid;

the

case,

(0

+.

F"(t)

.+'

(71)

consider the expression

'

'
|

(721/
\

i^

Substituting, successively,

0, 1, 2, 3,

i-|-3,

in

(72),

we

get, according to (69),

= F Flt F

(,>

Substituting these

same

results,

FI,

same values of n

F^,

in

respectively.

(71),

we

evidently obtain -the

namely
F,

= F Flt Flt F
,

i+s

in succession.

THE THEORY AND PRACTICE Or INTERPOLATION.

F and Q are equal


But F and Q are both

Hence,
//.

more than

to each other for

expressions of the degree

43

in

values of

Now,

n.

when two

expressions of the degree i in n are equal to each other for


more than i values of n, they are equal for all values of n. There-

of

fore, for all values

n, fractional

and negative, we have


.

"

= =

provided that J
of interpolation, and
1

constant.

1H

is

known

This

is

the fundamental formula

NEWTON'S Formula.

as

Second Proof of NEWTON'S Formula, for Constant Values of


Formula (73) is readily proved by means of equation (59), in

26.
.

/'".

m may

which

The only

have any value.

condition necessary for the


But
validity of (59) is that the expansions (0) are themselves valid.
since we assume that the differences beyond j<" vanish, it follows (as
that the expansions (0)

in the last section)

proved

are, valid.

Hence

(59) gives, rigorously,

From

the definition of 8

V =
.:

'

(see schedule, p. 31),

we have

= Fm -F,

F(t + m*)-F(f)

F. =
,

which

is

the

same

as formula (73), except that

is

written for n.

To Find n, the Interval of Interpolation.


The binomial coefficients of NEWTON'S Formula are given in Table I, for every hundredth part of a unit in the argument n. The quantity n is called
27.

and

the interval of interpolation,

To

in practice is

obtain an expression for n, suppose that

we

always

less

than unity.

are to interpolate the

value of the function corresponding to the argument T, whose value


lies

between

and

t-\-u;

then

f\ = F(t + n<o)

we

F(T)

and therefore
"

which determines the interval

n.

shall
,

or

have
t

+ n<a = T
(74)

THE THEORY AND PRACTICE OF INTERPOLATION.

44
28.

of (2.8)

EXAMPLE. From the following


by NEWTON'S Formula:
T

table of

4
,

find the value

THE THEOEY AKD PRACTICE OF INTERPOLATION.


therefore,

is

to find

in the schedule

before

F_ n

below

for this purpose, let

F (T}

45

be differenced as

the values of J<" being supposed

constant as

THE THEORY AND PRACTICE OF INTERPOLATION.

46

given in this case, the formula (7a) must be used; n being the interval of the required function from
toward F_

From

EXAMPLE.
of (13.26)

= 14,

we

find

14-13.26

3-

0.3,

F =. 38416.

the interval counted backwards from

is

from Table

I,

we

Hence,

obtain

=
B =
A

a_,

6_2

I)

+0.06333
-0.04164

by (75), we have

= +17680
= + 6944

we

Therefore, by (75),

=
=

+0.37
-0.11655

for the differences required

c_3

d_<

= +2112
= + 384

derive

-Aa_,

+ Bb_i
-Cc_*

+Dd_j

F =

.-.

By

given on page 44, find the value

And

Taking

which

the table of

(13.26)

we

direct calculation,

= +38416.00
= -- 6541.60
= - 809.32
=
133.75
-

=
=

15.99

+30915.34

find

(13.26)

30915.34492 +

Application of NEWTON'S Formula, when the Differences Beand 26)


have proved
come only Approximately Constant.
that (73) is true for all values of n, provided the differences of some
30.

We

particular order
that, if

(25

We

rigorously constant.

are

the value of n

lies

and

between

-(-1,

more frequent case

approximately true for the

now propose

in

to

the formula

is

show
very

which the differences

of some order become approximately, but not absolutely constant. The


example given on page 8 is typical of this case; the numbers involved
are not the true mathematical values of the quantities represented, and

hence the

Let

irregularities, as already explained.

F F F F
,

v ,

mate tabular values of any function

denote a series of approxi-

F(T),

given for equidistant

THE THEORY AND PRACTICE OF INTERPOLATION.


values

FU

T, and true

of

FZ,

....

the

to

matical values of the series, which

F = F -\-f

let

also,

approximate values, due to

unit of their

last figure;

let

denote the corresponding true mathe-

nearest

47

we

shall designate generally as

F;

being the difference between the true and


the omission of decimals in the tabular

quantities.

The
are

now

differences of F, and those of the series

/,

f.2

defined by the two schedules below:


A<

F(T)

J'"

t+

(0

(A)
ft,
ft

ft<

J"
t
t

0)

ft

Vo

ft

(B)

ft
ft
73

ft

Then, since
differences of

F=F-\-f,

it

follows from

are as given in the

appended table

that the

J"'

F(T)

Theorem IV

"

O)
<

+
(C)

= F +f
t

a,

ft,

ft
"3

m,

-A

Let us now suppose that the differences J< i+1 in Table


(C) are
either alternately -(- and
or that -j- and - - signs follow each other
>

48

II

THEORY AND PRACTICE OF INTERPOLATION.

Moreover, the foregoing definition of

irregularly.

terms

IK

in // ((+ "

are sufficiently small

no errors exceed-

indicate that

to

that the

requires

ing half a unit in the last place exist in the functions F(T). The
\ alues of J<"
are then approximately constant, and therefore Table (C)
proceed to investigate tinrepresents the typical case in practice.

We

accuracy of XEWTON'S Formula as applied in this case; assuming that


n is always taken within the limits
and -\-\, and that terms beyond

dw

are neglected.

Applying (73)
beyond
F.
in

.//>,

//.tli

order.

cover

its

from Table (C), and omitting the terms

we have

(F +f )+A(a

which

to find

+ nJ + B(!, + /3 +
)

C(r

l>

+y +
l}

.+Z(/ + A )

(76)

A, S, C, .... L denote the binomial coefficients of the


Let us now examine the approximate formula (70), to dis-

maximum

The formula

error

when

all conditions conspire to that end.

may be

(76)

written
(77)

For

brevity, let us put

Q =
RE
.:Fn

F + Aa + M + .... +U
+ ^c> + BP + .... + M,

/o

=Q+R

It will

be observed that

(77a)

is

the

value obtained for

when

We

(73) is applied to Table (A), terms beyond J being neglected.


leave the discussion of Q for the present, to consider the quantity R,
<()

which evidently expresses the error of interpolation due to the unavoidable errors, f, contained in the tabular functions F.
22 to the differences of Table (B),

Applying the formulae of

we have

fi

-fo

/ -3/ + 3/,-/
/4-4/ + 6/ - V1+/.
- 5/4 + IQ/i - 10/ + 6/, - /
/c
8

(78)

THE THEORY ASTD PRACTICE OF INTERPOLATION.

49

Hence, from (77a), we obtain

R = /+

.-.

+ &+ C7o +

Aa,

R = f (l-A + B-C+D-E+

+f,(B-3C+6D-10E+

+MD-5E+
Now the binomial
.

L)+f (A-2B+3C+f (C-iD+10E-

DB

.)

(79)

+ME- ....)+....

coefficients

A, B,

G,

are connected

by

the following relations:

A =

Hence, since we have assumed that n


follows that

A, B, C,

are

alternately positive

ABODE

thus:

We

therefore

coefficient of

since the values of

is

/,

-\-Q.5, in

sum

+0.5

/,

We

number.

of

"

-;

-0.5

if

we
/,

f may

take

+0.5

f = -0.5

....

all

1
(l-x)- (1-*)" E (1-z)"-

into the

right-hand
-(-

all

form

(80)

member of

sign.

in (79)
the
us
consider
For this pupose, let
identity

which, for

the terms after the first in the


(79) will be numerically a maximum, with the
shall now show that the coefficient of

the

and negative,

have any value between


terms of the same unit; hence, it follows from the

foregoing conclusions that


/,

it

are supposed true to the nearest unit

of the last decimal figure, the quantities

and

-j-1,

....

it

"

0.5

and

draw the following conclusions respecting (79)


The

Now,

between

lies

is

a positive

values of x numerically less than unity,

may be expanded

THE THEORY AND PRACTICE OF INTERPOLATION.

50

Upon

equating

we

identity,

the

the

L =

the

two members of

(-1)'

member of this equation is the


the final member contains only

coefficient of

we

in

(79)

is

positive

a positive quantity.

in
it

Ac-

conjunction with the values of


designated in (80), the value of
given by (79)

take

-f-0.5,

in

now append

.a

table

of the quantities

as above determined, with their differences

factors,

/i>/2>/3>
will then be the greatest possible under the assigned conditions.

We

this

(-0

(-l)(-2)(-S)

first

(79) ; and since


follows that the coefficient of
cordingly, if

of x* in

find

1-A+B- C+

Now,

coefficients

f f f f
,

t ,

THE THEOEY AND PRACTICE OF INTERPOLATION.

To evaluate (81) for different values of n between


we make use of the following abridged table:
n

=A

51

and

-}-l,

THE THEORY AND PRACTICE OF INTERPOLATION.

52

Whence

is

it

seen that the greatest possible values of R, under

the assumed conditions, are


RZ

.R,

0.6

0.8

1.1

1.6

RI

2.3

3.4

....

While it is obvious that the combination of accidental


shown in Table (B'), is very improbable, yet approximations

errors /,

such

to

In such cases the

combination- will occur occasionally in practice.

by NEWTON'S Formula may be a


These values show
considerable part of the values given by (83).
errors (7?) in functions interpolated

that

when the

be greater than
this

cannot
beyond /f are neglected, the error
In all probability
units of the last place in F.

differences
1.6, in

error will not

exceed one unit

and when

it

is

considered that

the results of an average logarithmic computation are uncertain within this amount, we are justified in neglecting the error R, provided
that fifth differences are practically constant.

Beyond
fore

the limiting values of

increase rapidly.

We

conclude that, aside from the inconvenience involved,

by NEWTON'S Formula when the

practicable to interpolate

be neglected.*
consider the expression Q of (77a), that

beyond /r are too large

We

now

is

im-

differences

to

Q=F + Aa
t

Now, because

it

there-

+ b.+

the differences of

in

+L1

is

(84)

Table (C) become approxi-

mately constant at J \ notwithstanding the irregularities they contain;


in Table (A) become sensibly
so, a fortiori, must the differences of
(<

constant at

Hence the

z/ (i) ,

the quantities of this table being mathematically e.w7.

differences

//<+

in

Table (A), namely,

form a series of continuous, but very small terms, whose values


Per contra, we have assumed that the
are nearly equal to each other.

will

differences

Excepting the case where F(T)


mathematically exact.

is

a rational integral function of T, whose tabular values are

THE THEORY AND PRACTICE OF INTERPOLATION.

53

of Table (C) either are alternately -(- and


or that -(- and
terms
succeed each other irregularly. It follows that the quantities m must
be numerically less than the maximum value of p. in the series
,

quantities

p.,

mask

the former would

bined series

the quantities

if

For, otherwise,

exceeded the greatest of the

the effect of the latter in the com-

hence there would be no general alternation of

m-\-p.;

signs in the series

But

our

assumption that the diiferencing in


Table (C) has been carried to an order J +1) which does exhibit a
therefore conclude that m is numerigeneral alternation of signs.
this

is

to

contrary

('

We

cally less than the

maximum

value of

Table (B'), we

Xow, from

p..

observe

under

that

assumed,
The maximum value

of

J")

y (=//'")

0(=
"

"

"

is

(=z/ )

ft(=J

( '

+1)
)

=
=
=

conditions

the

(2);
1

(2)

(2)

(2)'.

Hence, m^ is numerically less than 2'.


We have observed above that, as a consequence of the conditions
herein assumed, the differences of
in Table (A) are converging, being

beyond J>; hence the fundamental expansions (0),


deduced from these, are valid in this case. The formula

practically insensible

and
(59)

all
is

relations

therefore applicable to the series

in (59),

hence, writing n for

we have
ao

in

F(T);

'

Aa

Bb

Cc

+L1 +

Mm + Nn +

which as many terms should be retained as accuracy requires.


But we also have*
S

'

F(t + n)

F(t)

= Fn -F,

and therefore
Bb
* See

26,

Cc

+L1

where the same relations were similarly employed.

THE THEORY AND PRACTICE OP INTERPOLATION.

54

Now, by

may be

(84), this equation

= Q+ Mm

F,

written

+ Nn

tt

or

Fn The

Mm

= Mm + Nn +

Jn

(85)

expresses the difference between the true mathematical value of the interpolated function

and

its

ences
in

series

series

But

are nearly constant,

Mm
Mm

above observed, the differ-

since, as

follows that the differences

it

Nn

Hence,

therefore

-)-

approximate value Q.

comparison.

brief,

-f-

small

is

Mm

compared with

as

are small

-(-

Nn -)-....

may

in the right-hand

member of

(85)

(82)

we

Sw - S =
the last of these,

we

we

have shown above that

(87)

is

(88)

numerically less than

2';

this

expressed in the form

may have any

2'

sin 6

and 2n.

value between

From

this

relation

obtain

Mm =
or,

-l) (-If)
(2-l) (+E)
(2

= Sw -S

m =
where

-l

obtain

2'M

may be

(2

(2'-l) (-l)'Jf

condition

(86)

derive

,-H = + 3(7 =
- R = - ID =
.-R<= +15JS =

We

The

therefore be written, without sensible error,

FH - Q = Mm

From

in

represents, very nearly, the value of the rapidly converging

latter equation

From

by (88),

Mm =

Substituting this value of

(R

Mm

Fn - Q =

2'MsinO

W -R,M) s'uiO

in

(B

(86),

M -R

(89)

we get
M)

sin^

(90)

THE THEORY AND PRACTICE OF INTERPOLATION.

From

55

we have*

(77a),

Fn -

(1+

sin 0)

which, subtracted from (90), gives

- Fn = R

F*

sine

(Jfl

From Table (D) above we


cannot exceed 0.04, which

we

discussion;

is

see that

beyond

sin<?

the

z/'"

coefficient

an inappreciable quantity in the present

therefore write the last equation

Fn -F = R^sine-Q + aiufyR,
K

The quantity

(92)

numerically greater than R^ and both are


alike in sign; this condition may be
expressed by the relation
i+l

is

R = Rt+l sin
t

in

which

|>

2
!/'

has a definite value depending upon the value of

stituting this expression for

F - F, = E
n

becomes

in (92), the latter

i+1

[sin 6

sin

Sub-

i.

V (1+ sin 0)]

or

Since

cos2 t/>

is

necessarily positive,

lows that the coefficient of

when sin#

i+1

in (93) will

sin

\ *

in

(93),

negative,

|>

be numerically a

attains its greatest negative value; that

Taking

and

is,

fol-

it

maximum

when

=\

F,-Fn = ^(-cosV-sinV) = -RM


which

is

the

maximum

IT.

we have
(94)

numerical value possible to

all

n,

con-

ditions favoring.

the true mathematical value of the required function.


n is
the approximate value of this quantity which is obtained by applying
n is

NEWTON'S Formula

to

Table (C), neglecting differences beyond jw.

being assumed, (1) that the given functions


are true to the nearest unit of their last digit;
it

F F F F
lt

(2) that

dent that

is

....

positive

K defined in (77o) is not distinguished by a subscript in the earlier part of this


1! 3
Considered as a particular term of the series II*
J{ 4
however, it is evishould be designated as lit .

The quantity

discussion.

THE THEORY AND PRACTICE OP INTERPOLATION.

56

and

than unity;

less

(3) that the

differences

constant; and (4) that the differences

and

signs following irregularly.


from (94) that the computed value

J< +

Under these

can never

are

z/">

are quite

approximately
small, .with

conditions,
differ

it

-(-

follows

from the true

by more than the quantity lii+l


One point further, however, must be considered.

value

In computing
n by (76), we should, in practice, obtain the values of the several
terms to one or two decimals further than are given in F, to avoid

accumulation of errors in the

n,

the extra decimals

final

dropped, the

are.

Thus we

nearest unit, as in F.

tained rigorously by (76), but

which we may denote by

expresses the

maximum

this expression

(Fm )

we

quantity

Jii+l

being taken to the

ob-

Accordingly, the relation

0.5

discrepancy between

with (94),

sum,

approximation to that value,

close

and

(Fn ).

Combining

finally obtain

F.-(FJ = The

result

in writing the

r
actually use, not the quantit}

(Fn ).
p.

But

addition.

0.5

(95)

therefore represents the final limit of error

0.5

of an interpolated function, in units of the last decimal


From the value of
of F.
6
given in (83), we find that when
2.8 units.
Since it is
zf is nearly constant, the limiting error is
in the value

highly improbable that

produce

this

practically

maximum

terminate

With

the

at

occasionally be in error

and never by

necessary conditions will conspire to


error, we may add that when the differences
the

all

fifth

by one

order,

interpolated

unit, only rarely in error

functions

by two

will

units,

three.

sixth, seventh,

employed, the results


most cases would be intolerable,

or higher differences

become subject to errors which in


and which would probably be obviated by a

direct calculation of the

function.

From

the foregoing

tabular

therefore

appears that, for


functions should always be given

investigation

it

purposes of interpolation,
with an interval sufficiently small that differences beyond

<//

may be

THE THEORY AND PRACTICE OF INTERPOLATION.

57

generally fulfilled in practice. As already


stated in 24, the longitude and latitude of the moon are given in the
Nautical Almanac for every twelve hours; from the values thus given,

neglected.

This condition

is

intermediate positions can always be safely interpolated by using differences no higher than the fourth or fifth order. On the other hand, a

of the moon's longitude for every 24 hours would yield differences of the eighth or even ninth order; the use of which in NEWTON'S
table

Formula might produce an error of several units

in

an interpolated

position.

In

all

that follows,

we

assume that differences beyond the


This assumption made, it follows from

shall

may be

fifth

order

taken less than unity.

neglected.
the preceding investigation that the fundamental formulae, (73) and
(75), may be applied in all cases without sensible error, provided that
is

31.

We

shall

now

solve an

example which

points of the foregoing discussion.

for

T = 0,

values

in

....
the

tabulate the function

- 199841.772 T + 50804.968 T
2169.395 T +
116.817 T +

5645.715 T -

1, 2, 3,

terminate

we

9,

fifth

we

find

decimal.

that

the true

1.507

(96)

mathematical

These values of

given in the table below, with their differences:

the main

606607.920

If

illustrates

F(T)

are

THE THEORY AND PRACTICE OF INTERPOLATION.

58

of each

only slightly from the quantity


0.00500, or half a unit in the second decimal place; and, moreover,
last

decimals

three

that the actual difference


excess

and

defect.

is,

differ

excepting the

This condition

first

function,

will rarely obtain,

and

is

nlli nnilih/

in

here selected

only to illustrate the limiting case.


If now we drop the last three decimals of F, we obtain a series
of approximate values, denoted by F. The following table gives F,
true to the nearest unit of the second decimal, together with its
differences

THE THEORY AND PEACTICE OP INTERPOLATION".


T

59

60

THE THEORY AND PRACTICE OF INTERPOLATION.

THE THEORY AND PEACTICE OF INTERPOLATION.


where the numerical term

With

is

now expressed

the above determined value of

J2-a

61

the same unit as

in

(= -(-1-526),

the last equation

becomes
F,

it

units,

instance

F.

1.56
7

we were

obliged to write (J ,,) gi'eater than


follows that the actual error of interpolation in

Finally, since

0.23

by

this

approximately 1.8 units in the second decimal place; which agrees with the result previously obtained.
32.

is

1.56

As

-f-

0.23, or

more

practical

application of

NEWTON'S Formula, we

take the following

EXAMPLE.
for April

20

0".

Date
1898

From

the.

appended

table, find the sun's right-ascension

THE THEORY AND PRACTICE OP INTERPOLATION.

62

April 21, by means of (75).


the tabular differences,

A =

+0.20

we

Thus, from Table

find

(for

= 0.20),

and

THE THEORY AND PRACTICE OF INTERPOLATION.

To

we

the above schedule,

of

J", j">,

T
,

56,

+ Dd +

Cc 2

S, C, D, E, ....

where, as before,
J*,

find for the value of

F = F + na +
n

Applying NEWTON'S Formula

Formula:

derive STIRLING'S

i(a'+oO

Ee3

(100)

Let us now put

= H' + 'i)

to

represent the binomial coefficients

respectively.

63

*('+,)

(101)

from which, with the relations


a'

a,

we

l>

c'

c,

e1

^rf

e1

obtain
d

Using the equations (102), together with the

we

(102)

relations given in

23,

find

= a +P
= *0 +C = +
= + 2rf + = c + J <+ e +
c
= d + 2e +
^ = ^ + 2^4== e +
= e 4e
!

*!

c'

e,
.

substituting these

Upon
latter

values of

,,

(103)

Jj, c2

....

(100), the

becomes

Substituting in the last equation the values of B, C, D,

__

n(n-l)

__

E,

namely,

(-!).. (n-3)

e.

ii

n(t.-l)(-2)

E =

|3

we

in

n(n-l)

(n-4)

(6

finally obtain

(104)

known

which

is

ployed

in this

as

STIRLING'S Formula.

The even

differences

formula are those falling on the horizontal

line

em-

through

THE THEORY AND PRACTICE OF INTERPOLATION.

64

the odd differences are the means of those which

above and below

this line, as defined

fall

immediately

by (101).

Table II gives the values of STIRLING'S coefficients for the argu-

glance at this table shows how much more rapidly these


coefficients converge than those of NEWTON'S Formula.

ment

n.

EXAMPLE.
April 20"

0".

Date
1898

From

the

table

below, find the R.A. of the sun for

THE THEORY AND PRACTICE OF INTERPOLATION.

65

When the
Bm-kiwird Interpolation by STIRLING'S Formula.
forward interval approaches unity, it will be more convenient to proceed backii'di'dx from the following function by the formula
35.

''_= ^o

na

-=-

ba

-e+

120

24

the coefficients of which are taken from Table II with the


//,

as before.

It

will

(105)

argument

derived from (104) by


or, by supposing the given

be observed that (105)

is

n for n in the latter;


merely writing
series to be inverted, and hence (Theorem III) changing the signs of

and

a, c,

e.

EXAMPLE.

Solve the preceding example by (105);

the sun's R.A. for April 20

Taking

= April 21,

The
as

Table

II,

?z?

find

0.20

above for April 20; thence, taking the


with n
0.20, we find

same manner

coefficients

F =
A = +0.20

is,

interpolation.

differences are formed for the date April 21 in the

found

that

by backward
we have

rt

m
56 55.84

from

66

THE THEORY AND PRACTICE OP INTERPOLATION.

and we therefore obtain

THE THEORY AND PRACTICE OF INTERPOLATION.

We

67

now

pass from STIRLING'S Formula


to another, somewhat similar, wherein we employ the odd differences

BESSEL'S Formula.

38.

which

c n e,,

i,

on the horizontal

fall

between

line

and

l ,

and

the means of the even differences falling immediately above and below

Using the schedule on page

this line.

Then, since

J,

i(*

+*0

= 6-ic,

6.

and

Ci,

62, let us put

(106)

these equations give

e 1}

= d-ie,

*(*,+<$

(107)

Let us write the formula (104), for brevity,

F = F +na+fb +Ce+Dd,+ JEe + ....

(108)

where
(n-l)

__

__

~6~

1>

da
e

Upon

_.

we

of (102) and (107),

=
=
=
=
=

a,

- ^d =

c,

b
c,

d
e,

(4

derive

ct )

04

e,)

cl

ca

^e

-J-

(d

J.

a, b

c,

Finally, substituting in the last equation

we

n (n

--

l)(n

~
40

^4~
which

in (108),

the values of

we have

C,

D, E,

obtain
n (n 1)
s -2

'

(110)

substituting these values of

from (100),

""

n('-l)(n'-4)

~2T~

Now, by means
a

n*(n-l)

--120

"

'

BESSEL'S Formula of interpolation, commonly regarded as


the most convenient and accurate of the several forms in use.- The
is

odd differences here employed are those which fall on the horizontal
line between
and F^ as shown in the schedule on page 62; the
even differences are the means of those falling immediately above and

below" this

line,

as

denned by (106).

68

THE THEOKY AND PRACTICE OF INTERPOLATION.


Table III gives BESSEL'S coefficients for the argument

EXAMPLE.

Use BESSEL'S Formula

the table below:

to

compute log

sin

n.

22'

from

THE THEORY AND PRACTICE OF INTERPOLATION.


Taking

7,

we have
n

Therefore

we

find

=2

0.60

69

THE THEORY AND PRACTICE OF INTERPOLATION.

70

be observed that the coefficients are here numerically the same


for the arguments n and 1
n; having like signs for the even orders,
It will

and opposite signs

More

for the

odd orders of

the values of BESSEL'S coefficients

generally, let us denote


T

differences.

.... taken with the argument n, by B,C,D,E,


respectively; and the corresponding values taken with the argument
An inspection of Table III then
1
n by
d, DI, E!,
for

J",

//"',

J'

/f,

t ,

shows that we have

S = +B
G! = -C
= +1)
Z>,
E = -E
1

(112)

To

F = F + Ma, +
n

Now,

we

establish these relations generally,

+ Dd +

<7c,

of

may

(113)

also

be exactly the same as in (113).


formula (Ilia), we have
will

Fn =
But we have,

Ee

be obtained by interpolating backwith the interval 1


n; the differences thus involved

the value

ivards from

Bb

write (111) in the form

-F,

(1

-M) a, +

BJ>

C.c,

Hence,

+ Ddt

after

E&+

the

manner of

(114)

also,

F,

(1-11)0,

OF, -a,)

a,

= F +

na,

Whence, (114) becomes

Fn = F + Tia, +
Q

BJ>

(7,0,

E^ +

Djl

(115)

which, subtracted from (113), gives

= (B-E )b+ (C+Qc, + (D-D )d+ ....


1

The equation (116)


interpolation

are

is

true in

applicable;

cases to which the formulae of

all

is

it

therefore

function of the

true

when J^(T)

second degree.
But, in the
case, the second differences being constant, we have
rational

integral

c,

e,

The equation (116) then becomes

(116)

(B-Bfib

is

latter

THE THEORY AND PRACTICE OF INTERPOLATION.

71

Hence, since b cannot vanish, we have

S = +B
l

This result reduces (116) to the form

= (C+C

l -)c l

+ (D-D )d + (E+E )e +

Again, we may suppose


d

that

J"> constant;
el

is,

(117)

we may put

The equation (117) then becomes

= (C+Qc,
or
C,

= -C

repeated application of this reasoning,


tions (112) are true generally.

By

It follows

backward from

When

numerical process involved in finding


n by
identical whether we interpolate forward from

is

or no check

that the rela-

that the

BESSEL'S Formula
or

we prove

lf

except for the terms in

and

A'.

Hence

little

by performing the interpolation by both methods.


check is deemed necessary, BESSEL'S and STIRLING'S

afforded

is

such a

Formulae should both be used.


42.

Relative Advantages of

NEWTON'S, STIRLING'S, and BESSEL'S

In practice, the only important application of NEWTON'S


Formula consists in interpolating functional values near the beginning

Formulae.

or end of a

given series.

The

selection

of this formula

is

then a

matter of necessity rather than of preference.


In all other cases, either of the more rapidly converging formulae
of STIRLING or BESSEL should be employed.
Regarding a choice

between these two, when Tables II and III are available there would
appear to be very little advantage one way or the other. The form
given by BESSEL is more commonly used, and is perhaps a trifle more
accurate in practice than STIRLING'S form, particularly for values of
neighborhood of one-half. When n is quite small, however,
STIRLING'S Formula will probably be found more convenient.

in the

72

TIIE

THEORY AND PRACTICE OF INTERPOLATION.

Suppose we have given

F(D

a limited table of functions, as follows

THE THEORY AND PRACTICE OF INTERPOLATION.


are insensible,

we observe from BESSEL'S Formula

the approximate value of

The maximum value

that the

73
error

of

will be

of

whence we have the following

which obtains

>

result

for

= ^,

is

maximum

WTien second differences are sensibly constant, the

error

of functions obtained by simple interpolation is i//".


Thus, in Tables I, II, and III, the values of the coefficients for
J" (designated above as .Z?) can never be in error by more than 1 of
10 units, or 1.2 units in the fifth decimal, when found by simple
interpolation.

44.

Corrected First
or

stant,

Involving

Interpolation

When

Difference.

nearly

but

so,

Second

too

neglect,

included (and hence an accurate value of

ing simple method

Means of a

second differences are con-

the
to

large

by

Differences,

their

effect

may be

obtained) by the follow-

Since third differences are 'supposed insensible, BESSEL'S Formula

becomes

F =
m

which may be written

in the

F,

Now, because
(121)

F,+ na +

n (n

1)}

form
F.

!-

-*

third differences are negligible,

(121)

we may

write &

for b in

then, putting

we have

(122)

na

The value of
interpolation.

is

is

thus obtained almost as readily as in simple

In forming the quantity

the complement of

value of n

/*

with

respect

ordinarily required.

to

25

(which

unity),

The value

of

is

simply one-half

only an approximate
c^

the corrected first

74

THE THEORY AND PRACTICE OF INTERPOLATION.

difference, is thus

found by an easy mental process amounting almost

to mere inspection.

EXAMPLE.

Find

(8.2)

from the following values of T*

THE THEORY AND PRACTICE OF INTERPOLATION.


Taking

=
T =
=
t\

a,

= 30720,

find

_ VQf)

00
-

0.03919 (backward from

*/Ov/

30682.38

a'

960

Using 0.04

we

we have

11.8315

75

= -3683
= + 68

as a sufficiently accurate value of

in

determining

a',

by (124),

'

.-.

F_ a

=
=

+ (0.48 X 68) = -3650


11.8315 - [0.03919 X (-3650)] =
-3683

11.8458

In the present example the algebraic signs of the several quantiNow it is important to
ties of (124) have each been considered.

remark that

in the majority of

cases no

need be given to

attention

for in this fact lies the chief practical

advantage of the
method. Thus, in the present example, we are interpolating from the
third function toward the second; the value of j' to be corrected is
these signs;

two functions, or 3683; the sign we disregard.


be applied to this number is 0.48 X 68, or 33. Again

the difference of these

The

correction to

neglecting signs, we simply apply this quantity to 3683 in such a


manner as to obtain a result falling somewhere between the numbers

3683 and 3615 of the column


thus

na

obtaining 3650 for our

= 143,

j'.

Hence, we decrease 3683 by 33,

corrected

first

difference,

a'.

Finally,

by which amount we increase the function 11.8315 (giving

11.8458), since we observe that the functions are increasing in the


direction of the interpolation.

mechanical method of procedure is to


that is, when J'
have opposite signs

partial exception to this

be observed when

changes

sign in

must be noted;

a,

and

a'

In this case the sign of a


passing the function
we then have, as in (122) and (124),
.

76

THE THEORY AND PRACTICE OF INTERPOLATION.


For example, given the values below
T

THE THEORY AND PRACTICE OP INTERPOLATION.


only the values for each midnight.

abridged series
Date
1898

Thus we obtain

the

77

following

THE THEORY AND PRACTICE OF INTERPOLATION.

78

method

at

once serves for the determination of the several values in

Thus,

question.

in the series

F F

us suppose that
and difference the series

let

t ,

and Fj are

F F
s

the required values are easily found

in error.

we may proceed by
given series; thus we obtain

from which the values of

= i and

|,

by

tabulate

interpolation.

and

require cor-

tabulating every third function


the abridged series

and

are

if

Otherwise,

respectively.

we

Again, when two adjacent functions, say


rection,

if

Then,

series are too large for accurate

of the

found by interpolating with


the differences of the latter

interpolation,

original table every alternate function only, as

we may omit from the


in
46.
The resulting

series,
FO>

will

-^4>

-^e

Fg,

....

but one incorrect value, namely


The cort
then be found by the method of differences, whereas

may

method might be impracticable

neously.

or,

therefore contain

rection to
this

Similarly,

we may

correct

if

by interpolation from the corrected

SYSTEMATIC INTERPOLATION

Thus

we have

t and
applied to
by the differences of

simulta-

series

SUBDIVISION OF TABLES.

considered interpolation as a process for


computing the values of functions for occasional or special values of
the argument, simply.
shall now consider the subject in a broader
48.

far

We

THE THEORY AND PRACTICE OP INTERPOLATION.


sense,
in a

and

find

that

interpolation

79

of great importance as applied

is

more extended and systematic manner.

When

a complicated function is to be computed and tabulated for


a large number of equidistant values of the argument, or when the
tabular quantities result from a long and laborious calculation, it will

be

much

make

shorter and easier to

the direct computation for a less

frequent interval than is finally required, and thence to obtain the


intermediate values by systematic interpolation. For example, suppose
the function

F(T)
is

700".43

to be tabulated for every 10'

computing
the values

F(T) for every 4th


of F(T) for T =

sin2r-l".19 siniT

from 30

to 60

degree of T.

22, 26, 30, 34,

70

we should begin by
Thus we should obtain
;

somewhat beyond the assigned limits


the interpolation which follows.
These quantities

the calculation being extended


in order to facilitate

having been differenced, and corrected for accidental errors if necesWe


sary, the middle terms are then found by interpolation to halves.
thus obtain the series

F(T)

corresponding to

26, 28, 30, 32,

....

T=

64

Interpolating again to halves, we have a table of F(T) for every


third interpolation to halves gives the function for
degree of T.
7
every SO
Finally, interpolating the latter series to thirds, we obtain

giving F(T) for every 10' of the argument T.


It is obvious that the labor of computation decreases rapidly with
each successive interpolation.
the required

table,

All of the extended tables

in

common

use, such as tables of loga-

rithms, sines, tangents, etc., have been subdivided in this manner, at a

saving of labor almost beyond estimation. In fact, interpolation has


undoubtedly done more for mathematical science than any other discovery, excepting that of logarithms.

The following
and precepts which

sections will be devoted to the derivation of formulae


will simplify the process of systematic interpolation

THE THEORY AND PRACTICE OF INTERPOLATION.

80

Instead of performing a separate and distinct calcu-

just described.

each interpolated function, we shall develop a method by


which the required values are obtained by successive additions of the
for

lation

computed differences of those values.


The most convenient interpolation to perform, either in an isolated
case, or as applied to the subdivision of an extended series, is interpo-

which gives the function corresponding to the mean


This case will
of two consecutive tabular values of the argument.
lation to halves,

now be

considered.

49.

"put

Interpolation

i,

Halves.

l)

BESSEL'S Formula (111), we


and JT vanish, and we get

If,

the coefficients of j'"

F F =a

Since

to

in

we have

F +F
Also, by (106),

we have

Hence, (125) may be written in the form

which

the formula for interpolation

is

inclusive.

on page

The

differences are to

to halves,

true to fifth differences

be taken according to the schedule

62.

Supposing that fourth differences are so small as to produce no


sensible effect, we obtain from (126) the very simple formula

(127)

true

to

third differences

midway between two

inclusive.

Hence,

to

consecutive tabular values,

interpolate

we have

function

the following

THE THEORY AND PRACTICE OF INTERPOLATION.

RULE

From

mean of

81

two given functions, subtract oneThe


eiglth the mean of the second differences which stand opposite.
:

the

the

To

result is true to third differences inclusive.


to fifth differences

of

add

inclusive,

the corresponding

of the mean

above result T f

the

to

obtain the value true

fourth differences.

The forePrecepts for Systematic Interpolation to Halves.


going rule applies either to the interpolation of a single function into
For the latter
the middle, or to that of an entire series of values.
50.

purpose, however, the

work may be arranged

in

more expeditious

manner, as follows:

For convenience, we assume

may be
S

'

= F,- F

if

accordingly,

neglected;

V = F, -

F,

S2

for

present that 4th differences

we put

'

the

F,

F,

V=

F,

- F,

...

(128)

we obtain from (125),

v(129)

The

defined by (128) are evidently the first differare


of the interpolated series ; the alternate terms, 8 ', 8 2', 8 4 ',
8'

qiiantities

computed by (129) from the


series of functions

the values of

The method and arrangement


below

first

8'

8,',

of the

8 3 ', 8 3 ', ....

work

are

8"

F
So'

F,

,'

8,"
8,'

82

"

8,"

F,

and second differences of the given

F(T)

>

are not computed.

shown

in the schedule

THE THEOBY AND PRACTICE OF INTERPOLATION.

82

The

of the given series are placed in the last three


The column a is then filled in by
J", and J'".

differences

columns, under

j>,

The
writing opposite each of the quantities J' one-half its value.
column ft is also computed, each term being minus one-eighth the mean
of the two values of

z/"

The

which stand opposite.

alternate quantities

are then found, as in (129), by taking the sums of the


corresponding terms in a and /8 ; the results are written immediately

of column

8'

above the line of the latter terms, so as to

and F,

fall

between jP and

f F
t

etc., respectively.

by (128) we have

Finally, since

F =
t

+ S,'

F,

F^Ft + SJ

F = F +V
t

....

(130)

only necessary to add each computed value of 8' to the function


immediately preceding, to obtain the required middle functions. Having thus completed the interpolation, the remaining or alternate values
it

of

is

are filled

8'

by direct differencing. The second differences are


the column 8", their regularity proving the accuracy

in

then written in
of the work.

The given

functions, also the computed first differences, etc., are


distinguished in the above schedule by heavy type.
When it is necessary to take account of 4th and 5th differences,

we have only to form an extra column


above. Under y we write the terms
3

(Ad\
~~~

128V~2~~;

of

the values

terms

in a,

/8,

8'

and

EXAMPLE.

.... 42

are

find

3
128

y, to follow /8 in

the schedule

(d

\~2~

'

then formed by adding the three corresponding

y.

Given the values of log

sin

for

T= 30, 32, 34,

the value for every degree of

from 32

to

40,

we arrange

the

inclusive.

In accordance with the method above outlined,

given functions, with their differences, as follows

THE THEORY AND PRACTICE OF INTERPOLATION.

83

THE THEORY AND PRACTICE OF INTERPOLATION.

84
in

which the argument interval

nun, or

is

the two adjacent

Now,

T-.

functions of this interpolated series, which, as a pair,


tween
and
are
,

that

ittitfu-itt/

be-

is
aild

'ro

'a?)
Hence,

if

we put

V = F

- F
{.TV

it

fall

follows that

lated

series

which

we now

If

series.

on the

falls

midway between

line

and

JP,

we

quantity a middle first difference of the required

this

shall designate

of the first difference of the interpo-

the value

is

8,'

(131)

(rr)

let
l

+m =

we have

T
1

and (131) becomes

OT

(132)

-M

V = *-*;_

(133)

Hence, to express 8,' in terms of the differences of the given series,


we have only to express the values of
_ n by BESSEL'S
n and

Formula;

we

thus, abbreviating coefficients,

F,

= F + na^ + Bl +

Cc t

have, as in (113),

+ Dd + Ee^ + ....

Also, by virtue of the property of these coefficients established in

(134)

41,

we have

F^ = F,+ (l-n)a
<

The

+ Bb-Cc +
l

Now, by

= F -F _n =

(132),

(2n-l)a -^2Cc
1

hence, from (111),

E =

Jn(n-l)(n-i)
T i T (n

+ 2Ee + ....
l

we have
H

ei

(135)

difference of these equations gives


8,'

Dd-E + ....

we

+
-T-

771

find

^ (i*-l)

+ l)n(-l)(n-2)(n-i) =

& (n

(136)

THE THEORY AND PRACTICE OP INTERPOLATION.


Substituting these values of

n,

C,

and

in

(136),

we

85
obtain the

formula

by which the middle


is

provided

first

a positive

differences

odd

may be computed

integer.

Let us now consider the schedule below

in

any case,

THE THEORY AND PRACTICE OF INTERPOLATION.

80

F(T)

interpolating the given series

thus virtually reduced to that

is

of interpolating the computed values of 8' in precisely the t*<nn<- nnnnn-r.


"
Now, let 8 denote the second difference of the interpolated series

series

and

the

8',

8,';

the second difference opposite F^,

8,",

"

the middle first difference of the interpolated


which falls between S'_, and S'
8,", that falling between

It follows that 8

etc.

8,'

which stands opposite

is

Hence, we may

and so on.

computed

series

8'^,

8,',

8,',

find
.

that the latter quantities are derived from

", 8,",

in

F_ l}

82",

precisely

from

the

manner

F F ,....;
,

that

by application of the general formula (137), mutatis mutandis. For


this purpose, we must form the differences of the computed series

is,

S /
"J

SI

-J

Accordingly,

let

S
"J

>

us put, for brevity,

'-lXw'-O)

and (137) becomes


S4

'

mih +

Cl

M'ei

provided differences beyond /f are disregarded.


of the quantities

8'_ s

Function,

8'

k ',

8
S

',

.,

and

(138)

(139)

We

now form

a table

their differences, as follows:

THE THEORY AND PRACTICE OF INTERPOLATION.

87
'"

of the interpolated series F(T). Finally, we shall denote by 8


the
third difference of the interpolated series F, which stands opposite
The quantity 8"' is therefore the middle
the given schedule.
8,' in
4

first

difference of the completed series 8", which falls between 8

bears the same relation to

8,";

it

Hence, to find

The

differences of
Function,

= 8"

8,", that 8

8 "

S"_,

and

bears to

"

and

and

us put

8"', let

and (140) becomes

80"

'

(141)

"
,

8,"

are therefore as follows

88

II

which

serve

IK

THEORY AND PRACTICE OF INTERPOLATION.


reduce the tabular interval

to'

to

times

its

original

being the reciprocal of a positive odd integer. It will be


observed that the differences required in computing each of the quantities
value,

same

8 are always found on the


52.

Interpolation to

in the formulae

line

For

Thirds.

(143), and

with that quantity.


this purpose,

we

take

.-5I3 e

(144)

These formulae are more conveniently computed

in the

form

= m-A<*o)
v = K.-S;")

of

from 27

between 33

According

work

as follows

Given the value of


to

inclusive

to

the precepts

48,
and 42.

find

v ==
V
*i-

EXAMPLE.

(145)

log tan

find

of the

for

every third degree

the function

last

section,

for every degree

we arrange

the

THE THEORY AND PRACTICE OF INTERPOLATION.

89

necessary to compute five values of 8'", four values of 8", and only
These quantities are computed to one more than the
three of 8'.

number of decimals given

in

F(T),

to

the final additions.

appreciable error in

avoid accumulation of any


Having obtained for 8'" the

series

+ 3.1
the

terms

intermediate

necessary, however, to

are
see

2.6

2.3+2.2

+
+

2.0

If these

relations

lated values of 8'"

The column

1.9

+1.9

1.9

readily inserted,

that

with the computed values of


2.8

2.2

2.6

the completed

=
=
=

2.0
1.9

series 8'"

is

it

is

consistent

Thus we must have

8".

2.5

shown above;

as

-(18.0-25.9)
-(11.5-18.0)

-(5.7-11.5)

=
=
=

+7.9
+6.5
+5.8

not satisfied exactly on first trial, the interpomust be adjusted to fulfill the necessary conditions.

are

8"

now completed by

is

successive

additions

of the

necessary to see that the completed series


For we must have
8" agrees with the computed values of 8'.
8'".

quantities

Again,

it

is

-(20.5 + 18.0 + 15.7)

Since these

are

relations

1569.6-1623.8

seldom exact

in

-54.2,

the

etc.

beginning,

the

pro-

visional values of 8" will usually require slight alterations.

by successive additions. As
before, an agreement must subsist between the values of 8' and the
Thus we should
that is, between 8' and //.
given set of functions

From

the final series 8",

we

obtain

8'

have
2TS'

1646.9+1623.8

1603.3

+4874.0

J', etc.

In the latter case, however, a discrepancy not exceeding four or five


units in the added decimal may be tolerated.
Our final series 8' is
therefore satisfactory

required values of
53.

(143),

whence we obtain by successive additions the

log tan T.

Interpolation to Fifths.

we

Taking

-\

in

the formulae

obtain

= &(V-A*)
V =

(146)

In practice it will suffice to put \e for both


formulae (146) then become, very approximately,
l

v'^ej

and

THK THEOKY AND PRACTICE OP INTEBPOLATIOK.

90

= AP.-&4,)
V =
V'

EXAMPLE.
every

ten

Sept. 23

The

(147)

The following ephemeris gives

hours.

Obtain the

value

for

the

every

second

20" to Sept. 25' 12", inclusive.


details of the

Date, 1898

computation are as follows

moon's R.A. for

hour,

from

THE THEORY AND PRACTICE OF INTERPOLATION.


Here we extend the computation of 8'" and
mals
one of which is dropped in computing

8" two places of deci-

same as

in the last

Successive Interpolation

to

to

Halves,

is

unnecessary.

when a Series Requires

Folloiv,

Thirds,

in

and method being the

principle

example, further explanation

Order of Interpolation

54.

The

and the other

8',

forming the required functions.

91

etc.

When

table

of

be interpolated, successively, one or more times to


halves, and also to thirds and fifths, the easiest method is to proceed
in the order named.
Thus, if the interval of the original series is w,
functions

is

to

and that of the

final table is &/,

we may suppose

the relation of these

quantities to be

first,

and

then be found most expedient,


then to thirds, I times
to interpolate to halves, k times
and

where

X',

/,

are integers.

It will

finally to fifths, in times.

For example,

being given for every degree, and required for


every minute of arc, we should first interpolate to 30', then to 15',
then to 5', and finally to every minute of arc.

To

55.

Interpolate ivith a Constant Interval n,

of Functions.
follows

Let

the

given

series,

with

its

an Entire

differences,

Series

be

as

THE THEORY AND PRACTICE OF INTERPOLATION.


T

THE THEORY AND PRACTICE OF INTERPOLATION.

<p

93

THE THEORY AND PRACTICE OF INTERPOLATION.

94

EXAMPLES.
Tabulate the five-place log cosines of 15, 18, 21, 24, 27, 30 ;
17 43', 23 8', and
for
from these values interpolate log cos
1.

28

15',
2.

respectively.

Given the following table

T=

THE THEORY AND PRACTICE OF INTERPOLATION.

95

the

series twice to halves; the first result to include the


values from July l d .5 to 4 d .O, and the final three-hour ephemeris to
extend from July 2 d O h to July 3 d 12", inclusive.

Interpolate

7.

third

The ephemeris below

day

1898

gives the sun's true longitude for every

THE THEORY AND PRACTICE OF INTERPOLATION.

96

logarithms of 47, 54, 61, .... 96, by computing the logarithms of


the consecutive numbers between 61 and 75.

Show

formulae (143) were extended to include


the middle differences of order i, we should have (using the symbolic
11.

that

if

the

form of notation employed

in

in the

analogous formulae (64))

which

may be

either

odd or even

symbolize the tabular differences which


line with S'.

and where
fall

z/',

//'+*,

J l+t

....

upon the same horizontal

CHAPTER

III.

DERIVATIVES OF TABULAR FUNCTIONS.

56.

It

differential

is

often required to find certain numerical values of the

of functions either

coefficients

analytically

unknown,

or

In the majority of such cases the function


complicated
has been previously tabulated for particular (equidistant) values of
the argument.
The required derivatives are then readily computed
in expression.

from the differences of the tabular functions.


with certain limitations
have already seen that

We

particular

values of a function, with their differences, practically determine the


character and law of that function, thus enabling us to determine
intermediate values

by

The trend

interpolation.

of the function being thus defined

by

its

or law of variation

differences,

it

is

but natural

to suppose that the successive derivatives are quantities closely related


to

these

differences

since the

derivatives

are themselves

direct

in-

dices of the character of variation of the function.

Practical Applications.
The most useful application is in
finding the change or variation in F(T) corresponding to an increase
of one unit in T, supposing the rate of change in
to remain con57.

stant from
for

to T-j-1,

this

is

and equal

simply the

quantity
with respect to T, which

we

to the actual rate at the instant

first

shall

differential

coefficient of

T;

F(T)

denote by F'(T).

For example, having observed that a


sixteen feet during the first second of

its

freely falling

body describes

descent, forty-eight feet the

second second, and eighty feet the third, its velocity at the end of
two seconds is easily found to be sixty-four feet per second. This
velocity of sixty-four feet is nothing more than the first differential
with respect to the time, computed for the inthe space which would be described during the third

coefficient of the space


9

stant 2 .0

it

is

THE THEOBY AND PRACTICE OF INTERPOLATION.

98

second, supposing the action of gravity to have ceased at the end of


the second second.

The most frequent and important

applications occur in

Astronomy.

An

astronomical ephemeris contains a great variety of tables giving the


positions and motions of various heavenly bodies, and of certain points

of reference.

From

the given positions, tabulated for every hour or from

day to day, are derived the motions per minute, per hour, or per day,
according to circumstances. For instance, the Nautical Almanac gives
the

declination

sun's

The hourly motion


computed from the dif-

every Greenwich noon.

for

in declination (also given for every

noon)

is

its value is the differential coefferences of the tabular declinations


ficient of the tabular function at the date in question.
:

In the following sections the various formulae employed in computing the derivatives of tabular functions will be derived.

Development of the Required Formulae in General Terms.


The variables T^ and n are connected by the fundamental relation
58.

T =
which

and

<j

(150)

Accordingly,

we

In like manner,

we

constants for a given series.


have hitherto written, under varying circumstances.
in

are

<o

F(T)
as

the

lowing equivalent forms

*<*)

When

successive derivatives of

F(T)

by the

fol-

= F<
= F'
(T)

F(T)

5^1

F(t + n)

of the same quantity.

equivalent expressions

shall hereafter denote

f(T)

=
I

F "( T

F"

= t

(151)

convenient to proceed baclowarda from the argument


with the interval n, we shall use the expressions

FL =
a

it

F'(t-nu)

is

F'l>

F"(t-n)

F'l'n

F'"(t-n^)

(152)

THE THEORY AKD PRACTICE OF INTERPOLATION.

Now, by means of any one


polation, we may express Fn in

F =
n

-F.

where, in any given case,

and where

J3,

D,

C,

successive derivatives of

of the fundamental formulae of interthe form

+ Bb +

na

+ Dd + Ee +

Cc

a, J, c,

S,

C, I),

(153)

known

are

differences;

functions of n.

are definite

99

Let the

taken with respect to

/?,

be denoted by
J)l
D

ri
\s

D'
E'

"Till

Kill

fit
\s

**

>

fin

\s

D"

E'i

D'"
E'"

Then, observing that the coefficient of J w


in n,

is

we have
*<1

dn
d* B

'

//

'

C"

dn 1

dn>

'

'

^'

dn*

dn*

'

dn

C'"

D'

D"

^-

dn

E"
E">
(154)

dn*

we have
F'

we

d*E
5

(150)

E'

th,

dn 6

Reverting to (151),

^=

Z)'"

'

dn*

dn*

From

always of the degree

dn

dF.

dT

'

'

dn

dT

(155)

derive
^

(156)

dT
whence
F'

dF

<a

.
'

dn

(157)

100

THE THEORY AND PRACTICE OF INTERPOLATION.


In like manner
VII

we

obtain

THE THEORY AND PRACTICE OF INTERPOLATION.

101

Introducing these changes, and operating as before, we obtain the


required formulae, namely,

F'_ n

= .!(..

F"

-*-

C'y

- D'S + E't -

(161)

now remains

It

of interpolation, of which (153)

several formulae

the

It is

type.

C", C",

apply (159) and (161) specifically to each of

to

obvious that a particular set of coefficients,


etc., will result in each case.

is

the

general

B', 23",

To Compute Derivatives of F(T) at or near the Beginning


The formulae adapted to this purpose are derived from
of a Series.
NEWTON'S Formula of interpolation (73), which is
59.

F =

(162)

where

n(-1

n(n

re

2
l)(n

2)

n8
=

~Ji~
re(re-l)(re-2)(M-3)

w2

_=

~^~

?i

~^ +
rit_

_i
~

(1G3)

"

24

24

120

12

+ 24

Differentiating these expressions successively with respect to n, as

indicated in (154), and substituting the resulting values of B', B",


in the general formulae (159), we obtain
etc.,
C", C",
.

THE T1IEOHY AND PRACTICE OF INTERPOLATION.

102
F>

*-+ *).+

(n-l) Co + (j'(164)

These formulae determine the derivatives of F(T~) for any or all


values of T between t and t-\-a>, according as we assign different

As

values to n.

in

preceding applications, n

is

always a positive

proper fraction.
frequently the case, derivatives are required for some
tabular value of the argument, say t, we have only to make n
as

When,

in (164)

we

is

thus derive the following simple expressions

F'(t)

F(t)

(165)

The

employed in (164) and (165) must be taken


according to the schedule on page 3, as in direct applications of
NEWTON'S Formula.
differences

The formulae (165) have

18;

for

it

be observed that (45) and (165) are identical, since in the former
Z> 2 Z> 3
are used symbolically to denote
<*!"(), <JF" (t),

will
Z>,

already been established in

THE THEORY AND PRACTICE OF INTERPOLATION.

Owing

to the special practical importance

the coefficients of

B<

of the first derivative,

namely,

F'(t-\-n<a),

= n-

103

D>

_
(166)

have been tabulated in Table

IV

for

argument n. By means of these


from the formula
F'(t-\-n<a)
the

every hundredth of a unit in


quantities,

we

readily compute

(167)

The formulae

(164), (165), and (167) are especially adapted to


the computation of derivatives at or near the beginning of a tabular
series.

We

shall

EXAMPLE
compute

I.

F"(T)
T

now

solve a few examples to illustrate their use.

From
for

the following table of

T = 2.S.

F(T) =0.3T

2T +4,
2

THE THEORY AND PRACTICE OF INTERPOLATION.


This result
the function

easily verified

is

thus, since

F(T)

we

from the known analytical form of

0.3T*

22"

derive

F'(T)

T= 2.8

Substituting

-4T

1.2T 8

F"(T)

in the last equation,

F(T) =

we

3.6T 2

-4

obtain

+24.224

as found above.

EXAMPLE

F'(T)

From

II.

table

of

the

last

example, compute

T=Q.

for

Here we employ the


a

the

-3.2

first

of (165).

+51.2

Making

+172.8

0,

rf

we have
+115.2

AVe therefore obtain


F'(f)

The

result

is

(-3.2-^+HM-p) =

obviously correct
F'(T)

which vanishes for

EXAMPLE
compute

III.

F'(T)
T

for

we have

= 1.2T'-4T

T = 0.
Given the following
for

T=83&.

table

of

F (T}

EE sirfT:

THE THEORY AND PRACTICE OF INTERPOLATION.

we

Taking the coefficients 13',


and the differences
0.15,

C",
,

D and E'
b

....

from

=
B'
1

=
=

-0.35
+0.19458

[>

= +8891
= - 638

L
C

IV

from the given

accordance with (167),

find, in

Table

105

+0.023858

with
table,

THE THEORY AND PRACTICE OF INTERPOLATION.

10G

Comparing (168) with the general formula (160), we have

Therefore,
If, B",

we

the

substituting
C', C",

previously determined values of


in the general formulae (161),
etc.,

obtain

;-&'+ *'-* + i) e -6-

_,--_4

Making

w.

(0

==

in

(169) ,

-2n+

169 )

we have

-,
<0

(170)

As
ative

in

above,

we emphasize

practice

the relative importance of the first derivthus, for brevity, we write the first of equations

(169) in the form

F'(t- nu,)
the coefficients

B',

-(a_ -B'/>_3 + C'c^-D'd^ + E'e^l

C", IX,

E'

being taken from Table

argument n.
Formulae (169), (170), and (171) are

(171)

.)

IY

with the

particularly useful

in

the

computation of derivatives at or near the end of a series of functions.

THE THKORY AND PRACTICE OF INTERPOLATION.

107

Moreover, when the interval n approaches unity, formulae (169) and


(171) are convenient for computing derivatives corresponding to the

argument
argument

-\-nia, since

examples to

-\-

<a

with the interval 1

I.

From

ascension (a), compute


20h 24m
Date
1898

n.

We

shall

now

solve several

illustrate these applications.

EXAMPLE
.

they enable us to proceed backwards from the

the following ephemeris of the moon's rightthe hourly change in a at the instant Feb. 3 d

THE THEORY AND PRACTICE OF INTERPOLATION.

108

EXAMPLE

From

II.

the hourly variation in

the preceding table of moon's H. A., compute


for Feb.

J^

3'

12 h ; where, as above, J,

the change per minute in R.A.


Regarding one hour as the unit of time,

of F"(t) given by (170)

is

sixty times

it

is

denotes

clear that the value

the ex-

the quantity sought:

pression for the required variation is therefore ^\ F"(f), where


h
3' 12
Accordingly, using the second of (170), we find

<

Hr. Var. in J^, Feb. 3 d 12 h ,

EXAMPLE
find

(~ 12

62

- 5 37 +
'

H X 0.62 + | X 0.54) =

Given the following values of

III.

for

F'(T)

I =75.
7

-0-.00196

F(T)

i~\oge T:

THE THEORY AND PRACTICE OF INTERPOLATION.

The

true value of this quantity

is

109

-0.00022.27

(67)'

61.

Derivatives

from STIRLING'S Formula.

When

differences

both preceding and following the function J?(t) are available, formulae
more convenient and accurate than the foregoing may be employed.
The most useful and important of these are derived from STIRLING'S

Formula of interpolation (104), which

Fn = F +

na

Cc

is

Ee

(172)

where the differences are taken according to the schedule on page 62,
and where
a, c, and e being the mean differences defined by (101)
have the values
J3, (7, ....
;

THE THEORY ANB PRACTICE OF INTERPOLATION.

110

Making

in

(174), the latter become

(175)

= -*(-

(o

Again, writing
Fi (tn<a)

F'"(t-n<a)

= Vfe-1

O)

in (174),

for

we

obtain

(ai
\

(176)

(-)
The

= -

coefficients for the

B'

computation of F'(tna),

namely

n
(177)

with the argument n. The quantity F'(T} is


thus readily computed (for any value of T) by either one or both of
the formulae
are given in Table

F'(t+no>)

F'(t-no>)

+ E'e)

(178)

(a-n^+C'c-D'd^+E'e)

(179)

'rf

which the odd differences are algebraic means of the tabular


ences, taken as indicated below
in

differ-

THE THEORY AND PRACTICE OF INTERPOLATION.

Ill

THE THEORY AND PRACTICE OF INTERPOLATION.

112

which may be written

in the

form

F'(t+n) =

Substituting
(.0

F"(f),

(t+noi)

in

these

as given

equations

the

expressions

for

a>F' (f),

by (181a), we get

i r

(a-

(182)

']
(t+nv))

^[K-

)+(-

)+

These expressions, upon being arranged according to the successive orders of differences, will be found identical with the formulae
the present form is more con(174). For some purposes, however,
venient.
It is quite

common,

tabulate the values of

F(T}.

Such a

table

an astronomical ephemeris, to
corresponding to the tabular values of

particularly in

F' (T)

would run
T

as follows :*

THE THEORY AND PRACTICE OF INTERPOLATION.

The

113

of the formulae (175) is almost invariably used for this


purpose, because of its simplicity and rapid convergence; this formula
first

most important and useful of those which pertain to


the computation of derivatives.
For this reason we formulate the
is,

in fact, the

following

RULE

computing the

for

first

derivative

of a tabular function

From the mean


corresponding to one of the given functional values
of the two first differences which immediately precede and follow the
:

function in question, subtract one-sixth

Q)

the

mean of

the correspond-

ing third differences, and divide the result by the tabular interval.
This rule neglects only 5th and higher differences. To include 5th
and 6th differences, add to the above terms (before dividing by w) onethirtieth (g 1^) the

by

mean of

the corresponding fifth differences,

and divide

as before.

a)

It will evidently suffice, in

most

cases, to apply only the first part

of the above rule.


Several examples will

now be

solved as an exercise in the use of

the preceding formulae.

EXAMPLE
nation (S)
10, 13,
Date
ISO*

and

I.

Given the following ephemeris of the sun's

compute the hourly


16.

difference

in

decli-

for the dates Jan. 7,

THE THEORY AND PRACTICE OF INTERPOLATION.

114
of

sixth
<a

the

= 72 hours,

corresponding mean

we

by summing the

We

differences.

Finally,

since

write in the last column J% of the quantities formed


corresponding terms of the two preceding columns.

thus obtain the hourly differences required.

EXAMPLE
the

third

(I

II.

a II i/ motion in

Compute, from the ephemeris of the last example,


h
m
declination for the date Jan. 6' 13 30
1

We

proceed backwards from Jan. 7, using the formula (179), and


with the argument
taking the coefficients from Table

--

7 d O h O ra -6 d 13"30 m

Thus we

find

10.5

'

14583

THE THEORY AND PRACTICE OF INTERPOLATION.

EXAMPLE IT.
for

T=

From

the table of

and

= 0.62,

Example

III,

compute

115

F" (T)

0.462.

Taking

= 0.4

)>

we

obtain,

by means of the second

of (174),
J

+0.014930

THE THEORY AND PRACTICE OF INTERPOLATION.

116
F'

/""(+) =

ft

Putting

(t)

in (185),

(185)

we

get

=
(186)

Again, putting
formulae

in

(185),

we

obtain the following simple

(I)

(187)

which determine the derivatives of


the tabular values
The

of the function.

coefficient of e l vanishes.

F(T)
It

is

at

points

midway between

important to observe that.

THE THEORY AND PRACTICE OF INTERPOLATION.


unless

F'

third

(t-\-\

are

differences

*"(<

which

differs

close

approximation

to

given by the simple expression

is

w)

considerable,

117

from the

e^

^ ^

+ *) = ^ =
i,\

^
(187o)
f

i.i

formula only by the omission of the small

quantity

;<-*>+ ---The formulae

for

the derivatives of

(t

are deduced from

n<a)

Let us put, for brevity,

(111).

i(i e +*0

= *K+<O

<*

( 188)

and (Ilia) becomes


F_n

Comparing
that

this

a, ft, y, 8,

I\

na'

expression

,....,

+ Bb-

+ Dd -

Cc>

Ee>

(189)

with the general formula (160),

in the latter, are replaced

by

a', b,

c, d,

we

find

e',

....

hence, observing these changes, and substituting the above


(189)
determined values of J?, B",
C', C",
etc., in the
formulae (161), we obtain

in

_L("

T Vfl

n"

15>"34

(190)

The values
sions

of B', C', I?, and E', as

-"-f -l + A

computed from the expres-

^-I'-l'-ft + A

^'

= fi-f4 + ft-Ti T

118

THE THEORY AND PRACTICE OF INTKUPOLATION.

VI

are given in Table


efficients,

with the argument

F'(T)

values of

are

readily

n.

By means

computed from

of these co-

either

one of

the formulae

'

(t

o>)

F' (t-nw)
in

+ IVb + C + D'd + E<e.^

(192)

^(a'-B'Z+C'c'-D'd + E'e'}

(193)

(a,

'c,

which the even differences are means, taken as indicated below


T

THE THEORY AND PRACTICE OF INTERPOLATION.

EXAMPLE

F"(T}

We

for

we

the preceding table, compute

the value of

T=4A48'.

take

of (185),

From

II.

119

= 44

hence n

= 0.40.

Accordingly, from the second

obtain

= -0.0008614
= +
30
C"'c,
l>"cZ = 2
= -0.0008586
F" = -0.70465
b

C"
Z>"

= w-A = -0.10
= f - - ^ = -0.203

c,

= -300
= + 11
.-.

The

actual value

is

F"(T)

EXAMPLE

III.

= -sinT =

-The

table

-sin 44

48'

Date
1898

-0.70463

below gives the Washington mean time

of moon's upper transit at the meridian of


U'ASHINGTON

Washington

MOON CULMINATIONS.

THE THEORY AND PRACTICE OP INTERPOLATION.

120

retardation to remain constant between the

what

moment

two

transits,

and equal to

Thus, if Z) is the value of


for the instant of transit at Washington on Mar. 24, the local time of
it

is

at the

of the

first.

moon's transit at a station 20 minutes west of Washington


with sufficient precision by the formula
r

Now, by

the

first

D =
t

Mar. 24" 1" 47 m .29

of equations (186),

F'(f)

j t (47.59

we

-+

is

given

Z>

find for the value of Z>

-TT) =

l m -954

Hence the preceding equation gives


T

Mar. 24"

47"'.94

simply and accurately


determined for any number of stations within half an hour of the
In this manner the local time of transit

is

Washington meridian.

To

of moon's transit over a meridian 3 hours

find the local time

west of Washington, on the 24th day of March,

we have

only to interpolate the Washington time of transit between the tabular values
for Mar. 24 and Mar. 25, as given above, the interval from the former

being
3h

24

were required to compute the local time of transit


for several stations whose longitudes range from 2| to 3^ hours west
of Washington, we should find the time for the 3 hour meridian by
Finally, if

it

as

direct interpolation,

D = F'(T)

the local time

for the

explained

same meridian;

is

3'"'

-f-

that

"" 1
,

is

TJ

is

is,

should
for

also

compute

= 0.125.

Then

given by the simple formula


A

where

We

any adjacent meridian, whose longitude

of transit at

from Washington

above.

the time of transit at the 3 hour meridian.

EXAMPLE IV

From

the preceding ephemeris, compute the difference in time of transit for 1 hour of longitude (D) at the instant of

THE THEORY AND PRACTICE OF INTERPOLATION.


moon's transit over the meridian of San Francisco, Mar. 25, 1898;
h
m
s
3 h .025.
longitude from Washington being taken as 3 l 30

121
the

Here we use the formula (192)


thus, taking the coefficients from
Table VI (with the argument n
3.02a -^ 24
0.12604), and the differ:

ences from the given ephemeris,

we

obtain

B'

+48.95

THE THEORY AND PKACTICE OP INTERPOLATION.

122

We

shall

assume that the differences of

F(T)

lT
beyond J may be

disregarded; hence the differences of F'(T) beyond y may be neglected in the above schedule.
Now, by TAYLOR'S Theorem, we have

F =
m

F,

nF <+

F"+

F +

F +

>

(194)

Again, since
dF'
~dt

we

obtain,

cPF'

7f HI

II

~W

'

Jf IT

'

d*F*

~df

by means of the formulae (175),


v

L
-,

in

which we have put,

for brevity,

Substituting these expressions for


latter

F F
",

'",

and jP iv

in (19-4),

the

becomes

which may be written


(197)

By means
of

F'(T),

of this formula

F in terms of the differences


of F (T) direct, as in the usual

we compute

instead of the differences

formulae of interpolation.

Substituting

F_ n

The

for

in

(197),

= F - n*
9

(/-.'-?

we have

+ f ft- A (f-1)

y)

(198)

values of

BEE"

2
,

r=

T\(J

-l)

(199)

THE THEORY AND PRACTICE OF INTERPOLATION.


are

given

coefficients

Table VIII with the argument

in

we

readily

By means

n.

123
of these

compute
(200)

W-l
The

coefficients in

since by this

method

the nearest function

EXAMPLE.

it

From

(201)

Table VIII are not extended beyond n


0.60,
is invariably more convenient to proceed from
.

the

American Ephemeris

for

1898 we take the

longitude of Mercury, together with the daily motion in


The differences of
longitude, for a portion of the month of October.
the daily motion are then taken, as shown below
heliocentric

Date
1893

THE THEOBY AND PRACTICE OF INTERPOLATION.

124

Differencing the given series of longitudes and applying BESSEL'S


Formula of interpolation, we find
F.
64.

194

15' 18".2

Application of the Preceding Method of Interpolation when

Second Differences of the Series F(T) are Nearly Constant.


When the 3d and 4th differences of _F(T) are small enough to be
neglected, we may omit the terms containing /3 and y in the formulae
we therefore obtain
(197) and (198)
the

FH = F +no>(F +
'

F_,
It will

= F

n<a

(FJ

(202)

% a)

(203)

be interesting to determine the error of these approximate

formulae as applied when the 3d differences of


For this purpose we write (197) in the form

F = F+
n

(/'

1 a)

+f

if

we

=
Now, from

(175),

(f ,

- T"i)

are appreciable.

*>7

F(T), and

thus neglect

(204)

0)y8

we have

= - =

F'"(f)

also,

j8

disregard 4th differences of


follows that the error in question is

Hence,
y, it

wo.

F(T)

from (195),

Whence
w /3

J"

(205)

and (204) becomes


e

Since in practice the


the

maximum

maximum

J'"

value of n

(206)
is

0.50,

it

follows that

error resulting from an application of the formulae (202)

and (203), when 3d differences of

F(T)

are sensible,

is

tV^'"-

Hence,

even when third differences are considerable, these formulae are sufficiently accurate for

many

purposes.

THE THEORY AND PRACTICE OF INTERPOLATION.

125

That the formulae (202) and (203) are rigorously true when the
3d differences of F(T) are zero may be clearly shown from geometrical considerations, as follows

The 2d differences of F(T) being supposed constant, it


from Theorem VI that the function is necessarily of the form

follows

F(T) = a

Now,

the accompanying figure we draw the rectangular coand 01", and plot the curve denned analytically by

if in

OT

ordinate axes

(207)

parallel to

evident that

is

it

= F(T)

(regarding

abscissa T),

(207)

as the

we

ordinate

corresponding to the

a parabola whose

obtain

axis

is

OY.

Let us now take

OH =

OS = +
ON = + n<a
t

<D

Whence

MN

n<a

= F
NQ = F(t+ nta =

MP =

F(f)

Draw

the tangents

PA,

dF
Then, denoting

F,

-^ by

QL

n ',

draw

PD QL and PB MN.
\\

=
=
FJ

te

tanZPZJ

find

NA = MP + PD tan APE = F +
= MP + PB tan DPB = F +
evident that to find

It is therefore

NA

\\

we have
FJ

Hence we

also,

no>F '

n<aFn

NQ = F

>

which

lies

between

ND, we must employ a value of F' somewhere between the


F and Fn Now, let KE be the ordinate erected at the mid-

and

values

'

dle point of

'.

MN,

and

EII

the tangent at

E.

Then, by an elementary

THE THEORY AND PRACTICE OF INTERPOLATION.


theorem of the parabola, the chord

PQ

is

parallel to

EH,

and we

have, therefore,

F = NQ = MP + PB tan QPB = F +
n

na>F^

(208)

which agrees with the formula (202).


We have shown above that the maximum error produced by applying this formula when the second differences of F(T) are not constant,
is ^V//"'-

Hence, unless the 2d differences of

we may compute

RULE
derivative

by the following

Find by simple interpolation


which belongs midway between the
:

nearest tabular function

(-F'o)/

nation (8)

I.

1898

value

(T

t),

of the tabular

required function

and apply

(F'n)

the

and

for the date

July

9'

product

tJie

by the units
to

Given the following ephemeris of the moon's

compute the value


Date

the

multiply this quantity

contained in the entire interval

EXAMPLE

are considerable,

F'(T)

18 m .O.

decli-

THE THEORY AND PRACTICE OP INTERPOLATION.

127

Whence
3

24' 37".4

102

13".626

which substantially agrees with the above

EXAMPLE

1'

result.

From

the following table of the moon's horizontal


m
interpolate the value for July 10' 16" 24 .O.
II.

parallax

(TT),

27".55

Date
189S

THE THEORY AND PRACTICE OF INTERPOLATION.

128

EXAMPLES.
1.

Given the following

table of "Latitude

Reduction"

THE THEORY AND PRACTICE OF INTERPOLATION.


Date
1898

129

CHAPTER

IV.

OF MECHANICAL, QUADRATURE.

We

66.

have shown

in the

preceding chapter that when a series

of equidistant values of any function are known,

it

is

possible to

com-

pute special values of the first and higher derivatives of that function,
without regard to its analytical form.
shall now consider the in-

We

verse problem, namely

From a

series

of tabular values of

F(T),

to

Jfind

X=
where the limits T' and

CT

\F(T}dT

T"

are numerically assigned.


The solution of this important problem is effected by integrating
the expression for
as given by any one of the several
F(t-\-n<a),

formulae of interpolation, and then

giving to n the limiting values

which correspond to T' and 'T." The method is wholly independent


of the analytical form of the function F(T).
It is therefore of
especial advantage

(a)

When

and importance

in the following cases

the function is analytically

unknown.

This

is

the case

with graphical records of continuous observations, so frequently made


in physical experiments

and

tests.

As

common example we mention

the indicator diagrams of a steam engine. It is usually required to


find the area comprised between the "pressure" curve, a fixed base
line,

and two extreme ordinates.

generality of cases,
(&)

When

of the

Under
method

where

e is

grdble.

This

area

may be

found, in the

by the method proposed.

analytically known, but is non-intethis head are included the most important applications
the function

in question.

is

For example,

numerically given.

We

let it

be required to find

cannot express the indefinite inte-

THE THEORY AND PRACTICE OF INTERPOLATION.


gral in finite form.
a

If e

is

e sin T)-* in a
expand (1
and integrate each term of

sufficiently small

(say e

= 0.1),

131

we may

of ascending powers of ea sin 2 T,


a very few
this expansion separately
series

terms will then suffice to compute

X as

accurately as

may

be required.

= 0.9),

this
however, the quantity e is nearly equal to unity (say e
series does not converge with sufficient rapidity for practical use, and
hence the method of expansion fails.
If,

On

the other hand, given any value of e not exceeding unity, we


2
a
can readily tabulate F(T)
for a series of values
e sin T)-*
(1
such as
20, 24, 28, .... 52. Having differenced these values

T=

of F, it is then a simple matter to compute


from the numerical
data thus furnished. In the nature of the case, however, the process
must, in general, be an approximative one; depending, as does the

method of

interpolation,

upon a limited number of (usually approxi-

mate) values of the function in question.


The process by which the definite integral of a function

is

com-

puted from a series of numerical values of that function, is called


mechanical quadrature, or numerical integration.
proceed to develop the formulae which are commonly employed for this purpose.

We

67.
lation.

Quadrature as Based upon NEWTON'S Formula of InterpoSuppose that -}-l values of F(T) have been tabulated and

differenced as

shown
T

in the schedule

below

THE THEORY AND PRACTICE OF INTERPOLATION.

132
Since

T =

we have

,_ _
=
dT

n<a

-I-

(210)

<adn

and therefore
/(
F(t + nu>)dn

F(T)dT
Xl-HU

(211)

o>J

Now, by NEWTON'S Formula, we have


nJ + BJ
'

"

+ CJ '"
t

where

S,

order.

Multiplying by dn, and integrating,

(7,

D,

dn

nth

denote the binomial coefficients of the

we

obtain

C(F + nJ + BJ "+CJ '"+


>

l>

.)dn

or

where

M
/3

= CBdn

Cbdn

Whence we

x/

'

/?z/

....

(213)

+ ....

(214)

derive

" 4-

y^

'"

8//

lT

obtain, in succession,

= CFy + i^
/0

Summing

the integrals expressed in (214) and (215),

The numerical values of

we

find

r=0

r=0

coefficients

we

/i

Ddn

^ o

F(t + n<a)dn

f^(< + no))dn

we put

r.F
*

/*

*/(

= ^+

-i-

for brevity,

If,

/o

then, from the preceding equation,

|^( + wo))rfw

-i-

*)

the constant of integration.

is

*^o

(sometimes called the


of quadrature} must now be determined. These may be
y8,

7, S,

THE THEORY AND PRACTICE OP INTERPOLATION.

133

found directly by integrating the expressions for S, C, D,


as expanded in (163), and then taking the limits of n according to
.

(213). But the following indirect method seems


adds a significance to the result. Let us put

=(l + y)"dn =(l+n

Q
where y

is

supposed constant.

+ B,f+Cy + D,/ +

Then,

if

we

&f

preferable, since

dn

it

(217)

also put

Q>

we

i/

have

shall

Q>

= H-ly + py' + yy +
l

&y*

& +
6

(218)

the coefficients being those defined in (213).

Again, put

(1+y)that

(219)

is

log(l + y)

and we

logs

find
log (1

+ y)

dn

or
*dn

We
Q =J

(220)

log(l + y)
,

therefore obtain

(1

Whence

+ y)

dn

>

zdn

|
Jlog(l+^)

__

y _j' +

Expanding the
direct division,

we

!_!+...
last

"

+ const. = ^

log(l + y)^

\og(l

+ i/y+ const.

_._._
2345-

expression by the Binomial Theorem, or by

obtain
6

Tgffy

-^li

Whence, comparing (218) and (221), we

iJ

(221)

find

T&ff

-m*

(222)

THE THEORY AND PRACTICE OF INTERPOLATION.

134

coefficients of formula (210).

which are the numerical values of the


appears that the fundamental
those in the expansion of [log (1+y)]"
It therefore

coefficients

of quadrature are

Let us now regard the functions


differences of an auxiliary functional
'F.

F F F
,

series

1 ,

which we

Ft

as first

shall designate

A schedule containing the new series may be conveniently arranged

as follows

THE THEORY AND PRACTICE OP INTERPOLATION.

J,

135

This formula possesses the disadvantage of involving differences


which are not furnished by the foregoing schedule.
4,", di'", ....

To

we proceed

obviate this difficulty,

as follows

Put

'F

+ kF +

$A>

84

yJ

(225)

and (224) may then be written

= q-'

dn

giving to

Upon
3,

4,

IF
/I

'

(226)

formula (75), the values

n, in

successively,

-\-~L,

0,

1,

2,

obtain

IF

=A

we

+ jd"

//'" 4-

/J

lv

/f1

+
(227)

expressions be substituted in (225), we shall have q in


terms of the known tabular differences, and hence obtain the required
If these

To avoid the labor of numerical reduction inciintegral from (226).


dent to this substitution, we derive the result in the following indirect
manner
e

Put

x- l

log(l+x)

lx

l>

px

+ rx

+8x* + &* +

&*+

(228)

Also, take
(229)

1-u
and we have

(1

M)-

+ II? + U*+

U4

M6
(230)

THE THEORY AND PRACTICE OF INTERPOLATION.

130
If

now we

these expressions

substitute

or

for

#,

ic

x,

second member of (228), we obtain in terms of u~ , u, u, ?/ ....


Bxit it will be observed that this operation is identical in algebraic
a

in the

form with the substitution above proposed with respect


(225)

to (227)

and

for the 6 operation involves the quantities

i*!
X

tr**

v
X

T3
X

1-*
X

it~1
U

tfl
U

U a , 4/
U8 ,
U, ?/

tt
,

while the q operation involves, in precisely the same algebraic relations,


the quantities

Fa a
A

'F
fit

n
?>

Hence the

ff

'

t i

/I" a
A"
a
t

t.

>

>

PA'
a

IF
-^f+ii f u

A"

<-i> ^t-ts

immediately follow when the result for


But we may obtain 6 as a function of u, in the

result for q will

has been derived.

form required, more simply than by direct substitution of the expressions (230) in (228).
For, by (229), we have

log(l+:r)

Therefore, by (228),

we

(231)

find

Su'-^+^M 6 -

Accordingly, writing q for


as justified

-log (1- M )

T=-Ilog n
(1-M)

r
log(l+a;)

6,

'Fi+l

for

u~

l
,

F for w,

_1 for

/j' i

(232)

u, etc.,

by the preceding reasoning, we obtain


>Fl+l

- F + (U'^ - yJlL* +
t

Substituting this

8,J^

- J^ + {J^ -

(233)

value of q in (226), and grouping like terms,

we get

)+
Whence,

restoring the values

(222), and applying (211),

F(T) dT

Xi-Hu)

of

/8,

y, 8,

(234)

as

given in

we have

ft

\F(t+n*) dn
^o)

iV^'.-!-^')

- A OC.+4,")
-J T)5

(235)

THE THEORY AND PRACTICE OF INTERPOLATION.

When

t ,

it

137

of the function extends beyond the value


sometimes more convenient to employ the following formula,

is

the

easily obtained

F(T)dT
Jl+iU

tabulation

from (224)

=
,..'-.

We

here emphasize the fact that the value of 'F

is

(236)

wholly arbi-

trary.

68.

As an example

in the use of formula (235), let

it

be required

to find*
.V

/"*

44

cos

TdT

t/20

using six places of decimals.

The
ployed.

first

It

is

em-

consideration concerns the tabular interval to be


desirable to tabulate

as few values of the function

are consistent with a convenient schedule of differences.

In

all

as

cases

the differences should sensibly vanish beyond the third or fourth order.
4 as a suitable interval in the present instance, we
Adopting a>
obtain the following .table of
cos

F(T)

THE THEORY AND PRACTICE OP INTERPOLATION.

138

= 6)
F + F = +1.659033
=
20556
4'
4,'
" = 8180
4," +J
v

+4j'

+F

(Ft

^,'

'F

'F,

(i

yV (J6
'

'

5 ? (4,"

4/

4,"

= +5.878635
= -0.829516.5
= +
1713.0
= +
340.8

THE THEORY AND PRACTICE OF INTERPOLATION.

F (T

values of

sider the

more general problem of finding

for

which

We

has been tabulated.

when

139

shall

now con-

the limits have

the form

I"

n'o,

where n and n" are non-integers


mixed numbers.

To

it

T"

that

n"<a

either proper fractions or

is,

of the problem in question, suppose


were required to find by mechanical quadrature the value of
illustrate the significance

46'

54"

cosTdT
X42
.!
37"
13'

Obviously, it would be impracticable to tabulate the function


21 13' 37"
T'
for a series of equidistant values of T, of which
42 46' 54" are two particular terms.
and T"
may, however,

We

employ the same table as was used


structed for
result

by

T = 20, 24,

28, ...
in

Thus,

interpolation.

in
.

preceding examples, con-

the

44,

and obtain the required

we

the

examples just mentioned,


20
from the lower limit T'

to
have computed the values of
44 and 28, respectively. In like manner,
the upper limits
T"
20, we may find the integral corkeeping the lower limit always
responding to each of the following values of the upper limit, viz.

T"
that

the

is,

20, 24, 28, .... 44, respectively

for each of the tabular values of T.

resulting

values of

the integral,

polation the values which

Then, having differenced

we may

readily find

correspond to the upper limits

by inter21 13' 37"

Denoting these interpolated values by X' and


respectively, we have

and

42

46' 54".

13'

87"

X"

cosTdT
X21

/~42

46'

X"

64"

cosTdT

/20

>'

and therefore

X=

/42'
I

/B"

We

W 54"
TdT = X"- X'

cos

13' 87''

of this example to the student as


a valuable exercise, exhibiting the spirit of the method employed in
problems of this type. The process actually used differs somewhat in
leave the detailed solution

THE THEORY AND PRACTICE OF INTERPOLATION.

140

form from the method here explained


same.

We

proceed to develop the general formulae.

Let us put

70.

/,

and

* (i)

where

but the principle remains the

>F

F,

=
+

$A!

denotes an integer.

(237)

JV(H-fMi)*i
-I-

y J/'

8J.'"

f^r

(238)

Then (224) becomes


(239)

2,

Let us now suppose that (239) has been computed for i - in succession.
Then, from the series of values
3, 4,
.

0, 1,

thus determined,^

it

= *(0)-*(0)

72

*(2)-*(0)

evident that any intermediate value, say

is

be found by interpolation.

we must express
(238), we have
*(0) =

pose,

To

24

/, can

derive a general formula for this pur-

of the series (240).

the differences

Now, by

'

*f1\
L
\ }

'

* i

-~

'

r-"^i

f~i

'

{ C>A\\

whence, observing the general relation

we

derive the following schedule of differences


Function

=
=

+ n (lstDiff.) +
*(o)
+ B (//
7o

2d Differences

1st Differences

Therefore, applying

NEWTON'S Formula of

J5(2dDiff.)

(7(3dDiff.)+

3d Differences

interpolation,

we have

THE THEORY AND PRACTICE OP INTERPOLATION.


transposing the term
tuting for ^(0) in the second

By

we

to the first

^(0)

member

member, and

the expression given

1,

/8,

the

y, 8,

last

by (241),

becomes

it

expression according to the coefficients

Now, it will be observed that the first polynomial


member of this equation is simply the expression for 'Fn
derived from the series

We

-'F

'
,

'F^

by

in

the second
the quantity

interpolation.

the remaining parentheses contain the expressions for

larly,
.

substi-

find

Upon arranging

141

likewise derived by interpolation from their

Simi-

j'n ,

JB",

respective series.

therefore have

*(0)

'Fn

+F + fM'
a

+ yJn + &V"+

= *()

(242)

Whence
Cf(t+nm)da

/0

71.

In like manner,
9

then,

W =

'f> + i

*(w)-*(0)

(243)

we put

if

-\F< +

IU',-1

y^lL,

+ M<\ - ....

(244)

by (234), we have
'

*(0)

Therefore,
obtain

by interpolation (reasoning precisely


dn

g>()-*(0)

as

above),

we

(2*45)

THE THEORY AND PRACTICE OF INTERPOLATION.

142

in

(245),

the upper limit n in (243), and n" for

ri for

Again, writing

we get

CF(t+n m)dn

*(')-*(0)

jT(<

+ n>)rfn =

(")

- * (0)

the difference of which gives

f# (* 4- na>) dn =

VH'

y (n")

- * (')

(246)

equations (243) and (245) the expressions


as given by (238) and (244), and restoring the numeriand
for
from (222), we obtain
cal values of ft, y, 8,
substituting in

Upon

<J>

F(T)dT =

JI+n(0

uiFy + tH^dn
- ^o) - A (-4'.-^'o) +
B

F(T)dT

A w-4,")

!il 5

(/IT- JJ)

(247)

XM-nd)

VtSW

= -K'^+.-'-K^+^-TV^'n-i-^o)-^
-T A(^ -^o"')-T?TT(-<'U + ^ T )-^!l 5 (^-,-^)-.
1

In like manner,

F(T)dT

we

.|

(248)

(249)

derive from (246),

X<-Hi"(0
-n'OJ

-^ll,,^^-^)-.

In these formulae the quantities n, ri and n" are either proper


fractions or mixed numbers; while the value of 'F is wholly arbitrary.
It frequently

happens that we have


A'

for several different values of

equal to
quantity

t.

'F

In such cases
,

in

(247)

it

is

to

compute

= C
remaining fixed and
convenient to determine the arbitrary

T; the lower

limit

and (248), such that the sum of the terms

having the subscript zero


these formulae as follows

will
:

vanish.

Accordingly,

we may arrange

THE THEORY AND PRACTICE OP INTERPOLATION.

143

Take

Then(a)

When

near the beginning or

upper limit falls

the

middle of the tabular

series, find

fit

F(T)dT = vj

Jt+tKl)

(b)

When

F(t + n<a)dn

upper limit falls near the end of the

the

(250)

series,

find

F(T)dT
Xf-HKU

o,\

EXAMPLE

Let

I.

it

be required to find

X=
Here we adopt the

T = 0.42,

interval

....

at

= 0.02, and proceed

to

form a table

Instead of tabulating the given


function, it is more expedient to tabulate at times this quantity. All
differences are thus multiplied by the same factor, and hence the final

for

multiplication

0.44, 0.46,

by

at

is

We

avoided.

F(T) =

0.02

0.54.

therefore

10

compute
0.2

T)

for the values of

given above.

The

result

is

as follows

THE THEORY AND PRACTICE OP INTERPOLATION.

144

The computation is now


0.42, we make 'F6

For the values of n and

readily effected

by formula (249).

and complete the auxiliary


we have

0,

n",

Taking

series

'F.

=
=

5.5270

Whence,

interpolating by
'F,,

F*
J'.,

Jn

',

'/

0.4730

NEWTON'S Formula, we

= +0.149636.4
= +0.404288
=
2054
= +
673
=
19

'Fn

,,

+l

n ,,

J'a ,,_,

=
=
=

+2.621373.8

+0.400748

659
642

Accordingly, by (249),

we

find

= +0.805036
= + 2713
= + 1315
= +
19
A'

To

obtain

verify this result,

we observe

= +2.471737.4
= -0.402518.0
= 226.1
= 54.8
= 0.5
= +2.068938

that

and therefore

X=
=
EXAMPLE

II.

20 (sin-1

V 0.53054 - sin"

V0.42737)

20(168303".25-146965".80)sinl"

Let

it

be

Z,

required

to

2.068933

by mechanical

evaluate,

quadratures, the integrals

/"*4.8

j GOT'dT

and

A\

Here we tabulate w times the given function


10, 12;

thus

we

obtain the following table of

/!!.

60
j

for

2, 4, 6, 8,

F (T) = 120 T

3
:

THE THEORY AND PRACTICE OF INTERPOLATION.


T

145

THE THEORY AND PRACTICE OF INTERPOLATION.

140

(2)

To

find

We

use the same formula as before, the value

of n in this case being

or

an interval of 0.40 counted forward from the quantities 'Flt

Ji, j", and

Ji".

Accordingly we

find

1}

THE THEORY AND PRACTICE OF INTERPOLATION.


the schedule of functions (including

below

F) and

147

differences be taken as

F(T)
t

2ft

w
'F,

4!

t+
t +

u
(i

4%

(i

Reverting now to (104), an inspection of this equation shows


clearly the law of formation of the successive coefficients in the second

member

hence, adding the term in J*,

we have

(251,

Multiplying by dn and integrating,

we

obtain

(252)

3f being the constant


n
between the limits
J', /I"', /f,

of integration.

and

If

evidently vanish, and

this

= -\-\,
we

integral

the

is

now taken

coefficients

of

find, therefore,

(253)

THE THEORY AND PRACTICE OF INTERPOLATION.

148

In like manner,

we

derive

(254)

)dn

= F + A 4" t

we

"Whence, by summation,

Upon

obtain

substituting the relations

"+'... +4" =
r

(256)

r=i

2^
=

"

in

formula (255), the latter becomes

^+.
Finally, therefore,

we

*-)-

(267)

obtain

|tl>

= K'^Vn-'^)+ A (^'Hi-^)-iirW-^')+

When

rfW> W (^.-4I,)- ..-.j (258)

of an integral are to be computed from a


|w, it will be more
given series, each having the lower limit t
convenient and expeditious to determine the arbitrary quantity 'F_
several values

such that the sum of the terms with subscript


| is equal to
The formula (258) may therefore be written as below

zero.

F(

X+fio+
t<o

dT =

(-H

(259)

THE THEORY AND PRACTICE OF INTERPOLATION.

As

an application of (258),

let it

sec 2

149

be required to find

TdT

X46"
.j'

Taking

F(T)

o>

= sec T
2

= 3,

= 31

as follows

30',

and

'F+

0,

we

tabulate

THE THEORY AND PRACTICE OF INTERPOLATION.

150

denotes the value of any coordinate at the instant T, and


In particular, let us put
value at the epoch

where

its

-j=,

jT
Z

=
=
=
=

the heliocentric longitude of


the daily motion in longitude

Mars

for

any date T;

1898 June 13, Greenwich mean noon;


1

47' 14".3

the heliocentric longitude for the date

be required to compute the longitude


mean noon of the dates

and

let

it

(1898) June 21, June 29, July

7,

July

15,

(I)

for

and July 23

the values of the daily motion being taken from the

Greenwich

American Ephemeris

for 1898.

The complete
follows

Date
1898

solution

is

conveniently arranged in tabular form as

THE THEORY AND PRACTICE OF INTERPOLATION.

Whence

the factor w having been previously applied.


for

151

the expression

becomes

Thus, the value of


constant

for aw?/ date

the integral

to

taken from

T being found
T to T,
is
it

by adding the
that

clear

we

have merely to increase the above value of 'F_^ by the quantity


in order to avoid the subsequent addition of this
Z
1 47' 14:". 3
constant to each computed value of the integral. Accordingly, under

the heading

quantity 1

-\-'F,

47' 19".5

on the

line

|eo

13), we write the


of this column are then

(= June

the remaining numbers

formed in the usual manner by successive additions of the functions


F. Each term of the series thus formed is evidently greater by Z
than if the latter constant had been excluded from the initial term.

Under

-fad

ponding terms

in

from the corres-

are written the values derived

-j-

//'.

The sum

-\-'F-\--fad

is

then tabulated in

which therefore gives the heliocentric longitude of


Mars for the dates indicated in column T.

the final column,

Z,

Applications in which the Limits Fall Otherwise than


If
Between Tabular Values of the Argument and Function.
73.

Midway
we put

*-....

(260)

the formula (257) becomes


)dn

Whence,

we

derive,

if

as

0(t

+ |) _*(_$)

(261)

before n denotes a fractional or mixed number,

by the general method of interpolation employed

in

70,

(262)

Upon

substituting n

and n" successively for

taking the difference of the resulting expressions,

tht

0(n")-6(n')

we

in

(262),

and

get

(263)

THE THEORY AND PRACTICE OP INTERPOLATION.

152

(262) and (203), according


obtain the following formulae

Finally, replacing the functions

we

to the expression
(260),
/*l-(-<0

F(T)dT
\F(
/( lu)

0,

in

(264)
/ n"

(+"<!>

XF(T)dT =
-

I
Ai'

<

.-n'<i>

(*+) db
{

where the quantity 'F.+

(265)

wholly arbitrary; and where 'Fn /]' , //;,", /;;,


the
similar
terms with subscripts ri and n") are to be
(and

....

is

found by interpolation.

When

of an integral are to be computed from a


by (264), the latter may be modified to the more ex-

several values

series

given

pedient form given below

Cf(T)dT = o>p
*/

mj

(266)

J(l)

^^

EXAMPLE.

O) (

fn

-\-

TJ^X

"

^n

ffT?"??

*^~ ^T

Find the value of

^=

Ce"dT
%/0.16

being the base of the natural system of logarithms.

Taking
lowing table
r

a>

0.1,

0.2,

and

F(T)

E e

r
,

we prepare

the fol-

THE THEOEY AND PEACTICE OF INTERPOLATION.


whence the column 'F

153

completed as shown above. Denoting the


assigned lower and upper limits by T' and T", respectively, we have
is

0.15

T" =

0.48

T'

Hence, at the upper

=
=

Accordingly,

we

find

the quantities

'Fu

above,

we

J'25

'Fn

and

2.8

J' n

0.20

0.28

the value of n

limit,

= t-^u
= + 2.8

0.20-0.05

j't %

2.5

and

*>

is

0.30

by interpolating forward from

//;,"

From

with the interval 0.30.

the table

take

'K.
05

J'.
J 25

+4.058247
^*W%f*fmt
'

+0.156896

J'",

+0.001572

Hence, making the required interpolations by means


Formula, and proceeding according to (266), we find

of

BESSEL'S

= +4.535670.3
= +
6736.4
+ ^
=
4.8
-sHg^n"
2 = +4.542402
X = +0.4542402
>Fn

= +0.161674
1619
^" = +
J' n

//'

.-.

The

Ce T dT

we have
74.
1'ition.

true mathematical value of

X=

48

e- 15

is

easily

found

thus, since

0.454240159

Quadrature as Based upon BESSEL'S Formula of InterpoAnother set of formulae for mechanical quadrature, similar

to those already developed,

BESSEL'S expression for

may

be derived in the same manner from

F(t-\-n<a).

However, since these formulae

be obtained more conveniently by a direct transformation of those


developed in the preceding section, we choose the latter course.

may

Putting

n"

i,

and

0,

in

we have

formula (263),

(267)

We

also have,

by (260),

-.

(268)

THE THEORY AND PRACTICE OP INTERPOLATION.

154

Referring now to the general schedule on page 147,


observed that the quantities

J'

t ,

be

will

it

4", 4,

are not explicitly given, but must be found by interpolating to halves

between

'J^-j

purpose,

let

quantities

and 'F^,

us

by

denote

d'i-i

the

('-^), (Xi)>

and

//',-+|,

algebraic

'?

C^")>

Applying formula (126), we have,

etc.,

respectively.

means of the
that

is,

let

latter

For

this

of

pairs

us put

therefore,

(270)

Upon

substituting these values of

'F

t ,

j' ( , j'{ ",

in

(268),

and reducing, we get

(f)

Putting

C^,)

0,

this

(J',)

4-

(271)

becomes
.

(272)

Whence, from (267), we derive


C'r

(273)
It is evident

from

(111) that the coefficient for the

(n+2)(t+l) n (B

l)(n

E
which, for

i,

yields the value given in the text.

ni.rtli

2)(u

ilifi'i-i n>

3)

<

in

BESSEL'S Formula

is

THE THEORY AND PRACTICE OF INTERPOLATION.


n

Again, putting
Cp(t+**)4*

=
=

in

155

we have

(262),

e(i)-6(-$)
('^)_ Tv(^) +

y ,(^'')- 5 MU(^) +

In like manner, making

n"

= *-(-|,

and

ri

(274)

in (263),

0,

we

obtain

+ nu) dn =
_

F(t
X'+i

+ b)-6 (0)
*H r 2t ^Ati+1

6(i

IV

A< _L
H

17

5TB5

3B7

//

SSTffSTJ ^(+1

)ri'

Finally, substituting

=n

and

in

0,

(275)

(263),

the

latter

becomes

CFtf+n^dn =

-0(0)

(re)

'^.

A^'.-iH^:"+* ftv4:-J

'J

- AV K") + vitlv

W - ....

(276)

equations (273), (274), (275) and (276) give, respectively,


the following formulae of quadrature

The

dn

A [W- W] +
....

-'f-t
+ l(J

- A ^'- + *H*

^-

Vs[(^")-')]
(277)

^4- ....

(278)

5 H 5 4+1 + FrfV^TJ 4'+1 - ....


- to K") + aib C4) -

(279)

AV

/<-t-i

F(T)dT = aJ/^+ww)^
= '^ + + A ^Hi -

J(+iU)

C^o)

+A

(^'o)

/'l-HiW

\F(T)dT=<a \F(t + n< >)dn


= ,^Vn +^J'B 1

^"+ 5B 7V5Tj jv_


- TVa K') + tm*

5 fJ 5

- ....

(280)

THE THEORY AND PRACTICE OF INTERPOLATION.

156

is
denotes an integer and n a non-integer ; where 'Fwholly arbitrary ; and where ('F ), (j'<), .... and ('^ ), (X ), .....
are means of corresponding tabular quantities, as defined by (269).

in

which

If,

in the formulae (277),


tV

then the

sum of

W-

(279), and (280),

TV*

K") + *ili*

we

(40

But, since

the terms with subscript zero will vanish.

, the preceding condition

is

evidently satisfied

if

we
(4?)

The formulae
computed

take

(278),

(277),

as follows

(279)

and (280)

take

- ....
may

(281)

therefore

be

/<-H'

ij

(282)

/*

(283)
)

-\

= - i ^ + Tv (^' - 7VV K") +


)

>

XM-

dn

(284)

= - i^o + A (^'o) - ^V K") +


dT =

'f-k

Several examples will


the preceding formulae.

EXAMPLE

I.

Let

it

now

(285)

be solved as an exercise in the use of

be required to find
Tsin TdT
Tsi
X->

THE THEORY A5JD PRACTICE OF INTERPOLATION.


Here we take

F(T)~a>T sin
r

T,

o>

= 20 =

as follows

10

157

it
,

and tabulate

THE THEORY AND PRACTICE OF INTERPOLATION.

158

Here we take w
as

below

0.1,

0.9,

and tabulate

F(T)=(1+0.1T

)-*,

THE THEORY AND PRACTICE OF INTERPOLATION.

We

now

ing values of

take

a>

T}

=2 =^
-_

a>

sec"

= 45,

159

and tabulate the follow-

THE THEORY AND PRACTICE OF INTERPOLATION.

160

DOUBLE INTEGRATION BY QUADRATURES.


Having derived various formulae

75.

for the

mechanical quadra-

ture of single integrals, the corresponding formulae for double integraThese will serve to compute integrals
tion are now readily deduced.

of the form

Y = C CF(T)dT*

(286)

independently of the analytical nature of the function F(T), provided


more
T' and T" are numerically assigned. To define the quantity
explicitly, let us put

CP(T) dT

f(T)

(286a)

where

is

We

the constant of integration.

then have

(287)

T')

It

is

therefore evident that

unless

the constant

M has

a definite

In
will be indeterminate.
value in any given case, the value of
is generally known
practical applications, however, the quantity
from the fact that the first integral has an assigned value (usually
zero) corresponding to the lower limit of integration.
If

we now put
T =

n<a

T'

n'u

T"

n">

we have
dT*

= o>W

(288)

and hence (286) becomes

Y
upon which
76.

~F(T)dT* =

2
>

Fty + n^dn*

(289)

relation the subsequent formulae are based.

Double Integration as Based upon NEWTON'S Formula of

Interpolation.

If

we

and n"

substitute, successively, n'

and take the difference of the two


CF(t+n*)dn
/'

results,

we

for

in (243),

obtain

= *(")-*(')

(290)

THE THEORY AND PRACTICE OF INTERPOLATION.

From

the

of (290)

form

follows that

it

the

161

expression

for

the

indefinite integral is

or,

by (238),

the constant

of

integration

being contained

upon the arbitrary quantity 'F


integrating,

we

\S

Multiplying this

tS

up
-*

"F

which depends
equation by dn, and
,

'

up"1

up2

*s

up
* 31

'

*s

namely

series,

>

*S

*s

Let us now consider a new

the term

'Fn

get

CC
*s

in

'

'

'

up
-*

rf-f-2

being arbitrary, and the subsequent terms so determined

that the quantities


>Ft

'F,,

'F,,.

>F,+i

of the proposed series. The manner of arranging the series "F, 'F, and F, together with the differences
of F, is shown in the schedule below
are the successive first differences

Jlv

F(T)

up
*
'F,

>F2

"Ft

f\

'F,

4?

(t-l).

A?

THE THEORY AND PRACTICE OF INTERPOLATION.

162

Now,
functions

the differences

since

whose

1st,

....

2d,

may be regarded

(r>

are

differences

a series of

as

J<-+",

<4<'+

it is clear that formula (291) may be applied successively to each of


the integrals in the second member of (292). Accordingly, we have

f'F.d
.

1"

dn

dn

('*

f CF (t + no,) dn* =

"/-;

+ 'Fn +

(i

we

find, in

+ 2/3) .F. +

accordance with (292),

+ 2 y) J'

(/3

Upon

(293)

tfiese expressions,

Summing

Sz/i"

'

z/:"+

substituting the numerical values

of

y8,

y, 8,

(294)

from

(222), formula (294) becomes


(294a)

the

expansion

to

We

of J' n reducing to zero.

coefficient

which the

in the

brevity, let us write (294)


dn* ==

Now, from

"Fn +

(228),

of

coefficients

proceed to determine the


For
this formula belong.

form

>Fn

bJ'

(295)

we have
(296)

Also,

let

us put

w =

x-*

x~ l

ax"

bx

ex 2

dx>

(297)

THE THEORY AND PRACTICE OF INTERPOLATION.


in

which the

in

(293),

follows

is

it

taken as in (295)., Whence, since the


the combined sum of the second members

are

coefficients

second member of (295)

163

is

evident that

may be

(297)

resolved,

conversely,

as

w = x^ +

x~

3x+x + Sx

....

4-

which may be written

w =

x-1 (x~ l

+ Sx

(a;-

yx

+ px +

yx

+ k z + /3 +

x"

Therefore, by (296),

8x*+

S.r

we have

Comparing (297) and (298), it follows


former, and hence, also, those of (295),
2

expansion of

[log (1 -f-#)]~
troducing these values of a,
>Fn +

as

was found directly


Let us now put

as

b,

7<;- 2:

T',

c,

U ^i'+

in part

ji

in

ff

(298)

that the coefficients of the

the coefficients

are

developed
d,

in
in

(298).
(295),

4V'- B &!U

v
^!.

the

in

Whence,

we

in-

obtain

+ MT, *l

(299)

(294a).

= "F + 'F, + aF + 1>J', +


+
+ eJ* +..'..
= "F, + 'F + T g F. + OJ' - 5 U J: + ,1, j;" - ,H JLT +
'

X(n)

c,-1'

'

t
(Ld','

(300)

and (299) becomes


(301)

THE THEORY AXD PRACTICE OF INTERPOLATION.


Whence,
and

limits, ri

if

the

n",

we

taken between the

be

integral

two

fractional

have

shall

C CF(t + n<a)dn' = X(n")-\(n')


1

And

if

we make

the upper limit an integer, say

f p^-f wo/) dn =
3

A (i)

*/ fc/n'

The
ences J

F(T)

n"

i,

we have

- A (n*)

(303)

formula involves the disadvantage of employing differj", J-", .... which are not given when the tabulation of

last
{ ',

ends with the quantity

ceed as follows
v

(302)

and substitute

To remedy

this defect,

we

pro-

Put

\(i)

"F,

'F,

aFi

"F^ 'F

for

t ,

bJ'

Ft,

eJ'

'

/t",

z//,

dj' "
t

-f eJJ T

....

+ ....

(304)

the expressions

'Pi

F,

F,

(305)
"'

"Whence the integral (303) may


available differences,

j' i_ l

/l'-_ z

-\-

-t-

once be expressed in terms of the


However, to avoid direct
J'^

at

substitution, let us put, as in (229),

(306)

and we

have

shall

--1

,,-1

W(l

It)-

= U+H*+U +U +
S

(307)

X*

MV1-W)-4

M 4+

THE THEORY AND PRACTICE OF INTERPOLATION.

165

Again, from (297), we have

w =
,

X'2

aj-

bx

ex*

dx*

....

ex*+

(308)

the expressions (307) be substituted


of (308), the algebraic process will be identi-

evident that

is

it

+ x- +

if

in the

second member

cal in

form with that of substituting the expressions (305)

The

in

(304).

operation involves the quantities

x"2 x~
,

x 1 x8

x", x,

....

u~2 u~

u3

while the v operation involves, in exactly the same manner, the quantities

,.

.
1

lip
f tl ip
fit-fit

Hence,

if

known.
(308)

From

is

/tin
aAlit aA"tt**{t'

up
f i+V>

.
>

ptt
f

Al
-^ i11

aAlli-

"l-i

{log(l+*)j-

the expansion of which

u~ l

u-*

)log(l-u)\-*

au

Thus we
bu

+ cti*

find

dit*

....

eu 4

Therefore, according to the preceding reasoning, the


v is

= "F^ -

Denoting

>FIJrl

c,

at\

//',._!

cA'^

d/T^

expression by TT(), and

this
b,

4-

()= "F, -

eJ

(309)

expression for

^ - ....
1

restoring the numerical

from (300), we have

w + aF

'F

u for x

immediately obtained by writing

is

second member of (297).

w =

find

w = |_log(l-w)J- =

a,

we have

Whence, by (306), we

values of

obtained with greater expedition by the following process

(298),

Ain
2

we perform the w operation, the result for v is at once


But the expression which results from substituting (307) in

w =

in the

If
-Fi+l!

bA\_,

cA'^

d/J'^

+ eA^ -

THE THEORY AND PRACTICE OF INTERPOLATION.

166

Whence, by (304) and (310),


A.

(l)

7T

(i)

and the formula (303) becomes, therefore,


'

f
In the formula

C'F

dn*

7r(i)-X(')

proved the quantity

just

(311)

denotes an integer.

general method of interpolation employed in


easily shown that (311) is true for non-integral values of
this formula becomes
writing n" for
the

Now, by

70,
i.

it

is

Thus,

*',

dn*

We

now

and (289),

*(n") -X(n')

(312)

bring together equations (300), (310), (302), (312)


the. order named
observing that in the first two of

in

we may write "Fn+l for "FH -\-'Fn and for "Fn+z


Thus we obtain the following group
tively.

these

'Fn+l

respec-

^dn*

Cfft+n*)***

\(n")-\(n')
(313)

'C
'

TT

(.")

*Jn>

From

this

X (')

group are immediately derived

all

of the formulae given

in the following section.


77.

We

have already remarked that

in

the process of single in-

tegration the value of the definite integral is wholly independent of


which may therefore be assigned arbitrarily.
the absolute value of 'F
Similarly, in double integration, the quantity "F may be taken at
,

the integral being independent of its absolute value. Per


contra, the double integral will evidently vary with the value assigned
pleasure,

to

'F

Hence, unless 'F

value of the

is

double integral

derived from (287).

fixed
is

by some

special

indeterminate

consideration, the

a conclusion

already

THE THEORY AND PRACTICE OF INTERPOLATION.

Now,

as

was previously remarked, the value of the

corresponding to the
cations.

We

lower

limit

is

therefore denote

shall

which results when

usually

by

upon restoring the numerical values of


and transposing,

first

integral

in practical appli-

the value of

^F(T)dT

Then, by (291), we have

substituted for T.

is

or,

'f'\

known

167

/3,

^ + i ^o + rV <*',- A 4' + r'& 4"- lis ^

y,

8,

i&Jtff

from (222),

4f-

(314)

which determines 'F1} and hence, also, the double integral Y, provided
// is known. In practice the value of // is frequently zero.
conjunction with the relations (313),
the several groups of quadrature formulae given below
I

<ing

in

(314)

we

obtain

IL
/
j

/(+iOJ

iF^dT

cu

/(
(315)

j j

o~

-A

(316)

/
(

/'l+i(U

\F(T)dT* =

w"i

fi
\

F(t +

(317)

JET.

= ^\ /"n"
F
J Jn/-

(318)

THE THEORY AND 1'KAOTICK OF INTKIM'OLATIOX.

168

The foregoing formulae

are

applicable

when

the upper limit

falls

near the beginning of the tabular series. When the upper limits falls
likeat or near the end of the given series, the following formulae
wise derived from (313)
may be employed:

'F,

2
a.

pp (*+>) d

(319)

^5
<l>

(320)

/ /*l+l)
1

F(T)dT* =

/<

/
<u

J (*+.) <*
1

/ /

*/(-4-nO)

(321)

CF'(T) dT* =
f ^/+n'u

2
a)

*^

fF(if

In applications of
(or of

"F when

+ no))

<Z

(322)

*/7i'

the

all

employed)

is

preceding formulae, the value of

wholly arbitrary, and therefore

assigned at pleasure in every case.

and (320) are applicable,

it

is

may be

But when (315), (316), (319)

frequently convenient to determine

such that

The formulae

"J*,

in question then take the

form as follows

"F

THE THEORY AND PRACTICE OF INTERPOLATION.

rib

CD

(323)

/ /f+nU)
(
-'

\F(T) dT*
^r

(324)

(325)

/* /* (+<!>

F(T)dT =

The

(326)

/*

o,

differences which appear in

the foregoing formulae, together


and "/P, are to be taken according to

with the auxiliary functions 'F


The symbol i denotes a positive integer,
the schedule on page 161.
while n designates a fractional or mixed number
so that all functions
:

and differences

whose

their

series

respective

notes

as

subscripts

by

interpolation.

previously defined

substituted for

involve

so that

must be derived from

Finally, the

the value of

quantity 7/ de-

\F(T)dT

when

is

we have

(327)

It

while

known

may happen
the
for

value
a

of

occasionally that the value

\F(T}dT

particular

of //

corresponding to

value of n.

Denoting

this

is

T=

unknown,
t-\-n<o

quantity by

is

THE THEORY AND PRACTICE OF INTERPOLATION.

170

we may, by any one

of the foregoing methods, compute the

definite

integral

Jl+nUl

dT =

- 1L

//

(327*)

and hence find

= H.-X
we proceed as before.
examples will now be solved

with which value

Several

as

an

exercise to illustrate

the formulae given above.

EXAMPLE

I.

Let

it

be required to find

Y
on the supposition that

We tabulate
T

fcosTdT=2

when

--

- 0.

and difference the following values of

F{ T) = cos T

THE THEORY AND PRACTICE OF INTERPOLATION.

The column
also,

the

'

is

now completed by

column "F, having

first

assumed

(319), the remainder of the computation

"Fw

+136.04398

successive additions

is

"

F=
l

as follows

0.
:

171

hence,,

Whence, by

THE THEORY AND PRACTICE OF INTERPOLATION.

172

We

have, therefore,

2.0

<o

//

0.1

whence, proceeding by (326), the computation of


follows

'JF

and

"J<\

is

as

= +0.12500
^' = _
193.7
+
_ & J- = _
12.9
1.3
+ 7 g ^" = =
+0.12292
'f\

.,i

7<;

T>J

- 5 j ff
.-.

...

we now

the completed table

=
=
F =
n

(2.468- 2.0)
4.68

-f-

ij'

From

F = 0.02083.3
1.3
<= +

<'= +

"f\

0.1

"Fn+1 =

= 5-0.32
+

+0.16418

'

T5

easily verified, for

T+ CT\
[H2.468
log,

+2.36025.6

is

0.02082

find

.-.

This result

0.2

Y =

1368.2

+2.37393
+0.0237393

we have

= -

log. 1.234

+ 0.468 C

_fe

also

Hence

F =

-log.1.234

0.234

-0.2102609+0.234

+0.0237391

with which the above result substantially agrees.

EXAMPLE

III.

From

the table

the value of

r
Y =
I

^2.
i

of the preceding example, find

THE THEORY AND PRACTICE OF INTERPOLATION.


Here we employ formula (324),
n

2.15

- 2.0

173

which we take

in

1.50

0.1

We

therefore obtain
(n

j;'

J'"

= +0.24992.0
= + 1802.8
=
1.0

= 2+
= +0.21633
= +
235
= 38
)

0.2
2'
...

The

true mathematical value of

Y =

0.075

- log, 1.075 =

Y =

+0.26794
+0.0026794

is

+0.0026793

Double Integration as Based upon STIRLING'S and BESSEL'S


Formulae of Interpolation.
Let the schedule of functions (including
78.

'F and "F) and

differences to be used in the subsequent formulae of

quadrature be as follows
T

THE THEORY AND PRACTICE OF

174

Now, by

KPOLATION.

II

we have

(260),

= '^+^J;- s Hs<'+0AYS D^-

6(n)

and hence the preceding equation becomes


no,)

For

dn

'Fn + jf J'n

,tt v

W+

v jfj

/*;

(328a)

brevity, let us put

= +ls

-**

+Ww

329 >

and (328) may be written

= Crn dn =

CF(t + nu>)dn

'Fn

+ aJ' +
n

bJ'^

+ c/l'n +

the constant of integration being contained in

we

equation by dn, and integrating,

C'Fn dn

we

+ a.Cj n dn + bC^'dn + cCj'n dn+


l

restoring the values of

as in (327),

obtains for

each

to

of the

(331)

integrals

a, b, c,

from (329), and

obtain

JJ> (+<") <^ "


If,

Multiplying this

second member of (331), we obtain

expressed in the

reducing,

(330)

get

Applying formula (330) successively

Whence,

'Fn

....

T'=

"F*+-hF*-ih4'+*MnJ:-

we denote by //

t,

then,

the value of

fF(T) dT

( 332 )

which

by (328), we have

T=I

=,0.0(0)

and hence, by (272),


(333)

THE THEORY AND PRACTICE OF INTERPOLATION.

Upon

substituting

in the first of equations (269),

175

we

get

which, together with (333), gives

(334)

where the differences enclosed within parentheses are means of the


corresponding tabular quantities, as defined by (269).

employing simultaneously the relations (332) and (334), and

By

assigning various limits to the integral,


of formulae

we

obtain the following group

/(+('!!
7

/XT

dT 2 =

F(T) dT*

/*

/*f-t-"i>

F(T) dT'

/i-Hi>

f*

a
o>

J F(T)dT*

(*

(335)
<>)

fn
/

(336)

jJ

= ^
J

= - + i /; +

/ /I+n"d)
j

'^

/*!

S*t+nlo

/
o,

/"
j
fm

(337)

>

T5
/

(J'J

'i")

+ *Jt*w(40-

/"

Ml *

(338)

We

In the preceding group the value of ''F is wholly arbitrary.


may, however, determine the quantity "F such that the sum of the

terms in (335) and (336) having the subscript zero will vanish
formulae may therefore be written

these

THE TIIEOHY AND PHACTK'K OF INTERPOLATION.

176

/I+l>

\F(T)dT*

= ji/

(339)

xi
(

&a^'--

(340)

/l+n<D

J (F(

Let us now denote the second member of (332) by y


is,

let

(ri)

that

us put

y (n)

Making

= i-^4,
y

It will

d"v+\i

respective

"F,

A ^- -

this

sin

^' +

, A'STS

^' -

becomes
(342)

(i

"

be observed from the foregoing schedule that


ai'e not explicitly given, but must be derived from their
series

by interpolation

to halves.

For

this

purpose,

let

us

put, in analogy with (269),

(343)

then, after the

manner of (270), we

shall

have

(344)

Upon

substituting these

(342), and reducing,

we

expressions

in

the

second

member of

find

(345)

THE THEORY AND PRACTICE OF INTERPOLATION.

177

Again, by means of (332) and (341), we derive


n1

by

denoting

Finally,

we

$to,

//_*

shall have,

- ('**-.

the

value

of

(346)

F(T~)dT

when

by (328a),

A J'-i - ** J*

y(n"} -y(w')

^+

-H
)

which gives
(347)

assigning various values to the limits ri and n" in (346), and


employing either (341) or (345) as required in each particular case ;
and finally, by using either (334) or (347) to determine the series

By

we

the assigned

as

'F, according

lower limit

is not or is

derive the group of formulae given below

equal to

(348)

F =

11

awy convenient value

arbitrarily assigned.

(349)

//
'

i 'F_,

4-

/* ffrlnt
I

|.F(T)rf2"
'

+/

+/t\'j>

A (/_,) - T ib
=

(^,)

/ /(
!

+'

/(*+) d

/ \

(350)
J

THE THEORY AND PRACTICE OF INTERPOLATION.

178

f> /*t+*<0
I
I F(T)dT^
*/ */(

2
tu

*^

(to

(351)

*'

TT

IV

"^ =
f
I

./

~* _ J

*-*"

/I'
^
-T4_

~|^~

2
(^(T)dT =

a>

/
|

tio

367

/*'"

awy convenient value;

xv+ii+DU)

i'

5T6TJ -^-J

SffTifgflr

//
J.
^-J+

arbitrarily assigned.

/i

|^

(352)

=
'[

The

last

formula

may

also be written in the following

form

TT

(353)

It

well to again point out the fact that the functions and
enclosed within parentheses denote the means of corre-

may be

differences

sponding tabular quantities, as defined by (269) and (343). Further,


that Jff and H^ denote the values of the first integral of F( T) when

we

substitute

that if in

any case

for

to

and

p is

compute

X=

|-co,

respectively.

Finally,

given and IIq required,


/V+pW
I

F(T) dT

it

is

we may add

only necessary

= Hp - H,

^l+?(D

and thence

find
If,

is

It,

-X

In the process of double integration by mechanical quadrature


sometimes convenient to tabulate, not the given function, but

it
s
<u

times that quantity. By this means all differences are multiplied by


a
&> , and thus the
final multiplication by that factor is avoided. However, in order that the quantities 'F and "F shall be multiplied by the
TT

same

factor,

it is

evident that the independent term

10

(which has the

THE THEORY AND PRACTICE OF INTERPOLATION.


same fixed value whether we tabulate
wise be multiplied

by w

a
:

becomes necessary to take

so

that,

(oil in

F(T)

179

must

or

this
proceeding by TT

like-

method,

it

which occurs

place of the term

The computer is cautioned against


the preceding formulae.
neglecting this precept in case he tabulates a?F(T) instead of the

in all

given function

We

F(T}.

close the chapter with

several examples which

illustrate

formulae given above.

EXAMPLE

I.

Find the value of


2.0

Y= on the supposition that the

We
T

2TdT'2

first integral vanishes for

tabulate the given function as below

T = 2.2.

the

THE THEORY AND PRACTICE OF INTERPOLATION.

180

"Ft
F<
J't

'

= 0.000000
F = -0.129011
^ = - 1746

"Ft

-0.907502

= -0.086353
= 994

.-.

Verification

we have

Integrating directly,
f

= -0.907502
= +
3554.8
= 3.1
= -0.903950
Y = -0.00903950

(F -"FJ
+^(F -F
- g g (z/;'-x/;')
2

2TdT

1
T2

'

12.6

Y =

]"
J2.2

\_

whence

//.

+ T )2

(1

.-.

+c

Jr=2.2

[_

-0.17123288

Finally, using the relation


tan" 1

tan" 1 a

the preceding expression for

tan"1,fa-b\
r
1

^.

Y becomes

which gives

Y =

EXAMPLE

From

II.

-0.00903949

the table of the preceding example, compute

2TdT*
12 2

(1+7

Here we employ (349), taking


t

Thus we

2.2

^o

(2.23-2.2) -^ 0.1

find

^)
)

= -0.090739
= 1068

('%)

(F8i )

= -0.717599.5
= +
3780.8

+
-0.713828.2

0.30

THE THEORY AND PRACTICE OF INTERPOLATION.


Also
(

181

THE THEORY AND PRACTICE OF INTERPOLATION.

182

We

proceed by formula (353), taking as our data


t

=
=

32
4

that

Whence, observing

= 4 =
= 2M =

<o

//_,

we must now

J'_t

And

for

"Fn we
_

)
)

tr)

= 8.782752
= + 2088
= + 468

0.868589

take

H-^-^o) in (353), the computation of 'Flog o>#_,

ir-M5

instead of the term

wJBT_$

as follows

is

= +0.060639.0
87.0
-3^-, =
I-*
+*^-' = +
= +0.060553.4
u>//_j

find

= +0.030276.7
309.8
+ ? (F_,) =
7.9
-rJ^W) = +
\'F^_

= -0.007436
= 887
= _
367

3>

.-.

Upon completing

the

+0.029974

shown above, and continuing the

as

table

"F

computation by (353), we obtain


(i

(F

4i )

=
=

= +0.240524.0
97 2
-AWi) = +
('%)

4)

-0.002332

Y =

.-.

We

+0.240620

easily verify this result analytically as follows

-McosTdT
McosTdT

"

sinT

smT'"

'+
'

CT+

C'

'

gl

Jr=o.=

But

M
C

F=

log w tan

/50\

f--

/30
log lo tan

THE THEORY AND PRACTICE Or INTERPOLATION.

Now we

find

log tan 25

.-.

9.428052.5

0.240620

which agrees exactly with the former

EXAMPLE IV.

From

- 10
- 10

9.668672.5

=
Y =

log tan 15

183

result.

the table and data of

Example

III,

compute

the integral

Y=

f/McosTd

//

sinT

^f ^sn.

Here we employ (351), taking


n

for the value of

at the

We

(45

upper

-32)

= 32

we then have

as before;

limit,

-=-4

3.25

3-+ 0.25

therefore obtain

........

"Fn

= -0.002993
163
4;= -

+^F

F,

= +0.189420.3
=
249.4
= +
0.7
Y = +0.189172
-

-4'
.-.

Verifying this result as in the last example,

Y =

log,,

EXAMPLE V.

tan 22 30'

As

final

log w tan 15

exercise,

we

find

+0.189172

combining both single

and

double integration, and illustrating, moreover, the use of formula (339)


assigned in succession to the integer i, we
shall conclude these examples with a complete and detailed solution

when

several values

are

of the following problem


of unit mass
particle
:

is

impelled along a straight line

AB

is the
where
by a varying force whose expression is SOOOOT"
time in seconds after a definite epoch, and the implied unit of length
is one foot.
It is required to find by quadratures the velocity, v, and
3

the distance,

AP = x,

T =
assuming that v
seconds.

for the times

102, 104, 106, 108

= 0.6

and 110 seconds, respectively;

feet per second

and xa

=8

feet

when

T = 100

THE THEORY AND PRACTICE OF INTERPOLATION.

184

Since the mass of

whence by a

is

unity,

we

have, simply,

</-.!

20000

dT 1

~~T~

single integration

dx

dr

/yOOQQdT
"

r5

T.

and by double integration

We

compute the required values of x as given by equaThe


tion (/3), effecting the double integration by means of (339).
details of the computation are shown in the following table
shall first

TABLE
T

(A).

THE THEORY AKD PRACTICE OF INTERPOLATION.

85

jT

by the same factor

so

that, writing

(= 7/ )

we have

equation of (339), and omitting insensible terms,

>Ft
>

we

'F

^o + iVW

(y)

=
F = 0.04000,
'F = +0.61980, and thus
vn

Hence, substituting
0.00240,

"o

find

in the first

for

0.6,

(z/ )

(.r_ ,

+ 4) =

complete the series

as given above.

The second equation of (339) gives simply, "F^-=.


^ F the
term in j" being insensible. But since, by equation (/3), we should
,

afterwards have to add the constant

double integral taken from


place of

"F

F +

to

x-

T,

computed value of the

to each
it

expedient to tabulate in

is

the quantity

?J>

= -A/^+4.0 =

"F,+ $r,

and thence complete the

as given

series

reason for this procedure

is

tion of (339) gives (since

easily

-0.00333

under

"F-\-

made apparent

+3.99667

a.

The

for the final equa-

w must now be replaced by w)

20000dT

ffand substituting

this expression in equation

///ET
<

FI

+
I

T'J

ET\
-f*

4-

^
^

==

Therefore, upon forming the column

we have from

A+

/// 1?

(/3),

we

obtain

/\
()

T?\
+ iVA)

-4- y ^

J^ = E

J,

as given above,

(8)

whence the required values of x are derived and tabulated


column of Table (A).

in the final

THE THEORY AND PRACTICE OF INTERPOLATION.

186

For the computation of the


the

or,

first

we employ formula

(282),

equation of which, gives

by adding

But we

velocity v

to both

members,

avoid subsequent additions of the constant r c required


0.6
by equation (a), if we increase this value of 'F by the term v
that is, if we take
shall

which

is

series

'F

the same as the expression (y), used for determining the


in Table (A).
The latter series is therefore to be employed

computation of which

in finding v, the

TABLE
T

(B).

is

as follows

THE THEORY AND PRACTICE OF INTERPOLATION.


This completes the solution of the problem.
is

derived, however,

by observing that equation


/

(a) gives

a-

(t)

series

TABLE
T

interesting check

= vdT+

whence x may be obtained from the


For this purpose we make f(T)
table below

An

187

(C).

<av

v by single integration.
and "thus form the

= 2v,

THE THEORY AND PRACTICE OF INTERPOLATION.

188
79.

It is

worth while to inquire what change takes place

in the

value of the double integral

T = CCF(T) dT*
when,

in

particular problem, the quantity

new

assigned value //' to a


if

we change

//' to

H",

the value of the

to any particular value of


//" //'; or, what amounts
first

integration,

fore,

by (287),

value //".

This
first

II
is

is

changed from an

easily answered.

integral

For,

corresponding

thereby increased by the quantity


to the same thing, the constant of the

in

(28G),

it

is

evident

is

thus increased by II" //'. Thereis increased


that
by the quantity

is

THE THEORY AND PRACTICE OF INTERPOLATION.

189

EXAMPLES.
Given the semi-major axis of an

1.

semi-minor

axis,

ellipse,

1,

and the

to find the length of the elliptic quadrant.

0.8,

Ans. 1.41808.
[NOTE

Take the

eccentric angle

E as

independent variable, and hence find

IT

= f Vl A>

where

e is

2.

the eccentricity, and

e*

cos 2

^ dE

the required length.]

Given the equation of a

cardioid,

= I-\- cos

to find,

by

mechanical quadrature, the length of that part of the curve comprised

between the

initial line

and a

the initial line.

3.

The equation of

line

through the pole at right-angles to


Ans. 2.82843.

curve being

= a? V2

sin x

find

the

area included between the curve, the axis of x, and the two ordinates,

4.

and

Compute

Ans. 0.180518.

n.

the value of

==

0.82

assuming that the

sinT

first integral vanishes at the

lower

limit.

Ans. 0.139727.

5.

relation

Given

curve

in

a vertical plane whose points

satisfy the

THE TIIEOBY AND PRACTICE OP INTERPOLATION.

190

the axis of y being vertical. Find the difference of level between


two points whose abscissae are 1.000 and 1.473, respectively ; assum-

ing the direction of the curve to be horizontal at the

first

point.

Ans. 0.044228.

By what amount would

the preceding result be changed by


supposing the tangent to the curve at the first point to be inclined
45 to the horizontal ?
G.

[NOTE:

This question should be answered mentally.]

CHAPTER

V.

MISCELLANEOUS PROBLEMS AND APPLICATIONS.

short chapter will be devoted to the solution of


of problems and examples involving certain principles and

The present

80.

number

precepts hitherto established.


81.

PKOBLEM L

To find

EE l*-f

2*

+3* -f .... +

*,

where

k and r are integers.

The method
lar value to k.

of solution

Thus,

is

let it

S =

I4

best illustrated

by assigning a particu-

be required to find
+

24

+3 +
4

r4

TVe tabulate below and difference the values of T* which correspond

to

T = 1, 2, 3, 4, 5
T

and

6.

Thus we

find

THE THEORY AND PRACTICE OF INTERPOLATION.

192

consider the auxiliary series 'F


defined as in Chapter
have, by the fundamental formula (73),

-l)

we

IV

shall

(r-4)
(24)
11

Theorem

Therefore, by

S
which
the

first r

>F,-'F9

we have

^ (r+l)(2r+l)(3r+3r-l)

the required expression for the

is

sum of

(355)

the fourth powers of

integers.

PROBLEM

82.

FI,

I,

Given a

II.

series

and an assigned

offunctions,

F_ 3 F_
,

intermediate value,

F_^

To

n :

find

the corresponding* interval n.

First Solution

The

simplest

tion an approximate value of n,

method

and then

is

find

to determine

by

direct

by inspec-

interpolation

the values of the function corresponding to three or four closely equiThe latter
distant values of n that shall embrace the required interval.
is then readily found by a simple interpolation.
the following ephemeris find the time when the
that is,
9.7968280
logarithm of Mercury's distance from the Earth
The tabular quantities are here
n
9.7968280, to find n.
given

EXAMPLE.

From

F =

given for eveiy second Greenwich mean noon.


Date
1898

THE THEORY AND PRACTICE OF INTERPOLATION.

193

(from the former date) is somewhat greater than 0.4. Hence we take
the functions
9.7905482, and interpolate
by BESSEL'S Formula
n

F=

corresponding to

= 0.38, 0.41, and 0.44.

ferencing these values,

we
n

find

Thus, computing and

dif-

THE THEORY AND PRACTICE OF INTERPOLATION.

194

To

find z

from

this

equation,

we

neglect the

first

and thus obtain an approximate value which we


this manner we find
s?,

small term in

= F.-F-

(358)

now suffice
we obtain

This approximate value of z will


last term of (357).
Accordingly,

In

shall call x.

for substitution

the

in

(359)

whence, putting
(360)

we have
x

and equation (356) becomes

= m+x

Fm

Finally, to express

(*F'm ,

and

(361)

in terms of the differences

AZC

be expedient to employ STIRLING'S


Formula of interpolation, together with the expressions for F'm and
61.
The above solution may then be expressed
F'n as developed in
of the

given series F,

as follows

will

it

Determine

m =

Thence

Fm = F + ma +

an approximate value of

n, true to

the nearest tenth

of a unit.
find

D =
K
t

'

and

Here the

uPF^.

&

Bb

me

Cc 4- Dd^

(362)

= $x>K
= m x
-\-

differences are to be taken according to the schedule

on

the coefficients B, C, D,
being taken from Table II,
page 62
and C", I/, .... from Table Y. Finally, Table VII gives the value
and side argument *
of y for top argument
observing that y has
the same sign as K.
.

THE THEORY AND PRACTICE OF INTERPOLATION.

EXAMPLE.
Here we

Same

find

82.

as in
'==

195

0.40

and hence take from the given

table,

and from Tables II and Y, the quantities

m =
B =
C =
D =
E =

The computation
lows

of

=
ma =
-

= +144461.5
= + 15725
=
4137.5

rf

==

=-

0.40

+0.080
-0.056
-0.0056
+0.01075

9.7905482

Fm D
,

+
+
t

457

105

=
=
E =
C'

D<
1

and Z>2 by (362)

is

-0.08667
-0.02267
+0.01440
therefore

as fol-

THE THEORY AND PRACTICE OF INTERPOLATION.

196

EXAMPLE.

Solve the transcendental equation


I

T - 20
where

sin

T =

45

expressed in degrees of arc.


This equation may be written
is

F(T)

= T-

20 sin

T-

45

which by trial we find to be satisfied by a value of T not far from


63
hence we tabulate
62, 63, and 64, as follows
(T) for

T=

THE THEORY AND PRACTICE OF INTERPOLATION.


condition

Therefore, since the


that

F\T)

we

0,

of

maximum

or

minimum

197

requires

have, by neglecting 5th differences,


|

(a

^c)

^d^n + \cn^ + ^d n* =

(6

which determines the value of


the point of

maximum

or

n,

and hence,

also, the value

minimum of F(T).

This equation

(363)

of T, at

may be

solved by successive approximations, by first neglecting the


terms containing n? and n3 and afterwards substituting therein the
readily

approximate value of n thus found, and so on ; or, we may consider


the solution of (363) from the standpoint of Problem III,
which
may be regarded as the more direct of the two methods.

EXAMPLE. -- The following ephemeris gives the log radius vector


of Mars with respect to the Sun (log r)
Find the time of perihelion
.

passage of the planet.


Date
1898

THE THEORY AND PRACTICE OF INTERPOLATION.

198

Neglecting the

approximate value of

n,

and since

two terms of

last

135-:- 2914

for this value of

this equation,

we

have, for an

nearly;

0.046,

n the small terms

sensibly vanish,

we

obtain

as our final value


n

The

'date of perihelion

T =

F-i,

April 30"

PROBLEM V.

86.

FI,

passage

.)

therefore,

is,

d
h
April 30 8 .895

of numerical values (F_3 F_ 2


of any function F(T) which is analytic"// //
series

To find an approximate

unknown:

0.04633

X&X 24" =

+ 0.04633

Given a
.

135 -=-2914

algebraic expression for

F (T)

in

terms of the variable argument.

Let us put
T

= T-

(364)

and TAYLOR'S Theorem gives

F(T)

Upon
F'"(),
F(T)

F(t + r)

+ T F'(t)+

-F"(f)

F'"(f)+.

in

(365)

the

(365)

F'(t), F"(t),

=
8
'

which expresses

'

-)'

F(T)

numerical coefficients

+K--

EXAMPLE.
the following

century

O^+Ce-.

-)r<+.

as a rational integral function of


T

r,

with

(366)

known

being the value of the variable argument

counted from the fixed epoch

fifth

expressions for
as given by (175), we obtain

substituting
.

F(t)

t,

as defined

by (364).

From NEWCOMB'S Astronomical Constants we take


table of the mean obliquity of the ecliptic (e) for every

THE THEORY AND PRACTICE OF INTERPOLATION.

Tear

199

THE THEORY AND PRACTICE OF

200

Therefore,

if

we

shall

have
*
v.

where

T,

NTKIIPOLATION.

put

T!

we

HI,,,

+ *i

_.
I

_,.
-1
/

'

(= T--T^)

we

rf

(366)

r?

the value of the variable argument counted

is

from the assigned epoch 2\


usual methods the values of
tute these in (36(5a),

*"* "*"
Fm

F'm F'm
,

F','n

we compute by

if

Accordingly,

and

the

substi-

shall obtain the expression required.

As

an example, let us express the obliquity (e) as a function of


the time (T,) counted from the epoch 1600.0 in terms of a century as
the unit.

Reverting to the above


t

Whence we

we

table,

1500*

Tj

take

m =

1600"

0.20

find
*

Fm =

23

F'n

29' 28".69

-46".761

F'^

_0".0443

F'J,'

Substituting these values in the formula (366a),

we

+0".01088

obtain the

required expression, namely,

=
87.

23

29' 28".69

-46".76lTj -0".0222r? +0".0018lTj

GEOMETRICAL PROBLEM.

A circular well four feet in diameter

by a horizontal cylindrical shaft whose diameter


Find the volume of the portion of the shaft within the

is

centrally intersected

is

one

foot.

well.

Solution
parallel

to

its

Consider
axis, at

vertical

horizontal

section

of this rectangular section

and

2V.R 2 -a: 2

for its breadth, or height,


h

lamina

of the shaft

distance x from the latter,

having the differential thickness dx. Then,


and r, respectively, we
well and shaft by

or

= 2\l^^

if

we denote

shall

and

the radii of

have for the length

THE THEORY AND PRACTICE OF INTERPOLATION.


Therefore, the volume of the differential section

dV =

Ihdx

201

is

whence

-* )
2

(r'-x*) dx

I'pon substituting the given values of

and r

in this formula,

it

becomes
V =

tic

This expression belongs to the class of functions known as ellipintegrals, and therefore cannot be integrated directly.
Accordingly,

we proceed
it

will

to evaluate

V by mechanical

quadrature.

For

this

purpose

be convenient to put
x

sin

dx

cos 0<10

whence

and the preceding expression

V =
AVe now tabulate

TT -T-

18) as follows

V becomes

for

fcos
Jo

0\/16-sinW0

F (&) = o>cos

>|lG

(367)

sin

(where

o>

= 10

THE THEORY AND PRACTICE OF INTERPOLATION.

202

Accordingly,

we
t

take

*<o

85

....
and proceed by formula (259)
thus, observing that J'_
z/"j,
and j;+,, j;^, .... are all zero, and remembering that the factor w
has already been introduced, we find
:

'/L,

and
V

'Fl+t

3.1168 cubic feet

Various other problems and applications of a similar nature


indeed, Astronomy itself presents a large variety of
might be added
But the leading principles of our subject have already been
such.
88.

We

therefore feel confident in


developed, explained, and exemplified.
leaving the student who has thoroughly mastered these principles,
believing him fully capable of solving any further questions or prob-

lems that

may

arise in his practice.

THE THEORY AND PRACTICE OF INTERPOLATION.

203

EXAMPLES.
Derive the expression for the sum of the cubes of the
Ans.
integers.
1.

first

Find from the following ephemeris the instant when Autumn


commences
that is, the instant when the Sun's right-ascension (a)
2.

equals twelve hours.


Date
1898

204

TIIK

THEOKY AND PKACTJCE OF INTERPOLATION.


Year

APPENDIX.
ON THE SYMBOLIC METHOD OF DEVELOPMENT.
While many of the formulae and results in the foregoing
have been derived by somewhat indirect methods, yet the processes employed in every case have involved nothing but purely alge89.

text

braic operations and principles.


For the benefit of such students as

may be interested, we shall


devote a brief space to the more direct and potent form of
development known as the symbolic method. In this our only purpose
is to exhibit the simple manner in which the fundamental formulae of

now

may be deduced ; leaving the student to


the
broader field thus opened by suggestion.
upon

the text

90.

Let us define the symbol of operation

AF(T) = F(T+<a)

enter for himself

by the relation

F(T)

(368)

from which we formulate the following

DEFINITION
duces

the

increment

The

increment
a>

in

upon any function of T profunction which corresponds to the finite

The operation of
the

in the variable T.

relation (368)

may be more

briefly

= F^-F, =

expressed in the form

J'a

where n can have any value. Thus, taking n


the schedule on page 15, we have

(369)

0,

and referring to

(370)

Similarly

'"

- *
CT

Jf1

Tj*

"
(371)

APPENDIX.

206

Thus

it

is

evident that the effect of operating with


upon any t<iliis simply to form the first difference of that function and

lar function

Whence

the succeeding tabular value.

evident that

is

it

we have

AAF =
A A?', = A (J{) =

J['

(372)

A)

AAF. =

J'.'

AA

that the operation of


upon any tabular function
second difference bearing the same subscript. But this
double operation of A may be conveniently characterized by A 8 ;
hence we write
It follows

produces the

=
In like manner,

4'

&*F.

(373)

J'.'

denoting any integer, we have

(374)

A'/;

and,

more

generally,

A'/;

n being a non-integer,

(A A A

times)

F = J?

(375)

Let us now consider the operation of differentiating


with respect to T and multiplying the derivative by &>. Denoting the
operator in this process by D, we then have
91.

D^;

^p

*'

(376)

also
"

(377)

(ODD

times)

F =
n

oi

(()

(378)

<"'-^

The fundamental laws

or principles governing the combination


of symbols of quantity in algebraic operations are the following
92.

APPENDIX.
I.

The

Law, by virtue of which


a (p+q + r) = ap + aq + ar

Distributive

The Commutative Law, expressed by

II.

ab

III.

207

The Index Law, which


ar

the equation

ba

asserts the relation

a'

a r +'

proceed to show that the symbols of operation, A and D, when


itself or with symbols of quantity in the manner
indicated below, also obey these fundamental laws
and hence that,
wherever found in similar combinations, A and D may be treated alge-

We

combined each with

braically precisely as if they ivere themselves mere symbols of quantity.

We

shall first consider the

By

(1).

definition,

symbol A.

we have

A (*+/+ ....) = (F^+f^+ ....)- (*+/+


= (F^-F.) +(/+,-/)+ -...
= A t\ + A/. +
.

which proves the Distributive


(2)

The

Law

for the

factor a being a constant,

symbol A.

we have

= aFn+1 -aF = a(Fa+l -F,) =


n

thus showing that


combines -with constant quantities in accordance
with the Commutative Law.
(3) r

and

denoting positive integers, the relation (375) gives

A 'A'/; = A

(A'/;)

AV/i."

= J

r+<)
B

A.* + 'Fn

or

Therefore, so far as positive integral indices are concerned, the symbol


obeys the Index Law.

Retaining the limitations and the notation used above, similar


results are easily obtained for the operator D, as follows
'.)'.

APPENDIX.

208

df

Daf.

(2)

(~)aF

"r+<

(^L^l

.F.,

L-

o,

aD^,

D-+-.P,

within the limitations imposed


These relations prove that
the symbol D obeys the fundamental laws of algebraic combination.

To

94.

of

a limited extent

of

and D.
D" D~2
1

definitions,

Now
....

the

necessary to consider negative powers


2
and
meaning and use of A" A"
it is

are easily understood

thus, from the foregoing

we^have
A('^)

where 'FH

F.

defined as in the schedule on page 134. Then, in analogy


with the usual mode of expressing inverse functions, we may write
is

Whence we have

= F

(379)

which shows (1) that the operation of AA~'( = A) leaves the subject function unaltered, and (2) that negative jmivers of A al#o O/K-;/
the Index Law.

The

relation
A-'JF;

may be taken

the definition

as

'Fn

(380)

of

the operator

A"

.....

1
.

Similarly,

we

have

A-

/;

"Fn

A-

^,

'"/'

(381)

Again, consider the relation

D^ =

,g

which, from the point of view above taken,

F =
n

D-'y

(382)

may be

written
(383)

APPENDIX.

209

Then we have

= DF =

DD-H>

(384)

whence we see that negative powers of D likewise follow the Index


Lftn-.

we

Moreover, from equation (382),

dFn =

or

obtain

and therefore

F =

or 1 fr

which, with (383), gives

D-'y

It

follows that

More
tlinl

the

specifically

operation of

(385)

-jTwtJ

D"

is

equivalent to

Operating upon any function with

function with respect to

In like manner

an integration.

D"

integrates
divides the resulting integral by w.

and

we have
D'-Fn

m-^rjlT*

==

(386)

and so on.

Having thus dejined and explained the use of the symbols


A~ A" A, A, A
and D~ D" D, D, D
and having shown that these symbols may in general be combined
95.

of operation,

algebraically as if they were merely symbols of quantity, we now proceed to derive the fundamental relations of the text, as originally

proposed.

The theorem of

the change in sign of the odd .orders of


caused by inverting a given series of functions is easily
To this end, let us suppose that j;/ of the direct or given
proved.
becomes
series,
Then, since
[J[ ] when that series has been inverted.
9(>.

differences

r)

we have

-AF = F,-FW =
t

'Whence, regarding

(-A)^.

..

[,/;-],

-A

as operator,

(-A)^.

==

[//;"],

it

follows that
.

(-A)^ =

[//n

and therefore
[J<"]

(-A)'F,

which establishes Theorem

III.

= (-1/A^ =
(

(-1)'/*|"

(387)

APPENDIX.

210
97.

By

definition,

we have
A/-;

= F.H-

/;,

hence

where

e is

system of logarithms.

the base of the natural

We

have,

therefore,
1

which

is

98.

A =

(388)

the fundamental relation between

and D.

From, (388), we get

A = e-l =

D2

D8

D4

....

D+^+^+^+

(389)

and hence, by involution,

A =
A =

D2
D8

A'

D'

+
+
+

D8 +
D +

| D'

+iD + ....
|D +JD +.
'

D4

,* 4

(3f

2
1) D'+

(390)

These expressions are equivalent to the formulae (21).


Again, from the last of (390), we derive
2

that

D' +2

F.

is

J<"

where

for

efficients

brevity

of

i+1
,

w'F^

is

a^'^Fi'

a^FV

+ ....

we have written a,, a.,, ....


in (390).
D<+2 ....
Whence,
,

which

we have

the algebraic statement of

Theorem V.

(391)

to denote
if

F (T)

the co-

EE aT<

211

APPENDIX.
99.

Expressing the relation (388) in logarithmic form, we get


D

log.(l

+ A) =

A-+-V

whence
D

From

-A +

= A - A +|iA
= A - i}A"+ J A 3

D-

(392)

....

these relations the formulae (45)

(393)

or the equivalent group (165)

immediately follow.

We

next consider the question of reducing the tabular in19.


Since in the preceding
terval from a> to m<a, as discussed in
definitions of A and D the magnitude of the interval is arbitrary, we
100.

have here only to denote by 9 and d the corresponding symbols in


the reduced series
evidently the same relations will then exist between d and d as were found above for A and D. Thus we obtain
;

and

since,

= mL

= m

mD

(394)

by (388 j, we have
1

we must have

also
1

Whence we

+A =

+d =

e*

(395)

find

1-)-

m(m
-\

1)

m(ni
-\

!)(?

2)

A + ....

and therefore
i(i

1)

m(m

!)('

2)

(396)

which are equivalent to the relations expressed


101.

may

in

(64).

The equation

be written in the form

F,

(397)

212

APPENDIX.

Hence
is

the binomial 1
raise

to

-f-

may be

defined as an operator whose effect


r
subscript of the subject function. AV hence

by unity the

we have
(1
(1

+ A)^ =
+ A)'/; =

+ A)/\ = I\
+
(l
A)F = F
(l

I
\

and generally
(1

We

+ A)"/; = Fn

(399)

therefore obtain

F =
or
""

tl

which

""

to

^*Q

|*>
to

i"

the fundamental formula of interpolation due to

is

We

102.

now

find

convenient to introduce a

it

operation, which, ^from its similarity and relation to A,


nate V: this operator is defined by the equation

VF = Fi-F^ =
t

From

this relation

we

at

XEWTON.

new symbol of
we shall desig-

j;_,

(401)

once derive

(402)

whence

it

appears that the operation of


of order r which

upon any tabular function


upon the upward inwhereas the successive opera-

produces the difference

falls

clined diagonal through that function ;


produce, as already shown, those

tions of

differences falling upon


the downward diagonal line. Moreover, from the complete similarity
likewise
of character of these two operators, it is obvious that

follows the fundamental laws of algebraic combination.

The

we

relation

between

and

is

easily

*_,

found

thus,

from (401),

obtain

(1-V)/;
also,

(403)

from (397), we have


i

F<

(404)

APPENDIX.

Whence we

213

find
._,

= F

and therefore

1- V =

+ A)-

(l

(405)

which gives

log(l-V)

-log (l + A)

(406)

Again, combining (388) and (405), we obtain

- V =

As

103.

us

derive

the

'

e-

(407)

an immediate application of the preceding relations, let


formula (75).
By means of (388), equation (399)

becomes

whence, changing the sign of

we

n,

find

Therefore

r
which

is

NEWTON'S Formula

for

==343 +

backward

----

(408)

interpolation, as given

by

(75).
104.

Formula (66) of the

text

is

deduced by means of

easily

the identity

A =
Thus we
A'/-;

find

(l

+ A)'

-'(! + A)'

whence, by (399), we obtain

jm
"0
which

is

-*

F -iF
lr i-l T
f
4l

^ '~ F
^(3
1

t
1 t'- 2 )
- '^~ X

|2

the same as equation (66).

F
-

"

|;j"

'
I

'

'

APPENDIX.

214

We

now pass to the derivation of the fundamental formD


of
mechanical
ulae
log (1 -|- A), we have
quadrature. Since
105.

Whence,

+
+
(^A-^- ^-- ^-

interpreting the

\~'
.

member according

first

/;,

to

(385), and

the

term A-'F, as in (380), we find

This

is

the fundamental

formula (a) of (250)

quadrature, from which the


To obtain (I) of (250) in-

of

relation

at once derived.

is

we have only
,
//,',_,, X_ 2 , d',"-*,
volving the differences
employ the relation (406), and the above development becomes

log (i
"

(V-

+ A)!-'/; =

- f-

8
,

|-io g (i-v)r'^,

4
,

6
,

V- & V - A V 2

A-

to

9
o

V - ,81 J* V*4

T-Jo

the interpretation of which gives

^J'^-^J'^- tfv J^

-rf e 4^~,ffl v Jl*-

(411)

agreeing with formula (6) of (250).


106.

Similarly,

Now

the

first

we

obtain for the second integration

pair of terms

in

the

right-hand

member may be

written

(A-

+ A"

/;

= A-

(l

+ A)^,, = A-

2
/-,, +1

and therefore the preceding expression becomes

from which (324) immediately follows.

= "Fn+l

APPENDIX.

215

Again, we find

4
,

= (V-'-V-'+T'.v-oioV'-iioV'-^lisV'-a^V 5

Transforming the

first

two terms of the

last

(413)

)*'

expression,

we

ob-

tain

V- - V2

F,

= V-

(1

- V)

f\

= V-

+ A)- -^,.
1

(1

Xow, because

raises by unity the subscript


the operation of 1 -jof the subject function (101), it follows that the operation of
1
diminishes that subscript by one unit.
Accordingly, we
(l-j-A)"

have

and hence the

relation

(413) gives

"^+1 + '^- J h^U- J U^-3- 5 Sn^^-Tiili^-51

(414)

which is equivalent to the formula (326). These expressions complete


the fundamental relations of mechanical quadrature.

written
(.*

and therefore th

from which (324) immt

TABLES.

TABLE

218

FOU

COEFFICIENTS

BINOMIAL

I.

XEWTON'S INTERPOLATING COEFFICIENTS.

TABLE

FOU

COEFFICIENTS

UINO.MIAL

I.

XEWTON'S INTERPOLATING COEFFICIENTS.

219

TABLE

220

FOB

COEFFICIENTS

STIRLING'S

II.

STIRLING'S INTERPOLATING COEFFICIENTS.

TABLE

e
r.

's.

^
I)

B
o

O
X
n

P
BO

II.

STIRLING'S INTERPOLATING COEFFICIENTS.

TABLE

222

FOH

COKFFICIENTS

HK*1KI.'S

III.

BESSEL'S INTERPOLATING COEFFICIENT-.

TABLE

FOK

COEFFICIENTS

-^i:i.'s

I'.i

III.

BESSEL'S INTERPOLATING COEFFICIENTS.

223

TABLE IV.

224:

FOB

COKFFICIENTS

XEWTON'S COEFFICIENTS FOR F'(T}.

TABLE IY.

von

COEFFICIENTS

XEWTON'S COEFFICIENTS FOR F\T).

225

TABLET.

226

Fon

COEFFICIENTS

STIRLING'S COEFFICIENTS FOR

F'(T}.

TABLE V.

FOU

COEFFICIENTS

STIRLING'S COEFFICIENTS FOR F'(T).

227

228

FOR

COEFFICIENTS

TABLE VI.

BESSEL'S COEFFICIENTS FOR F'(T).

TABLE YI.

FOB

COEFFICIENTS

BESSEL'S COEFFICIEKTS FOR

F\T}.

229

230

TABLE

VII.

TABLE VII.
s

231

TABLE VIII.

232

COEFFICIENTS FOR COMPUTING


Fn = F no, (FJ + \ a + B/3 + Ty).
4-

BIBLIOGRAPHY.
LIST OF THE PRINCIPAL PAPERS, MEMOIRES, ETC., UPON THE SUBJECTS OF INTERPOLATION

AND MECHANICAL QUADRATURE.

Astrand

Viei-teljahrsschrift der

(J. J.).

Astronomischen Gesellsehaft, Vol.

(1875),

279.

p.

Baillaud

(B.).

Bienayme

Annales de 1'Observatoire de Toulouse, Vol.

B.I.

XVIII

Liouville, Journal de Mathematiques, Vol.

(Jules).

Boole (George).
Brassinne (E.).

II, p.

(1853), p. 299.

Treatise on the Calculus of Finite Differences, Chapters II and III.

Liouville, Journal de Mathematiques, Vol.

Brunnow (F.). Lehrbuch


Cauchy (Augustin). (a)

XI

(1846), p. 177.

der Spharischen Astronomic, p. 18.

(c)

Liouville, Journal de Mathematiques, Vol. II (1837), p. 193.


XI (1840), p. 775.
Vol.
Comptes Kendus,
Vol.
Ibid.,
(1844), p. 1183.

(d)

Connaissance des Temps, 1852 (Additions),

(b)

XIX

Chauvenet (Wm.).
Davis

(C. H.).

129.

Spherical and Practical Astronomy, Vol.

The Mathematical Monthly (Cambridge,

Doolittle (C. L.).

Encke

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(J. F.).

Treatise on Practical Astronomy,

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(b)

Ibid., 1837, p. 251.

(c)

Ibid., 1852, p. 330.

(d)

Ibid., 1862, p. 313.

p. 79.

Mass.), Vol. II (1860), p. 276.


p. 70.

Astronomisches Jahrbuch, 1830,

The Mathematical Monthly (Cambridge,

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Mass.), Vol. Ill (1861),

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Gauss (Carl
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Ibid., Vol.

(b)

XX (1853),

XIV (1850),

p. 225.

p. 361.

Hansen

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Tables de la Lune, p. 68.
(b)

Herr und Tinter.


Jacobi
(1>)

(C. G. J.).
Ibid., Vol.

Klinkerfues (W.).

Lehrbuch der Spharischen Astronomic, Chapter

II.

(a) Crelle's Journal, Vol. I (1826), p. 301.

XXX (1846),

p. 127.

Theoretische Astronomic (2d edition, 1899), pp. 67 and 490.


233

BIBLIOGRAPHY.

234

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Vol.
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"
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Cambridge and Dublin Mathematical Journal, Vol. IX (1854),

p. 79.

68*

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