Linear Interpolation

misslt

Hi folks,

Hoping someone can help me. I'm working on financial maths at the mo, trying to find an interest rate.

I have two values (I know the true value is somewhere in between) and a function.

I have to interpolate, using x3 = x2 - f(x2)*((x1-x2)/(f(x1)-f(x2)).

x1 is 0.095, x2 is 0.1, f(x1) is -2.90047144 and f(x2) is 0.4318556042.

The answer is approx 0.0997, but I can't get it - I keep getting 0.004 :mad:

Can anyone tell me maybe where I'm going wrong?

Fremen

You sure that formula is correct?

http://en.wikipedia.org/wiki/Linear_interpolation

Your x1 is wikipedia's x0, your f(x1) is wikipedia's y0.
Your x2 is wikipedia's x1, your f(x2) is wikipedia's y1.

The equation in wikipedia gives the formula for any point on the line joining the two points. I guess you want to set x3 (using your notation) to be half way between x1 and x2 (this is x in wiki notation). You're then looking for f(x3) (y in wiki notation), which is given by the formula in wikipedia.

misslt

My formula probably is wrong.

Great.

Well at least I know what I'm doing wrong.

Thanks!