Interpolation & Polynomial Approximation Lagrange Interpolating Polynomials I

Numerical Analysis (9th Edition) R L Burden & J D Faires
Beamer Presentation Slides prepared by John Carroll Dublin City University

c 2011 Brooks/Cole, Cengage Learning

Weierstrass

Taylor Polynomials

Lagrange Polynomial

Example

Outline

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Weierstrass Approximation Theorem

Numerical Analysis (Chapter 3)

Lagrange Interpolating Polynomials I

R L Burden & J D Faires

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Weierstrass

Taylor Polynomials

Lagrange Polynomial

Example

Outline

1

Weierstrass Approximation Theorem Inaccuracy of Taylor Polynomials

2

Numerical Analysis (Chapter 3)

Lagrange Interpolating Polynomials I

R L Burden & J D Faires

2 / 33

Weierstrass

Taylor Polynomials

Lagrange Polynomial

Example

Outline

1

Weierstrass Approximation Theorem Inaccuracy of Taylor Polynomials Constructing the Lagrange Polynomial

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3

Numerical Analysis (Chapter 3)

Lagrange Interpolating Polynomials I

R L Burden & J D Faires

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Weierstrass Taylor Polynomials Lagrange Polynomial Example Outline 1 Weierstrass Approximation Theorem Inaccuracy of Taylor Polynomials Constructing the Lagrange Polynomial Example: Second-Degree Lagrange Interpolating Polynomial 2 3 4 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 2 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Outline 1 Weierstrass Approximation Theorem Inaccuracy of Taylor Polynomials Constructing the Lagrange Polynomial Example: Second-Degree Lagrange Interpolating Polynomial 2 3 4 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 3 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Weierstrass Approximation Theorem Algebraic Polynomials Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 4 / 33 .

the set of functions of the form Pn (x ) = an x n + an−1 x n−1 + · · · + a1 x + a0 where n is a nonnegative integer and a0 .Weierstrass Taylor Polynomials Lagrange Polynomial Example Weierstrass Approximation Theorem Algebraic Polynomials One of the most useful and well-known classes of functions mapping the set of real numbers into itself is the algebraic polynomials. . . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 4 / 33 . . . an are real constants.

Weierstrass Taylor Polynomials Lagrange Polynomial Example Weierstrass Approximation Theorem Pn (x ) = an x n + an−1 x n−1 + · · · + a1 x + a0 . Algebraic Polynomials (Cont’d) Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 5 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Weierstrass Approximation Theorem Pn (x ) = an x n + an−1 x n−1 + · · · + a1 x + a0 . Algebraic Polynomials (Cont’d) One reason for their importance is that they uniformly approximate continuous functions. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 5 / 33 .

Algebraic Polynomials (Cont’d) One reason for their importance is that they uniformly approximate continuous functions.Weierstrass Taylor Polynomials Lagrange Polynomial Example Weierstrass Approximation Theorem Pn (x ) = an x n + an−1 x n−1 + · · · + a1 x + a0 . By this we mean that given any function. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 5 / 33 . defined and continuous on a closed and bounded interval. there exists a polynomial that is as “close” to the given function as desired.

there exists a polynomial that is as “close” to the given function as desired. defined and continuous on a closed and bounded interval.Weierstrass Taylor Polynomials Lagrange Polynomial Example Weierstrass Approximation Theorem Pn (x ) = an x n + an−1 x n−1 + · · · + a1 x + a0 . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 5 / 33 . Algebraic Polynomials (Cont’d) One reason for their importance is that they uniformly approximate continuous functions. By this we mean that given any function. This result is expressed precisely in the Weierstrass Approximation Theorem.

b]. For each > 0. there exists a polynomial P (x ). for all x in [a.Weierstrass Taylor Polynomials Lagrange Polynomial Example y y 5 f (x) 1 e y 5 P (x) y 5 f (x) y 5 f (x) 2 e a b x Weierstrass Approximation Theorem Suppose that f is defined and continuous on [a. b]. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 6 / 33 . with the property that |f (x ) − P (x )| < .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Benefits of Algebraic Polynomials Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 7 / 33 .

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 7 / 33 .Weierstrass Taylor Polynomials Lagrange Polynomial Example Benefits of Algebraic Polynomials Another important reason for considering the class of polynomials in the approximation of functions is that the derivative and indefinite integral of a polynomial are easy to determine and are also polynomials.

polynomials are often used for approximating continuous functions.Weierstrass Taylor Polynomials Lagrange Polynomial Example Benefits of Algebraic Polynomials Another important reason for considering the class of polynomials in the approximation of functions is that the derivative and indefinite integral of a polynomial are easy to determine and are also polynomials. For these reasons. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 7 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Outline 1 Weierstrass Approximation Theorem Inaccuracy of Taylor Polynomials Constructing the Lagrange Polynomial Example: Second-Degree Lagrange Interpolating Polynomial 2 3 4 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 8 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Interpolating with Taylor Polynomials Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 9 / 33 .

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 9 / 33 .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Interpolating with Taylor Polynomials The Taylor polynomials are described as one of the fundamental building blocks of numerical analysis.

Given this prominence. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 9 / 33 . you might expect that polynomial interpolation would make heavy use of these functions.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Interpolating with Taylor Polynomials The Taylor polynomials are described as one of the fundamental building blocks of numerical analysis.

you might expect that polynomial interpolation would make heavy use of these functions. However this is not the case.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Interpolating with Taylor Polynomials The Taylor polynomials are described as one of the fundamental building blocks of numerical analysis. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 9 / 33 . Given this prominence.

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 9 / 33 . but they concentrate their accuracy near that point. However this is not the case. Given this prominence. you might expect that polynomial interpolation would make heavy use of these functions. The Taylor polynomials agree as closely as possible with a given function at a specific point.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Interpolating with Taylor Polynomials The Taylor polynomials are described as one of the fundamental building blocks of numerical analysis.

However this is not the case. and Taylor polynomials do not generally do this. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 9 / 33 . The Taylor polynomials agree as closely as possible with a given function at a specific point. but they concentrate their accuracy near that point. you might expect that polynomial interpolation would make heavy use of these functions. A good interpolation polynomial needs to provide a relatively accurate approximation over an entire interval.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Interpolating with Taylor Polynomials The Taylor polynomials are described as one of the fundamental building blocks of numerical analysis. Given this prominence.

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 10 / 33 .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Example: f (x ) = ex We will calculate the first six Taylor polynomials about x0 = 0 for f (x ) = ex .

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 10 / 33 . which evaluated at x0 = 0 gives 1.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Example: f (x ) = ex We will calculate the first six Taylor polynomials about x0 = 0 for f (x ) = ex . Note Since the derivatives of f (x ) are all ex .

The Taylor polynomials are as follows: Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 10 / 33 .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Example: f (x ) = ex We will calculate the first six Taylor polynomials about x0 = 0 for f (x ) = ex . which evaluated at x0 = 0 gives 1. Note Since the derivatives of f (x ) are all ex .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = ex about x0 = 0 P0 (x ) = 1 P1 (x ) = 1 + x P2 (x ) = 1 + x + x2 2 x2 x3 P3 (x ) = 1 + x + + 2 6 x2 x3 x4 + + 2 6 24 x2 x3 x4 x5 + + + 2 6 24 120 R L Burden & J D Faires 11 / 33 P4 (x ) = 1 + x + P5 (x ) = 1 + x + Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I .

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 12 / 33 .Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = ex about x0 = 0 y 20 y 5 ex 15 y 5 P3(x) 10 y 5 P2(x) 5 y 5 P5(x) y 5 P4(x) y 5 P1(x) y 5 P0(x) 21 1 2 3 x Notice that even for the higher-degree polynomials. the error becomes progressively worse as we move away from zero.

Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 Example: A more extreme case Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 13 / 33 .

this is not true for all functions. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 13 / 33 .Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 Example: A more extreme case Although better approximations are obtained for f (x ) = ex if higher-degree Taylor polynomials are used.

this is not true for all functions. Consider.Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 Example: A more extreme case Although better approximations are obtained for f (x ) = ex if higher-degree Taylor polynomials are used. as an extreme example. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 13 / 33 . using Taylor polynomials of 1 various degrees for f (x ) = x expanded about x0 = 1 to 1 approximate f (3) = 3 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 Calculations Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 14 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 Calculations Since f (x ) = x −1 . f (x ) = −x −2 . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 14 / 33 . f (x ) = (−1)2 2 · x −3 .

f (k ) (x ) = (−1)k k !x −k −1 . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 14 / 33 . in general.Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 Calculations Since f (x ) = x −1 . f (x ) = (−1)2 2 · x −3 . and. f (x ) = −x −2 .

f (x ) = −x −2 . and. in general.Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 Calculations Since f (x ) = x −1 . f (x ) = (−1)2 2 · x −3 . f (k ) (x ) = (−1)k k !x −k −1 . the Taylor polynomials are n Pn (x ) = k =0 f (k ) (1) (x − 1)k = k! n (−1)k (x − 1)k . k =0 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 14 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 To Approximate f (3) = 1 3 by Pn (3) Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 15 / 33 .

we obtain the values shown below — rather a dramatic failure! Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 15 / 33 .Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 To Approximate f (3) = 1 3 by Pn (3) To approximate f (3) = 1 3 by Pn (3) for increasing values of n.

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 15 / 33 . we obtain the values shown below — rather a dramatic failure! 1 When we approximate f (3) = 3 by Pn (3) for larger values of n. the approximations become increasingly inaccurate.Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 To Approximate f (3) = 1 3 by Pn (3) To approximate f (3) = 1 3 by Pn (3) for increasing values of n.

the approximations become increasingly inaccurate. n Pn (3) 0 1 1 −1 2 3 3 −5 4 11 5 −21 6 43 7 −85 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 15 / 33 . we obtain the values shown below — rather a dramatic failure! 1 When we approximate f (3) = 3 by Pn (3) for larger values of n.Weierstrass Taylor Polynomials Lagrange Polynomial Example Taylor Polynomials for f (x ) = 1 x about x0 = 1 To Approximate f (3) = 1 3 by Pn (3) To approximate f (3) = 1 3 by Pn (3) for increasing values of n.

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Footnotes Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 16 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Footnotes For the Taylor polynomials. all the information used in the approximation is concentrated at the single number x0 . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 16 / 33 . so these polynomials will generally give inaccurate approximations as we move away from x0 .

This limits Taylor polynomial approximation to the situation in which approximations are needed only at numbers close to x0 .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Footnotes For the Taylor polynomials. all the information used in the approximation is concentrated at the single number x0 . so these polynomials will generally give inaccurate approximations as we move away from x0 . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 16 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Footnotes For the Taylor polynomials. all the information used in the approximation is concentrated at the single number x0 . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 16 / 33 . so these polynomials will generally give inaccurate approximations as we move away from x0 . This limits Taylor polynomial approximation to the situation in which approximations are needed only at numbers close to x0 . it is more efficient to use methods that include information at various points. For ordinary computational purposes.

all the information used in the approximation is concentrated at the single number x0 . This limits Taylor polynomial approximation to the situation in which approximations are needed only at numbers close to x0 . The primary use of Taylor polynomials in numerical analysis is not for approximation purposes. so these polynomials will generally give inaccurate approximations as we move away from x0 .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Taylor Polynomials Footnotes For the Taylor polynomials. For ordinary computational purposes. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 16 / 33 . but for the derivation of numerical techniques and error estimation. it is more efficient to use methods that include information at various points.

Weierstrass Taylor Polynomials Lagrange Polynomial Example Outline 1 Weierstrass Approximation Theorem Inaccuracy of Taylor Polynomials Constructing the Lagrange Polynomial Example: Second-Degree Lagrange Interpolating Polynomial 2 3 4 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 17 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case Polynomial Interpolation Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 18 / 33 .

the values of f at the given points. y1 ) is the same as approximating a function f for which f (x0 ) = y0 and f (x1 ) = y1 by means of a first-degree polynomial interpolating. y0 ) and (x1 . or agreeing with.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case Polynomial Interpolation The problem of determining a polynomial of degree one that passes through the distinct points (x0 . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 18 / 33 .

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 18 / 33 . y1 ) is the same as approximating a function f for which f (x0 ) = y0 and f (x1 ) = y1 by means of a first-degree polynomial interpolating. y0 ) and (x1 . the values of f at the given points.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case Polynomial Interpolation The problem of determining a polynomial of degree one that passes through the distinct points (x0 . Using this polynomial for approximation within the interval given by the endpoints is called polynomial interpolation. or agreeing with.

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case Define the functions L0 (x ) = x − x1 x0 − x1 and L1 (x ) = x − x0 . x1 − x0 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 19 / 33 .

y1 ) is P (x ) = L0 (x )f (x0 ) + L1 (x )f (x1 ) = x − x1 x − x0 f (x0 ) + f (x1 ). x1 − x0 Definition The linear Lagrange interpolating polynomial though (x0 . y0 ) and (x1 .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case Define the functions L0 (x ) = x − x1 x0 − x1 and L1 (x ) = x − x0 . x0 − x1 x1 − x0 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 19 / 33 .

L1 (x0 ) = 0. L0 (x1 ) = 0. x − x0 x − x1 f (x0 ) + f (x1 ). and L1 (x1 ) = 1.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case P (x ) = L0 (x )f (x0 ) + L1 (x )f (x1 ) = Note that L0 (x0 ) = 1. x0 − x1 x1 − x0 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 20 / 33 .

and L1 (x1 ) = 1. x0 − x1 x1 − x0 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 20 / 33 .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case P (x ) = L0 (x )f (x0 ) + L1 (x )f (x1 ) = Note that L0 (x0 ) = 1. x − x0 x − x1 f (x0 ) + f (x1 ). which implies that P (x0 ) = 1 · f (x0 ) + 0 · f (x1 ) = f (x0 ) = y0 and P (x1 ) = 0 · f (x0 ) + 1 · f (x1 ) = f (x1 ) = y1 . L0 (x1 ) = 0. L1 (x0 ) = 0.

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case P (x ) = L0 (x )f (x0 ) + L1 (x )f (x1 ) = Note that L0 (x0 ) = 1. So P is the unique polynomial of degree at most 1 that passes through (x0 . L1 (x0 ) = 0. y1 ). x0 − x1 x1 − x0 L0 (x1 ) = 0. . y0 ) and (x1 . which implies that P (x0 ) = 1 · f (x0 ) + 0 · f (x1 ) = f (x0 ) = y0 and P (x1 ) = 0 · f (x0 ) + 1 · f (x1 ) = f (x1 ) = y1 . and L1 (x1 ) = 1. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 20 / 33 x − x0 x − x1 f (x0 ) + f (x1 ).

4) and (5. 1).Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case Example: Linear Interpolation Determine the linear Lagrange interpolating polynomial that passes through the points (2. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 21 / 33 .

2−5 3 5−2 3 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 21 / 33 . 1).Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case Example: Linear Interpolation Determine the linear Lagrange interpolating polynomial that passes through the points (2. 4) and (5. Solution In this case we have L0 (x ) = x −5 1 x −2 1 = − (x − 5) and L1 (x ) = = (x − 2).

4) and (5. 2−5 3 5−2 3 . 3 3 3 3 3 3 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 21 / 33 x −5 1 x −2 1 = − (x − 5) and L1 (x ) = = (x − 2). Solution In this case we have L0 (x ) = so 1 1 4 20 1 2 P (x ) = − (x − 5) · 4 + (x − 2) · 1 = − x + + x − = −x + 6. 1).Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case Example: Linear Interpolation Determine the linear Lagrange interpolating polynomial that passes through the points (2.

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 22 / 33 .4) 1 1 (5. 4) and (5.1) 2 3 4 5 x The linear Lagrange interpolating polynomial that passes through the points (2.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The Linear Case y 4 3 2 y 5 P (x) = 2x 1 6 (2. 1).

f (x0 )). . consider the construction of a polynomial of degree at most n that passes through the n + 1 points (x0 . (xn . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 23 / 33 . f (xn )). (x1 . . f (x1 )). . .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: Degree n Construction y y 5 f (x) y 5 P (x) x0 x1 x2 xn x To generalize the concept of linear interpolation.

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Constructing the Degree n Polynomial Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 24 / 33 .

. . . . a function Ln.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Constructing the Degree n Polynomial We first construct. n. for each k = 0. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 24 / 33 .k (xk ) = 1.k (x ) with the property that Ln. 1.k (xi ) = 0 when i = k and Ln.

n.k (xi ) = 0 for each i = k requires that the numerator of Ln. .k (x ) with the property that Ln. .k (xi ) = 0 when i = k and Ln. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 24 / 33 . To satisfy Ln. a function Ln.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Constructing the Degree n Polynomial We first construct. 1. .k (xk ) = 1.k (x ) contain the term (x − x0 )(x − x1 ) · · · (x − xk −1 )(x − xk +1 ) · · · (x − xn ). for each k = 0. .

Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 24 / 33 . . .k (x ) contain the term (x − x0 )(x − x1 ) · · · (x − xk −1 )(x − xk +1 ) · · · (x − xn ).k (xi ) = 0 for each i = k requires that the numerator of Ln.k (xi ) = 0 when i = k and Ln.k (xk ) = 1. the denominator of Ln. for each k = 0. n. .k (x ) must be this same term but evaluated at x = xk . a function Ln.k (xk ) = 1.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Constructing the Degree n Polynomial We first construct. To satisfy Ln.k (x ) with the property that Ln. 1. . To satisfy Ln.

for each k = 0. 1.k (xi ) = 0 for each i = k requires that the numerator of Ln. . Thus Ln. (xk − x0 ) · · · (xk − xk −1 )(xk − xk +1 ) · · · (xk − xn ) Lagrange Interpolating Polynomials I R L Burden & J D Faires 24 / 33 Numerical Analysis (Chapter 3) .k (x ) with the property that Ln. the denominator of Ln.k (x ) = (x − x0 ) · · · (x − xk −1 )(x − xk +1 ) · · · (x − xn ) .k (x ) contain the term (x − x0 )(x − x1 ) · · · (x − xk −1 )(x − xk +1 ) · · · (x − xn ).k (x ) must be this same term but evaluated at x = xk .k (xk ) = 1. . n. To satisfy Ln.k (xk ) = 1.k (xi ) = 0 when i = k and Ln.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Constructing the Degree n Polynomial We first construct. . . a function Ln. To satisfy Ln.

k (x ) = (x − x0 ) · · · (x − xk −1 )(x − xk +1 ) · · · (x − xn ) ....k(x) 1 x0 x1 . (xk − x0 ) · · · (xk − xk −1 )(xk − xk +1 ) · · · (xk − xn ) L n. x n21 xn x Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 25 / 33 . x k21 xk x k11 .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Ln..

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Theorem: n-th Lagrange interpolating polynomial Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 26 / 33 .

x1 . . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 26 / 33 . xn are n + 1 distinct numbers and f is a function whose values are given at these numbers. . .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Theorem: n-th Lagrange interpolating polynomial If x0 . .

for each k = 0. . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 26 / 33 . xn are n + 1 distinct numbers and f is a function whose values are given at these numbers. . . . 1. x1 . . n. then a unique polynomial P (x ) of degree at most n exists with f (xk ) = P (xk ).Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Theorem: n-th Lagrange interpolating polynomial If x0 . . . .

This polynomial is given by n for each k = 0. . . . 1. P (x ) = f (x0 )Ln. . xn are n + 1 distinct numbers and f is a function whose values are given at these numbers. x1 . .k (x ) where. for each k = 0. then a unique polynomial P (x ) of degree at most n exists with f (xk ) = P (xk ). . . n. 1.k (x ) is defined as follows: Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 26 / 33 .n (x ) = k =0 f (xk )Ln. Ln. .0 (x ) + · · · + f (xn )Ln. . n. . . .Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case Theorem: n-th Lagrange interpolating polynomial If x0 .

k (x ) Ln.k (x ) simply as Lk (x ) when there is no confusion as to its degree.0 (x ) + · · · + f (xn )Ln.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: The General Case n P (x ) = f (x0 )Ln.k (x ) = = i =0 i =k (x − x0 )(x − x1 ) · · · (x − xk −1 )(x − xk +1 ) · · · (x − xn ) (xk − x0 )(xk − x1 ) · · · (xk − xk −1 )(xk − xk +1 ) · · · (xk − xn ) n (x − xi ) (xk − xi ) We will write Ln.n (x ) = k =0 f (xk )Ln.k (x ) Definition of Ln. Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 27 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example Outline 1 Weierstrass Approximation Theorem Inaccuracy of Taylor Polynomials Constructing the Lagrange Polynomial Example: Second-Degree Lagrange Interpolating Polynomial 2 3 4 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 28 / 33 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: 2nd Degree Polynomial Example: f (x ) = 1 x Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 29 / 33 .

Weierstrass

Taylor Polynomials

Lagrange Polynomial

Example

The Lagrange Polynomial: 2nd Degree Polynomial

Example: f (x ) =

1 x

(a) Use the numbers (called nodes) x0 = 2, x1 = 2.75 and x2 = 4 to 1 find the second Lagrange interpolating polynomial for f (x ) = x .

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Lagrange Interpolating Polynomials I

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Weierstrass

Taylor Polynomials

Lagrange Polynomial

Example

The Lagrange Polynomial: 2nd Degree Polynomial

Example: f (x ) =

1 x

(a) Use the numbers (called nodes) x0 = 2, x1 = 2.75 and x2 = 4 to 1 find the second Lagrange interpolating polynomial for f (x ) = x .
1 (b) Use this polynomial to approximate f (3) = 3 .

Numerical Analysis (Chapter 3)

Lagrange Interpolating Polynomials I

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Weierstrass

Taylor Polynomials

Lagrange Polynomial

Example

The Lagrange Polynomial: 2nd Degree Polynomial
Part (a): Solution

Numerical Analysis (Chapter 3)

Lagrange Interpolating Polynomials I

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Weierstrass

Taylor Polynomials

Lagrange Polynomial

Example

The Lagrange Polynomial: 2nd Degree Polynomial
Part (a): Solution
We first determine the coefficient polynomials L0 (x ), L1 (x ), and L2 (x ): 2 (x − 2.75)(x − 4) = (x − 2.75)(x − 4) (2 − 2.5)(2 − 4) 3 (x − 2)(x − 4) 16 L1 (x ) = = − (x − 2)(x − 4) (2.75 − 2)(2.75 − 4) 15 (x − 2)(x − 2.75) 2 L2 (x ) = = (x − 2)(x − 2.75) (4 − 2)(4 − 2.5) 5 L0 (x ) =

Numerical Analysis (Chapter 3)

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75)(x − 4) = (x − 2. L1 (x ).75) = 4/11. Lagrange Interpolating Polynomials I f (x2 ) = f (4) = 1/4 R L Burden & J D Faires 30 / 33 .75) 2 L2 (x ) = = (x − 2)(x − 2. since f (x ) = x : f (x0 ) = f (2) = 1/2. and L2 (x ): 2 (x − 2.75) (4 − 2)(4 − 2.75)(x − 4) (2 − 2.5)(2 − 4) 3 (x − 2)(x − 4) 16 L1 (x ) = = − (x − 2)(x − 4) (2. Numerical Analysis (Chapter 3) f (x1 ) = f (2.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: 2nd Degree Polynomial Part (a): Solution We first determine the coefficient polynomials L0 (x ).75 − 4) 15 (x − 2)(x − 2.5) 5 L0 (x ) = 1 Also.75 − 2)(2.

22 88 44 = Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 31 / 33 .75)(x − 4) − (x − 2)(x − 4) + (x − 2)(x − 2.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: 2nd Degree Polynomial Part (a): Solution (Cont’d) Therefore.75) 3 165 10 1 2 35 49 = x − x+ . we obtain 2 P (x ) = k =0 f (xk )Lk (x ) 1 64 1 (x − 2.

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: 2nd Degree Polynomial P (x ) = 1 2 35 49 x − x+ 22 88 44 1 (b) Use this polynomial to approximate f (3) = 3 . Part (b): Solution Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 32 / 33 .

32955. 22 88 44 88 Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 32 / 33 . Part (b): Solution An approximation to f (3) = f (3) ≈ P (3) = 1 3 is 9 105 49 29 − + = ≈ 0.Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: 2nd Degree Polynomial P (x ) = 1 2 35 49 x − x+ 22 88 44 1 (b) Use this polynomial to approximate f (3) = 3 .

Weierstrass Taylor Polynomials Lagrange Polynomial Example The Lagrange Polynomial: 2nd Degree Polynomial P (x ) = 1 2 35 49 x − x+ 22 88 44 1 (b) Use this polynomial to approximate f (3) = 3 . Numerical Analysis (Chapter 3) Lagrange Interpolating Polynomials I R L Burden & J D Faires 32 / 33 . Part (b): Solution An approximation to f (3) = f (3) ≈ P (3) = 1 3 is 9 105 49 29 − + = ≈ 0. 22 88 44 88 Earlier. we we found that no Taylor polynomial expanded about x0 = 1 could be used to reasonably approximate f (x ) = 1/x at x = 3.32955.

Weierstrass Taylor Polynomials Lagrange Polynomial Example Second Lagrange interpolating polynomial for f (x ) = y 4 3 2 1 y 5 P(x) 1 Numerical Analysis (Chapter 3) 1 x y 5 f (x) 2 3 4 5 x R L Burden & J D Faires 33 / 33 Lagrange Interpolating Polynomials I .