Applied Mathematics and Computation 156 (2004) 499–505

www.elsevier.com/locate/amc

Lagrange interpolation to compute
the derivatives of a function
M.T. Rashed
Department of Mathematics, Faculty of Science, Sohag University, Sohag 82516, Egypt

Abstract
Recently efforts have been made to quantify the difficulties in numerically to compute
the derivative of a function [Computing Methods, Pergamon Press, Oxford, vol. 1, 1965;
Comput. Math. Appl. 19 (5) (1990) 1; Numerical Analysis, Wiley, New York, 1955] The
only disadvantage of approximation by Chebyshev polynomials lies in the fact that the
abscissas xi cannot be chosen freely. On other hand, Lagrange interpolation is suitable
to use with equal or nonequal step. This paper describes a method to compute the first
or the second derivative of a function. The method is tested by different examples.
Ó 2003 Elsevier Inc. All rights reserved.
Keywords: Lagrange interpolation; Indefinite integral; Chebyshev interpolation

1. Introduction
Lagrange interpolation of a function y 0 ðxÞ is given by (for further reading,
see Refs. [1–3])
y 0 ðxÞ ¼

n
X

yj0 ‘j;n ðxÞ;

ð1:1Þ

A 6 x 6 B;

j¼0

where 

n 
Y
x  xk
‘j;n ðxÞ ¼
;
xj  xk

xk ¼ A þ kh;

BA
;
n

k¼0
k6¼j

E-mail address: taha_123452002@yahoo.com (M.T. Rashed).
0096-3003/$ - see front matter Ó 2003 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2003.08.025

k ¼ 0ð1Þn:

500

M.T. Rashed / Appl. Math. Comput. 156 (2004) 499–505

Integrating both side of (1.1) from A to x
n
X

yðxÞ  yðAÞ ¼

bj ðxÞyj0 ;

ð1:2Þ

j¼0

where
Z

bj ðxÞ ¼ 

n 
Y
t  xk
dt:
xj  xk

x

A

ð1:3Þ

k¼0
k6¼j

The integral in (1.3) may be computed approximately as follows 

Z
n  xA
t þ xþA 
xk
xA 1 Y
2
2
bj ðxÞ ¼
dt;
2
xj  xk 
1

ð1:3Þ

k¼0
k6¼j 

N
n  xA
Y
t þ xþA 
xk
xA X
2 s
2
bs
;
2 s¼0
xj  xk

bj ðxÞ ¼

ð1:3aÞ

k¼0
k6¼j

bs ¼  

N 00
2ds X
ksp
Ik cos
;
N
N k¼0

8
< 2;
Ik ¼ 0;
: 2

1k 2

dk ¼

k ¼ 0;
k is odd;
k is even;

;

0:5;
1;

k ¼ 0; N ;
0 < k < N;

sp
;
N

s ¼ 0ð1ÞN :

ts ¼ cos

The problem in using (1.2) to find the first derivative of yðxÞ is bj ðx0 Þ ¼ 0, 8j.
To remove this difficulty, we may choose x by zi ¼ BA
cosðði0:45Þp
Þ þ BþA
.
2
2
n
Hence, Eq. (1.2) becomes
yðzi Þ  yðAÞ ¼

n
X

bj ðzi Þy 0 ðxj Þ;

i ¼ 0ð1Þn:

ð1:4Þ

j¼0

Eq. (1.4) give the first derivative of the function yðxÞ at points xi ¼ A þ ih,
h ¼ BA
, i ¼ 0ð1Þn.
n

M.T. Rashed / Appl. Math. Comput. 156 (2004) 499–505

501

2. Second derivative of a function
Consider Lagrange interpolation of the second derivative of a function y 00 ðxÞ
may be
y 00 ðxÞ ¼

n
X

yj00 ‘j;n ðxÞ;

A 6 x 6 B:

j¼0

Integrating twice from A to x
y 0 ðxÞ  y 0 ðAÞ ¼

n
X

yj00 bj ðxÞ

ð2:1Þ

j¼0

and
yðxÞ  yðAÞ  ðx  AÞy 0 ðAÞ ¼

n
X

yj00 cj ðxÞ;

ð2:2Þ

j¼0

where
cj ðxÞ ¼

Z
A

x

Z

x

‘j;n ðtÞ dt dx ¼

Z

A

x

ðx  tÞ‘j;n ðtÞ dt;
A

 

xA
ðx  AÞ
xA
xþA
t

‘j;n
dt;
2
2
2
2 
1

n  xA 

N
t þ xþA 
xk
xA X
xA
ðx þ AÞ Y
2 s
2
ts 
cj ðxÞ ¼
bs x 
:
2 s¼0
2
2
xj  xk
cj ðxÞ ¼

xA
2

Z

1

x

k¼0
k6¼j

Also, the problem in using (2.2) is cj ðx0 Þ ¼ 0, 8j. To remove that problem we
may choose x by zi ¼ BA
cosðði0:45Þp
Þ þ BþA
, i ¼ 0ð1Þn. Eq. (2.2) has the form
2
2
n
yðzi Þ  yðAÞ  ðzi  AÞy 0 ðAÞ ¼

n
X

cj ðzi Þyj00 ;

i ¼ 0ð1Þn:

ð2:3Þ

j¼0

Eq. (2.3) gives the second derivative of yðxÞ at the points xi ¼ A þ ih, h ¼ BA
,
n
i ¼ 0ð1Þn. If y 0 ðAÞ is not well known, let x ¼ B in (2.2)
"
#
n
X
1
yðBÞ  yðAÞ 
y 0 ðAÞ ¼
cj ðBÞyj00 :
ð2:4Þ
BA
j¼0
Substitute from (2.4) in (2.1) and (2.2)

n

X
1
1
½yðBÞ  yðAÞ
¼
cj ðBÞ yj00
bj ðxÞ 
y 0 ðxÞ 
BA
BA
j¼0

ð2:5Þ

502

M.T. Rashed / Appl. Math. Comput. 156 (2004) 499–505

and
yðxÞ 

n

X
xA
xA
½yðBÞ  yðAÞ
 yðAÞ ¼
cj ðBÞ yj00 :
cj ðxÞ 
BA
BA
j¼0

ð2:6Þ

On other hand, we can use relation (1.4) to find y 0 ðAÞ firstly and hence use (2.3).
It is clear that the suggested method can be extended to n-derivative of a
function.

3. Numerical examples
3.1. First derivatives
ð1Þ yðxÞ ¼ loge ðx þ 3Þ;

1
y 0 ðxÞ ¼ xþ3
;

ð2Þ yðxÞ ¼ ex ;

y 0 ðxÞ ¼ ex ;

ð3Þ yðxÞ ¼ tan1 x;

1
y 0 ðxÞ ¼ 1þx
2 ;

ð4Þ yðxÞ ¼ cosðp2 xÞ;

y 0 ðxÞ ¼  p2 sinðp2 xÞ;

ð5Þ yðxÞ ¼ tan1 ð4x þ 3Þ;

4
y 0 ðxÞ ¼ 1þð4xþ3Þ
2 ;

ð6Þ yðxÞ ¼ ðx þ 3Þ

xþ3

;

2

y 0 ðxÞ ¼ ðx þ 3Þ

xþ3

½1 þ loge ðx þ 3Þ
;

2

ð7Þ yðxÞ ¼ ex ;

y 0 ðxÞ ¼ 2xex ;

ð8Þ yðxÞ ¼ ex loge ðx þ 3Þ;

1
y 0 ðxÞ ¼ ex ½xþ3
þ loge ðx þ 3Þ
:

(i) rn , for the first derivative A ¼ 0, B ¼ 1:0
Examples n

1

2

3

4

2
3
4
5
6
7
8
9
10

3.6D)04
1.7D)05
1.1D)06
7.9D)08
5.9D)09
4.4D)10
3.1D)11
2.1D)12
1.4D)13

1.6D)02
6.9D)04
2.8D)05
1.2D)06
4.3D)08
1.4D)09
3.7D)11
8.8D)13
1.4D)13

2.6D)02
2.6D)03
4.2D)04
1.7D)04
1.3D)05
7.1D)06
1.7D)06
6.1D)08
7.4D)08

3.4D)02
2.8D)03
1.6D)04
1.1D)05
6.6D)07
3.4D)08
1.4D)09
5.3D)11
1.8D)12

M.T. Rashed / Appl. Math. Comput. 156 (2004) 499–505

503

Examples n

5

6

7

8

2
3
4
5
6
7
8
9
10
14

1.7D)02
2.7D)03
5.4D)04
1.2D)04
2.6D)05
5.0D)06
8.9D)07
1.4D)07
2.1D)08
2.4D)11

3.3D+01
3.6D+00
3.8D)01
4.2D)02
4.2D)03
3.8D)04
2.9D)05
2.1D)06
1.3D)07
6.1D)11

4.5D)01
6.3D)02
9.9D)03
1.5D)03
2.5D)04
3.5D)05
4.7D)06
5.5D)07
6.2D)08

3.4D)02
1.5D)03
6.5D)05
2.8D)06
1.1D)07
3.5D)09
9.7D)11
2.5D)12
1.3D)13

3.2. Second derivatives
ð1Þ yðxÞ ¼ loge ðx þ 3Þ; 

1
y 00 ðxÞ ¼ ðxþ3Þ
2 ;

ð2Þ yðxÞ ¼ ex ;

y 00 ðxÞ ¼ ex ;

ð3Þ yðxÞ ¼ tan1 x; 

2x
y 00 ðxÞ ¼ ð1þx
;
2 Þ2

ð4Þ yðxÞ ¼ cosðp2 xÞ;

y 00 ðxÞ ¼ ðp2Þ cosðp2 xÞ;

ð5Þ yðxÞ ¼ tan1 ð4x þ 3Þ; 

32ð4xþ3Þ
y 00 ðxÞ ¼ ð1þð4xþ3Þ
2 2 ;
Þ

ð6Þ yðxÞ ¼ ðx þ 3Þ

xþ3

2

;

2

y 00 ðxÞ ¼ ðx þ 3Þ

xþ3

2

1
½xþ3
þ ð1 þ loge ðx þ 3ÞÞ
;
2

ð7Þ yðxÞ ¼ ex ;

y 00 ðxÞ ¼ ð4x2 þ 2Þex ;

ð8Þ yðxÞ ¼ ex loge ðx þ 3Þ;

2
1
y 00 ðxÞ ¼ ex ½xþ3 
ðxþ3Þ
2 þ loge ðx þ 3Þ
:

(ii) rn , for the second derivative A ¼ 0, B ¼ 1:0
Examples n

1

2

3

4

2
3
4
5
6
7
8
9
10

9.9D)04
1.4D)04
8.6D)06
4.0D)07
6.2D)08
3.8D)09
4.1D)10
2.5D)11
8.4D)12

3.5D)02
8.2D)03
1.2D)04
9.7D)06
1.9D)07
9.3D)09
1.7D)10
6.9D)12
3.5D)12

1.0D)01
4.8D)02
1.7D)02
2.6D)04
9.9D)04
2.2D)04
1.1D)05
1.6D)05
2.7D)06

1.4D)01
3.5D)02
1.2D)03
1.2D)04
4.5D)06
3.1D)07
9.9D)09
5.1D)10
1.5D)11

504

M.T. Rashed / Appl. Math. Comput. 156 (2004) 499–505

Examples n

5

6

7

8

2
3
4
5
6
7
8
9
10
13
14
17

1.8D)01
2.4D)02
1.4D)02
2.7D)03
7.5D)04
1.4D)04
2.9D)05
4.5D)06
6.6D)07
7.6D)09
2.6D)09
2.1D)10

1.7D+02
5.2D+01
4.2D+00
6.3D)01
5.1D)02
5.5D)03
3.9D)04
3.3D)05
2.0D)06
3.8D)09

2.8D+00
1.0D+00
1.5D)01
3.3D)02
4.7D)03
7.9D)04
1.0D)04
1.5D)05
1.7D)06

7.6D)02
1.8D)02
2.9D)04
2.4D)05
4.8D)07
2.4D)08
4.6D)10
1.5D)11
7.3D)13

2.6D)10

(iii) rn , for the first derivative, A ¼ 0, B ¼ 0:5
Examples n

5

6

7

8

2
3
4
5
6
7
8
9
10

4.9D)03
4.7D)04
5.3D)05
6.7D)06
7.9D)07
8.5D)08
7.8D)09
5.6D)10
2.0D)11

1.8D+00
9.9D)02
5.3D)03
2.9D)04
1.5D)05
6.9D)07
2.7D)08
9.2D)10
3.2D)11

2.1D)02
1.0D)03
1.0D)04
5.9D)06
5.8D)07
3.2D)08
2.5D)09
1.2D)10
7.4D)12

3.1D)03
6.9D)05
1.5D)06
3.3D)08
6.4D)10
1.1D)11
1.5D)13
8.9D)14
2.3D)14

(iv) rn , for the second derivative, A ¼ 0, B ¼ 0:5
Examples n

5

6

7

8

2
3
4
5
6
7
8
9
10

5.7D)02
6.6D)03
1.5D)03
1.4D)04
2.4D)05
2.0D)06
2.1D)07
5.2D)09
1.9D)09

9.8D+00
2.5D+00
6.1D)02
5.9D)03
1.9D)04
1.1D)05
3.4D)07
1.4D)08
5.4D)10

9.5D)02
2.9D)02
1.2D)03
1.8D)04
8.6D)06
9.2D)07
4.4D)08
3.7D)09
1.9D)10

7.2D)03
1.6D)03
6.9D)06
4.3D)07
2.9D)09
1.1D)10
2.9D)12
1.1D)11
5.1D)11

M.T. Rashed / Appl. Math. Comput. 156 (2004) 499–505

505

4. Conclusion
We can make the following comments concerning these results.
1. The results for the derivatives show an excellent precision.
2. The formulae written in the convenient form of FORTRAN subroutines
which can be run on a personal computer.
3. The derivatives are given at the points xi ¼ A þ ih, h ¼ BA
, i ¼ 0ð1Þn.
n
4. The computed errors rn in these tables are defined to be
"
#1=2
Z
1=2
n
B
X
2
rn ¼
en ðxj Þ=n

e2n ðxÞ dx
;
j¼0

A

, j ¼ 0ð1Þn and en ¼ yn  yexact .
where xj ¼ A þ jh, h ¼ BA
n
5. The very rapid convergence obtain shows that the method, indeed succefully
treats the problem of finding derivatives of a function.
6. Eq. (1.4) may be written in the form
2 0
2
3
3
y ðx0 Þ
yðz0 Þ  yðAÞ
6 y 0 ðx1 Þ 7
6 yðz1 Þ  yðAÞ 7
6
7
6
7
ð4:1Þ
6 .. 7 ¼ B1 6
7:
..
4 . 5
4
5
.
y 0 ðxn Þ

yðzn Þ  yðAÞ

Also, Eq. (2.3) may be written in the form
2 00
3
2
3
yðz0 Þ  ðz0  AÞy 0 ðAÞ  yðAÞ
y ðx0 Þ
00
0
6 y ðx1 Þ 7
6 yðz1 Þ  ðz1  AÞy ðAÞ  yðAÞ 7
6
7
6
7
6 .. 7 ¼ E1 6
7:
..
4 . 5
4
5
.
y 00 ðxn Þ

ð4:2Þ

yðzn Þ  ðzn  AÞy 0 ðAÞ  yðAÞ

The main advantages of the suggested method in using (4.1) or (4.2) is only
computing B1 or E1 for n ¼ 16 and hence computing the first or the second
derivative of different functions with excellent precision.
7. The method gives an excellent precision if jB  Aj 6 1:0 as showing from (iii)
and (iv) tables.

References
[1] I.S. Berezin, N.P. Zhidkor, Computing Methods, vol. 1, Pergamon Press, Oxford, 1965.
[2] F. Feuilebcis, Precise calculation of numerical derivatives using Lagrange and Hermite
interpolation, Comput. Math. Appl. 19 (5) (1990) 1–11.
[3] Z. Kopal, Numerical Analysis, Wiley, New York, 1955.

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