01242017 Lagrange Interpolating Polynomial ~ rom Wolfram Mather Lagrange Interpolating Polynomial Golgceiene. cBewre Px) Ps) 7 25 4 20) 4 15) 10) 2 5 2 fe e* 2 rr Ps(x) Ps(o) 4 6 4 4 2 2, 2 a é a* . 2 a € 3* -4 ‘The Lagrange interpolating polynomial isthe polynomial P (x) of degree < (n ~ 1)that passes through the n points (x1, y1 = f (x1) (a y2 =F (ea) Gina Ya = F Ge) ands given by P= Pw, ( where P,@)=y,| [= yom Wiiton exit, (=m) (=n) em) (c=) (e—m)- 5) vit (=x) Oy = 33) Gy my) (2 = x1) Gy =33)-~ Oe 7) PG)= ‘The formula was frst published by Waring (1779), rediscovered by Euler in 1783, and published by Lagrange in 1795 (Jeffreys and Jeffreys 1988). Lagrange interpolating polynomials are implemented in the Wolfram Language as InterpolatingPelynoniai|data.var). They are used, for example, in the construction of Newon-Cotes formulas, When constructing interpolating polynomials, there isa tradeoff between having a better fit and having a smooth well-behaved fiting function, The more data points that are used in the interpolation, the higher the degree of the resulting polynomial, and therefore the ‘greater oscilation it wll exhibit between the data points. Therefore, a high-degree interpolation may be a poor predictor ofthe function between points, although the accuracy at the data points will be "perfect." Forn =3 points, @ =m) (-25) @&om)@-n) | om) &-n) Gee)" * @ ae =)” * aes —)” 2x-m-a% 2x-m -x 2x-x1-m @-ae-=)"* Ges)” * @ ate —a)?” P(e) Pa) [Note that the function P (x) passes through the points (x; ,y,), as can be seen for the case P&)= ‘ hip:imathworewotfram.comv/Lagrangel oatingPalynomia hil 101242017 Lagrange Interpolating Polynomial ~ rom Wolfram MathWore Gi -m) 1-25) @ =) Gi =) Gi =x) 1 -») ay pS yt (=) 33)” = 11) =)?” G3 —01) 3 =) @ -») (2-25) (2 -11) (2 - 25) 2-1) (2 -») Gi =m) =)" * Ge =x) =)? * Ge =m) a)” G3 - 22) G3 - 25) G3 =a) G3 -25) 3-11) G3 -m) Gr =a)G1 =a)?" * Ge =x) =)? * =m) =m) yey P(a)= B= ( P(s)= y= ya ( Generalizing to arbitrary n, Pla)= SPs) Youn =y,. « ‘The Lagrange interpolating polynomials can also be writen using what Szegé (1975) called Lagrange’s fundamental interpolating polynomials. Let n(x) [le mm) a rs)=[]e-») a rola, “ [le-» ‘ so that (x)'s an nth degree polynomial with zeros atx). ..x9- Then define the fundamental polynomials by Which satisfy Wy (Gi) =O (ut where Bi the Kronecker deli. Now ley * z m=) Pe= Yin ton= awe " sives the unique Lagrange interpolating polynomial assuming the values y at x,. More generally, let d a (x) be an arbitrary distribution on the interval [a, b], {py (x)} the associated orthogonal polynomials, and fy (x), ly (x) the fundamental polynomials corresponding to the set of zeros of a polynomial P,, (x). Then ‘(z,) then the expansion [ron waew= sy wr fory, = 1,2, 1m, where A, are Christotfel numbers, Lagrange interpolating palynomials give no error estimate. A more conceptually straightforward method for calculating them is Nevillo's algorithm. SEE ALSO: Aitken interpolation, Hermite'sInterpolating Polynomial, Lebesgue Constants, Magata's Constant, Nevill's Algorithm, Newton's Divided Difference interpolation Formula, Portions of this entry contributed by Branden Archer REFERENCES: ‘Abramowitz, M. and Stegun, |. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, th printing, New York: Dover, pp. 878-878 and 883, 1972, Boyer, W. H. (Ed). CRC Standard Mathomatical Tables, 2th od. Boca Raton, FL: GRC Press, p. 439, 1987. Jeffreys, H. and Jefreys, B.S. “Lagrange Interpolation Formula.” §8.011 in Methods of Mathematical Physics, ra ed Cambridge, England: ‘Cambridge University Press, p. 260, 1988. Pearson, K. Tracts for Computers 2, 1920. hp simathworé.wotram.comiLagrangelnterpolatingPalynomial html 2801242017 Lagrange Interpolating Polynomial ~ rom Wolfram Mather ross, W. H. Flannery, 8. P; Teukolsky, S.A.; and Vetting, W. T. "Polynomial Interpolation and Extrapolation” and “Coefcients ofthe Interpolating Polynomial §8.1 and 3. in Nurerical Recipes in FORTRAN. The Art of Scientific Computing, 2nd ed.Cambridge, England: Cambridge University Prass, pp. 102-404 and 113-716, 1992. ‘Séroul,R. "Lagrange interpolation.” §10.9 in Programming for Mathematicians. Berlin: Springer-Verlag, pp. 269-273, 2000. ‘Szeg8, G. Orthogonal Polynomials, 4th ed. Providence, Rl: Amer. Math. Soc., pp. 329 and $32, 1975. Waring, E. Philos. Trans. 68, 58-67, 1779. Whittaker, E.. and Robinson, G."Lagrange's Formula of Interpolation." §17 in The Calculus of Observations: A Treatise an Numerical Mathematics, 4h ed, New York: Dover, pp. 28-30, 1967. Referenced on Wotfram|Aipha: Lagrange interpolating Polynomial CITE THIS AS: ‘Archer, Branden and Weisstin, Eric W. “Lagrange Interpolating Polynomial.” From MathWorld-A Wolfram Web Resource. hitpmalhworld. wairam.corvLagrangelnterpolalingPalynomial ml hp simathworlé.wolram.comi/LagrangelnterpolatingPalynamial html 30