Lagrangian Interpolation

Major: All Engineering Majors

Authors: Autar Kaw, Jai Paul

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

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 Lagrange Method of
Interpolation

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 What is Interpolation ?
Given (x0,y0), (x1,y1), …… (xn,yn), find the
value of ‘y’ at a value of ‘x’ that is not given.

3 http://numericalmethods.eng.usf.edu
 Interpolants
Polynomials are the most common
choice of interpolants because they
are easy to:

Evaluate
Differentiate, and
Integrate.

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 Lagrangian Interpolation
Lagrangian interpolating polynomial is given by
n
f n ( x) = ∑ Li ( x) f ( xi )
i =0

where ‘ n ’ in f n (x) stands for the n th order polynomial that approximates the function y = f (x)

given at (n + 1) data points as (x0 , y 0 ), (x1 , y1 ),......, (x n −1 , y n −1 ), (x n , y n ) , and

n x − xj
Li ( x) = ∏
j =0 xi − x j
j ≠i

Li (x) is a weighting function that includes a product of (n − 1) terms with terms of j = i

omitted.

5 http://numericalmethods.eng.usf.edu
 Example
The upward velocity of a rocket is given as a function of
time in Table 1. Find the velocity at t=16 seconds using
the Lagrangian method for linear interpolation.
Table Velocity as a
function of time
t (s) v(t ) (m/s)
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

Figure. Velocity vs. time data

6 for the rocket example http://numericalmethods.eng.usf.edu
 Linear Interpolation
550
517.35

1
v(t ) = ∑ Li (t )v(ti ) 500
i =0

= L0 (t )v(t 0 ) + L1 (t )v(t1 )
ys

f ( range)
450
(
f x desired )

t 0 = 15,ν (t 0 ) = 362.78 400

t1 = 20,ν (t1 ) = 517.35 362.78 350

10 12 14 16 18 20 22 24
x s − 10 x s , range , x desired x s + 10
0 1

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 Linear Interpolation (contd)
1 t −tj t − t1
L0 (t ) = ∏ =
j =0 t0 − t j t 0 − t1
j ≠0

1 t −tj t − t0
L1 (t ) = ∏ =
j =0 t1 − t j t1 − t 0
j ≠1

t − t1 t − t0 t − 20 t − 15
v(t ) = v(t 0 ) + v(t1 ) = (362.78) + (517.35)
t 0 − t1 t1 − t 0 15 − 20 20 − 15
16 − 20 16 − 15
v(16) = (362.78) + (517.35)
15 − 20 20 − 15
= 0.8(362.78) + 0.2(517.35)

= 393.7 m/s.

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 Quadratic Interpolation
For the second order polynomial interpolation (also called quadratic interpolation), we
choos e the veloc ity given by
2
v (t ) = ∑ Li ( t ) v(t i )
i =0

= L0 (t )v (t 0 ) + L1 (t ) v( t1 ) + L2 (t ) v( t 2 )

9 http://numericalmethods.eng.usf.edu
 Example
The upward velocity of a rocket is given as a function of
time in Table 1. Find the velocity at t=16 seconds using
the Lagrangian method for quadratic interpolation.
Table Velocity as a
function of time
t (s) v(t ) (m/s)
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

Figure. Velocity vs. time data

10 for the rocket example http://numericalmethods.eng.usf.edu
 Quadratic Interpolation (contd)
t 0 = 10, v(t 0 ) = 227.04
550
517.35

t1 = 15, v(t1 ) = 362.78 500

t 2 = 20, v(t 2 ) = 517.35 450

ys
400
f ( range)
2 t −tj  t − t1  t − t 2 
L0 (t ) = ∏ =    (
f x desired ) 350
j =0 t0 − t j t −
 0 1  0 2 
t t − t
j ≠0
300
2 t −t j  t − t0  t − t 2 
L1 (t ) = ∏ =   
j =0 t1 − t j  t1 − t 0  t1 − t 2  250
j ≠1

2 t −tj  t − t 0  t − t1  227.04 200

L2 (t ) = ∏ =    10 12 14 16 18 20

j =0 t2 − t j −
 2 0  2 1 
t t t − t 10 x s , range , x desired 20
j ≠2

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 Quadratic Interpolation (contd)
 t − t1  t − t2   t − t0  t − t 2   t − t0  t − t1 
v(t ) =   v(t0 ) +   v(t1 ) +   v(t 2 )
 t0 − t1  t0 − t 2   t1 − t0  t1 − t 2   t 2 − t0  t 2 − t1 
 16 − 15  16 − 20   16 − 10  16 − 20   16 − 10  16 − 15 
v(16) =    (227 .04 ) +    (362 . 78 ) +   (517.35)
 10 − 15  10 − 20   15 − 10  15 − 20   20 − 10  20 − 15 
= (− 0.08)(227.04) + (0.96)(362.78) + (0.12)(527.35)
= 392.19 m/s
The absolute relative approximate error ∈a obtained between the
results from the first and second order polynomial is

392.19 − 393.70
∈a = ×100
392.19
= 0.38410%
12 http://numericalmethods.eng.usf.edu
 Cubic Interpolation
For the third order polynomial (also called cubic interpolation), we choose the velocity given by
3
v (t ) = ∑ Li ( t ) v(t i )
i =0

= L0 (t ) v( t 0 ) + L1 ( t ) v(t 1 ) + L2 ( t ) v(t 2 ) + L3 ( t ) v(t 3 )

700
602.97

600

ys 500

f ( range)

(
f x desired )
400

300

227.04 200
10 12 14 16 18 20 22 24
10 x s , range , x desired 22.5

13 http://numericalmethods.eng.usf.edu
 Example
The upward velocity of a rocket is given as a function of
time in Table 1. Find the velocity at t=16 seconds using
the Lagrangian method for cubic interpolation.
Table Velocity as a
function of time
t (s) v(t ) (m/s)
0 0
10 227.04
15 362.78
20 517.35
22.5 602.97
30 901.67

Figure. Velocity vs. time data

14 for the rocket example http://numericalmethods.eng.usf.edu
 Cubic Interpolation (contd)
t o = 10, v (t o ) = 227.04 t1 = 15, v (t1 ) = 362.78

t 2 = 20, v (t 2 ) = 517.35 t 3 = 22.5, v (t 3 ) = 602.97

700
3 t −tj  t − t 1  t − t 2  t − t 3  602.97

L0 (t ) = ∏ =     ;
j =0 t0 − t j  t 0 − t 1  t 0 − t 2  t 0 − t 3  600
j ≠0

3 t −t j  t − t0  t − t 2  t − t 3 
L1 (t ) = ∏ =    
ys 500

j =0 t1 − t j  t1 − t 0  t1 − t 2  t1 − t 3  f ( range)

j ≠1 (
f x desired )
400

3 t −tj  t − t 0  t − t1  t − t 3 
L2 (t ) = ∏ =     ;
t2 − t j  t 2 − t 0  t 2 − t 1  t 2 − t 3 
300
j =0
j ≠2

t −tj  t − t 0  t − t1  t − t 2 
227.04 200
3
L3 ( t ) = ∏
10 12 14 16 18 20 22 24
=     10 x s , range , x desired 22.5

j =0 t3 − t j − t t −
 3 0  3 1  3 2 
t t t − t
j ≠3

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 Cubic Interpolation (contd)
 t − t1  t − t 2  t − t3   t − t0  t − t 2  t − t3 
v(t ) =    v(t1 ) +    v(t 2 )
 t 0 − t1  t 0 − t 2  t 0 − t 3   t1 − t 0  t1 − t 2  t1 − t 3 
 t − t0  t − t1  t − t3   t − t1  t − t1  t − t 2 
+    v(t 2 ) +    v(t3 )
− t −
 2 0  2 1  2 3 
t t t t − t t − t t −
 3 1  3 1  3 2 
t t − t
 16 − 15  16 − 20  16 − 22.5   16 − 10  16 − 20  16 − 22.5 
v(16) =    (227.04 ) +    (362.78)
 10 − 15  10 − 20  10 − 22.5   15 − 10  15 − 20  15 − 22.5 
 16 − 10  16 − 15  16 − 22.5   16 − 10  16 − 15  16 − 20 
+   (517.35) +    (602.97 )
 20 − 10  20 − 15  20 − 22 . 5   22 . 5 − 10  22 .5 − 15  22 . 5 − 20 
= (− 0.0416 )(227.04 ) + (0.832 )(362.78) + (0.312 )(517.35) + (− 0.1024 )(602.97 )
= 392.06 m/s
The absolute relative approximate error ∈a obtained between the
results from the first and second order polynomial is
392.06 − 392.19
∈a = ×100
392.06
= 0.033269%
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 Comparison Table

Order of
1 2 3
Polynomial
v(t=16) m/s 393.69 392.19 392.06
Absolute Relative
-------- 0.38410% 0.033269%
Approximate Error

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 Distance from Velocity Profile
Find the distance covered by the rocket from t=11s to
t=16s ?
v(t ) = (t 3 − 57.5t 2 + 1087.5t − 6750)(−0.36326) + (t 3 − 52.5t 2 + 875t − 4500)(1.9348)
+ (t 3 − 47.5t 2 + 712.5t − 3375)(−4.1388) + (t 3 − 45t 2 + 650t − 3000)(2.5727)
v (t ) = −4.245 + 21.265t + 0.13195t 2 + 0.00544t 3 , 10 ≤ t ≤ 22.5
16

s(16) − s (11) = ∫ v( t ) dt
11

16
≈ ∫ ( −4.245 + 21.265t + 0.13195t 2 + 0.00544t 3 ) dt
11

t2 t3 t 4 16
= [ −4.245t + 21.265 + 0.13195 + 0.00544 ]11
2 3 4

= 1605 m
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 Acceleration from Velocity Profile
Find the acceleration of the rocket at t=16s given that

v(t ) = −4.245 + 21.265t + 0.13195t 2 + 0.00544t 3 , 10 ≤ t ≤ 22.5

a (t ) = v (t ) = (− 4.245 + 21.265t + 0.13195t + 0.00544t 3 )

d d 2 ,

dt dt

= 21.265 + 0.26390t + 0.01632t 2

a (16) = 21. 265 + 0.26390(16) + 0.01632(16) 2

= 29.665 m / s 2

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 Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit

http://numericalmethods.eng.usf.edu/topics/lagrange_
method.html
 THE END

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