In numerical mathematics, an approximation

polynomial that is equal to the function it

approximates at a number of specified
stations or points is called an interpolation
function.
A generalization of the interpolation
function is obtained by requiring agreement
with not
only the function value φ(x) but also the
first N derivatives of φ(x) at any number of
distinct points xi, i = 1, 2, . . . , n+1.
When N = 0—that is, when only the function
values
are required to match (agree) at each point
of interpolation—the (classical)
interpolation
polynomial is called Lagrange interpolation
formula. For the case of N = 1—that is, when
the function and its first derivative are to
be assigned at each point of interpolation—
the (classical) interpolation polynomial is
called the Hermite or osculatory
interpolation
formula. If higher derivatives of φ(x) are
assigned (i.e., when N > 1), we obtain the
hyperosculatory interpolation formula.
4.4.2 Lagrange Interpolation Functions for n
Stations
The Lagrange interpolation polynomials are
defined as