Lagrange Method of

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

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

Evaluate
Differentiate, and
Integrate.

3 http://numericalmethods.eng.usf.edu
 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.

4 http://numericalmethods.eng.usf.edu
 Example-1
Certain corresponding values of x and log10 x are

xi f(xi)
Form formula
300
300, 2.4771 ,
2.4771

304 2.4829

305 2.4843
307 2.4871

Find the value of log10 301

Ln  x  
 x  x1  x  x2 ....... x  xn 
y0 
 x  x0  x  x2 ....... x  xn 
y1  ........
 x0  x1  x0  x2 ........ x0  xn   x1  x0  x1  x2 ........ x1  xn 
  301  304  301  305  301  307   301  300 301  305 301  307 
log10 301   2.4771   2.4829 
300  304300  305300  307  304  300 304  305304  307 
301  300301  304 301  307  2.4843  301  300 301  304 301  305  2.4871
    
305  300305  304 305  307  307  300 307  304 307  305 

 3 4  6  1 4  6 
log10 301   2.4771   2.4829 
 4  5 7   4  1 3
1 3 6  1 3 4 
  2.4843   2.4871
 51 2   7  3 2 

 1.2739  4.9658  4.4717  0.7106

 2.4786

6
 Example-2
Find the Lagrange interpolating polynomial of degree 2
approximating the function y  ln x defined by the following
table of values. 2 0.69315
2.5 0.91629
3.0 1.09861

Hence determine the value of ln 2.7 .

We have  x  2.5 x  3.0
l0  x    2 x 2  11x  15
 0.5 1.0
Similarly, we find
l1  x     4 x 2  20 x  24 
and
l2  x   2 x 2  9 x  10
Hence
L2  x    2 x 2  11x  15  0.69315   4 x 2  20 x  24   0.91629 
  2 x 2  9 x  10  1.09861

 0.08164 x2  0.81366 x  0.60761

Which is required quadratic polynomial.

Putting x  2.7, in the above polynomial, we obtain

ln 2.7  L2  2.7   0.08164  2.7   0.81366  2.7   0.60761  0.9941164

2

Actual value of ln 2.7  0.9932518, so that

Error  0.0008646
 Program for Lagrange’s Method
Dimension p(50),x(50),f(50)
open(unit=5,file='lagr.in',status='unknown')
open(unit=6,file='lagr.res',status='unknown')
read(5,100)n,xx
Write(6,100)n,xx
read(5,101)(x(i),f(i),i=1,n)
write(6,101)(x(i),f(i),i=1,n)
100 format(I5, f10.4)
101 format(2f10.4)
Do 10 j=1,n
P(j)=1.0
Do 11 i=1,n
If(i-j)5,11,5
5 P(j)=p(j)*((xx-x(i))/(x(j)-x(i)))
11 continue
10 continue
Sum=0.0
Do 15 k=1,n
Sum=sum+p(k)*f(k)
15 continue
Write(6,102)xx,sum
102 format(2e13.4)
close(unit=6)
close(unit=5)
Stop
end