Numerical Methods
Interpolation
å Polynomial Interpolation
å Unequally Spaced Interval
å Lagrange Interpolation
J R Shrestha
January 2024
Lagrange Interpolation: Formula Derivation
Let y(x) takes the values y0 , y1 , y2 , . . . yn corresponding to x = x0 , x1 , x2 , . . . , xn .
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Lagrange Interpolation: Formula Derivation
Let y(x) takes the values y0 , y1 , y2 , . . . yn corresponding to x = x0 , x1 , x2 , . . . , xn .
Let f(x) be a polynomial in x of degree n, of the following form, such that yi = f(xi )∀i:
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Lagrange Interpolation: Formula Derivation
Let y(x) takes the values y0 , y1 , y2 , . . . yn corresponding to x = x0 , x1 , x2 , . . . , xn .
Let f(x) be a polynomial in x of degree n, of the following form, such that yi = f(xi )∀i:
f(x) = A0 (x − x1 )(x − x2 )(x − x3 ) . . . (x − xn )
+ A1 (x − x0 )(x − x2 )(x − x3 ) . . . (x − xn )
+ A2 (x − x0 )(x − x1 )(x − x3 ) . . . (x − xn ) (1)
+ ··· ··· ···
+ An (x − x0 )(x − x1 )(x − x2 ) . . . (x − xn−1 )
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Lagrange Interpolation: Formula Derivation
Let y(x) takes the values y0 , y1 , y2 , . . . yn corresponding to x = x0 , x1 , x2 , . . . , xn .
Let f(x) be a polynomial in x of degree n, of the following form, such that yi = f(xi )∀i:
f(x) = A0 (x − x1 )(x − x2 )(x − x3 ) . . . (x − xn )
+ A1 (x − x0 )(x − x2 )(x − x3 ) . . . (x − xn )
+ A2 (x − x0 )(x − x1 )(x − x3 ) . . . (x − xn ) (1)
+ ··· ··· ···
+ An (x − x0 )(x − x1 )(x − x2 ) . . . (x − xn−1 )
Substituting (x, y) = (x0 , y0 ), (x1 , y1 ), (x2 , y2 ), . . . , (xn , yn ) successively in equation 1:
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Lagrange Interpolation: Formula Derivation
Let y(x) takes the values y0 , y1 , y2 , . . . yn corresponding to x = x0 , x1 , x2 , . . . , xn .
Let f(x) be a polynomial in x of degree n, of the following form, such that yi = f(xi )∀i:
f(x) = A0 (x − x1 )(x − x2 )(x − x3 ) . . . (x − xn )
+ A1 (x − x0 )(x − x2 )(x − x3 ) . . . (x − xn )
+ A2 (x − x0 )(x − x1 )(x − x3 ) . . . (x − xn ) (1)
+ ··· ··· ···
+ An (x − x0 )(x − x1 )(x − x2 ) . . . (x − xn−1 )
Substituting (x, y) = (x0 , y0 ), (x1 , y1 ), (x2 , y2 ), . . . , (xn , yn ) successively in equation 1:
y0 = A0 (x0 − x1 )(x0 − x2 )(x0 − x3 ) . . . (x0 − xn )
y1 = A1 (x1 − x0 )(x1 − x2 )(x1 − x3 ) . . . (x1 − xn )
y2 = A2 (x2 − x0 )(x2 − x1 )(x2 − x3 ) . . . (x2 − xn )
··· ··· ···
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yn = An (xn − x0 )(xn − x1 )(xn − x2 ) . . . (xn − xn−1 )
From these: A0 = y0 / [(x0 − x1 )(x0 − x2 )(x0 − x3 ) . . . (x0 − xn )]
A1 = y1 / [(x1 − x0 )(x1 − x2 )(x1 − x3 ) . . . (x1 − xn )]
A2 = y2 / [(x2 − x0 )(x2 − x1 )(x2 − x3 ) . . . (x2 − xn )]
··· ··· ···
An = yn / [(xn − x0 )(xn − x1 )(xn − x2 ) . . . (xn − xn−1 )]
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From these: A0 = y0 / [(x0 − x1 )(x0 − x2 )(x0 − x3 ) . . . (x0 − xn )]
A1 = y1 / [(x1 − x0 )(x1 − x2 )(x1 − x3 ) . . . (x1 − xn )]
A2 = y2 / [(x2 − x0 )(x2 − x1 )(x2 − x3 ) . . . (x2 − xn )]
··· ··· ···
An = yn / [(xn − x0 )(xn − x1 )(xn − x2 ) . . . (xn − xn−1 )]
Finally, substituting the values of A0 , A1 , ... An in equation 1:
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From these: A0 = y0 / [(x0 − x1 )(x0 − x2 )(x0 − x3 ) . . . (x0 − xn )]
A1 = y1 / [(x1 − x0 )(x1 − x2 )(x1 − x3 ) . . . (x1 − xn )]
A2 = y2 / [(x2 − x0 )(x2 − x1 )(x2 − x3 ) . . . (x2 − xn )]
··· ··· ···
An = yn / [(xn − x0 )(xn − x1 )(xn − x2 ) . . . (xn − xn−1 )]
Finally, substituting the values of A0 , A1 , ... An in equation 1:
(x − x1 )(x − x2 )(x − x3 ) . . . (x − xn )
f(x) = × y0
(x0 − x1 )(x0 − x2 )(x0 − x3 ) . . . (x0 − xn )
(x − x0 )(x − x2 )(x − x3 ) . . . (x − xn )
+ × y1
(x1 − x0 )(x1 − x2 )(x1 − x3 ) . . . (x1 − xn )
(x − x0 )(x − x1 )(x − x3 ) . . . (x − xn ) (2)
+ × y2
(x2 − x0 )(x2 − x1 )(x2 − x3 ) . . . (x2 − xn )
+ ··· ··· ···
(x − x0 )(x − x1 )(x − x2 ) . . . (x − xn−1 )
+ × yn
(xn − x0 )(xn − x1 )(xn − x2 ) . . . (xn − xn−1 )
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From these: A0 = y0 / [(x0 − x1 )(x0 − x2 )(x0 − x3 ) . . . (x0 − xn )]
A1 = y1 / [(x1 − x0 )(x1 − x2 )(x1 − x3 ) . . . (x1 − xn )]
A2 = y2 / [(x2 − x0 )(x2 − x1 )(x2 − x3 ) . . . (x2 − xn )]
··· ··· ···
An = yn / [(xn − x0 )(xn − x1 )(xn − x2 ) . . . (xn − xn−1 )]
Finally, substituting the values of A0 , A1 , ... An in equation 1: In compact form:
(x − x1 )(x − x2 )(x − x3 ) . . . (x − xn )
f(x) = × y0
(x0 − x1 )(x0 − x2 )(x0 − x3 ) . . . (x0 − xn )
(x − x0 )(x − x2 )(x − x3 ) . . . (x − xn )
+ × y1
(x1 − x0 )(x1 − x2 )(x1 − x3 ) . . . (x1 − xn )
(x − x0 )(x − x1 )(x − x3 ) . . . (x − xn ) (2)
+ × y2
(x2 − x0 )(x2 − x1 )(x2 − x3 ) . . . (x2 − xn )
+ ··· ··· ···
(x − x0 )(x − x1 )(x − x2 ) . . . (x − xn−1 )
+ × yn
(xn − x0 )(xn − x1 )(xn − x2 ) . . . (xn − xn−1 )
2/4
From these: A0 = y0 / [(x0 − x1 )(x0 − x2 )(x0 − x3 ) . . . (x0 − xn )]
A1 = y1 / [(x1 − x0 )(x1 − x2 )(x1 − x3 ) . . . (x1 − xn )]
A2 = y2 / [(x2 − x0 )(x2 − x1 )(x2 − x3 ) . . . (x2 − xn )]
··· ··· ···
An = yn / [(xn − x0 )(xn − x1 )(xn − x2 ) . . . (xn − xn−1 )]
Finally, substituting the values of A0 , A1 , ... An in equation 1: In compact form:
(x − x1 )(x − x2 )(x − x3 ) . . . (x − xn )
f(x) = × y0
(x0 − x1 )(x0 − x2 )(x0 − x3 ) . . . (x0 − xn ) ∑
n
n (
∏ x−x
)
(x − x0 )(x − x2 )(x − x3 ) . . . (x − xn ) j
+ × y1 f(x) = yi ×
(x1 − x0 )(x1 − x2 )(x1 − x3 ) . . . (x1 − xn ) xi − xj
j=0
(x − x0 )(x − x1 )(x − x3 ) . . . (x − xn ) (2) i=0
+ × y2 j̸=i
(x2 − x0 )(x2 − x1 )(x2 − x3 ) . . . (x2 − xn )
+ ··· ··· ···
(x − x0 )(x − x1 )(x − x2 ) . . . (x − xn−1 )
+ × yn
(xn − x0 )(xn − x1 )(xn − x2 ) . . . (xn − xn−1 )
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Example
# Estimate y(4) from the following data using Lagrange’s Interpolation formula.
x 1 2 3 5 6 8
y 2.15 5.20 6.05 4.75 4.40 8.80
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Example
# Estimate y(4) from the following data using Lagrange’s Interpolation formula.
x 1 2 3 5 6 8
y 2.15 5.20 6.05 4.75 4.40 8.80
Solution: ∵ n = 5, Lagrange’s interpolation formula is:
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Example
# Estimate y(4) from the following data using Lagrange’s Interpolation formula.
x 1 2 3 5 6 8
y 2.15 5.20 6.05 4.75 4.40 8.80
Solution: ∵ n = 5, Lagrange’s interpolation formula is:
(x − x1 )(x − x2 )(x − x3 )(x − x4 )(x − x5 )
f(x) = × y0
(x0 − x1 )(x0 − x2 )(x0 − x3 )(x0 − x4 )(x0 − x5 )
(x − x0 )(x − x2 )(x − x3 )(x − x4 )(x − x5 )
+ × y1
(x1 − x0 )(x1 − x2 )(x1 − x3 )(x1 − x4 )(x1 − x5 )
(x − x0 )(x − x1 )(x − x3 )(x − x4 )(x − x5 )
+ × y2
(x2 − x0 )(x2 − x1 )(x2 − x3 )(x2 − x4 )(x2 − x5 )
(x − x0 )(x − x1 )(x − x2 )(x − x4 )(x − x5 )
+ × y3
(x3 − x0 )(x3 − x1 )(x3 − x2 )(x3 − x4 )(x3 − x5 )
(x − x0 )(x − x1 )(x − x2 )(x − x3 )(x − x5 )
+ × y4
(x4 − x0 )(x4 − x1 )(x4 − x2 )(x4 − x3 )(x4 − x5 )
(x − x0 )(x − x1 )(x − x2 )(x − x3 )(x − x4 )
+ × y5
(x5 − x0 )(x5 − x1 )(x5 − x2 )(x5 − x3 )(x5 − x4 ) 3/4
x x0 = 1 x1 = 2 x2 = 3 x3 = 5 x4 = 6 x5 = 8
y y0 = 2.15 y1 = 5.20 y2 = 6.05 y3 = 4.75 y4 = 4.40 y5 = 8.80
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x x0 = 1 x1 = 2 x2 = 3 x3 = 5 x4 = 6 x5 = 8
y y0 = 2.15 y1 = 5.20 y2 = 6.05 y3 = 4.75 y4 = 4.40 y5 = 8.80
(4 − 2)(4 − 3)(4 − 5)(4 − 6)(4 − 8)
∴ f(4) = × 2.15
(1 − 2)(1 − 3)(1 − 5)(1 − 6)(1 − 8)
(4 − 1)(4 − 3)(4 − 5)(4 − 6)(4 − 8)
+ × 5.20
(2 − 1)(2 − 3)(2 − 5)(2 − 6)(2 − 8)
(4 − 1)(4 − 2)(4 − 5)(4 − 6)(4 − 8)
+ × 6.05
(3 − 1)(3 − 2)(3 − 5)(3 − 6)(3 − 8)
(4 − 1)(4 − 2)(4 − 3)(4 − 6)(4 − 8)
+ × 4.75
(5 − 1)(5 − 2)(5 − 3)(5 − 6)(5 − 8)
(4 − 1)(4 − 2)(4 − 3)(4 − 5)(4 − 8)
+ × 4.40
(6 − 1)(6 − 2)(6 − 3)(6 − 5)(6 − 8)
(4 − 1)(4 − 2)(4 − 3)(4 − 5)(4 − 6)
+ × 8.80
(8 − 1)(8 − 2)(8 − 3)(8 − 5)(8 − 6)
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x x0 = 1 x1 = 2 x2 = 3 x3 = 5 x4 = 6 x5 = 8
y y0 = 2.15 y1 = 5.20 y2 = 6.05 y3 = 4.75 y4 = 4.40 y5 = 8.80
(4 − 2)(4 − 3)(4 − 5)(4 − 6)(4 − 8) (2)(1)(−1)(−2)(−4)
∴ f(4) = × 2.15 = × 2.15
(1 − 2)(1 − 3)(1 − 5)(1 − 6)(1 − 8) (−1)(−2)(−4)(−5)(−7)
(4 − 1)(4 − 3)(4 − 5)(4 − 6)(4 − 8) (3)(1)(−1)(−2)(−4)
+ × 5.20 + × 5.20
(2 − 1)(2 − 3)(2 − 5)(2 − 6)(2 − 8) (1)(−1)(−3)(−4)(−6)
(4 − 1)(4 − 2)(4 − 5)(4 − 6)(4 − 8) (3)(2)(−1)(−2)(−4)
+ × 6.05 + × 6.05
(3 − 1)(3 − 2)(3 − 5)(3 − 6)(3 − 8) (2)(1)(−2)(−3)(−5)
(4 − 1)(4 − 2)(4 − 3)(4 − 6)(4 − 8) (3)(2)(1)(−2)(−4)
+ × 4.75 + × 4.75
(5 − 1)(5 − 2)(5 − 3)(5 − 6)(5 − 8) (4)(3)(2)(−1)(−3)
(4 − 1)(4 − 2)(4 − 3)(4 − 5)(4 − 8) (3)(2)(1)(−1)(−4)
+ × 4.40 + × 4.40
(6 − 1)(6 − 2)(6 − 3)(6 − 5)(6 − 8) (5)(4)(3)(1)(−2)
(4 − 1)(4 − 2)(4 − 3)(4 − 5)(4 − 6) (3)(2)(1)(−1)(−2)
+ × 8.80 + × 8.80
(8 − 1)(8 − 2)(8 − 3)(8 − 5)(8 − 6) (7)(6)(5)(3)(2)
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x x0 = 1 x1 = 2 x2 = 3 x3 = 5 x4 = 6 x5 = 8
y y0 = 2.15 y1 = 5.20 y2 = 6.05 y3 = 4.75 y4 = 4.40 y5 = 8.80
(4 − 2)(4 − 3)(4 − 5)(4 − 6)(4 − 8) (2)(1)(−1)(−2)(−4)
∴ f(4) = × 2.15 = × 2.15
(1 − 2)(1 − 3)(1 − 5)(1 − 6)(1 − 8) (−1)(−2)(−4)(−5)(−7)
(4 − 1)(4 − 3)(4 − 5)(4 − 6)(4 − 8) (3)(1)(−1)(−2)(−4)
+ × 5.20 + × 5.20
(2 − 1)(2 − 3)(2 − 5)(2 − 6)(2 − 8) (1)(−1)(−3)(−4)(−6)
(4 − 1)(4 − 2)(4 − 5)(4 − 6)(4 − 8) (3)(2)(−1)(−2)(−4)
+ × 6.05 + × 6.05
(3 − 1)(3 − 2)(3 − 5)(3 − 6)(3 − 8) (2)(1)(−2)(−3)(−5)
(4 − 1)(4 − 2)(4 − 3)(4 − 6)(4 − 8) (3)(2)(1)(−2)(−4)
+ × 4.75 + × 4.75
(5 − 1)(5 − 2)(5 − 3)(5 − 6)(5 − 8) (4)(3)(2)(−1)(−3)
(4 − 1)(4 − 2)(4 − 3)(4 − 5)(4 − 8) (3)(2)(1)(−1)(−4)
+ × 4.40 + × 4.40
(6 − 1)(6 − 2)(6 − 3)(6 − 5)(6 − 8) (5)(4)(3)(1)(−2)
(4 − 1)(4 − 2)(4 − 3)(4 − 5)(4 − 6) (3)(2)(1)(−1)(−2)
+ × 8.80 + × 8.80
(8 − 1)(8 − 2)(8 − 3)(8 − 5)(8 − 6) (7)(6)(5)(3)(2)
( ) ( ) ( ) ( ) ( ) ( )
2 1 4 2 1 1
= 2.15 − 5.20 + 6.05 + 4.75 − 4.40 + 8.80
35 3 5 3 5 105
= 5.6
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