Lagrange Interpolation
Lagrange Interpolation
History:
Joseph louis Lagrange (1736- 1813) from “A short account of the history of
mathematics” (4th edition, 1908) by w.w Rouse Ball. Joseph Louis Lagrange, the
greatest mathematics of the eighteenth century, was born at Turin on January 25,
1736, and died at Paris on April 10, 1813.
Introduction:
Lagrange interpolation:
The problem of determining a polynomial of degree one that passes through the distinct points (x0,
y0) and (x1, y1) is the same as approximating a function f for which f (x0) = y0 and f (x1) = y1 by
means of a first-degree polynomial interpolating, or agreeing with, the values of at the given points.
Using this polynomial for approximation within the interval given by the endpoints is called
polynomial interpolation.
Define the functions.
The linear Lagrange interpolating polynomial through (x0, y0) and (x1, y1) is
Note that
L0(x0) = 1, L0(x1) = 0, L1(x0) = 0, and L1(x1) = 1,
which implies that
P(x0) = 1 · f (x0) + 0 · f (x1) = f (x0) = y0 and P(x1) = 0 · f (x0) + 1 · f (x1) = f (x1) = y1.
So P is the unique polynomial of degree at most one that passes through (x0, y0) and (x1, y1).
Example:
Determine the linear Lagrange interpolating polynomial that passes through the points(2, 4) and (5, 1).
Solution In this case we have
So
A sketch of the graph of a typical Ln,k (when n is even) is shown in Figure 3.5.
The interpolating polynomial is easily described once the form of Ln,k is known. This polynomial,
called the nth Lagrange interpolating polynomial, is defined in the following theorem.
Theorem 3.2
If x0, x1, ... , xn are n + 1 distinct numbers and f is a function whose values are given at these
numbers, then a unique polynomial P(x) of degree at most n exists with
f (xk ) = P(xk ), for each k = 0, 1, ... , n.
This polynomial is given by
where, for each k = 0, 1, ... , n,
We will write Ln,k (x) simply as Lk (x) when there is no confusion as to its degree.
Advantages:
Disadvantages:
Conclusion:
Lagrange has a better performance at the boundaries which makes it more convenient for real time
applications.
Reference:
Numerical_Analysis_9th
https://www.slideshare.net/ayushraj116/lagrange-interpolation