Polynomial Approximation and Interpolation Chapter 4

4.4 LAGRANGE POLYNOMIALS

The direct fit polynomial presented in Section 4.3, while quite

straightforward in principle, has several disadvantages. It requires a
considerable amount of effort to solve the system of equations for the
coefficients. For a high-degree polynomial (n greater than about 4), the
system of equations can be ill-conditioned, which causes large errors in the
values of the coefficients. A simpler, more direct procedure is desired. One
such procedure is the Lagrange polynomial, which can be fit to unequally
spaced data or equally spaced data.

The Lagrange polynomial is presented in Section 4.4.1. A variation of

the Lagrange polynomial, called Neville s algorithm, which has some
computational advantages over the Lagrange polynomial, is presented in
Section 4.4.2.

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4.4.1. Lagrange Polynomials

Consider two points, [a,f(a)] and [b,f(b)]. The linear Lagrange polynomial
P1(x) which passes through these two points is given by

The Lagrange polynomial can be used for both unequally spaced data
and equally spaced data. No system of equations must be solved to evaluate
the polynomial. However, a considerable amount of computational effort is
involved, especially for higher-degree polynomials.
The form of the Lagrange polynomial is quite different in appearance
from the form of the direct fit polynomial, Eq. (4.34). However, by the

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uniqueness theorem, the two forms both represent the unique polynomial
that passes exactly through a set of points.

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The results are summarized below, where the results of linear, quadratic, and
cubic interpolation, and the errors, Error(3.44) = P(3.44) = 0.290698, are
tabulated. The advantages of higher-degree interpolation are obvious.

P(3.44) = 0.290756 linear interpolation Error = 0.000058

= 0.290697 quadratic interpolation = -0.000001
= 0.290698 cubic interpolation = 0.000000

These results are identical to the results obtained in Example 4.2 by

direct fit polynomials, as they should be, since the same data points are used
in both examples.
The main advantage of the Lagrange polynomial is that the data may be
unequally spaced. There are several disadvantages. All of the work must be
redone for each degree polynomial. All the work must be redone for each
value of x. The first disadvantage is eliminated by Neville's algorithm,
which is presented in the next subsection. Both disadvantages are eliminated
by using divided differences, which are presented in Section 4.5.

4.4.2. Neville's Algorithm

Neville's algorithm is equivalent to a Lagrange polynomial. It is based on a

series of linear interpolations. The data do not have to be in monotonic
order, or in any structured order. However, the most accurate results are
obtained if the data are arranged in order of closeness to the point to be
interpolated.
Consider the following set of data:

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where the subscript i denotes the base point of the value (e.g., i,i+ 1, etc.)
and the superscript (n) denotes the degree of the interpolation (e.g., zeroth,
first, second, etc.).
A table of linearly interpolated values is constructed for the original
data, which are denoted as fi(0). For the first interpolation of the data,

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as illustrated in Figure 4.6a. This creates a column of n - 1 values of fi(1) . A

second column of n - 2 values of fi(2) is obtained by linearly interpolating
the column of fi(1) values. Thus,

which is illustrated in Figure 4.6b. This process is repeated to create a third

column of fi(3) values, as illustrated in Figure 4.6c, and so on. The form of
the resulting table is illustrated in Table 4.1.

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It can be shown by direct substitution that each specific value in Table

4.1 is identical to a Lagrange polynomial based on the data points used to
calculate the specific value. For example,f1(2) is identical to a second-degree
Lagrange polynomial based on points 1, 2, and 3.
The advantage of Neville's algorithm over direct Lagrange polynomial
interpolation is now apparent. The third-degree Lagrange polynomial based
on points 1 to 4 is obtained simply by applying the linear interpolation
formula, Eq. (4.52), to f1(2) and f2(2) to obtain

f1(3). None of the prior work must be redone, as it would have to be redone
to evaluate a third-degree Lagrange polynomial. If the original data are
arranged in order of closeness to the interpolation point, each value in the
table, fi(n) , represents a centered interpolation.

Example 4.4. Neville's algorithm.

Consider the four data points given in Example 4.3. Let's interpolate for
f(3.44) using linear, quadratic, and cubic interpolation using Neville's
algorithm. Rearranging the data in order of closeness to x = 3.44 yields the
following set of data:

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Thus, the result of quadratic interpolation is f(3.44) =f1(2) = 0.290696. To

evaluate ,f1(3),f3(1) and f2(2) must first be evaluated. Then f1(3) can be evaluated.
These results, and the results calculated above, are presented in Table 4.2.
These results are the same as the results obtained by Lagrange
polynomials in Example 4.3.

The advantage of Neville's algorithm over a Lagrange interpolating

polynomial, if the data are arranged in order of closeness to the interpolated
point, is that none of the work performed to obtain a specific degree result
must be redone to evaluate the next higher degree result.
Neville's algorithm has a couple of minor disadvantages. All of the
work must be redone for each new value of x. The amount of work is
essentially the same as for a Lagrange polynomial. The divided difference
polynomial presented in Section 4.5 minimizes these disadvantages.

4.5 DIVIDED DIFFERENCE TABLES AND DIVIDED DIFFERENCE

POLYNOMIALS

A divided difference is defined as the ratio of the difference in the

function values at two points divided by the difference in the values of the
corresponding independent variable. Thus, the first divided difference at
point i is defined as

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Similar expressions can be obtained for divided differences of any order.

Approximating polynomials for no equally spaced data can be constructed
using divided differences.

4.5.1. Divided Difference Tables

Consider a table of data:

By definition, f[xi] =fi .

The notation presented above is a bit clumsy. A more compact notation
is defined in the same manner as the notation used in Neville's method,
which is presented in Section 4.4.2. Thus,

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Table 4.3 illustrates the formation of a divided difference table. The

first column contains the values of xi and the second column contains the
values of f(xi) =fi , which are denoted by fi(0). The remaining columns
contain the values of the divided differences, fi(n) where the subscript i
denotes the base point of the value and the superscript (n) denotes the degree
of the divided difference.
The data points do not have to be in any specific order to apply the
divided difference concept. However, just as for the direct fit polynomial,
the Lagrange polynomial, and Neville's method, more accurate results are
obtained if the data are arranged in order of closeness to the interpolated
point.

Example 4.5. Divided difference Table.

Let's construct a six-place divided difference table for the data presented in
Section 4.1.
The results are presented in Table 4.4.

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4.5.2. Divided Difference Polynomials

Let's define a power series for Pn(x) such that the coefficients are identical to
the divided differences, fi(n) Thus,

Pn(x) is clearly a polynomial of degree n. To demonstrate that Pn(x) passes

exactly through the data points, let's substitute the data points into Eq.
(4.65). Thus,

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Since Pn(x) is a polynomial of degree n and passes exactly through the n + 1

data points, it is obviously one form of the unique polynomial passing
through the data points.

Example 4.6. Divided difference polynomials

.
Consider the divided difference table presented in Example 4.5. Let's
interpolate for f(3.44) using the divided difference polynomial, Eq. (4.65),
using x0 = 3.35 as the base point. The exact solution is
f(3.44) = 1/3.44 = 0.290698. From Eq. (4.65):

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The advantage of higher-degree interpolation is obvious.

The above results are not the most accurate possible since the data
points in Table 4.4 are in monotonic order, which make the linear
interpolation result actually linear extrapolation. Rearranging the data in
order of closeness to x = 3.44 yields the results presented in Table 4.5. From
Eq. (4.65):

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The linear interpolation value is much more accurate due to the centering of
the data. The quadratic and cubic interpolation values are the same as before,
except for round-off errors, because the same points are used in those two
interpolations. These results are the same as the results obtained in the
previous examples.

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