Interpolation produces a

function that matches the given

data exactly. The function then
can be utilized to approximate
the data values at intermediate
points.
Interpolation may also be used
to produce a smooth graph of a
function for which values are
known only at discrete points,
either from measurements or
calculations.
Given data points
Obtain a function, P(x)
P(x) goes through the data points
Use P(x)
To estimate values at intermediate
points
Given data points:
At x
0
= 2, y
0
= 3 and at x
1
= 5, y
1
= 8
Find the following:
At x = 4, y = ?
x
y
2
5
3
8
?
4
P(x)
P(x) should satisfy the following conditions:
P(x = 2) = 3 and P(x = 5) = 8
( ) ( ) ( ) x L x L x P
1 0
8 3 + =
P(x) can satisfy the above conditions if
at x = x
0
= 2, L
0
(x) = 1 and L
1
(x) = 0 and
at x = x
1
= 5, L
0
(x) = 0 and L
1
(x) = 1
The conditions can be satisfied if L
0
(x) and
L
1
(x) are defined in the following way.
( ) ( )
2 5
2
and
5 2
5
1 0

=
x
x L
x
x L
At x = x
0
= 2, L
0
(x) = 1 and L
1
(x) = 0 and
at x = x
1
= 5, L
0
(x) = 0 and L
1
(x) = 1
( ) ( )
0 1
0
1
1 0
1
0
and
x x
x x
x L
x x
x x
x L

=
( ) ( ) ( ) x L x L x P
1 0
8 3 + =
( ) ( ) ( )
1 1 0 0
y x L y x L x P + =
( ) ( ) ( ) ( ) ( )
1 1 0 0
x f x L x f x L x P + =
Lagrange Interpolating Polynomial
( ) ( ) ( ) ( ) ( )
1 1 0 0
x f x L x f x L x P + =
( ) ( ) ( ) 8
2 5
2
3
5 2
5
|
.
|

\
|

+
|
.
|

\
|

=
x x
x P
( )
3
1 5
=
x
x P
( ) 333 6
3
1 4 5
4 . P =

=
The Lagrange interpolating polynomial
passing through three given points; (x
0
, y
0
),
(x
1
, y
1
) and (x
2
, y
2
) is:
( ) ( ) ( ) ( ) ( )
( ) ( )
2 2
1 1 0 0
x f x L
x f x L x f x L x P
+
+ =
( ) ( ) ( ) ( )
2 2 1 1 0 0
y x L y x L y x L x P + + =
( )
( )( )
( )( )
2 0 1 0
2 1
0
x x x x
x x x x
x L


=
At x
0
, L
0
(x) becomes 1. At all
other given data points L
0
(x) is 0.
( )
( )( )
( )( )
2 1 0 1
2 0
1
x x x x
x x x x
x L


=
At x
1
, L
1
(x) becomes 1. At all
other given data points L
1
(x) is 0.
( )
( )( )
( )( )
1 2 0 2
1 0
2
x x x x
x x x x
x L


=
At x
2
, L
2
(x) becomes 1. At all
other given data points L
2
(x) is 0.
( ) ( ) ( ) ( )
( )
n n
y x L . ..........
y x L y x L y x L x P
+ +
+ + =

2 2 1 1 0 0
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
n n
x f x L . .......... x f x L
x f x L x f x L x P
+ + +
+ =
2 2
1 1 0 0

General form of the Lagrange Interpolating
Polynomial
) )...( )( )...( )( (
) )...( )( )...( )( (
) (
n k k k k k k k
n k k
k
x x x x x x x x x x
x x x x x x x x x x
x L


=
+
+
1 1 1 0
1 1 1 0
[
=
=

=
n
k i
i
i k
i
k
x x
x x
x L
0
) (
) (
) (
( )( )( )
( )( )
( )( )
0 1 2
1 1
1
k k
n n
x x x x x x
x x x x
x x x x
+

Numerator of
( )
k
L x
Denominator of
( )( )( )
( )( )
( )( )
0 1 2
1 1
1
k k k
k k k k
k n k n
x x x x x x
x x x x
x x x x
+

( )
k
L x
Find the Lagrange Interpolating
Polynomial using the three given points.
( ) ( )
( ) ( )
( ) ( ) 25 0 4
4 0 5 2
5 0 2
2 2
1 1
0 0
. , y , x
. , . y , x
. , y , x
=
=
=
( )
( )( )
( )( )
2 0 1 0
2 1
0
x x x x
x x x x
x L


=
( )
( )( )
( )( )
10 5 6
4 2 5 2 2
4 5 2
2
0
+ =


=
x . x
.
x . x
x L
( )
( )( )
( )( )
75 0
8 6

4 5 2 2 5 2
4 2
2
1
.
x x
. .
x x
x L
+
=


=
( )
( )( )
( )( )
2 1 0 1
2 0
1
x x x x
x x x x
x L


=
( )
( )( )
( )( )
3
5 5 4

5 2 4 2 4
5 2 2
2
2
+
=


=
x . x
.
. x x
x L
( )
( )( )
( )( )
1 2 0 2
1 0
2
x x x x
x x x x
x L


=
( ) ( ) ( ) ( ) ( )
( ) ( )
2 2
1 1 0 0
x f x L
x f x L x f x L x P
+
+ =
( ) ( )( )
( )
( ) 25 0
3
5 5 4

4 0
75 0
8 6

5 0 10 5 6
2
2
2
.
x . x
.
.
x x
. x . x x P
|
|
.
|

\
|
+
+
|
|
.
|

\
|
+
+
+ =
( ) 15 1 425 0 05 0
2
. x . x . x P + =
The three given points were taken from
the function
( )
x
x f
1
=
( ) ( ) ( )
325 . 0
15 . 1 3 425 . 0 3 05 . 0 3
2
=
+ = P
( ) 333 . 0
3
1
3 = = f
An approximation can be obtained
from the Lagrange Interpolating
Polynomial as:
Newtons Interpolating Polynomials
Newtons equation of a function that
passes through two points
( )
0 0
y , x and ( )
1 1
y , x is
( ) ( )
0 1 0
x x a a x P + =
Set
0
x x =
( )
0 0 0
P x y a = =
Set
1
x x =
( ) ( )
1 1 0 1 1 0
P x y a a x x = = +
( ) ( )
0 1 0
x x a a x P + =
0 1
0 1
1
x x
y y
a

=
Newtons equation of a function that passes
through three points
( )
0 0
y , x
and
( )
1 1
y , x
is
( )
2 2
x , y
( ) ( )
( )( )
0 1 0
2 0 1

P x a a x x
a x x x x
= +
+
To find
2
a
, set
2
x x =
( ) ( )
( )( )
2 0 1 2 0
2 2 0 2 1

P x a a x x
a x x x x
= +
+
1 0 2 1
2 1 1 0
2
2 0
y y y y
x x x x
a
x x



=

Newtons equation of a function that passes

through four points can be written by adding a
fourth term .
( ) ( )
( )( )
0 1 0
2 0 1

P x a a x x
a x x x x
= +
+
( )( )( )
3 0 1 2
a x x x x x x +
( ) ( )
( )( )
( )( )( )
0 1 0
2 0 1
3 0 1 2


P x a a x x
a x x x x
a x x x x x x
= +
+
+
The fourth term will vanish at all three
previous points and, therefore, leaving all
three previous coefficients intact.
Divided differences and the coefficients
f
i
x
| |
i
f x
The divided difference of a function,
with respect to
is denoted as
It is called as zeroth divided difference and is
simply the value of the function, f
at
i
x
| | ( )
i i
x f x f =
| |
1 i i
f x , x
+

f The divided difference of a function,
called as the first divided difference, is denoted
i
x with respect to
and
1 i
x
+
| |
| | | |
1
1
1
i i
i i
i i
f x f x
f x , x
x x
+
+
+

f The divided difference of a function,

called as the second divided difference, is
denoted as
i
x with respect to
and
1 i
x
+
,
2 i
x
+
| |
1 2 i i i
f x , x , x
+ +
| |
| | | |
1 2 1
1 2
2
i i i i
i i i
i i
f x , x f x , x
f x , x , x
x x
+ + +
+ +
+

| |
| | | |
1 2 3
1 2 3 1 2
3
i i i i
i i i i i i
i i
f x , x , x , x
f x , x , x f x , x , x
x x
+ + +
+ + + + +
+

The third divided difference with respect to
i
x
1 i
x
+ 2 i
x
+
3 i
x
+
,
and
,
The coefficients of Newtons interpolating
polynomial are:
| |
0 0
x f a =
| |
1 0 1
x , x f a =
| |
2 1 0 2
x , x , x f a =
| |
3 2 1 0 3
x , x , x , x f a =
| |
4 3 2 1 0 4
x , x , x , x , x f a =
and so on.
x
( ) x f
First
divided differences
Second
divided differences
Third
divided differences
0
x | |
0
x f


| |
| | | |
0 1
0 1
1 0
x x
x f x f
x , x f

=


1
x | |
1
x f
| |
| | | |
0 2
1 0 2 1
2 1 0
x x
x , x f x , x f
x , x , x f

=



| |
| | | |
1 2
1 2
2 1
x x
x f x f
x , x f

=

| |
| | | |
0 3
2 1 0 3 2 1
3 2 1 0
x x
x , x , x f x , x , x f
x , x , x , x f

=

2
x | |
2
x f
| |
| | | |
1 3
2 1 3 2
3 2 1
x x
x , x f x , x f
x , x , x f

=



| |
| | | |
2 3
2 3
3 2
x x
x f x f
x , x f

=

| |
| | | |
1 4
3 2 1 4 3 2
4 3 2 1
x x
x , x , x f x , x , x f
x , x , x , x f

=

3
x | |
3
x f
| |
| | | |
2 4
3 2 4 3
4 3 2
x x
x , x f x , x f
x , x , x f

=



| |
| | | |
3 4
3 4
4 3
x x
x f x f
x , x f

=

| |
| | | |
2 5
4 3 2 5 4 3
5 4 3 2
x x
x , x , x f x , x , x f
x , x , x , x f

=

4
x | |
4
x f
| |
| | | |
3 5
4 3 5 4
5 4 3
x x
x , x f x , x f
x , x , x f

=



| |
| | | |
4 5
4 5
5 4
x x
x f x f
x , x f

=


5
x | |
5
x f


Example
Find Newtons interpolating polynomial to
approximate a function whose 5 data points are
given below.
( )
f x
2.0 0.85467
2.3 0.75682
2.6 0.43126
2.9 0.22364
3.2 0.08567
x
i
i
x
| |
i
x f
| |
i i
x , x f
1
| |
i i i
x , x , x f
1 2
| |
i i
x , , x f
3
| |
i i
x , , x f
4
0 2.0 0.85467
-0.32617
1 2.3 0.75682 -1.26505
-1.08520 2.13363
2 2.6 0.43126 0.65522 -2.02642
-0.69207 -0.29808
3 2.9 0.22364 0.38695
-0.45990
4 3.2 0.08567
The 5 coefficients of the Newtons interpolating
polynomial are:
| |
0 0
0 85467 a f x . = =
| |
1 0 1
0 32617 a f x , x . = =
| |
2 0 1 2
1 26505 a f x , x , x . = =
| |
3 0 1 2 3
2 13363 a f x , x , x , x . = =
| |
4 0 1 2 3 4
2 02642 a f x , x , x , x , x . = =
( ) ( )
( )( )
( )( )( )
( )( )( )( )
0 1 0
2 0 1
3 0 1 2
4 0 1 2 3


P x a a x x
a x x x x
a x x x x x x
a x x x x x x x x
= +
+
+
+
( ) ( )
( )( )
( )( )( )
( )( )( )( )
0 85467 0 32617 2 0
-1.26505 2 0 2 3
2 13363 2 0 2 3 2 6
2 02642 2 0 2 3 2 6 2 9
P x . . x .
x . x .
. x . x . x .
. x . x . x . x .
=

+

P(x) can now be used to estimate the value of the
function f(x) say at x = 2.8.
( ) ( )
( )( )
( )( )( )
( )( )( )( )
2 8 0 85467 0 32617 2 8 2 0
-1.26505 2 8 2 0 2 8 2 3
2 13363 2 8 2 0 2 8 2 3 2 8 2 6
2 02642 2 8 2 0 2 8 2 3 2 8 2 6 2 8 2 9
P . . . . .
. . . .
. . . . . . .
. . . . . . . . .
=

+

( ) ( )
2 8 2 8 0 275 f . P . . ~ =