Lagrange Interpolation Polynomial

Sep 28, 2015

 Lagrange Polynomial Interpolation

The Lagrange interpolating polynomial is simply a

reformulation of the Newton polynomial
that avoids the computation of divided
differences.

Lagrange advantage is that works for unequaled

spaced data on the independent variable
 Lagrange Polynomial Interpolation

A Lagrange polynomial can be stated concisely as

Lagrange weighting functions

Lagrange
polynomial
n n x  xj
f n ( x)   Li ( x) f ( xi ) Li ( x)  
i 0 j 0 xi  x j
j i

“the sum of” “the product of”

Data points are indexed as: i=0,1,2,3,...,n

 Lagrange Polynomial Interpolation

n x  xj
Li ( x)  
n
f n ( x)   Li ( x) f ( xi )
i 0 j 0 xi  x j
j i

For example:
linear n=1
n 1
1
f1 ( x)   Li ( x) f ( xi )  Lo ( x) f ( x0 )  L1 ( x) f ( x1 )
i 0

1 x  xj x  x1
L0 ( x)    note: j starts in 1 as j  i
j 1 xi  x j x0  x1
j i
 Lagrange Polynomial Interpolation
For example:
n 1 linear n=1
1
f1 ( x)   Li ( x) f ( xi )  Lo ( x) f ( x0 )  L1 ( x) f ( x1 )
i 0

1 x  xj x  x1
L0 ( x)    note: j starts in 1 as j  i
j 1 xi  x j x0  x1
j i

1 x  xj x  x0
L1 ( x)    note: j starts in 0 and doesn’t
j  0 xi  x j x1  x0 run up to 1 as j must be j  i
j i

x  x1 x  x0
f1 ( x)  f ( x0 )  f ( x1 )
x0  x1 x1  x0
 Lagrange Polynomial Interpolation

n x  xj
Li ( x)  
n
f n ( x)   Li ( x) f ( xi )
i 0 j 0 xi  x j
j i

For example:
n2 cuadratic n=2

( x  x1 )( x  x2 ) ( x  x0 )( x  x2 )
f1 ( x)  f ( x0 )  f ( x1 )
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 )
( x  x0 )( x  x1 )
 f ( x2 )
( x2  x0 )( x2  x1 )
Lagrange Polynomial Interpolation

For example: n x  xj
n2 Li ( x)   cuadratic n=2
j 0 xi  x j
j i

2 x  xj x  x1 x  x2
L0 ( x)  
j 1

xi  x j x0  x1 x0  x2
j  (i 0 )

2 x  xj x  x0 x  x2
L1 ( x)  
j 0 xi  x j

x1  x0 x1  x2
j  ( i 1)

2 x  xj x  x0 x  x1
L2 ( x)  
j 0 xi  x j

x2  x0 x2  x1
j (i 2)

( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 )
f 2 ( x)  f ( x0 )  f ( x1 )  f ( x2 )
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 )
 Quiz
• Develop a Lagrange interpolating polynomial of order n=3
 In the formula, each term Li (x) will be equal to 1 for x=xi , and
zero for all other data points.
 Thus, each product Li (x) fi(x) takes on the value of f(xi) at the
data point xi.
For example, consider:

( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 )
f 2 ( x)  f ( x0 )  f ( x1 )  f ( x2 )
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 )

For x=xo:
1 0 0
( x0  x1 )( x0  x2 ) ( x  x )( x  x ) ( x  x )( x  x )
f 2 ( x)  f ( x0 )  0 0 0 2 f ( x1 )  0 0 0 1 f ( x2 )
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 )

f 2 ( x)  f ( x0 )
which is an expected results at x=xo, the
value of the function must be f(x0)
 In the formula, as x approaches xo the weight term Lo(x)
approaches 1 and L1(x) and L2(x) approach zero, i.e., more weight
is put to the pair [xo, f(x0)] and less to the other pairs in the
formula

For xxo:

1 0 0
( x0  x1 )( x0  x2 ) ( x  x )( x  x ) ( x  x )( x  x )
f 2 ( x)  f ( x0 )  0 0 0 2 f ( x1 )  0 0 0 1 f ( x2 )
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 )
 In the formula, each term Li (x) will be equal to 1 for x=xi , and
zero for all other data points.
 Thus, each product Li (x) fi(x) takes on the value of f(xi) at the
data point xi.
 In summary:

Newton’s interpolation method is preferable for exploratory computations

(n is not known a priori).
 Newton method has advantages because of the insight for the
behavior between different orders (consider Taylor series).
 Error estimate in Newton method can easily be implemented as it
employs a finite difference.

Lagrange method is preferable when only one interpolation is performed

(order n is known a priori)
It is easier for computational implementation.
 Example: Linear Interpolation
• Determine the linear Lagrange interpolating polynomial that passes
through the points (2, 4) and (5, 1).

f1(x)
 • The linear Lagrange
interpolating polynomial
that passes through the
points (2, 4) and (5, 1).

f1(x)
 Example: Develop a 2nd degree Polynomial
• Use the numbers (called nodes) • We first determine the coefficient polynomials
x0 = 2, x1 = 2.75 and x2 = 4 to L0(x), L1(x), and L2(x):
find the second Lagrange
interpolating polynomial for
1
𝑓 𝑥 =
𝑥

• Use this polynomial to

approximate
1
𝑓 3 =
3
Therefore, we obtain

f2(x)

f2(x)
 Note the good
fitting of
Lagrange
polynomial in
the range of
the nodes
x=[2,2.75,4]

f2(x)