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Lagrangian Interpolation - Theory

Published: 2010/03/09

Channel: numericalmethodsguy

Lagrange Interpolating Polynomials

Published: 2013/12/16

Channel: Jian-Ming Chang

Lagrange Interpolating Polynomial - Easy Method

Published: 2017/06/10

Channel: AF Math & Engineering

Lagrange Polynomials

Published: 2011/04/10

Channel: Oscar Veliz

Linear Algebra 12c: Applications Series - Polynomial Interpolation According to Lagrange

Published: 2014/12/13

Channel: Lemma

Interpolation04 - Lagranges interpolation formula in Hindi

Published: 2016/05/05

Channel: Bhagwan Singh Vishwakarma

5.2.4-Curve Fitting: Lagrange Interpolating Polynomials--Linear Interpolation

Published: 2013/09/20

Channel: Jacob Bishop

Lagrangian Interpolation: Linear Interpolation: Example

Published: 2010/03/09

Channel: numericalmethodsguy

Polynomial approximation of functions (part 1)

Published: 2008/04/29

Channel: Khan Academy

CMPSC/Math 451--Jan 23, 2015. Polynomial interpolation, Lagrange form, Wen Shen

Published: 2015/01/27

Channel: wenshenpsu

Lagranges Interpolation @ 3 Minutes

Published: 2014/08/25

Channel: Umasankar Dhulipalla

Derivation for Lagrange's Interpolation Formula.

Published: 2017/06/22

Channel: Akash Chandra Gupta

3.1-Lagrange Interpolation

Published: 2015/09/12

Channel: Maths&Tricks

LaGrange Interpolation

Published: 2012/11/28

Channel: Karen Strader

Lagrange Interpolation

Published: 2015/02/03

Channel: Benjamin W. Ong

MATLAB Help - Lagrange Polynomials

Published: 2015/09/15

Channel: Dr. Carlos Montalvo

Lagrange Interpolation Easily Explained on Casio fx-991ES Calculator!

Published: 2014/02/23

Channel: Sujoy Krishna Das

Lagrange's Interpolation Method made easy

Published: 2017/04/10

Channel: ANEESH DEOGHARIA

Example of polynomial interpolation via Lagrange polynomials

Published: 2014/09/10

Channel: Denis Potapov

LAGRANGE INTERPOLATION METHOD - secret TIPS & TRICKS |NUMERICAL METHOD| TUTORIAL - 4

Published: 2017/05/21

Channel: Infiniti Classes

NM6 2 Lagrange Polynomials

Published: 2016/02/17

Channel: Eric Davishahl

lecture 5 , part 1 Lagrange Interpolation Polynomial , Error In Interpolation - 1

Published: 2017/07/31

Channel: Numerical Analysis

Interpolation - Lagrange Polynomials

Published: 2017/10/18

Channel: The Math Guy

.:: دروس تقوية || تقنيات عددية || الفاينل ج 6 || Interpolation // Lagrange ::.

Published: 2015/12/31

Channel: لجنة الميكانيك

Lecture: Polynomial Fits and Splines

Published: 2016/02/19

Channel: AMATH 301

Quadratic Lagrangian Interpolation: Example: Part 1 of 2

Published: 2010/03/17

Channel: numericalmethodsguy

Lagrange's Interpolation

Published: 2013/04/10

Channel: Chinmaya A.S.V

Lagrange Error Bound to Find Error when using Taylor Polynomials

Published: 2017/04/30

Channel: patrickJMT

Lagrangian Interpolation: Cubic Interpolation: Example: Part 1 of 2

Published: 2010/03/24

Channel: numericalmethodsguy

Error or Remainder of a Taylor Polynomial Approximation

Published: 2011/09/15

Channel: Khan Academy

Week 9 26 4 2D Lagrange polynomials

Published: 2014/09/10

Channel: Chao Yang

Lagrange Interpolating Polynomial on matlab part 1

Published: 2017/05/06

Channel: Anh Biện Tú

Taylor's Remainder Theorem - Finding the Remainder, Ex 1

Published: 2011/07/02

Channel: patrickJMT

Wild Linear Algebra 21: More bases of polynomial spaces

Published: 2011/03/21

Channel: njwildberger

MATLAB Help - Automatic Lagrange Polynomials

Published: 2015/09/22

Channel: Dr. Carlos Montalvo

Uniqueness of Interpolating Polynomial: Part 1 of 2

Published: 2009/03/11

Channel: numericalmethodsguy

Lagrange Interpolation - Dr. Fred Moxley

Published: 2015/02/18

Channel: Fmoxley3

MATLAB Help - Polynomial Interpolation

Published: 2014/11/12

Channel: Dr. Carlos Montalvo

lecture 5 , Part 2 Lagrange Interpolation Polynomial , Error In Interpolation - 1

Published: 2017/07/31

Channel: Numerical Analysis

Lagrange Error Bound

Published: 2012/05/27

Channel: MeteaCalcTutorials

Lagrange error bound for Maclaurin polynomial

Published: 2016/12/26

Channel: Khan Academy

Numerische Verfahren - Teil 3: Lagrange Interpolation

Published: 2015/08/11

Channel: www.tobilab.de

Lagrange Formula for Inverse Interpolation, IE Part 8

Published: 2016/07/24

Channel: IncTutorial Education

Using Lagrange Interpolation to find a Quadratic through 3 points

Published: 2016/07/17

Channel: MerrillMath

Numerical Analysis - Lagrange Interpolation [Using Calculator]

Published: 2017/03/14

Channel: Mahmood Saeed

Lagrange Error Bound 1

Published: 2014/01/16

Channel: ossmteach

lagrange interpolation using R programming language (code)

Published: 2017/04/19

Channel: Mayank Jain

5.2.5-Curve Fitting: Lagrange Interpolating Polynomials--Quadratic Interpolation

Published: 2013/09/20

Channel: Jacob Bishop

ch2 2: polynomial interpolation, Lagrange form. Wen Shen

Published: 2015/02/02

Channel: wenshenpsu

Lecture 10 - Error In Interpolation Polynomial

Published: 2008/01/19

Channel: nptelhrd

In numerical analysis, **Lagrange polynomials** are used for polynomial interpolation. For a given set of distinct points and numbers , the Lagrange polynomial is the polynomial of lowest degree that assumes at each point the corresponding value (i.e. the functions coincide at each point). The interpolating polynomial of the least degree is unique, however, and since it can be arrived at through multiple methods, referring to "the Lagrange polynomial" is perhaps not as correct as referring to "the Lagrange form" of that unique polynomial.

Although named after Joseph Louis Lagrange, who published it in 1795, the method was first discovered in 1779 by Edward Waring. It is also an easy consequence of a formula published in 1783 by Leonhard Euler.^{[1]}

Uses of Lagrange polynomials include the Newton–Cotes method of numerical integration and Shamir's secret sharing scheme in cryptography.

Lagrange interpolation is susceptible to Runge's phenomenon of large oscillation. And changing the points requires recalculating the entire interpolant, so it is often easier to use Newton polynomials instead.

Given a set of *k* + 1 data points

where no two are the same, the **interpolation polynomial in the Lagrange form** is a linear combination

of Lagrange basis polynomials

where . Note how, given the initial assumption that no two are the same, , so this expression is always well-defined. The reason pairs with are not allowed is that no interpolation function such that would exist; a function can only get one value for each argument . On the other hand, if also , then those two points would actually be one single point.

For all , includes the term in the numerator, so the whole product will be zero at :

On the other hand,

In other words, all basis polynomials are zero at , except , for which it holds that , because it lacks the term.

It follows that , so at each point , , showing that interpolates the function exactly.

The function *L*(*x*) being sought is a polynomial in of the least degree that interpolates the given data set; that is, assumes value at the corresponding for all data points :

Observe that:

- In there are
*k*factors in the product and each factor contains one*x*, so*L*(*x*) (which is a sum of these*k*-degree polynomials) must also be a*k*-degree polynomial.

We consider what happens when this product is expanded. Because the product skips , if then all terms are (except where , but that case is impossible, as pointed out in the definition section—in that term, , and since , , contrary to ). Also if then since does not preclude it, one term in the product **will** be for , i.e. , zeroing the entire product. So

where is the Kronecker delta. So:

Thus the function *L*(*x*) is a polynomial with degree at most *k* and where .

Additionally, the interpolating polynomial is unique, as shown by the unisolvence theorem at the polynomial interpolation article.

Solving an interpolation problem leads to a problem in linear algebra amounting to inversion of a matrix. Using a standard monomial basis for our interpolation polynomial , we must invert the Vandermonde matrix to solve for the coefficients of . By choosing a better basis, the Lagrange basis, , we merely get the identity matrix, , which is its own inverse: the Lagrange basis automatically *inverts* the analog of the Vandermonde matrix.

This construction is analogous to the Chinese Remainder Theorem. Instead of checking for remainders of integers modulo prime numbers, we are checking for remainders of polynomials when divided by linears.

We wish to interpolate *ƒ*(*x*) = *x*^{2} over the range 1 ≤ *x* ≤ 3, given these three points:

The interpolating polynomial is:

We wish to interpolate *ƒ*(*x*) = *x*^{3} over the range 1 ≤ *x* ≤ 3, given these three points:

The interpolating polynomial is:

The Lagrange form of the interpolation polynomial shows the linear character of polynomial interpolation and the uniqueness of the interpolation polynomial. Therefore, it is preferred in proofs and theoretical arguments. Uniqueness can also be seen from the invertibility of the Vandermonde matrix, due to the non-vanishing of the Vandermonde determinant.

But, as can be seen from the construction, each time a node *x*_{k} changes, all Lagrange basis polynomials have to be recalculated. A better form of the interpolation polynomial for practical (or computational) purposes is the barycentric form of the Lagrange interpolation (see below) or Newton polynomials.

Lagrange and other interpolation at equally spaced points, as in the example above, yield a polynomial oscillating above and below the true function. This behaviour tends to grow with the number of points, leading to a divergence known as Runge's phenomenon; the problem may be eliminated by choosing interpolation points at Chebyshev nodes.^{[2]}

The Lagrange basis polynomials can be used in numerical integration to derive the Newton–Cotes formulas.

Using

we can rewrite the Lagrange basis polynomials as

or, by defining the *barycentric weights*^{[3]}

we can simply write

which is commonly referred to as the *first form* of the barycentric interpolation formula.

The advantage of this representation is that the interpolation polynomial may now be evaluated as

which, if the weights have been pre-computed, requires only operations (evaluating and the weights ) as opposed to for evaluating the Lagrange basis polynomials individually.

The barycentric interpolation formula can also easily be updated to incorporate a new node by dividing each of the , by and constructing the new as above.

We can further simplify the first form by first considering the barycentric interpolation of the constant function :

Dividing by does not modify the interpolation, yet yields

which is referred to as the *second form* or *true form* of the barycentric interpolation formula. This second form has the advantage that need not be evaluated for each evaluation of .

When interpolating a given function *f* by a polynomial of degree n at the nodes *x*_{0},...,*x*_{n} we get the remainder which can be expressed as ^{[4]}

where is the notation for divided differences. Alternatively, the remainder can be expressed as a contour integral in complex domain as

The remainder can be bound as

The ^{th} derivatives of the lagrange polynomial can be written as

- .

For the first derivative, the coefficients are given by

and for the second derivative

- .

Through recursion, one can compute formulas for higher derivatives.

The Lagrange polynomial can also be computed in finite fields. This has applications in cryptography, such as in Shamir's Secret Sharing scheme.

- Neville's algorithm
- Newton form of the interpolation polynomial
- Bernstein polynomial
- Carlson's theorem
- Lebesgue constant (interpolation)
- The Chebfun system
- Table of Newtonian series
- Frobenius covariant
- Sylvester's formula

**^**Meijering, Erik (2002), "A chronology of interpolation: from ancient astronomy to modern signal and image processing",*Proceedings of the IEEE*,**90**(3): 319–342, doi:10.1109/5.993400.**^**Quarteroni, Alfio; Saleri, Fausto (2003),*Scientific Computing with MATLAB*, Texts in computational science and engineering,**2**, Springer, p. 66, ISBN 9783540443636.**^**Jean-Paul Berrut & Lloyd N. Trefethen (2004). "Barycentric Lagrange Interpolation".*SIAM Review*.**46**(3): 501–517. doi:10.1137/S0036144502417715.**^**Abramowitz and Stegun, "Handbook of Mathematical Functions," p.878

- Hazewinkel, Michiel, ed. (2001) [1994], "Lagrange interpolation formula",
*Encyclopedia of Mathematics*, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4 - ALGLIB has an implementations in C++ / C# / VBA / Pascal.
- GSL has a polynomial interpolation code in C
- SO has a MATLAB example that demonstrates the algorithm and recreates the first image in this article
- Lagrange Method of Interpolation — Notes, PPT, Mathcad, Mathematica, MATLAB, Maple at Holistic Numerical Methods Institute
- Lagrange interpolation polynomial on www.math-linux.com
- Weisstein, Eric W. "Lagrange Interpolating Polynomial".
*MathWorld*. - Estimate of the error in Lagrange Polynomial Approximation at ProofWiki
- Dynamic Lagrange interpolation with JSXGraph
- Numerical computing with functions: The Chebfun Project
- Excel Worksheet Function for Bicubic Lagrange Interpolation
- Lagrange polynomials in Python

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