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Home » GATE Study Material » Mathematics » Numerical Analysis » Interpolation and Polynomial Approximation » Lagrange Polynomials

Lagrange Polynomials

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Lagrange Polynomials

Lagrange Polynomials

 

Background.

    We have seen how to expand a function  [Graphics:Images/LagrangePolyMod_gr_1.gif] in a Maclaurin polynomial about [Graphics:Images/LagrangePolyMod_gr_2.gif] involving the powers [Graphics:Images/LagrangePolyMod_gr_3.gif] and a Taylor polynomial about [Graphics:Images/LagrangePolyMod_gr_4.gif] involving the powers [Graphics:Images/LagrangePolyMod_gr_5.gif].  The Lagrange polynomial of degree [Graphics:Images/LagrangePolyMod_gr_6.gif] passes through the [Graphics:Images/LagrangePolyMod_gr_7.gif] points  [Graphics:Images/LagrangePolyMod_gr_8.gif]  for  [Graphics:Images/LagrangePolyMod_gr_9.gif]  and were investigated by the mathematician Joseph-Louis Lagrange (1736-1813).   

Theorem ( Lagrange Polynomial ).  Assume that  [Graphics:Images/LagrangePolyMod_gr_10.gif] and  [Graphics:Images/LagrangePolyMod_gr_11.gif] for  [Graphics:Images/LagrangePolyMod_gr_12.gif]  are distinct  values.  Then

    [Graphics:Images/LagrangePolyMod_gr_13.gif],
    
where [Graphics:Images/LagrangePolyMod_gr_14.gif] is a polynomial that can be used to approximate  [Graphics:Images/LagrangePolyMod_gr_15.gif],

    [Graphics:Images/LagrangePolyMod_gr_16.gif]  

and we write  

    [Graphics:Images/LagrangePolyMod_gr_17.gif].

The Lagrange polynomial goes through the [Graphics:Images/LagrangePolyMod_gr_18.gif] points  [Graphics:Images/LagrangePolyMod_gr_19.gif],  i.e.

    [Graphics:Images/LagrangePolyMod_gr_20.gif]    for   [Graphics:Images/LagrangePolyMod_gr_21.gif].  

The remainder term  [Graphics:Images/LagrangePolyMod_gr_22.gif] has the form

    [Graphics:Images/LagrangePolyMod_gr_23.gif],

for some value [Graphics:Images/LagrangePolyMod_gr_24.gif] that lies in the interval [Graphics:Images/LagrangePolyMod_gr_25.gif].  

 

    The cubic curve in the figure below illustrates a Lagrange polynomial of degree n = 3, which passes through the four points [Graphics:Images/LagrangePolyMod_gr_26.gif] for  [Graphics:Images/LagrangePolyMod_gr_27.gif].  
    

[Graphics:Images/LagrangePolyMod_gr_28.gif]

[Graphics:Images/LagrangePolyMod_gr_29.gif] [Graphics:Images/LagrangePolyMod_gr_30.gif] [Graphics:Images/LagrangePolyMod_gr_31.gif]

Theorem.  (Error Bounds for Lagrange Interpolation, Equally Spaced Nodes)  Assume that  [Graphics:Images/LagrangePolyMod_gr_32.gif]  defined on [Graphics:Images/LagrangePolyMod_gr_33.gif],  which contains the equally spaced nodes  [Graphics:Images/LagrangePolyMod_gr_34.gif].  Additionally, assume that    [Graphics:Images/LagrangePolyMod_gr_35.gif]  and the derivatives of  [Graphics:Images/LagrangePolyMod_gr_36.gif]  up to the order  [Graphics:Images/LagrangePolyMod_gr_37.gif]  are continuous and bounded on the special subintervals  [Graphics:Images/LagrangePolyMod_gr_38.gif], [Graphics:Images/LagrangePolyMod_gr_39.gif], [Graphics:Images/LagrangePolyMod_gr_40.gif], [Graphics:Images/LagrangePolyMod_gr_41.gif], and [Graphics:Images/LagrangePolyMod_gr_42.gif], respectively;  that is,

    [Graphics:Images/LagrangePolyMod_gr_43.gif],  

for  [Graphics:Images/LagrangePolyMod_gr_44.gif].  The error terms corresponding to these three cases have the following useful bounds on their magnitude  

(i).    [Graphics:Images/LagrangePolyMod_gr_45.gif][Graphics:Images/LagrangePolyMod_gr_46.gif]   is valid for  [Graphics:Images/LagrangePolyMod_gr_47.gif],  

(ii).    [Graphics:Images/LagrangePolyMod_gr_48.gif][Graphics:Images/LagrangePolyMod_gr_49.gif]   is valid for  [Graphics:Images/LagrangePolyMod_gr_50.gif],  

(iii).    [Graphics:Images/LagrangePolyMod_gr_51.gif][Graphics:Images/LagrangePolyMod_gr_52.gif]   is valid for  [Graphics:Images/LagrangePolyMod_gr_53.gif],  

(iv).    [Graphics:Images/LagrangePolyMod_gr_54.gif][Graphics:Images/LagrangePolyMod_gr_55.gif]   is valid for  [Graphics:Images/LagrangePolyMod_gr_56.gif],  

(v).    [Graphics:Images/LagrangePolyMod_gr_57.gif][Graphics:Images/LagrangePolyMod_gr_58.gif]   is valid for  [Graphics:Images/LagrangePolyMod_gr_59.gif].  

 

 

Algorithm ( Lagrange Polynomial ).  To construct the Lagrange polynomial  

    [Graphics:Images/LagrangePolyMod_gr_60.gif]  
    
of degree [Graphics:Images/LagrangePolyMod_gr_61.gif],  based on the [Graphics:Images/LagrangePolyMod_gr_62.gif] points [Graphics:Images/LagrangePolyMod_gr_63.gif] for  [Graphics:Images/LagrangePolyMod_gr_64.gif].  The Lagrange coefficient polynomials  [Graphics:Images/LagrangePolyMod_gr_65.gif]  for degree [Graphics:Images/LagrangePolyMod_gr_66.gif] are:  

    [Graphics:Images/LagrangePolyMod_gr_67.gif]  for  [Graphics:Images/LagrangePolyMod_gr_68.gif].

 

 

You can use the first Mathematica subroutine that does things in the "traditional way" or you are welcome to use the second subroutine that illustrates  "Object Oriented Programming."  

Mathematica Subroutine (Lagrange Polynomial). Traditional programming.

[Graphics:Images/LagrangePolyMod_gr_69.gif]

The above algorithm is sufficient for understanding and/or constructing the Lagrange polynomial.  

Object Oriented Programming.  Welcome to the brave new world of "Object Oriented Programming."  Use the following Mathematica subroutine which is "programmed" using the "mathematical objects"  [Graphics:Images/LagrangePolyMod_gr_70.gif].  Templates for the objects are located by going to "File" then select "Palettes", then select "BasicInput."  

Mathematica Subroutine (Lagrange Polynomial). Object oriented programming.

[Graphics:Images/LagrangePolyMod_gr_71.gif]

Mathematica Subroutine (Lagrange Polynomial). Compact object oriented programming.

[Graphics:Images/LagrangePolyMod_gr_72.gif]



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