Theory of Approximation and Splines-I

Lecture-1

Basic Concepts of Interpolation:

A census of the population of the United States is taken every 10 years. The
following table lists the population, in thousands of people, from 1950 to 2000, and
the data are also represented in the figure.

Year Population (in thousands)

1950 151326
1960 179323
1970 203302
1980 226542
1990 249633
2000 281422

In reviewing these data, we might ask whether they could be used to provide a
reasonable estimate of the population, say, in 1975 or even in the year 2020.
Predictions of this type can be obtained by using a function that fits the given data.
This process is called interpolation.

Lagrange Interpolation Polynomials

The problem of determining a polynomial of degree one that passes through the
distinct points (𝑥𝑜 , 𝑦𝑜 ) and (𝑥1 , 𝑦1 ) is the same as approximating a function 𝑓 for
which 𝑓(𝑥𝑜 ) = 𝑦𝑜 and 𝑓(𝑥1 ) = 𝑦1 by means of a first degree polynomial
interpolating, or agreeing with, the values of 𝑓 at the given points. Using the
polynomial for approximation within the interval given by the end points is called
polynomial interpolation.
𝑥 − 𝑥1 𝑥 − 𝑥𝑜
𝑃(𝑥) = 𝑦𝑜 + 𝑦
𝑥𝑜 − 𝑥1 𝑥1 − 𝑥𝑜 1

𝑃(𝑥) = 𝐿𝑜 (𝑥)𝑦𝑜 + 𝐿1 (𝑥)𝑦1

Note that 𝐿𝑜 (𝑥𝑜 ) = 1, 𝐿𝑜 (𝑥1 ) = 0 and 𝐿1 (𝑥𝑜 ) = 0, 𝐿1 (𝑥1 ) = 1 which implies that
𝑃(𝑥𝑜 ) = 𝑦𝑜 and 𝑃(𝑥1 ) = 𝑦1 . So 𝑃(𝑥) is the unique polynomial of degree at most
one that passes through (𝑥𝑜 , 𝑦𝑜 ) and (𝑥1 , 𝑦1 ). So we can say that 𝑃 is interpolating
these two points.

Example 2:

Construct a polynomial which interpolate the following data set

𝒙 𝒇(𝒙)
𝑥𝑜 𝑦𝑜
𝑥1 𝑦1
𝑥2 𝑦2
Solution: The Lagrange interpolation polynomial for given data can be constructed
as:
(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) (𝑥 − 𝑥𝑜 )(𝑥 − 𝑥2 ) (𝑥 − 𝑥𝑜 )(𝑥 − 𝑥1 )
𝑃(𝑥) = 𝑦𝑜 + 𝑦1 + 𝑦 .
(𝑥𝑜 − 𝑥1 )(𝑥𝑜 − 𝑥2 ) (𝑥1 − 𝑥𝑜 )(𝑥1 − 𝑥2 ) (𝑥2 − 𝑥𝑜 )(𝑥2 − 𝑥1 ) 2

It is clear that 𝑃(𝑥𝑜 ) = 𝑦𝑜 , 𝑃(𝑥1 ) = 𝑦1 and 𝑃(𝑥2 ) = 𝑦2 .

Example 3:

Determine the linear Lagrange interpolating polynomial that passes through the
points (2,4) and (5,1).

Solution.

In this case we have,

𝑥−5 𝑥−5 1
𝐿𝑜 (𝑥) = = = − (𝑥 − 5)
2−5 −3 3
𝑥−2 1
𝐿1 (𝑥) = = (𝑥 − 2).
5−2 3
So the Lagrange interpolation polynomial is
4 1
𝑃(𝑥) = 4𝐿𝑜 (𝑥) + 𝐿1 (𝑥) = − (𝑥 − 5) + (𝑥 − 2)
3 3
1 1
= (−4𝑥 + 20 + 𝑥 − 2) = (−3𝑥 + 18).
3 3
Lagrange Interpolation Polynomial

To generalize the concept of linear interpolation, consider the construction of a

polynomial of degree at most 𝑛 that passes through the 𝑛 + 1 points

(𝑥𝑜 , 𝑓(𝑥𝑜 )), (𝑥1 , 𝑓(𝑥1 )), … , (𝑥𝑛 , 𝑓(𝑥𝑛 )).

In this case we first construct the functions 𝐿𝑛,𝑘 (𝑥), for each 𝑘 = 0,1,2, … , 𝑛 with
the property that 𝐿𝑛,𝑘 (𝑥𝑖 ) = 0 when 𝑖 ≠ 𝑘 and 𝐿𝑛,𝑘 (𝑥𝑘 ) = 1. To satisfy 𝐿𝑛,𝑘 (𝑥𝑖 ) =
0 for 𝑖 ≠ 𝑘 requires the numerator of 𝐿𝑛,𝑘 (𝑥) contain the term

(𝑥 − 𝑥𝑜 )(𝑥 − 𝑥1 ) … (𝑥 − 𝑥𝑘−1 )(𝑥 − 𝑥𝑘+1 ) … (𝑥 − 𝑥𝑛 ).

To satisfy 𝐿𝑛,𝑘 (𝑥𝑘 ) = 1 for 𝑖 ≠ 𝑘, the denominator must be the same term but
evaluated at 𝑥 = 𝑥𝑘 . This

(𝑥𝑘 − 𝑥𝑜 )(𝑥𝑘 − 𝑥1 ) … (𝑥𝑘 − 𝑥𝑘−1 )(𝑥𝑘 − 𝑥𝑘+1 ) … (𝑥𝑘 − 𝑥𝑛 ).

Thus,
(𝑥 − 𝑥𝑜 )(𝑥 − 𝑥1 ) … (𝑥 − 𝑥𝑘−1 )(𝑥 − 𝑥𝑘+1 ) … (𝑥 − 𝑥𝑛 )
𝐿𝑛,𝑘 (𝑥) =
(𝑥𝑘 − 𝑥𝑜 )(𝑥𝑘 − 𝑥1 ) … (𝑥𝑘 − 𝑥𝑘−1 )(𝑥𝑘 − 𝑥𝑘+1 ) … (𝑥𝑘 − 𝑥𝑛 )
𝑛
(𝑥 − 𝑥𝑖 )
𝐿𝑛,𝑘 (𝑥) = ∏ .
(𝑥𝑘 − 𝑥𝑖 )
𝑖=0
𝑖≠𝑘

The 𝑛𝑡ℎ Lagrange interpolating polynomial is given as

𝑓(𝑥) = 𝐿𝑛,0 (𝑥)𝑓(𝑥𝑜 ) + 𝐿𝑛,1 (𝑥)𝑓(𝑥1 ) + ⋯ + 𝐿𝑛,𝑛 (𝑥)𝑓(𝑥𝑛 )

where
𝑛
(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) … (𝑥 − 𝑥𝑛 ) (𝑥 − 𝑥𝑖 )
𝐿𝑛,0 (𝑥) = =∏
(𝑥𝑜 − 𝑥1 )(𝑥𝑜 − 𝑥2 ) … (𝑥𝑜 − 𝑥𝑛 ) (𝑥0 − 𝑥𝑖 )
𝑖=1
𝑛
(𝑥 − 𝑥𝑜 )(𝑥 − 𝑥2 ) … (𝑥 − 𝑥𝑛 ) (𝑥 − 𝑥𝑖 )
𝐿𝑛,1 (𝑥) = =∏
(𝑥1 − 𝑥𝑜 )(𝑥1 − 𝑥2 ) … (𝑥1 − 𝑥𝑛 ) (𝑥1 − 𝑥𝑖 )
𝑖=0
𝑖≠1

⋮
 𝑛−1
(𝑥 − 𝑥𝑜 )(𝑥 − 𝑥1 ) … (𝑥 − 𝑥𝑛−1 ) (𝑥 − 𝑥𝑖 )
𝐿𝑛,𝑛 (𝑥) = =∏ .
(𝑥𝑛 − 𝑥𝑜 )(𝑥𝑛 − 𝑥1 ) … (𝑥𝑛 − 𝑥𝑛−1 ) (𝑥𝑛 − 𝑥𝑖 )
𝑖=0

In short,
𝑛 𝑛 𝑛−1
(𝑥 − 𝑥𝑖 ) (𝑥 − 𝑥𝑖 ) (𝑥 − 𝑥𝑖 )
𝑓(𝑥) = ∏ 𝑓(𝑥𝑜 ) + ∏ 𝑓(𝑥1 ) + ⋯ + ∏ 𝑓(𝑥𝑛 ).
(𝑥0 − 𝑥𝑖 ) (𝑥1 − 𝑥𝑖 ) (𝑥𝑛 − 𝑥𝑖 )
𝑖=1 𝑖=0 𝑖=0
𝑖≠1

We can also write 𝐿𝑘 (𝑥) instead of 𝐿𝑛,𝑘 (𝑥) when there is no confusion as to its
degree.

Example 4

Construct the Lagrange interpolation polynomial that passes through the given data
points.

𝒙 𝒇(𝒙)
𝑥𝑜 𝑦𝑜
𝑥1 𝑦1
𝑥2 𝑦2
𝑥3 𝑦3
Example 5

a) Use the numbers 𝑥𝑜 = 2, 𝑥1 = 2.75, 𝑥2 = 4 to find the second Lagrange

1
interpolating polynomial for 𝑓(𝑥) = .
𝑥
1
b) Use this polynomial to approximate 𝑓(3) = .
3

Example 6

Construct the Lagrange interpolating polynomials for the following functions:

a) 𝑓(𝑥) = cos 𝑥 + sin 𝑥, 𝑥𝑜 = 0, 𝑥1 = 0.25, 𝑥2 = 0.5, 𝑥3 = 1

b) 𝑓(𝑥) = sin(ln 𝑥), 𝑥𝑜 = 1, 𝑥1 = 1.1, 𝑥2 = 1.3, 𝑥3 = 1.4.