Interpolation and Polynomial Approximation

Mg. Dennis Quispe Sánchez

March 19, 2024

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Outline

1 Introduction

2 Weierstrass Approximation Theorem

3 Lagrange Polynomial

4 Newton Polynomial
Divided Dierences

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Introduction

One of the most useful and well-known classes of functions mapping the
set of real numbers into itself is the algebraic polynomials, the set of
functions of the form
Pn (x) = an x n + an−1 x n−1 + · · · + a1 x + a0 ,

where n is a nonnegative integer and a0 , . . . , an are real constants. One

reason for their importance is that they uniformly approximate continuous
functions. By this we mean that given any function, dened and
continuous on a closed and bounded interval, there exists a polynomial that
is as "close" to the given function as desired. This result is expressed
precisely in the Weierstrass Approximation Theorem.

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Introduction

Figure: Approximation Theorem.

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Theorem 1
Suppose f is dened and continuous on [a, b]. For each ε > 0, there exists
a polynomial P(x) with the property that
|f (x) − P(x)| < ε,

for all x in [a, b]. The proof of this theorem can be found in most
elementary texts on real analysis.

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Consider the construction of a polynomial of degree at most n that passes
through the n + 1 points
(x0 , f (x0 )), (x1 , f (x1 )), . . . , (xn , f (xn )).

In this case, we rst construct, for each k = 0, 1, . . . , n, a function Lnk (x)

with the property that Lnk (xi ) = 0 when i ̸= k and Lnk (xk ) = 1. To satisfy
Lnk (xi ) = 0 for each i ̸= k requires that the numerator of Lnk (x) contain the
term
(x − x0 )(x − x1 ) · · · (x − xk−1 )(x − xk+1 ) · · · (x − xn ).
To satisfy Lnk (xk ) = 1, the denominator of Lnk (x) must be this same term
but evaluated at x = xk . Thus,
(x − x0 )(x − x1 ) · · · (x − xk−1 )(x − xk+1 ) · · · (x − xn )
Lnk (x) = .
(xk − x0 )(xk − xk−1 )(xk − xk+1 ) · · · (xk − xn )

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 Figure: Graph of a typical Lnk (x) (when n is even).

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The interpolating polynomial is easily described once the form of Lnk is
known. This polynomial, called the n-th Lagrange interpolating polynomial,
is dened in the following theorem:
Theorem 2 (1795)
If x0 , x1 , . . . , xn are n + 1 distinct numbers and f is a function whose values
are given at these numbers, then a unique polynomial P(x) of degree at
most n exists with f (xk ) = P(xk ), for each k = 0, 1, . . . , n. This
polynomial is given by
n
X
P(x) = f (x0 )Ln,0 (x) + · · · + f (xn )Ln,n (x) = f (xk )Ln,k (x),
k=0

where, for each k = 0, 1, . . . , n,

(x − x0 )(x − x1 ) · · · (x − xk−1 )(x − xk+1 ) · · · (x − xn )
Ln,k (x) = .
(xk − x0 )(xk − x1 )(xk − xk−1 )(xk − xk+1 ) · · · (xk − xn )

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Example 1
(a) Use the numbers (called nodes) x0 = 2, x1 = 2.75, and x2 = 4 to nd
the second Lagrange interpolating polynomial for f (x) = x1 .
(b) Use this polynomial to approximate f (3) = 13 .

Solution
(a) We rst determine the coecient polynomials L0 (x), L1 (x), and L2 (x).
In nested form, they are
(x − 2.75)(x − 4) 2
L0 (x) = = (x − 2.75)(x − 4),
(2 − 2.75)(2 − 4) 3
(x − 2)(x − 4) 16
L1 (x) = = − (x − 2)(x − 4),
(2.75 − 2)(2.75 − 4) 15
and
(x − 2)(x − 2.75) 2
L2 (x) = = (x − 2)(x − 2.75).
(4 − 2)(4 − 2.75) 5
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Solution
También, dado que f (x0 ) = 12 , f (x1 ) = 4
11 , y f (x2 ) = 14 , podemos calcular
el polinomio interpolante P(x) como:
2
X
P(x) = f (xk )Lk (x) = f (x0 )L0 (x) + f (x1 )L1 (x) + f (x2 )L2 (x),
k=0

Sustituyendo los valores dados de f (x0 ), f (x1 ), y f (x2 ) junto con sus
respectivos polinomios Lk (x) en la ecuación, obtenemos:

1 64 1
P(x) = (x − 2.75)(x − 4) − (x − 2)(x − 4) + (x − 2)(x − 2.75).
3 165 10
Simplicando esta expresión, obtenemos:
1 2 35 49
P(x) = x − x+ .
22 88 44
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 1
(b) An approximation to f (3) = 3 (see Figure 3.6) is
9 105 49
f (3) ≈ P(3) = − + = 0.32955.
22 88 44

Figure: Example 1

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 Lagrange interpolating polynomial

1 def calculate_Lk ( nodes , k , x ) :

2 numerator = 1
3 denominator = 1
4 for i in range ( len ( nodes ) ) :
5 if i != k :
6 numerator *= ( x - nodes [ i ])
7 denominator *= ( nodes [ k ] - nodes [ i ])
8 return numerator / denominator
9

10 def calculate_polynomial ( nodes , values , x ) :

11 polynomial = 0
12 for k in range ( len ( nodes ) ) :
13 Lk = calculate_Lk ( nodes , k , x )
14 polynomial += values [ k ] * Lk
15 return polynomial

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Simulation

Figure: Results.

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Theorem 3
Suppose x0 , x1 , . . . , xn are distinct numbers in the interval [a, b] and
f ∈ C n+1 [a, b]. Then, for each x in [a, b], a number ξ(x) (generally
unknown) between min{x0 , x1 , . . . , xn } and max{x0 , x1 , . . . , xn } and hence
in (a, b), exists with
f (n+1) (ξ(x))
f (x) = P(x) + (x − x0 )(x − x1 ) · · · (x − xn ),
(n + 1)!

where P(x) is the interpolating polynomial given in Theorem 2.

The error formula in Theorem 3 is an important theoretical result because
Lagrange polynomials are used extensively for deriving numerical
dierentiation and integration methods. Error bounds for these techniques
are obtained from the Lagrange error formula.

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Example 2

In Example 1, we found the second Lagrange polynomial for f (x) = x1 on

[2, 4] using the nodes x0 = 2, x1 = 2.75, and x2 = 4. Determine the error
formula for this polynomial and the maximum error when the polynomial is
used to approximate f (x) for x ∈ [2, 4].

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Solution: Because f (x) = x −1 , we have f ′ (x) = −x −2 , f ′′ (x) = 2x −3 , and
f ′′′ (x) = −6x −4 . As a consequence, the second Lagrange polynomial has
the error form:
f ′′′ (ξ(x)) (ξ(x))−4
(x −x0 )(x −x1 )(x −x2 ) = − (x − 2)(x − 2.75)(x − 4), for
3! 16
(ξ(x))−4 1
ξ(x) ∈ (2, 4) The maximum value of on the interval is 16
16 . We now
need to determine the maximum value on this interval of the absolute value
of the polynomial:
35 2 7
g (x) = (x − 2)(x − 2.75)(x − 4) = x 3 − x + x − 22.
4 4

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Because
35 2 49 35 49 1
 
Dx x − x + x − 22 = 3x 2 − x +
3
= (3x − 7)(2x − 7),
4 2 2 2 2
the critical points occur at x = 73 with g (7/3) = 25/108 and x = 7
2 with
g (7/2) = −9/16. Hence, the maximum error is

f ′′′ (ξ(x)) 1 −9 9
|(x − x0 )(x − x1 )(x − x2 )| ≤ = ≤ 0.03515625.
3! 16 16 256

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Divided Dierences

Suppose that Pn (x) is the n-th interpolating polynomial that agrees with
the function f at the distinct numbers x0 , x1 , . . . , xn . Although this
polynomial is unique, there are alternate algebraic representations that are
useful in certain situations. The divided dierences of f with respect to
x0 , x1 , . . . , xn are used to express Pn (x) in the form:

Pn (x) = a0 +a1 (x−x0 )+a2 (x−x0 )(x−x1 )+. . .+an (x−x0 )(x−x1 ) · · · (x−xn−1 ),

for appropriate constants a0 , a1 , . . . , an . To determine the rst of these

constants, a0 , note that if evaluating Pn (x) at x0 leaves only the constant
term a0 ; that is,
a0 = Pn (x0 ) = f (x0 ).

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Similarly, when P(x) is evaluated at x1 , the only nonzero terms in the
evaluation of Pn (x1 ) are the constant and linear terms,
f (x0 ) + a1 (x1 − x0 ) = Pn (x1 ) = f (x1 ),

so
f (x1 ) − f (x0 )
a1 = .
x1 − x0
The zeroth divided dierence of the function f with respect to xi , denoted
f [xi ], is simply the value of f at xi , denoted as f (xi ), given by:

f [xi ] = f (xi ).

The remaining divided dierences are dened recursively; the rst divided
dierence of f with respect to xi and xi+1 is denoted f [xi , xi+1 ] and
dened as:
f [xi+1 ] − f [xi ]
f [xi , xi+1 ] = , xi+1 ̸= xi .
xi+1 − xi

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The second divided dierence, f [xi , xi+1 , xi+2 ], is dened as:
f [xi+1 , xi+2 ] − f [xi , xi+1 ]
f [xi , xi+1 , xi+2 ] = .
xi+2 − xi

Similarly, after the (k − 1)-st divided dierences,

f [xi , xi+1 , xi+2 , . . . , xi+k−1 ] and f [xi+1 , xi+2 , . . . , xi+k ], have been
determined, the k -th divided dierence relative to xi , xi+1 , xi+2 , . . . , xi+k is:
f [xi+1 , xi+2 , . . . , xi+k ] − f [xi , xi+1 , xi+2 , . . . , xi+k−
f [xi , xi+1 , xi+2 , . . . , xi+k ] =
xi+k − xi

The process ends with the single n-th divided dierence:

f [x1 , x2 , . . . , xn ] − f [x0 , x1 , . . . , xn−1 ]
f [x0 , x1 , . . . , xn ] = .
xn − x0

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We can write a1 = f [x0 , x1 ], just as a0 can be expressed as f [x0 ] = f [x0 ].
Hence, the interpolating polynomial is:
Pn (x) = f [x0 ] + f [x0 , x1 ](x − x0 ) + · · · + an (x − x0 )(x − x1 ) · · · (x − xn−1 ).

As might be expected from the evaluation of a0 and a1 , the required

constants are:
ak = f [x0 , x1 , x2 , . . . , xk ],
for each k = 0, 1, . . . , n. So, Pn (x) can be rewritten in a form called
Newton's Divided-Dierence:
n
X
Pn (x) = f [x0 ] + f [x0 , x1 , . . . , xk ](x − x0 )(x − x1 ) · · · (x − xk−1 ).
k=1

The value of f [x0 , x1 , . . . , xk ] is independent of the order of the numbers

x0 , x1 , . . . , xk .

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Divided Dierences

Figure: Table: Divided Dierences.

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Newton Divided Dierences Formula

To obtain the divided-dierence coecients of the interpolatory polynomial

P on the (n + 1) distinct numbers x0 , x1 , . . . , xn for the function f :
INPUT: numbers x0 , x1 , . . . , xn ; values f (x0 ), f (x1 ), . . . , f (xn ) as
F0,0 , F1,0 , . . . , Fn,0 .
OUTPUT: the numbers F0,0 , F1,1 , . . . , Fn,n where
n
X i−1
Y
Pn (x) = F0,0 + Fi,i (x − xj )
i=1 j=0

Step 1: For i = 1, 2, . . . , n
For j = 1, 2, . . . , i
Set Fi,j = Fi,j−1 −Fi−1,j−1
xi −xi−j (where Fi,j = [xi , xi−1 , . . . , xi−j ]).
Step 2: OUTPUT (F0,0 , F1,1 , . . . , Fn,n ); STOP.

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Example2

Complete the divided dierence table for the data in the Table, and
construct the interpolating polynomial that uses all these data.

Figure: Table 1: Data.

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Solution: The rst divided dierence involving x0 and x1 is
f [x1 ] − f [x0 ] 0.6200860 − 0.7651977
f [x0 , x1 ] = = = −0.4837057.
x1 − x0 1.3 − 1.0
The remaining rst divided dierences are found in a similar manner and
are shown in the fourth column in Table 2

Figure: Table 2: Divided Dierences.

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The second divided dierence involving x0 , x1 , and x2 is
f [x1 , x2 ] − f [x0 , x1 ] −0.5489460 − (−0.4837057)
f [x0 , x1 , x2 ] = = =
x2 − x0 1.6 − 1.0
−0.1087339. The remaining second divided dierences are shown in the
5th column of Table 2.
The third divided dierence involving x0 , x1 , x2 , and x3 and the fourth
divided dierence involving all the data points are, respectively,
f [x1 , x2 , x3 ] − f [x0 , x1 , x2 ] −0.0494433 − (−0.1087339)
f [x0 , x1 , x2 , x3 ] = =
x3 − x0 1.9 − 1.0
= 0.0658784 and
f [x1 , x2 , x3 , x4 ] − f [x0 , x1 , x2 , x3 ] 0.0680685 − 0.06587
f [x0 , x1 , x2 , x3 , x4 ] = =
x4 − x0 2.2 − 1.0
= 0.0018251

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 Figure: Code in Pyhton.

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 Figure: Results.

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