Lagrange’s Interpolation Method

P. Sam Johnson

December 30, 2019

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Overview

One of the basic ideas in Mathematics is that of a function and most

useful tool of numerical analysis is interpolation.

According to Thiele (a numerical analyst), “Interpolation is the art of

reading between the lines of the table.”

Broadly speaking, interpolation is the problem of obtaining the value of a

function for any given functional information about it.

Interpolation technique is used in various disciplines like economics,

business, population studies, price determination etc. It is used to fill in
the gaps in the statistical data for the sake of continuity of information.

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Overview

The concept of interpolation is the selection of a function p(x) from a

given class of functions in such a way that the graph of

y = p(x)

passes through a finite set of given data points. The function p(x) is
known as the interpolating function or smoothing function.

If p(x) is a polynomial, then it is called the interpolating polynomial and

the process is called the polynomial interpolation.

Similarly, if p(x) is a finite trigonometric series, we have trigonometric

interpolation. But we restrict the interpolating function p(x) to
being a polynomial.

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Overview

The study of interpolation is based on the calculus of finite differences.

Polynomial interpolation theory has a number of important uses. Its

primary uses is to furnish some mathematical tools that are used in
developing methods in the areas of approximation theory, numerical
integration, and the numerical solution of differential equations.

We discuss Lagrange’s formula and error bounds in two lectures.

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Lagrange Interpolating 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
(x0 , y0 ), (x1 , y1 ), . . . , (xn , yn ).

In this case we need to construct, for each k = 0, 1, 2, . . . , n, a function

Lk (x) (called Lagrange basis, also called the 
nth Lagrange interpolating
0 when i 6= k
polynomial) with the property that Lk (xi ) = hence
1 when i = k
n
Y (x − xi )
Lk (x) = .
(xk − xi )
i=0
i6=k

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Lagrange Interpolating Polynomial

The interpolating polynomial is easily described once the form of Lk is

known, by the following theorem.
Theorem
If n + 1 points (x0 , y0 ), (x1 , y1 ), . . . , (xn , yn ) are given, then a unique
polynomial pn (x) of degree at most n exists with f (xk ) = pn (xk ) for each
k = 0, 1, . . . , n. This polynomial is given by
n
X
pn (x) = f (xk )Lk (x).
k=0

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Graphs of Lagrange Interpolating Polynomials

Given 5 points (x0 , y0 ), (x1 , y1 ), . . . , (x4 , y4 ), a sketch of the graph of a

typical Lk is shown in the following figure.

Note how each basis polynomial has a value of 1 for x = xk (0 ≤ k ≤ 4),

and a value of 0 at all other locations.

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Example

Simply multiplying each basis with the corresponding sample value, and
adding them all up yields the interpolating polynomial
4
X
p(x) = f (xk )Lk (x).
k=0

The 5 weighted polynomials are Lk (x)f (xk ) (0 ≤ k ≤ 4) and their sum

(red line) is the interpolating polynomial p(x) (red line) which is shown in
the following figure.

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How to calculate error bound?

The next step is to calculate a remainder term or bound for the error
involved in approximating a function by an interpolating polynomial. This
is done in the following theorem.

Theorem (An Important Result for Error Formula)

Suppose x0 , x1 , . . . , xn are distinct numbers in the interval [a, b] and
f ∈ C n+1 [a, b]. Then, for each x ∈ [a, b], a number ξ(x) (generally
unknown) in (a, b) exists with

(x − x0 )(x − x1 ) · · · (x − xn ) (n+1)
f (x) = p(x) + f (ξ(x)),
(n + 1)!

where p(x)
P is the interpolating polynomial given by
p(x) = nk=0 f (xk )Lk (x).

The above formula is also called ‘Lagrange Error Formula’.

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Error Analysis

The error formula is an important theoretical result because Lagrange

polynomials are used extensively for deriving numerical differentiation and
integration methods.

Error bounds for these techniques are obtained from the “Lagrange error
formula”.

Note that the error for the Lagrange polynomial is quite similar to that for
the Taylor polynomial.

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Comparison of Error Bounds in Taylor and Lagrange
Polynomials

The nth Taylor polynomial about x0 concentrates all the known

information at x0 and has an error term of the form

(x − x0 )n+1 (n+1)
f (ξ).
(n + 1)!

The Lagrange polynomial of degree n uses information at the distinct

numbers x0 , x1 , . . . , xn and, in place of (x − x0 )n+1 , its error formula uses a
product of the n + 1 terms (x − x0 )(x − x1 ) · · · (x − xn )

(x − x0 )(x − x1 ) · · · (x − xn ) (n+1)
f (ξ).
(n + 1)!

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Double Interpolation

We have so for derived interpolation formulae to approximate a function of

a single variable.

In case of functions of two variables, we interpolate with respect to the

first variable keeping the other variable constant. Then interpolate with
respect to the second variable.

Similarly, we can extend the said procedure for functions of three variables.

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Inverse Interpolation

We have been finding the value of y corresponding to a certain value of x

from a given set of values of x and y .

On the other hand, the process of estimating the value of x for a value of
y is called inverse interpolation. When the values of y are unequally
spaced, Lagrange’s method is used and when the values of y are equally
spaced, the following iterative method is used.

In the procedure, x is assumed to be expressible as a polynomial in y .

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Iterative Method

Newton’s forward interpolation formula is

p(p − 1) 2 p(p − 1)(p − 2) 3
pn (x) = y0 + p∆y0 + ∆ y0 + ∆ y0 + · · · . (1)
2! 3!
From (1) we get
 
1 p(p − 1) 2 p(p − 1)(p − 2) 3
p= yp − y0 − ∆ y0 − ∆ y0 − · · · .
∆y0 2! 3!
Neglecting the second and higher differences, we obtain the first
approximation to p as
yp − y0
p1 = .
∆y0
To find the second approximation, retaining the term with second
differences in (1) and replacing p by p1 , we get
 
1 p1 (p1 − 1) 2
p2 = yp − y0 − ∆ y0 .
∆y0 2!
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Iterative Method

To find the third approximation, retaining the term with third differences
in (1) and replacing p by p2 , we get
 
1 p2 (p2 − 1) 2 p2 (p2 − 1)(p2 − 2) 3
p3 = yp − y0 − ∆ y0 − ∆ y0
∆y0 2! 3!

and so on. This process is continued till two successive approximations of

p agree with each other.

This technique can equally well be applied by any other interpolation

formula. This method is a powerful iterative procedure for finding the
roots of an equation to a good degree of accuracy.

We shall discuss later some more formulae for finding roots of an equation.

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Exercises
Exercises
1. Find the polynomial f (x) by using Lagrange’s formula and hence find
f (3) for
x 0 1 2 3
y = f (x) 2 3 12 147
2. A curve passes through the points (0, 18), (1, 10), (3, −18) and
(6, 90). Find the slope of the curve at x = 2.
3. Using Lagrange’s formula, express the function

3x 2 + x + 1
(x − 1)(x − 2)(x − 3)

as a sum of partial fractions.

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Exercises
Exercises
4. Find the missing term in the following table using interpolation.
x 0 1 2 3 4
y = f (x) 1 3 9 - 81
5. Find the distance moved by a particle and its acceleration at the end
of 4 seconds, if the time verses velocity data is as follows.
t 0 1 3 4
v 21 15 12 10
6. Using Lagrange’s formula prove that
 
y1 + y−1 1 1 1
y0 = − (y3 − y1 ) − (y−1 − y−3 ) .
2 8 2 2

[Hint : Here x0 = −3, x1 = −1, x2 = 1, x2 = 3.]

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Exercises
Exercises
7. Given

log10 654 = 2.8156, log10 658 = 2.8182,

log10 659 = 2.8189, log10 661 = 2.8202

find by using Lagrange’s formula, the value of log10 656.

8. The following table gives the viscosity of an oil as a function of
temperature. Use Lagrange’s formula to find viscosity of oil at a
temperature of 140◦ .
Temperature 110◦ 130◦ 160◦ 190◦
Viscosity 10.8 8.1 5.5 4.8
9. Given u1 = 40, u3 = 45, u5 = 54, find u2 and u4 .

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Exercises
Exercises
10. Given y0 = 3, y1 = 12, y2 = 81, y3 = 200, y4 = 100, y5 = 8, without
forming the difference table, find ∆5 y0 .
11. From the data given below, find the number of students whose weight
is between 60 and 70.
Weight 0-40 40-60 60-80 80-100 100-120
No. of Students 250 120 100 70 50
12. The values of U(x) are known at a, b, c. Show that maximum or
minimum of Lagrange’s interpolation formula is attained at

Ua (b 2 − c 2 )
P
x= P .
2 Ua (b − c)

13. By iterative method, tabulate y = x 3 for x = 2, 3, 4, 5 and calculate

the cube root of 10 correct to 3 decimal places.

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Exercises
Exercises
14. The following values of y = f (x) are given
x 10 15 20
y 1754 2648 3564
Find the value of x for y = 3000 by iterative method.
15. Using inverse interpolation, find the real root of the equation
x 3 + x − 3 = 0 which is close to 1.2.

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Exercises
Exercises
16. Solve the equation x = 10 log x, by iterative method, given that
x 1.35 1.36 1.37 1.38
log x 0.1303 0.1355 0.1367 0.1392
17. Apply Lagrange’s method, to find the value of x when f (x) = 15
from the given data.
x 5 6 9 11
f (x) 12 13 14 16
18. The equation x 3 − 15x + 4 has a root close to 0.3, obtain this root
upto 4 decimal places using inverse interpolation.

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References

1. Richard L. Burden and J. Douglas Faires, Numerical Analysis -

Theory and Applications, Cengage Learning, Singapore.
2. Kendall E. Atkinson, An Introduction to Numerical Analysis, Wiley
India.
3. David Kincaid and Ward Cheney, Numerical Analysis -
Mathematics of Scientific Computing, American Mathematical
Society, Providence, Rhode Island.
4. S.S. Sastry, Introductory Methods of Numerical Analysis, Fourth
Edition, Prentice-Hall, India.

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