Lagrange polynomial construction and error
At distinct nodes t₀,…,tₙ, p(x)=Σyₖℓₖ(x), ℓₖ(x)=∏_(i≠k)(x−tᵢ)/(tₖ−tᵢ), is the unique interpolant of degree at most n.
Key knowledge
At distinct nodes t₀,…,tₙ, p(x)=Σyₖℓₖ(x), ℓₖ(x)=∏_(i≠k)(x−tᵢ)/(tₖ−tᵢ), is the unique interpolant of degree at most n. For f∈Cⁿ⁺¹ on an interval containing the nodes and x, f(x)−p(x)=f⁽ⁿ⁺¹⁾(ξ)∏(x−tᵢ)/(n+1)! for some interior ξ.
Conditions and scope
- Values yₖ=f(tₖ) are required for the error formula.
- Increasing degree does not guarantee convergence or numerical stability.
Sources · 1
References
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Evidence and review
Theorems 9.1.1–9.1.3 and Lagrange cardinal formula (9.1.3–4).
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