Lagrange Interpolation Formula

Revision as of 10:29, 19 February 2007 by ComplexZeta (talk | contribs)

For any distinct reals $x_0, \ldots , x_n$ and any reals $y_0, \ldots, y_n$, there exists a unique polynomial $\displaystyle P(x)$ of degree less than or equal to $\displaystyle n$ such that for all integers $0 \le i \le n$, $P(x_i) = y_i$, and this polynomial is

$P(x) = \sum_{i=0}^{n}y_i \frac{(x-x_0) \cdots (x-x_{i-1}) (x-x_{i+1}) \cdots (x-x_n)}{(x_i-x_0) \cdots (x_i-x_{i-1}) (x_i - x_{i+1}) \cdots (x_i - x_n)}$.

While this formula may appear intimidating, it's actually not so difficult to see what is going on: for each term in the sum, we are finding a polynomial of degree $n$ that goes through the points $(x_i,y_i)$ and $(x_k,0)$ for $k\neq i$. When we add them all together, we end up with a polynomial that interpolates the desired points.


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