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MATH
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Definitions from Data fitting and polynomial interpolation

All definitions from Data fitting and polynomial interpolation.

Polynomial interpolation

Given nn distinct inputs t1,…,tnt_1,\ldots,t_n and prescribed outputs y1,…,yny_1,\ldots,y_n, polynomial interpolation finds the polynomial f∈Pn−1f\in P_{n-1} satisfying

f(ti)=yi,i=1,…,n.f(t_i)=y_i,\qquad i=1,\ldots,n.

Using the standard basis

B=(1,t,t2,…,tn−1),B=(1,t,t^2,\ldots,t^{n-1}),

write

f(t)=a0+a1t+⋯+an−1tn−1.f(t)=a_0+a_1t+\cdots+a_{n-1}t^{n-1}.

The coefficients form the coordinate vector

[f]B=(a0a1⋮an−1).[f]_B= \begin{pmatrix} a_0\\a_1\\\vdots\\a_{n-1} \end{pmatrix}.

The interpolation conditions become a linear system for this coordinate vector.

Lagrange polynomials

For distinct inputs t1,…,tnt_1,\ldots,t_n, the jjth Lagrange polynomial is

ℓj(t)=∏k=1k≠jnt−tktj−tk,j=1,…,n.\ell_j(t)=\prod_{\substack{k=1\\k\ne j}}^n \frac{t-t_k}{t_j-t_k}, \qquad j=1,\ldots,n.

It has degree at most n−1n-1 and satisfies

ℓj(tj)=1,ℓj(tk)=0when k≠j.\ell_j(t_j)=1, \qquad \ell_j(t_k)=0\quad\text{when }k\ne j.

Each factor t−tkt-t_k makes ℓj\ell_j zero at one other input, while dividing by tj−tkt_j-t_k makes that factor equal to 11 at tjt_j. Distinct inputs ensure that no denominator is zero.

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