Interpolation produces a

function that matches the given

data exactly. The function then
can be utilized to approximate
the data values at intermediate
points.

Interpolation may also be used

to produce a smooth graph of a
function for which values are
known only at discrete points,
either from measurements or
calculations.

Given data points

Obtain a function, P(x)
P(x) goes through the data points
Use P(x)
To estimate values at intermediate
points

Given data points:

At x0 = 2, y0 = 3 and at x1 = 5, y1 = 8
Find the following:
At x = 4, y = ?

P(x) should satisfy the following conditions:

P(x = 2) = 3 and P(x = 5) = 8

P x 3 L0 x 8 L1 x
P(x) can satisfy the above conditions if
at x = x0 = 2, L0(x) = 1 and L1(x) = 0 and
at x = x1= 5, L0(x) = 0 and L1(x) = 1

At x = x0 = 2, L0(x) = 1 and L1(x) = 0 and

at x = x1= 5, L0(x) = 0 and L1(x) = 1
The conditions can be satisfied if L0(x) and
L1(x) are defined in the following way.

x5
L0 x
and
25
x x1
L0 x
x0 x1

x2
L1 x
52

x x0
and L1 x
x1 x0

P x 3 L0 x 8 L1 x

P x L0 x y0 L1 x y1
Lagrange Interpolating Polynomial

P x L0 x f x0 L1 x f x1

P x L0 x f x0 L1 x f x1
x5
x2
P x
3
8
25
52
5x 1
P x
3
5 4 1
P 4
6.333
3

The Lagrange interpolating polynomial

passing through three given points; (x0, y0),
(x1, y1) and (x2, y2) is:

P x L0 x y0 L1 x y1 L2 x y2
P x L0 x f x0 L1 x f x1
L2 x f x2


x x1 x x2
L0 x
x0 x1 x0 x2
At x0, L0(x) becomes 1. At all
other given data points L0(x) is 0.


x x0 x x2
L1 x
x1 x0 x1 x2
At x1, L1(x) becomes 1. At all
other given data points L1(x) is 0.


x x0 x x1
L2 x
x2 x0 x2 x1
At x2, L2(x) becomes 1. At all
other given data points L2(x) is 0.

General form of the Lagrange Interpolating

Polynomial

P x L0 x y0 L1 x y1 L2 x y2
........... Ln x yn

P x L0 x f x0 L1 x f x1

L2 x f x2 ........... Ln x f xn

( x x0 )( x x1 )...( x xk 1 )( x xk 1 )...( x x n )
Lk ( x )
( xk x0 )( x k x1 )...( x k xk 1 )( xk x k 1 )...( xk x n )

( x xi )
Lk ( x )
i 0 ( x k xi )
n

i k

Numerator of

Lk x

x x0 x x1 x x2 L
x xk 1 x xk 1 L L
x xn 1 x xn

Denominator of

Lk x

xk x0 xk x1 xk x2 L
xk xk 1 xk xk 1 L L
xk xn 1 xk xn

Find the Lagrange Interpolating

Polynomial using the three given points.

x0 , y0 2, 0.5
x1 , y1 2.5, 0.4
x2 , y2 4, 0.25


x x1 x x2
L0 x
x0 x1 x0 x2

x 2.5 x 4
L0 x
2 2.5 2 4
x 6.5 x 10
2


x x0 x x2
L1 x
x1 x0 x1 x2

x 2 x 4
L1 x
2.5 2 2.5 4
x 6x 8

0.75
2


x x0 x x1
L2 x
x2 x0 x2 x1

x 2 x 2.5
L2 x
4 2 4 2.5
x 4.5 x 5

3
2

P x L0 x f x0 L1 x f x1
L2 x f x2

P x x 6.5 x 10 0.5
2

x 6x 8
0.4

0.75

x 4 .5 x 5
0.25

3

P x 0.05 x 0.425 x 1.15

2

The three given points were taken from

the function

1
f x
x

1
f 3 0.333
3
An approximation can be obtained
from the Lagrange Interpolating
Polynomial as:

P 3 0.05 3 0.425 3 1.15

2

0.325

Newtons Interpolating Polynomials

Newtons equation of a function that
passes through two points

x0 , y 0

and

x1 , y1

is

P x a 0 a1 x x0

P x a 0 a1 x x0
Set x x
0
P x0 y0 a0
Set

x x1

P x1 y1 a0 a1 x1 x0

y1 y 0
a1
x1 x0
Newtons equation of a function that passes
through three points

x0 , y 0 x1 , y1
is

and

x2 , y2

P x a0 a1 x x0

a2 x x0 x x1

a 2 , set x x 2
P x2 a0 a1 x2 x0
a2 x2 x0 x2 x1
To find

y2 y1 y1 y0

x2 x1 x1 x0
a2
x2 x0

Newtons equation of a function that passes

through four points can be written by adding
a fourth term .

P x a0 a1 x x0

a2 x x0 x x1
a3 x x0 x x1 x x2

P x a0 a1 x x0

a2 x x0 x x1

a3 x x0 x x1 x x2
The fourth term will vanish at all three
previous points and, therefore, leaving all
three previous coefficients intact.

Divided differences and the coefficients

The divided difference of a function, f
with respect to

xi

is denoted as

f xi

It is called as zeroth divided difference and is

simply the value of the function, f
at xi

f xi f xi

The divided difference of a function, f

with respect to xi and
i 1
called as the first divided difference, is denoted

f xi , xi 1
f xi , xi 1

f xi 1 f xi

xi 1 xi

The divided difference of a function, f

with respect to xi , i 1 and
i 2
called as the second divided difference, is
denoted as

f xi , xi 1 , xi 2
f xi , xi 1 , xi 2

f xi 1 , xi 2 f xi , xi 1

xi 2 xi

The third divided difference with respect to

,
,
xi 2 and i 3
i
i 1

f xi , xi 1 , xi 2 , xi 3

f xi 1 , xi 2 , xi 3 f xi , xi 1 , xi 2

xi 3 xi

The coefficients of Newtons interpolating

polynomial are:
a0 f x0

a1 f x0 , x1

a 2 f x0 , x1 , x 2
a3 f x0 , x1 , x 2 , x3
a 4 f x0 , x1 , x 2 , x3 , x 4

and so on.

Example
Find Newtons interpolating polynomial to
approximate a function whose 5 data points are
given below.

f x

2.0

0.85467

2.3

0.75682

2.6

0.43126

2.9

0.22364

3.2

0.08567

i
0

xi
2.0

f xi

f xi 1 , xi f xi 2 , xi 1 , xi

f xi 3 , , xi

f xi 4 , , xi

0.85467
-0.32617

2.3

0.75682

-1.26505
-1.08520

2.6

0.43126

2.13363
0.65522

-0.69207
3

2.9

0.22364

3.2

0.08567

-0.29808
0.38695

-0.45990

-2.02642

The 5 coefficients of the Newtons interpolating

polynomial are:
a0 f x0 0.85467

a1 f x0 , x1 0.32617

a2 f x0 , x1 , x2 1.26505
a3 f x0 , x1 , x2 , x3 2.13363
a4 f x0 , x1 , x2 , x3 , x4 2.02642

P x a0 a1 x x0

a2 x x0 x x1

a3 x x0 x x1 x x2

a4 x x0 x x1 x x2 x x3

P x 0.85467 0.32617 x 2.0

-1.26505 x 2.0 x 2.3

2.13363 x 2.0 x 2.3 x 2.6

2.02642 x 2.0 x 2.3 x 2.6 x 2.9

P(x) can now be used to estimate the value of the
function f(x) say at x = 2.8.

P 2.8 0.85467 0.32617 2.8 2.0

-1.26505 2.8 2.0 2.8 2.3

2.13363 2.8 2.0 2.8 2.3 2.8 2.6

2.02642 2.8 2.0 2.8 2.3 2.8 2.6 2.8 2.9

f 2.8 P 2.8 0.275