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Lagrange interpolation

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1: 3.3 Interpolation
§3.3 Interpolation
§3.3(i) Lagrange Interpolation
With an error term the Lagrange interpolation formula for f is given by …
§3.3(ii) Lagrange Interpolation with Equally-Spaced Nodes
2: 18.40 Methods of Computation
In what follows this is accomplished in two ways: i) via the Lagrange interpolation of §3.3(i) ; and ii) by constructing a pointwise continued fraction, or PWCF, as follows: … Comparisons of the precisions of Lagrange and PWCF interpolations to obtain the derivatives, are shown in Figure 18.40.2. …
See accompanying text
Figure 18.40.2: Derivative Rule inversions for w RCP ( x ) carried out via Lagrange and PWCF interpolations. …For the derivative rule Lagrange interpolation (red points) gives 15 digits in the central region, while PWCF interpolation (blue points) gives 25 . Magnify
3: Bibliography G
  • W. Gautschi (1992) On mean convergence of extended Lagrange interpolation. J. Comput. Appl. Math. 43 (1-2), pp. 19–35.
  • 4: 3.11 Approximation Techniques
    If J = n + 1 , then p n ( x ) is the Lagrange interpolation polynomial for the set x 1 , x 2 , , x J 3.3(i)). … For many applications a spline function is a more adaptable approximating tool than the Lagrange interpolation polynomial involving a comparable number of parameters; see §3.3(i), where a single polynomial is used for interpolating f ( x ) on the complete interval [ a , b ] . …
    5: Bibliography B
  • J. Berrut and L. N. Trefethen (2004) Barycentric Lagrange interpolation. SIAM Rev. 46 (3), pp. 501–517.
  • 6: 3.5 Quadrature
    The nodes x 1 , x 2 , , x n are prescribed, and the weights w k and error term E n ( f ) are found by integrating the product of the Lagrange interpolation polynomial of degree n 1 and w ( x ) . …
    7: 3.4 Differentiation
    §3.4(i) Equally-Spaced Nodes
    The Lagrange ( n + 1 ) -point formula is …The B k n are the differentiated Lagrangian interpolation coefficients:
    3.4.2 B k n = d A k n / d t ,