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 = ?
y
P(x)

2 4 5
x
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.
x5 x2
L0 x   and L1 x  
25 52
x  x1 x  x0
L0 x   and L1 x  
x0  x1 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 

 x5  x2
P x    3    8 
 25 52

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 
L0 x  
 x  x1 x  x2 
x0  x1 x0  x2 

At x0, L0(x) becomes 1. At all

other given data points L0(x) is 0.
L1 x  
 x  x0 x  x2 
x1  x0 x1  x2 

At x1, L1(x) becomes 1. At all

other given data points L1(x) is 0.
L2 x  
 x  x0 x  x1 
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  x k 1 )...( x  xn )
Lk ( x ) 
( xk  x0 )( x k  x1 )...( x k  x k 1 )( x k  xk 1 )...( xk  xn )

( x  xi )
n
Lk ( x )  
i 0 ( x k  xi )
i k
Numerator of Lk  x 

 x  x0  x  x1  x  x2  
  x  xk 1  x  xk 1   
  x  xn 1  x  xn 
Denominator of Lk  x 

 xk  x0  xk  x1  xk  x2  
  xk  xk 1  xk  xk 1   
  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
L0 x  
 x  x1 x  x2 
x0  x1 x0  x2 

L0 x  
 x  2.5 x  4 
2  2.52  4
 x  6.5 x  10
2
L1 x  
 x  x0 x  x2 
x1  x0 x1  x2 
L1 x  
 x  2 x  4 
2.5  22.5  4
 x  6x  8
2

0.75
L2 x  
 x  x0 x  x1 
x2  x0 x2  x1 

L2 x  
 x  2 x  2.5 
4  24  2.5
x  4. 5 x  5
2

3
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 
2
  0.4 
 0.75 
 x  4 .5 x  5 
2
  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
Newton’s Interpolating Polynomials

Newton’s equation of a function that

passes through two points

x 0 , 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
Newton’s equation of a function that passes
through three points

x0 , y 0  x1 , y1  and  x2 , y2 

is
P  x   a0  a1  x  x0 
 a2  x  x0  x  x1 
To find a 2 , set x  x 2
P  x2   a0  a1  x2  x0 
 a2  x2  x0  x2  x1 
 y2  y1 y1  y0

x2  x1 x1  x0
a2 
x2  x0
Newton’s 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 x i 1
called as the first divided difference, is denoted

f  xi , xi 1 

f  xi 1   f  xi 
f  xi , xi 1  
xi 1  xi
The divided difference of a function, f
x
with respect to xi , i 1 and i 2 x
called as the second divided difference, is
denoted as

f  xi , xi 1 , xi  2 

f  xi 1 , xi  2   f  xi , xi 1 
f  xi , xi 1 , xi  2  
xi  2  xi
The third divided difference with respect to
xi
, xi 1
, xi  2 and i 3 x

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 Newton’s interpolating
polynomial are:
a 0  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.

x f x  First Second Third
divided differences divided differences divided differences
x0 f x0 

f x1   f x0 
f x0 , x1  
x1  x0

x1 f x1  f x 0 , x1 , x 2  
f x1 , x 2  f x 0 , x1 
x2  x0

f x 2   f x1  f x1 , x 2 , x 3  f x 0 , x1 , x 2 
f x1 , x 2   f x 0 , x1 , x 2 , x 3  
x 2  x1 x3  x0

x2 f x 2  f x1 , x 2 , x 3  
f x 2 , x 3  f x1 , x 2 
x 3  x1

f x3   f x 2  f x 2 , x 3 , x 4  f x1 , x 2 , x 3 
f x 2 , x3   f x1 , x 2 , x 3 , x 4  
x3  x 2 x 4  x1

x3 f x3  f x 2 , x 3 , x 4  
f x 3 , x 4  f x 2 , x 3 
x4  x2

f x 4   f x3  f x 3 , x 4 , x 5  f x 2 , x 3 , x 4 
f x3 , x 4   f x 2 , x 3 , x 4 , x 5  
x 4  x3 x5  x 2

x4 f x 4  f x 3 , x 4 , x 5  
f x 4 , x 5  f x 3 , x 4 
x5  x3

f x5   f x 4 
f x 4 , x5  
x5  x 4

x5 f x5 
Example
Find Newton’s interpolating polynomial to
approximate a function whose 5 data points are
given below.

x f x
2.0 0.85467
2.3 0.75682
2.6 0.43126
2.9 0.22364
3.2 0.08567
 f xi 1 , xi  f xi  2 , xi 1 , xi  f xi 3 , , xi  f xi  4 , , xi 
i xi f xi 
0 2.0 0.85467
-0.32617
1 2.3 0.75682 -1.26505
-1.08520 2.13363
2 2.6 0.43126 0.65522 -2.02642
-0.69207 -0.29808
3 2.9 0.22364 0.38695
-0.45990
4 3.2 0.08567
The 5 coefficients of the Newton’s 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