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In numerical analysis, Lagrange polynomials are used for polynomial interpolation. For a given set of distinct points xj and numbers yj, the Lagrange polynomial is the polynomial of the least degree that at each point xj assumes the corresponding value yj (i.e. the functions coincide at each point). The interpolating polynomial of the least degree is unique, however, and it is therefore more appropriate to speak of "the Lagrange form" of that unique polynomial rather than "the Lagrange interpolation polynomial", since the same polynomial can be arrived at through multiple methods. Although named after Joseph Louis Lagrange, who published it in 1795, it was first discovered in 1779 by Edward Waring and it is also an easy consequence of a formula published in 1783 by Leonhard Euler.[1]

Lagrange interpolation is susceptible to Runge's phenomenon, and the fact that changing the interpolation points requires recalculating the entire interpolant can make Newton polynomials easier to use. Lagrange polynomials are used in the Newton–Cotes method of numerical integration and in Shamir's secret sharing scheme in cryptography.

This image shows, for four points ((−9, 5), (−4, 2), (−1, −2), (7, 9)), the (cubic) interpolation polynomial L(x) (in black), which is the sum of the scaled basis polynomials y00(x), y11(x), y22(x) and y33(x). The interpolation polynomial passes through all four control points, and each scaled basis polynomial passes through its respective control point and is 0 where x corresponds to the other three control points.

Definition

Given a set of k + 1 data points

(x0,y0),,(xj,yj),,(xk,yk)

where no two xj are the same, the interpolation polynomial in the Lagrange form is a linear combination

L(x):=j=0kyjj(x)

of Lagrange basis polynomials

j(x):=0mkmjxxmxjxm=(xx0)(xjx0)(xxj1)(xjxj1)(xxj+1)(xjxj+1)(xxk)(xjxk),

where 0jk. Note how, given the initial assumption that no two xi are the same, xjxm0, so this expression is always well-defined. The reason pairs xi=xj with yiyj are not allowed is that no interpolation function L such that yi=L(xi) would exist; a function can only get one value for each argument xi. On the other hand, if also yi=yj, then those two points would actually be one single point.

For all ji, j(x) includes the term (xxi) in the numerator, so the whole product will be zero at x=xi:

ji(xi)=mjxixmxjxm=(xix0)(xjx0)(xixi)(xjxi)(xixk)(xjxk)=0.

On the other hand,

i(xi):=mixixmxixm=1

In other words, all basis polynomials are zero at x=xi, except i(x), for which it holds that i(xi)=1, because it lacks the (xxi) term.

It follows that yii(xi)=yi, so at each point xi, L(xi)=yi+0+0++0=yi, showing that L interpolates the function exactly.

Proof

The function L(x) being sought is a polynomial in x of the least degree that interpolates the given data set; that is, assumes value yj at the corresponding xj for all data points j:

L(xj)=yjj=0,,k

Observe that:

  1. In j(x) there are k terms in the product and each term contains one x, so L(x) (which is a sum of these k-degree polynomials) must also be a k-degree polynomial.
  2. j(xi)=m=0,mjkxixmxjxm

We consider what happens when this product is expanded. Because the product skips m=j, if i=j then all terms are xjxmxjxm=1 (except where xj=xm, but that case is impossible, as pointed out in the definition section—in that term, m=j, and since mj, ij, contrary to i=j). Also if ij then since mj does not preclude it, one term in the product will be for m=i, i.e. xixixjxi=0, zeroing the entire product. So

  1. j(xi)=δji={1,if j=i0,if ji

where δij is the Kronecker delta. So:

L(xi)=j=0kyjj(xi)=j=0kyjδji=yi.

Thus the function L(x) is a polynomial with degree at most k and where L(xi)=yi.

Additionally, the interpolating polynomial is unique, as shown by the unisolvence theorem at polynomial interpolation article.

Main idea

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This construction is analogous to the Chinese Remainder Theorem. Instead of checking for remainders of integers modulo prime numbers, we are checking for remainders of polynomials when divided by linears.

Examples

Example 1

The tangent function and its interpolant

Find an interpolation formula for ƒ(x) = tan(x) given this set of known values:

x0=1.5f(x0)=14.1014x1=0.75f(x1)=0.931596x2=0f(x2)=0x3=0.75f(x3)=0.931596x4=1.5f(x4)=14.1014.

The Lagrange basis polynomials are:

0(x)=xx1x0x1xx2x0x2xx3x0x3xx4x0x4=1243x(2x3)(4x3)(4x+3)
1(x)=xx0x1x0xx2x1x2xx3x1x3xx4x1x4=8243x(2x3)(2x+3)(4x3)
2(x)=xx0x2x0xx1x2x1xx3x2x3xx4x2x4=3243(2x+3)(4x+3)(4x3)(2x3)
3(x)=xx0x3x0xx1x3x1xx2x3x2xx4x3x4=8243x(2x3)(2x+3)(4x+3)
4(x)=xx0x4x0xx1x4x1xx2x4x2xx3x4x3=1243x(2x+3)(4x3)(4x+3).

Thus the interpolating polynomial then is

L(x)=1243(f(x0)x(2x3)(4x3)(4x+3)8f(x1)x(2x3)(2x+3)(4x3)+3f(x2)(2x+3)(4x+3)(4x3)(2x3)8f(x3)x(2x3)(2x+3)(4x+3)+f(x4)x(2x+3)(4x3)(4x+3))=4.834848x31.477474x.

Example 2

We wish to interpolate ƒ(x) = x2 over the range 1 ≤ x ≤ 3, given these three points:

x0=1f(x0)=1x1=2f(x1)=4x2=3f(x2)=9.

The interpolating polynomial is:

L(x)=1x212x313+4x121x323+9x131x232=x2.

Example 3

We wish to interpolate ƒ(x) = x3 over the range 1 ≤ x ≤ 3, given these 3 points:

x0=1 f(x0)=1
x1=2 f(x1)=8
x2=3 f(x2)=27

The interpolating polynomial is:

L(x)=1x212x313+8x121x323+27x131x232=6x211x+6.

Notes

Example of Lagrange polynomial interpolation divergence.

The Lagrange form of the interpolation polynomial shows the linear character of polynomial interpolation and the uniqueness of the interpolation polynomial. Therefore, it is preferred in proofs and theoretical arguments. Uniqueness can also be seen from the invertibility of the Vandermonde matrix, due to the non-vanishing of the Vandermonde determinant.

But, as can be seen from the construction, each time a node xk changes, all Lagrange basis polynomials have to be recalculated. A better form of the interpolation polynomial for practical (or computational) purposes is the barycentric form of the Lagrange interpolation (see below) or Newton polynomials.

Lagrange and other interpolation at equally spaced points, as in the example above, yield a polynomial oscillating above and below the true function. This behaviour tends to grow with the number of points, leading to a divergence known as Runge's phenomenon; the problem may be eliminated by choosing interpolation points at Chebyshev nodes.

The Lagrange basis polynomials can be used in numerical integration to derive the Newton–Cotes formulas.

Barycentric interpolation

Using

(x)=(xx0)(xx1)(xxk)

we can rewrite the Lagrange basis polynomials as

j(x)=(x)xxj1i=0,ijk(xjxi)

or, by defining the barycentric weights[2]

wj=1i=0,ijk(xjxi)

we can simply write

j(x)=(x)wjxxj

which is commonly referred to as the first form of the barycentric interpolation formula.

The advantage of this representation is that the interpolation polynomial may now be evaluated as

L(x)=(x)j=0kwjxxjyj

which, if the weights wj have been pre-computed, requires only 𝒪(n) operations (evaluating (x) and the weights wj/(xxj)) as opposed to 𝒪(n2) for evaluating the Lagrange basis polynomials j(x) individually.

The barycentric interpolation formula can also easily be updated to incorporate a new node xk+1 by dividing each of the wj, j=0k by (xjxk+1) and constructing the new wk+1 as above.

We can further simplify the first form by first considering the barycentric interpolation of the constant function g(x)1:

g(x)=(x)j=0kwjxxj.

Dividing L(x) by g(x) does not modify the interpolation, yet yields

L(x)=j=0kwjxxjyjj=0kwjxxj

which is referred to as the second form or true form of the barycentric interpolation formula. This second form has the advantage that (x) need not be evaluated for each evaluation of L(x).

Finite fields

The Lagrange polynomial can also be computed in finite fields. This has applications in cryptography, such as in Shamir's Secret Sharing scheme.

See also

References

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  • ALGLIB has an implementations in C++ / C# / VBA / Pascal.
  • GSL has a polynomial interpolation code in C
  • Lagrange Method of Interpolation — Notes, PPT, Mathcad, Mathematica, MATLAB, Maple at Holistic Numerical Methods Institute
  • Lagrange interpolation polynomial on www.math-linux.com


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    Have handed an trade examination i.e Widespread Examination for House Brokers (CEHA) or Actual Property Agency (REA) examination, or equal; Exclusive brokers are extra keen to share listing information thus making certain the widest doable coverage inside the real estate community via Multiple Listings and Networking. Accepting a severe provide is simpler since your agent is totally conscious of all advertising activity related with your property. This reduces your having to check with a number of agents for some other offers. Price control is easily achieved. Paint work in good restore-discuss with your Property Marketing consultant if main works are still to be done. Softening in residential property prices proceed, led by 2.8 per cent decline within the index for Remainder of Central Region

    Once you place down the one per cent choice price to carry down a non-public property, it's important to accept its situation as it is whenever you move in – faulty air-con, choked rest room and all. Get round this by asking your agent to incorporate a ultimate inspection clause within the possibility-to-buy letter. HDB flat patrons routinely take pleasure in this security net. "There's a ultimate inspection of the property two days before the completion of all HDB transactions. If the air-con is defective, you can request the seller to repair it," says Kelvin.

    15.6.1 As the agent is an intermediary, generally, as soon as the principal and third party are introduced right into a contractual relationship, the agent drops out of the image, subject to any problems with remuneration or indemnification that he could have against the principal, and extra exceptionally, against the third occasion. Generally, agents are entitled to be indemnified for all liabilities reasonably incurred within the execution of the brokers´ authority.

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  2. One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

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    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang