LAGRANGIAN METHOD INTERPOLATION MAJOR

GENERAL
INTERACTIVE E-BOOK

Title An interactive e-book for illustrating the Lagrangian Method for

interpolation.
Creator Autar K Kaw
Subject and Lagrangian Method, Interpolation, Mathcad, Maple, Mathematica,
Keywords Matlab, Simulations.
Description An interactive E-book for illustrating Lagrangian Method for
interpolation. It includes links to simulations in Mathcad, Maple,
Mathematica, and Matlab for the algorithm, multiple choice quizzes, and
a PowerPoint presentation.
Publisher Holistic Numerical Methods Institute,
College of Engineering,
University of South Florida, Tampa, FL 33620-5350.
Contributors Autar Kaw, Michael Keteltas
Format Text/HTML
Last Revised June 14, 2004
Identifier http://numericalmethods.eng.usf.edu/ebooks/largrange_05inp_ebook.htm
Language English
Rights http://numericalmethods.eng.usf.edu/rights.htm

Table of Contents
Background
What is Interpolation
Lagrangian Method of Interpolation
Quadratic interpolation
PowerPoint presentation
Examples
Example 1: First order polynomial interpolation
Example 2: Second order polynomial interpolation
Example 3: Third order polynomial interpolation
Simulation ([MAPLE] [MATHCAD] [MATHEMATICA] [MATLAB])
Problem Sets
Multiple choice question examination

Background
This is an example of how an instructor of a Numerical Methods course can develop an

Lagrangian Method of Interpolation 1

E-book on a single topic by using resources that are only available at the Holistic Numerical
Methods Institute (HNMI) Website.
Although one of the primary advantages of a web-based resource is that one can use
documents outside of its own domain, we are particularly using this example as a way to
illustrate the holistic nature of the resources available at HNMI. You are welcome to modify
and edit this e-book to suit your purpose.
Using the textbook document written in MS Word 2000 as a foundation, it was made
interactive within MS Word 2000 by putting bookmarks and hyperlinks to background
information, PowerPoint presentations, Mathcad simulations, historical anecdotes, multiple
choice tests, problem sets, etc. Then the MS Word 2000 file was saved as a webpage and that is
what you are about to read here.

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LAGRANGIAN INTERPOLATION
What is interpolation?
Many a times, a function y = f ( x ) is given only at discrete points such as
(x0 , y 0 ), (x1 , y1 ),......, (xn−1 , y n−1 ), (xn , y n ) . How does one find the value of ‘y’ at any other value of ‘x’?
Well, a continuous function f ( x ) may be used to represent the ‘n+1’ data values with f ( x ) passing
through the ‘n+1’ points. Then one can find the value of y at any other value of x. This is called
interpolation. Of course, if 'x' falls outside the range of 'x' for which the data is given, it is no longer
interpolation but instead is called extrapolation.

So what kind of function f ( x ) should one choose? A polynomial is a common choice for
interpolating function because polynomials are easy to
a) evaluate
b) differentiate, and
c) integrate

Lagrangian Method of Interpolation 2

as opposed to other choices such as a sine or exponential series.

Figure 1: Interpolation of discrete data

Polynomial interpolation involves finding a polynomial of order ‘n’ that passes through the
‘n+1’ points. One of the methods to find this polynomial is called Lagrangian Interpolation. Other
methods include the direct method and the Newton’s Divided Difference Polynomial method.
Lagrangian interpolating polynomial is given by
n
f n ( x) = ∑ Li ( x) f ( xi )
i =0

where ‘ n ’ in f n (x) stands for the n th order polynomial that approximates the function y = f (x ) given

at ( n + 1) data points as (x 0 , y 0 ), ( x1 , y1 ),......, ( x n −1 , y n −1 ), ( x n , y n ) , and

n x − xj
Li ( x) = ∏
j =0 xi − x j
j ≠i

Li (x) is a weighting function that includes a product of ( n − 1) terms with terms of j = i omitted. The
application would be clear using an example.
Back to TOC

Simulations [MAPLE] [MATHCAD] [MATHEMATICA] [MATLAB]

Example 1
The upward velocity of a rocket is given as a function of time in Table 1.

Table 1: Velocity as a function of time

t v(t)

Lagrangian Method of Interpolation 3

 s m/s

0 0

10 227.04

15 362.78

20 517.35

22.5 602.97

30 901.67

Determine the value of the velocity at t=16 seconds using a first order polynomial.

Velocity vs Time

1000
Velocity, v (m/s)

800

600

400

200

0
0 10 20 30 40
Time, t (s)

Figure 2: Velocity vs. time data for the rocket example

Solution
For the first order polynomial (also called linear interpolation), we choose the velocity as given by
1
v (t ) = ∑ Li (t )v(t i )
i =0

Lagrangian Method of Interpolation 4

 = L0 (t )v(t 0 ) + L1 (t )v(t1 )

Figure 3: Linear interpolation

Since we want to find the velocity at t=16, we choose two data points that are closest to t=16 and that
also bracket t=16. Those two points are to=15 and t1=20.
t 0 = 15,ν (t 0 ) = 362.78

t1 = 20,ν (t1 ) = 517.35

1 t −tj
L0 (t ) = ∏
j =0 t0 − t j
j ≠0

t − t1
=
t 0 − t1
1 t −tj
L1 (t ) = ∏
j =0 1 t −tj
j ≠1

t − t0
=
t1 − t 0
t − t1 t − t0
v(t ) = v(t 0 ) + v(t1 )
t 0 − t1 t1 − t 0
t − 20 t − 15
= (362.78) + (517.35)
15 − 20 20 − 15
16 − 20 16 − 15
v(16) = (362.78) + (517.35)
15 − 20 20 − 15

Lagrangian Method of Interpolation 5

 = 0.8(362.78) + 0.2(517.35)

= 393.7 m/s.
You can see that L0 (t ) = 0.8 and L1 (t ) = 0.2 are like weightages given to the velocities at t=15 and t=20
to calculate the velocity at t=16.

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Quadratic Interpolation

For the second order polynomial interpolation (also called quadratic interpolation), we choose
the velocity given by
2
v (t ) = ∑ Li (t )v (t i )
i =0

= L0 (t )v(t 0 ) + L1 (t )v(t1 ) + L2 (t )v(t 2 )

Figure 4: Quadratic interpolation

Back to TOC

Example 2
The upward velocity of a rocket is given as a function of time in Table 2.

Table 2: Velocity as a function of time

t v(t)

Lagrangian Method of Interpolation 6

 s m/s

0 0

10 227.04

15 362.78

20 517.35

22.5 602.97

30 901.67

Determine the value of the velocity at t=16 seconds using second order polynomial interpolation using
Lagrangian polynomial interpolation. Find the absolute relative approximate error for approximation
from second order polynomial.

Solution:

Since we want to find the velocity at t=16, we need to choose data points that are closest to t=16 as well
as bracket t=16. These three points are t0=10, t1=15, t2=20.
t o = 10, v(t o ) = 227.04

t1 = 15, v(t1 ) = 362.78

t 2 = 20, v(t 2 ) = 517.35

gives
2 t −tj
L0 (t ) = ∏
j =0 t0 − t j
j ≠0

⎛ t − t1 ⎞⎛ t − t 2 ⎞
= ⎜⎜ ⎟⎟⎜⎜ ⎟⎟
t − t
⎝ 0 1 ⎠⎝ 0 2 ⎠t − t
2 t −tj
L1 (t ) = ∏
j =0 1 t −tj
j ≠1

Lagrangian Method of Interpolation 7

 ⎛ t − t 0 ⎞⎛ t − t 2 ⎞
= ⎜⎜ ⎟⎟⎜⎜ ⎟⎟
⎝ t1 − t 0 ⎠⎝ t1 − t 2 ⎠
2 t −tj
L2 (t ) = ∏
j =0 t2 − t j
j≠2

⎛ t − t 0 ⎞⎛ t − t1 ⎞
= ⎜⎜ ⎟⎟⎜⎜ ⎟⎟
⎝ t 2 − t 0 ⎠⎝ t 2 − t1 ⎠
⎛ t − t1 ⎞⎛ t − t 2 ⎞ ⎛ t − t0 ⎞⎛ t − t 2 ⎞ ⎛ t − t0 ⎞⎛ t − t1 ⎞
v(t ) = ⎜⎜ ⎟⎟⎜⎜ ⎟⎟v(t 0 ) + ⎜⎜ ⎟⎟⎜⎜ ⎟⎟v(t1 ) + ⎜⎜ ⎟⎟⎜⎜ ⎟⎟v(t 2 )
⎝ t 0 − t1 ⎠⎝ t 0 − t 2 ⎠ ⎝ t1 − t 0 ⎠⎝ t1 − t 2 ⎠ ⎝ t2 − t0 ⎠⎝ t 2 − t1 ⎠
(16 − 15)(16 − 20) (16 − 10)(16 − 20)
v(16) = (227.04) + (362.78)
(10 − 15)(10 − 20) (15 − 10)(15 − 20)
(16 − 10)(16 − 15)
+ (517.35)
(20 − 10)(20 − 15)

= ( −0.08)( 227.04) + (0.96)(362.78) + (0.12)(517.35)

= 392.19 m/s.
The absolute relative approximate error ∈a obtained between the results from the first and second order

polynomial is
392.19 − 393.70
∈a = × 100
392.19

= 0.38502%

Back to TOC

Example 3
The upward velocity of a rocket is given as a function of time in Table 3.

Table 3: Velocity as a function of time

t v(t)

s m/s

0 0

Lagrangian Method of Interpolation 8

 10 227.04

15 362.78

20 517.35

22.5 602.97

30 901.67

a) Determine the value of the velocity at t=16 seconds using third order polynomial interpolation
using Lagrangian polynomial interpolation. Find the absolute relative approximate error for the
third order polynomial approximation.

b) Using the third order polynomial interpolant for velocity, find the distance covered by the rocket
from t=11s to t=16s.

c) Using the third order polynomial interpolant for velocity, find the acceleration of the rocket at
t=16s.

Solution:

a) For the third order polynomial (also called cubic interpolation), we choose the velocity given by
3
v (t ) = ∑ Li (t )v(t i )
i =0

= L0 (t )v(t 0 ) + L1 (t )v(t1 ) + L2 (t )v(t 2 ) + L3 (t )v(t 3 )

Since we want to find the velocity at t=16, and we are using a third order polynomial, we need to choose
the four points closest to t = 16 and the bracket t = 16 to evaluate it.

The four points are t0=10, t1=15, t2=20 and t3=22.5.

t o = 10, v(t o ) = 227.04

t1 = 15, v(t1 ) = 362.78

t 2 = 20, v(t 2 ) = 517.35

t3 = 22.5, v(t3 ) = 602.97

such that

Lagrangian Method of Interpolation 9

 3 t −tj
L0 (t ) = ∏
j =0 t0 − t j
j ≠0

⎛ t − t1 ⎞⎛ t − t 2 ⎞⎛ t − t 3 ⎞
= ⎜⎜ ⎟⎟⎜⎜ ⎟⎟⎜⎜ ⎟⎟
⎝ t 0 − t1 ⎠⎝ t 0 − t 2 ⎠⎝ t 0 − t 3 ⎠
3 t −tj
L1 (t ) = ∏
j =0 1 t −tj
j ≠1

⎛ t − t0 ⎞⎛ t − t 2 ⎞⎛ t − t 3 ⎞
= ⎜⎜ ⎟⎟⎜⎜ ⎟⎟⎜⎜ ⎟⎟
⎝ t1 − t 0 ⎠⎝ t1 − t 2 ⎠⎝ t1 − t 3 ⎠
3 t −tj
L2 (t ) = ∏
j =0 t2 − t j
j≠2

⎛ t − t 0 ⎞⎛ t − t1 ⎞⎛ t − t 3 ⎞
= ⎜⎜ ⎟⎟⎜⎜ ⎟⎟⎜⎜ ⎟⎟
⎝ t 2 − t 0 ⎠⎝ t 2 − t1 ⎠⎝ t 2 − t 3 ⎠
3 t −tj
L3 (t ) = ∏
j =0 t3 − t j
j ≠3

⎛ t − t0 ⎞⎛ t − t1 ⎞⎛ t − t 2 ⎞
= ⎜⎜ ⎟⎟⎜⎜ ⎟⎟⎜⎜ ⎟⎟
t − t t − t
⎝ 3 0 ⎠⎝ 3 1 ⎠⎝ 3 2 ⎠ t − t

⎛ t − t1 ⎞⎛ t − t 2 ⎞⎛ t − t 3 ⎞ ⎛ t − t 0 ⎞⎛ t − t 2 ⎞⎛ t − t 3 ⎞
v (t ) = ⎜⎜ ⎟⎟⎜⎜ ⎟⎟⎜⎜ ⎟⎟v (t 0 ) + ⎜⎜ ⎟⎟⎜⎜ ⎟⎟⎜⎜ ⎟⎟v(t1 )
t − t t − t
⎝ 0 1 ⎠⎝ 0 2 ⎠⎝ 0 3 ⎠ t − t t − t t − t
⎝ 1 0 ⎠⎝ 1 2 ⎠⎝ 1 3 ⎠ t − t
⎛ t − t0 ⎞⎛ t − t1 ⎞⎛ t − t 3 ⎞ ⎛ t − t0 ⎞⎛ t − t1 ⎞⎛ t − t 2 ⎞
+ ⎜⎜ ⎟⎟⎜⎜ ⎟⎟⎜⎜ ⎟⎟v(t 2 ) + ⎜⎜ ⎟⎟⎜⎜ ⎟⎟⎜⎜ ⎟⎟v(t 3 )
⎝ t2 − t0 ⎠⎝ t 2 − t1 ⎠⎝ t 2 − t 3 ⎠ ⎝ t3 − t0 ⎠⎝ t 3 − t1 ⎠⎝ t 3 − t 2 ⎠
(16 − 15)(16 − 20)(16 − 22.5) (16 − 10)(16 − 20)(16 − 22.5)
v(16) = (227.04) + (362.78)
(10 − 15)(10 − 20)(10 − 22.5) (15 − 10)(15 − 20)(15 − 22.5)
(16 − 10)(16 − 15)(16 − 22.5) (16 − 10)(16 − 15)(16 − 20)
+ (517.35) + (602.97)
(20 − 10)(20 − 15)(20 − 22.5) (22.5 − 10)(22.5 − 15)(22.5 − 20)

= ( −0.0416 )( 227.04) + (0.832)(362.78) + (0.312)(517.35) + ( −0.1024 )(602.97 )

= 392.06 m/s
The absolute percentage relative approximate error, ∈a for the value obtained for v(16) between

Lagrangian Method of Interpolation 10

second and third order polynomial is
392.06 − 392.19
∈a = × 100
392.06

= 0.033427%

b) The distance covered by the rocket between t=11s and t=16s can be calculated from the
interpolating polynomial
(t − 15)(t − 20)(t − 22.5) (t − 10)(t − 20)(t − 22.5)
v(t ) = (227.04) + (362.78)
(10 − 15)(10 − 20)(10 − 22.5) (15 − 10)(15 − 20)(15 − 22.5)
(t − 10)(t − 15)(t − 22.5) (t − 10)(t − 15)(t − 20)
+ (517.35) + (602.97),10 ≤ t ≤ 22.5
(20 − 10)(20 − 15)(20 − 22.5) (22.5 − 10)(22.5 − 15)(22.5 − 20)

(t 2 − 35t + 300)(t − 22.5) (t 2 − 30t + 200)(t − 22.5)

v(t ) = (227.04) + (362.78)
(−5)(−10)(−12.5) (5)(−5)(−7.5)
(t 2 − 25t + 150)(t − 22.5) (t 2 − 25t + 150)(t − 20)
+ (517.35) + (602.97)
(10)(5)(−2.5) (12.5)(7.5)(2.5)

v(t ) = (t 3 − 57.5t 2 + 1087.5t − 6750)(−0.36326) + (t 3 − 52.5t 2 + 875t − 4500)(1.9348)

+ (t 3 − 47.5t 2 + 712.5t − 3375)(−4.1388) + (t 3 − 45t 2 + 650t − 3000)(2.5727)

v(t ) = −4.245 + 21.265t + 0.13195t 2 + 0.00544t 3 , 10 ≤ t ≤ 22.5

Note that the polynomial is valid between t=10 and t=22.5 and hence includes the limits of t=11 and
t=16.

So
16
s (16) − s (11) = ∫ v(t )dt
11

16
≈ ∫ ( −4.245 + 21.265t + 0.13195t 2 + 0.00544t 3 ) dt
11

t2 t3 t4
= [−4.245t + 21.265 + 0.13195 + 0.00544 ]16
11
2 3 4

= 1605 m

c) The acceleration at t=16 is given by

Lagrangian Method of Interpolation 11

 d
a (16 ) = v(t ) t =16
dt
Given that v(t ) = −4.245 + 21.265t + 0.13195t 2 + 0.00544t 3 10 ≤ t ≤ 22.5

a (t ) =
d
dt
v(t ) =
d
dt
(
− 4.245 + 21.265t + 0.13195t 2 + 0.00544t 3 )
= 21.265 + 0.26390 t + 0.01632t 2

a (16) = 21.265 + 0.26390(16) + 0.01632(16) 2

= 29.665 m / s 2

Back to TOC

Lagrangian Method of Interpolation 12