Theory of Approximation and Splines-I Lecture 02

Error Bound for Lagrange Interpolation Polynomial

Suppose 𝑥𝑜 , 𝑥1 , 𝑥2 , … , 𝑥𝑛 are distinct numbers in the interval [𝑎, 𝑏] and 𝑓 ∈

𝐶 𝑛+1 [𝑎, 𝑏]. Then, for each 𝑥 in [𝑎, 𝑏], a number 𝜉(𝑥) (generally unknown)
between 𝑥𝑜 , 𝑥1 , … , 𝑥𝑛 and hence in (𝑎, 𝑏) exists with

𝑓𝑛+1 (𝑥)
𝑓(𝑥) = 𝑃(𝑥) + (𝑥 − 𝑥𝑜 )(𝑥 − 𝑥1 ) … (𝑥 − 𝑥𝑛 ). (1)
(𝑛+1)!

Proof

Note first that if 𝑥 = 𝑥𝑘 , for any 𝑘 = 0,1,2, … , 𝑛, then 𝑓(𝑥𝑘 ) = 𝑃(𝑥𝑘 ) and
choosing 𝜉(𝑥𝑘 ) arbitrarily in (𝑎, 𝑏) yields Equation (1).

If 𝑥 ≠ 𝑥𝑘 , for all 𝑘 = 0,1,2, … , 𝑛, define the function 𝑔 for any 𝑡 ∈ [𝑎, 𝑏] by

𝑛
(𝑡 − 𝑥𝑖 )
𝑔(𝑡) = 𝑓(𝑡) − 𝑃(𝑡) − [𝑓(𝑥) − 𝑃(𝑥)] ∏ .
(𝑥 − 𝑥𝑖 )
𝑖=0

Since 𝑓 ∈ 𝐶 𝑛+1 [𝑎, 𝑏], and 𝑃 ∈ 𝐶 ∞ [𝑎, 𝑏], it follows that 𝑔 ∈ 𝐶 𝑛+1 [𝑎, 𝑏]. For 𝑡 =
𝑥𝑘 , we have
𝑛
(𝑥𝑘 − 𝑥𝑖 )
𝑔(𝑥𝑘 ) = 𝑓(𝑥𝑘 ) − 𝑃(𝑥𝑘 ) − [𝑓(𝑥) − 𝑃(𝑥)] ∏
(𝑥 − 𝑥𝑖 )
𝑖=0
= 𝑓(𝑥𝑘 ) − 𝑓(𝑥𝑘 )
(𝑥𝑘 − 𝑥𝑜 )(𝑥𝑘 − 𝑥1 ) … (𝑥𝑘 − 𝑥𝑘 ) … (𝑥𝑘 − 𝑥𝑛 )
− [𝑓(𝑥) − 𝑃(𝑥)]
(𝑥 − 𝑥𝑜 )(𝑥 − 𝑥1 ) … (𝑥 − 𝑥𝑛 )
=0

Moreover,
𝑛
(𝑥 − 𝑥𝑖 )
𝑔(𝑥) = 𝑓(𝑥) − 𝑃(𝑥) − [𝑓(𝑥) − 𝑃(𝑥)] ∏ = 0.
(𝑥 − 𝑥𝑖 )
𝑖=0

Thus 𝑔 ∈ 𝐶 𝑛+1 [𝑎, 𝑏] and 𝑔 is zero at the 𝑛 + 2 distinct numbers 𝑥, 𝑥𝑜 , 𝑥1 , … , 𝑥𝑛 .

Then by Generalized Roll’s theorem
“”

There exists a number 𝜉 in (𝑎, 𝑏) for which 𝑔(𝑛+1) (𝜉) = 0. So,

𝑛
(𝑛+1) (𝑛+1) (𝑛+1)
𝑑 𝑛+1 (𝑡 − 𝑥𝑖 )
𝑔 (𝑡) = 𝑓 (𝑡) − 𝑃 (𝑡) − [𝑓(𝑥) − 𝑃(𝑥)] 𝑛+1 [∏ ],
𝑑𝑡 (𝑥 − 𝑥𝑖 )
𝑖=0

0 = 𝑔(𝑛+1) (𝜉)
𝑛
(𝑛+1) (𝑛+1)
𝑑 𝑛+1 (𝑡 − 𝑥𝑖 )
=𝑓 (𝜉) − 𝑃 (𝜉) − [𝑓(𝑥) − 𝑃(𝑥)] 𝑛+1 [∏ ]
𝑑𝑡 (𝑥 − 𝑥𝑖 )
𝑖=0 𝑡=𝜉

𝑛
(𝑛+1)
𝑑 𝑛+1 (𝑡 − 𝑥𝑖 )
0=𝑓 (𝜉) − 0 − [𝑓(𝑥) − 𝑃(𝑥)] 𝑛+1 [∏ ]
𝑑𝑡 (𝑥 − 𝑥𝑖 )
𝑖=0 𝑡=𝜉

(𝑛 + 1)!
0 = 𝑓 (𝑛+1) (𝜉) − 0 − [𝑓(𝑥) − 𝑃(𝑥)]
∏𝑛𝑖=0(𝑥 − 𝑥𝑖 )

(𝑛 + 1)!
𝑓 (𝑛+1) (𝜉) = [𝑓(𝑥) − 𝑃(𝑥)]
∏𝑛𝑖=0(𝑥 − 𝑥𝑖 )

(𝑛+1)
∏𝑛𝑖=0(𝑥 − 𝑥𝑖 )
𝑓 (𝜉) = 𝑓(𝑥) − 𝑃(𝑥)
(𝑛 + 1)!

(𝑛+1)
∏𝑛𝑖=0(𝑥 − 𝑥𝑖 )
𝑓(𝑥) = 𝑃(𝑥) + 𝑓 (𝜉) .
(𝑛 + 1)!

It is the formula for error bound of Lagrange interpolation polynomial.

Example

Consider the nodes 𝑥𝑜 = 2, 𝑥1 = 2.75, 𝑥2 = 4. Construct the second Lagrange

1
polynomial for 𝑓(𝑥) = on [2,4]. Find the error bound of the polynomial, and the
𝑥
maximum error when the polynomial is used to approximate 𝑓(𝑥) for 𝑥 ∈ [2,4].

Solution

𝑔(𝑥) = (𝑥 − 2)(𝑥 − 2.75)(𝑥 − 4).

The error bound of the above Lagrange interpolation polynomial is

𝑓 (3) (𝜉 (𝑥))
𝐸𝑟𝑟𝑜𝑟 = (𝑥 − 2)(𝑥 − 2.75)(𝑥 − 4)
3!
Given function is
1
𝑓(𝑥) =
𝑥
The derivatives on [2,4] can be computed as,
6
𝑓 ′′′ (𝑥) = −
𝑥4
𝑓 ′′′ (𝑥) 1 −6
≤ × 4
3! 3! 2
Let 𝑔(𝑥) = (𝑥 − 2)(𝑥 − 2.75)(𝑥 − 4), then
1
𝐷𝑥 𝑔(𝑥) = (3𝑥 − 7)(2𝑥 − 7).
2
To find the maximum value of 𝑔(𝑥) in the [2,4], put

𝐷𝑥 𝑔(𝑥) = 0
7 7 25
⇒ 𝑥= 𝑤𝑖𝑡ℎ 𝑔 ( ) = ,
3 3 108
7 7 9
⇒ 𝑥= 𝑤𝑖𝑡ℎ 𝑔 ( ) = − .
2 2 16
Hence the maximum error is

𝑓 (3) (𝜉 (𝑥)) 6 1 9
𝐸𝑟𝑟𝑜𝑟 = (𝑥 − 2)(𝑥 − 2.75)(𝑥 − 4) ≤ − 4 × × − ≈ 0.03516.
3! 2 3! 16