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Polynomial Interpolation

Polynomials are the most fundamental tool of numerical computation. Unlike trigonometric, exponential, or rational functions, polynomials can be evaluated using only addition and multiplication, making them cheap and numerically stable to compute. This chapter builds from the ground up: starting with the mathematical structure of polynomials and the theoretical guarantees that justify approximating with them, through three classical interpolation methods, and finishing with the sophisticated techniques needed to make those methods reliable in practice.


Learning Objectives

By the end of this chapter you should be able to:

  1. Identify the degree, number of coefficients, and vector space properties of a polynomial.
  2. State the Weierstrass Approximation Theorem and explain its implications for approximation accuracy.
  3. Construct and apply the Taylor Series expansion of a function about a point, and bound the truncation error using the remainder term.
  4. Set up and solve the Vandermonde linear system to find an interpolating polynomial.
  5. Construct the Lagrange interpolating polynomial using basis polynomials Lk(x)L_k(x) and prove why adding a new node forces a full rebuild.
  6. Build and extend Newton’s divided difference table, and explain why it handles new nodes efficiently.
  7. Apply Cauchy’s interpolation error theorem to compute an upper bound on the error of a polynomial interpolant.
  8. Formulate the Hermite interpolating polynomial and explain its advantage over standard interpolation for a fixed dataset.
  9. Describe Runge’s phenomenon, identify its root causes, and compute Chebyshev nodes for a given interval.

Chapter Sections

#SectionKey Concepts
1Polynomial Basics & Vector SpacesDegree, coefficients, basis, dimension, functional vs. polynomial space
2Weierstrass Theorem & Taylor SeriesApproximation theorem, Taylor expansion, truncation error bound
3Vandermonde Matrix InterpolationLinear system setup, matrix inversion, computational cost
4Lagrange InterpolationBasis polynomials, Kronecker delta property, recomputation limitation
5Newton Divided DifferencesDivided difference table, incremental node addition, reuse advantage
6Interpolation Error & Cauchy’s TheoremError formula, node product W(x)W(x), upper bound calculation
7Hermite InterpolationDerivative conditions, degree 2n+12n+1, hkh_k and h^k\hat{h}_k basis families
8Runge’s Phenomenon & Chebyshev NodesEndpoint oscillation, semicircle construction, Chebyshev formula