Interpolation
Basic numerical methods - Numerical analysis

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AF1220 V1 Article

Interpolation
Basic numerical methods - Numerical analysis

Author : Claude BREZINSKI

Review date: November 19, 2019 | Lire en français

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2. Interpolation

2.1 Interpolation polynomial and its calculation

Let f be a real function of a real variable (or, which makes no difference, a complex function of a complex variable). We assume that we know the values of f (x 0 ), f (x 1 ), ..., f (x n ) and we look for a polynomial P such that :

P (x i ) = f (x i ) for i = 0, ..., n

P is said to be the interpolating polynomial of f (or to interpolatef ) in x 0 ...

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