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拉格朗日(Lagrange)插值
拉格朗日(Lagrange)插值,又称L插值
插值条件
n + 1 n+1 n+1 个插值节点 x 0 , x 1 , … , x n x_0,x_1,\dots,x_n x0,x1,…,xn处函数值相同(插值节点均在区间 [ a , b ] [a,b] [a,b]上)
基函数
{ l i ( x ) } i = 0 n \{l_i(x)\}_{i=0}^n {li(x)}i=0n,其中 l i ( x ) = ∏ j ≠ i ( x − x j ) ∏ j ≠ i ( x i − x j ) l_i(x)=\frac{\prod\limits_{j\neq i}(x-x_j)}{\prod\limits_{j\neq i}(x_i-x_j)} li(x)=j=i∏(xi−xj)j=i∏(x−xj)其性质: l i ( x j ) = δ i j l_i(x_j)=\delta_{ij} li(xj)=δij
插值多项式
L n ( x ) = ∑ i = 0 n y i l i ( x ) = ∑ i = 0 n y i ω n + 1 ( x ) ( x − x i ) ω n + 1 ′ ( x i ) \begin{split} L_n(x)&=\sum\limits_{i=0}^ny_il_i(x)\\ &=\sum\limits_{i=0}^ny_i\frac{\omega_{n+1}(x)}{(x-x_i)\omega_{n+1}'(x_i)} \end{split} Ln(x)=i=0∑nyili(x)=i=0∑nyi(x−xi)ωn+1′(xi)ωn+1(x)其中 ω n + 1 ( x ) = ( x − x 0 ) ⋯ ( x − x n ) \omega_{n+1}(x)=(x-x_0)\cdots(x-x_n) ωn+1(x)=(x−x0)⋯(x−xn) 为节点多项式
余项估计
∣ R n ( x ) ∣ ≤ C n + 1 ( n + 1 ) ! ∣ ω n + 1 ( x ) ∣ |R_n(x)|\leq \frac{C_{n+1}}{(n+1)!}|\omega_{n+1}(x)| ∣Rn(x)∣≤(n+1)!Cn+1∣ωn+1(x)∣其中 R n ( x ) = f ( x ) − L n ( x ) R_n(x)=f(x)-L_n(x) Rn(x)=f(x)−Ln(x)为插值余项, C n + 1 C_{n+1} Cn+1为 f ( x ) f(x) f(x)的 n + 1 n+1 n+1阶导函数的界
证明:(构造辅助函数+罗尔(Rolle)中值定理)
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E(t)=R_n(t)-\frac{R_n(x)}{\omega_{n+1}(x)}\omega_{n+1}(t)
E(t)=Rn(t)−ωn+1(x)Rn(x)ωn+1(t)则
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ξ∈[a,b],s.t.E(n+1)(ξ)=0,又
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\begin{split} E_{n+1}(\xi)&=R_n^{(n+1)}(\xi)-\frac{R_n(x)}{\omega_{n+1}(x)}(n+1)!\\ &=f^{(n+1)}(\xi)-\frac{R_n(x)}{\omega_{n+1}(x)}(n+1)!\\ &=0\\ \end{split}
En+1(ξ)=Rn(n+1)(ξ)−ωn+1(x)Rn(x)(n+1)!=f(n+1)(ξ)−ωn+1(x)Rn(x)(n+1)!=0
故
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|R_n(x)|=|\frac{f^{(n+1)}(\xi)}{(n+1)!}\cdot\omega_{n+1}(x)|\leq\frac{C_{n+1}}{(n+1)!}|\omega_{n+1}(x)|
∣Rn(x)∣=∣(n+1)!f(n+1)(ξ)⋅ωn+1(x)∣≤(n+1)!Cn+1∣ωn+1(x)∣
参考书籍:《数值分析》李庆扬 王能超 易大义 编