Existence and Uniqueness of the Interpolating Polynomial

Summary

Through n+1 points with distinct abscissae there exists exactly one polynomial of degree at most n that interpolates them.

Prerequisites

Polynomials and Rational Functions

Statement

Let (x0,y0),,(xn,yn) with xixj for ij . There exists a unique PR[x] with degPn such that P(xi)=yi for all i .

Proof Sketch

Uniqueness. If P and Q both interpolate, then R=PQ has degree n and n+1 roots, so R0 .

Existence. The Lagrange formula

P(x)=i=0nyijixxjxixj

is a polynomial of degree n that hits every node.

Connections

References

This theorem is foundational numerical analysis.[1]


  1. NIST DLMF, §3.3 Interpolation, https://dlmf.nist.gov/3.3 ↩︎