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 xi≠xj for i≠j . There exists a unique P∈R[x] with deg⁡P≤n such that P(xi)=yi for all i .

Proof Sketch

Uniqueness. If P and Q both interpolate, then R=P−Q has degree ≤n and n+1 roots, so R≡0 .

Existence. The Lagrange formula

P(x)=∑i=0nyi∏j≠ix−xjxi−xj

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 ↩︎