Curve fitting by Lagrange interpolation

G. Bäckström

Citation: Computers in Physics 7, 213 (1993); doi: 10.1063/1.168461

View online: https://doi.org/10.1063/1.168461
View Table of Contents: https://aip.scitation.org/toc/cip/7/2
Published by the American Institute of Physics

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 Curvefitting by Lagrangeinterpolation
G. Backstrom
Physics Institute, University of Ume& S-901 87 Urned, Sweden
(ReceivedI May 1992; accepted5 November 1992)
It is demonstrated that interpolation by quadratic polynomials using the Lagrange formula
may compete in accuracy with cubic spline interpolation, while being simpler to implement. It
is also shown that Lagrange interpolation may easily be used to fit an almost arbitrary function
to experimental data. FORTRAN routines for Lagrange interpolation as well as Lagrange fitting
are supplied separately.
lNTRODUCTlOW
In experimental research one frequently measuressome
quantity Q) against a vector X of independent variables
(say: frequency, magnetic induction and temperature).
One eventually wishes to fit a function f(X) to the data
yti such that the standard deviation becomesa minimum.
Usually a probable form for the function may be derived
from a mathematical model of the process. If a falling
body is observed, for instance, its vertical coordinate
may be taken to be f(t) =pl +p2t+p3?, t being the time
and P=Cp1p2p3] the vector of parameters to be
determined. More generally, the fitting function may be
written f (X,P), where X is the vector of independent
variables (if more than one) and P the vector of
parameters to be varied in searching for the best fit.
Procedures for least-squaresfitting in the case of a
single independent variable (X=x) are now available in
some plot packages for IBM-compatible PCs, such as
SigmaPlot from Jandel Scientific and EasyPlot from Spi-
ral Software. More general routines are found in FOR-
TRAN libraries, such as NAG from the Numerical Algo-
rithms Group (Oxford, UK).
However, it also happensthat no functional form is
available at the time of the measurements,and that one
just wishes to obtain a curve which conveniently summa-
rizes the measured values. In that case one may replace
the fitting function by samplesfj of such a function at Xj
( i= l...m), together with a detailed recipe of
interpolation between the values given. (The vector (Xi)
typically has much fewer elements than the vector (xi)
of measured values.) This is equivalent to a closed
expression for the fitting function over the span of the
values Xi. The samples fj may then be considered to
constitute the parameter vector P of the fitting function.
The vector of sample points [Xi) is chosen by the user.
An appropriate fitting procedure would then permit the
unknown vector P to be determined, after which the
best-fitting function would be completely defined. The
main purpose of this paper is to describe a simple fitting
procedure pertinent to this case.
I. INTERPOLATIONBY A POLYNOMIAL
Before proceeding further, we need to consider some dif-
ferent interpolation procedures.’Let the function values
fj=f(Xj) be known for j=l...m. Our preliminary
problem is to estimate f(x) for intermediate values of x.
The most popular method is to generate a polyno-
mial Q(x) of order m, having the required property:
Q(xj) = fj. The polynomial coefficients may be found in
varrous ways, e.g., by solving a system of m linear
equations. However, unless f(x) is particularly simple,
the range of x restricted and the number of sample
points (m) small, the result may be discouraging. The
polynomial often oscillates wildly between sample points
at large magnitudes of x.
II. INTERPOLATIONBY SPLICED POLYNOMIALS
A safer interpolation scheme consists in using a polyno-
mial of low order, and to determine its coefficients from
neighboring points (Xi, fj) according to specific rules. A
set of coefficients is thus determined for each interval
between adjacent sample points Xi (knots). If a third-
order polynomial is chosen, say, the three coefficients
pertaining to the interval xl<x <x2 is derived from
f(xi), f(xz), and f(xl) and so on for each following
interval, except the last one where f(xmmz), f(x,_l),
and f(x,) must be used. Since the polynomials
generally are different on the left and right side of a given
knot Xj, the derivatives of the interpolating functions are
also slightly different.
As an example, let us interpolate f(x) = sin(x) over
the interval shown in Fig. 1 This function is a suitable
object for tests, since all derivatives vary to a large extent.
Figure 1 also illustrates a particular choice of the sample
vector {xi). Using these knot values only, we now
construct a set of m- 1 polynomials of order 3
(quadratic) as described above. Such polynomials may
be expressedby the Lagrange formula ( 1) as follows,
using the index j to number the intervals:
COMPUTERS IN PHYSICS, VOL. 7. NO. 2, MAWAPR 1993 213
 , 1 " 8 II", I "&'I' 0 '1,
1.0 -
_.*-'---m.
.b _
/=

,I

c
P* 5- /

,/"

FIG. 2. Residual after quadratic Lagrange interpolation between the 11

!' sample points (knots) indicated in Fig. 1.

o-/:,
I I I, I I
0 5 1.0
x
FIG. 1. Graph of the function y=sin(x), showing the 11 sample points
used for interpolation. This and the following figures were produced
using EasyPlot (Spiral Software).
(x-xj+l 1 (X-Xj+2)
F”x)=(xi-Xj+*)(Xj-Xj+2)
(x-xj+Z) (X-Xi)
+(xj+l-xj+~)(Xj+l-Xj)
txexj) (X-Xj+l)
+ (xj+2-Xj) (Xj+2-Xj+l)
This expression obviously is quadratic in x and satisfies
Fj(X) = fj at the knots Xi, Xj+l, and Xj+~ It will prove
convenient to use the following abbreviated form:
A FORTRAN implementation of this function is available
through the Internet service offered by this journal. [The
FORTRAN source code referred to in the text is listed
under the file names, backstroml, backstrom2, and back-
Strom3 in CIP’s anonymous ftp directory. To accessthese
listings, users should ftp to pinet.aip.org and go to the
subdirectory “tip sourcecode.”For more information on
this service, contact the FIP Account Manager at
pumOpinet.aip.org.1
If we apply the Lagrange formula (2) to the ten
intervals of Fig. 1, we obtain the interpolation indicated
by the dashed curve. On this scale, it is indistinguishable
from the original sine curve, but we may assessthe qual-
ity of interpolation by plotting the residual, i.e., the dif-
ference between the interpolated values and the original
function sin(x) . As may be seenfrom Fig. 2, the residual
takes its largest values at small x and virtually vanishesat
about x = 1S. The second derivative of Fj (x) is constant
for a given interval ( j), but its value depends on j.
Where the original function has a small third derivative,
its second derivative will be nearly constant and close to
I I I I I, I, I I
1.5 2.0 that of Fj(X); hence the residual will be small. Figure 2
also shows that the first derivative generally is
discontinuous at the knots.
Ill. INTERPOlATlON BY SPLINES
In order to avoid discontinuous derivatives, spline meth-
ods have been devised. Since the subject of splines is well
established and has been reviewed several times,2’3’4the
reader will only be reminded of the main principles. In
the cubic spline scheme a fourth-order polynomial is
defined in each subinterval, using the conditions that not
fj only the function value but also the first and second
derivatives be continuous at every knot. This provides an
effective way of interpolating analytic functions, but
fi+l there is one problem: The procedure leaves two
coefficients undetermined for the total set of
(1) polynomials. Unless these can be found from known
fj+2. relations between derivatives, say, the resulting
interpolation function may oscillate viciously between
knots.
Figure 3 shows the residual of a spline interpolation
of the function in Fig. 1, using the routines included in
the standard MatLab package (MathWorks,MA). These
routines contain algorithms for optimizing the two addi-
tional coefficients. Evidently, the standard deviation of
(2) the spline is about an order of magnitude smaller than
that of the Lagrange interpolation, if compared at the
same number of knots. However, the spline requires
about four times as many coefficients for calculating the
polynomial functions than the Lagrange method, the lat-
ter being based directly on the knot values. Hence, it
would be more reasonableto compare at the same num-
ber of data values. Figure 4 shows that the standard de-
viation of a Lagrange interpolation with 41 knots is com-
4x10.’
z
f 2xw’
A
g
0
-2xy)”
0 5 70 15 20
x
FIG. 3. Residual after spline interpolation between the sample points
indicated in Fig. 1.

214 COMPUTERS IN PHYSICS, VOL. 7, NO. 2, MAWAPR 1993

 I
.osraJ !, 10 q.5 20
5 5
FIG. 4. Residual after quadratic Lagrange interpolation using four
times shorter intervals than in Fig. 1.
parableto that of a spline with 11 knots. Thus it appears
that in caseswhere knot values are easy to calculate,
Lagrangeinterpolation would be an equally good choice
as spline interpolation. Furthermore,Lagrangeinterpola-
tion is unique, whereasa spline leavestwo extra coeffi-
cients to be determined.F inally, the Lagrangedata are
the knots themselves,e.g., those shown in F ig. 1, which
already give a good idea of the behaviorof the function.
The spline coefficients,on the other hand, bear no simple
relation to the function curve.
Any of the abovemethodsmay be used,with some
caution, when interpolating data known to high precision
at all Xi. Routines using a single polynomial up to sixth
order, as well as cubic splines,are normally included in
plot packages.Even if splines in particular may be
excellent for interpolation of mathematical functions,
known to high precisionat a lim ited number points, one
may have serious reservations about their use with
experimentally measuredvalues. Clearly, least-squares
fitting would be the preferredtreatment of experimental
data.
IV. CONVENTIONALLEAST-SQUARESFITS
Least-squaresfitting routines for polynomials’ up to
sixth order are commonly availablein plot packagesfor
PCs, but there are no correspondingroutines for splines.
FORTRAN subroutinesfor both purposesare availablein
libraries such as IMSL (Houston, Texas) and NAG
(Numerical Algorithms Group, Oxford, UK). However,
a single polynomial may not yield an acceptablefit over
an extendedrange of x, and a spline fit may oscillate if
the two free parametersare not properly controlled.
No fitting routines basedon low-order interpolation
betweenneighboringknots seemto be availablecommer-
cially. An implementation of such a simple method of
fitting will be describedin the following.
V. lA6RAN6E LEAST-SQUARESFIT
W e are now ready to consider a least-squaresfit using
Lagrangefunctions F.(x), as defined in Eqs. ( 1) and
(2). The objective is thus to m inimize the expression
n variable.The extensionto severalvariablesis possibleand
x2= C W k i-F j(Xi))2,
i=l
where W i is the statistical weight of yi and the index j is
determined by the value of Xi as describedin Sec. II.
Introducing the expressionfor Fj(X), we obtain
to 1.5
FIG. 5. Residual after quadratic Lagrange least-squares fit to the 11
points shown in Fig. 1.
n 2 2
X2= izl W i Yi- C. qj, jo2(xi)fj+j, * (4)
( i02=0 )
The parametervector ( fk] which m inimizes x2 is the
one which makesthe following derivativesequal to zero
for k= l...m :
ax’ j,
afk=2 W i Yi- 2 Vj, jo2(xi)fj+j02
( j02=0 1
X (-qj,k--j(Xi))Ak-j=Q (5)
where A,_j= 1 if k- j=O...2 and, otherwise, A,-i=O.
Rearranging the terms, we obtain a system of linear
equations(k= l...m) in its usual form:
n
2 Wgj,k-j(Xi)Ak-j i qj, jo2(xi)fj+jo2
i=1 io2=0
This system of equations may be solved for ( fk) by
standard methods. A FORTRAN implementation usin
the Gauss-Jordan routine from Numerical Recipes,?
converted to double precision, is available through the
Internet serviceof this journal. Sourcelistings may also
be suppliedby the author on request(seeSec. II).
F igure 5 showsan application of the Lagrangefit to
data points taken from F ig. 1 (n=600, m= 11). Al-
though the generalshapeof the residualis similar to that
obtainedby interpolation (Fig. 2)) the standarddeviation
hasbeenreducedto about one-half.Hence,a Lagrangefit
may be used to advantageeven when approximatingan
exact function.
F igure 6 shows a Lagrangefit to simulateddata (n
= 600, m = 2 1), obtainedby adding Gaussiannoise to a
function consisting of a polynomial plus two Gaussian
peaks (which m ight occur in spectroscopy).Constant
weights and constant interval lengths were still used in
this example. F igure 7 demonstratesthe expectedran-
domnessof the residual.
The usefulnessof low-order Lagrangeinterpolation
has thus been illustrated in the caseof one independent
only requirestrivial repetition.
The Lagrangefit may obviouslybe generalized,per-
haps advantageously,to higher-orderpolynomials.
Routines have also been given for Lagrangefitting
and its potential demonstratedusing a realistic example.
COMPUTERS IN PHYSICS, VOL. 7, NO. 2, MAR/APR 1993 21s

-.501 . . a ’ ’ a * ’
-1.0 -5 0 5 1.0
x
FIG. 6. Quadratic Lagrange fit to 600 simulated data points obtained by
adding Gaussian noise to a polynomial plus two Gaussian peaks. The
fitting function was based on 21 equally spaced sample points.
The author expectstheseroutines to be included, in suit-
ably modified form, in future packagesfor plotting and
analysison PCs. For commercialuse,the generalpurpose
equation solver should be replacedby an algorithm that
exploits the banded character of the coefficient matrix.
Thousands of data points might then be managed. It
would also be advantageousto sort the input x data in
nondescending order, since this would shorten the
j-search loop. Finally, it would be possibleto splice con-
secutivefits, since there is no long-rangedependencybe-
tween the elementsof the output vector { fk). It should
be sufficient to overlap successivefits by one interval of
216 COMPUTERS IN PHYSICS, VOL 7, NO. 2, MAR/APR 1993
. . .
t 1
. St0 -3 0 .s 10
x
FIG. 7. Residual after the quadratic Lagrange fit illustrated by Fig. 6.
(xk) and take averagesfor the two overlappingelements
of t fkl.
Whether one wishes to fit an interpolating function
to measureddata or simply approximatea mathematical
function, the standard deviation may be reducedby op-
timizing the size of the intervals of [xk j , using unequally
spacedknots at constant total number m.
ACKNOWLEDGMENT
The author wishesto thank R. G . Ross for his comments.
1. W. H. Press,B. P. Plannery,S. A. Teukolsky,and W. T. V&Ming, Namer-
ical Recipes The Art of Scientifi Computing (FORTRAN) (CambridgeU. P.,
Cambridge,MA, 1989).
2. G. E. Forsythe, M. A. Malcolm, and C. B. Moler, Computer Methods for
Mathematical Computations (Prentice-Hall, EngelwoodCliffs, NJ, 1971).
3. C. de Boor, A Practical Guide to Splines in Applied Math. Sciences Vol. 27
(Springer-Verlag,New York, 1978).
4. W. J .Tbompson,Computing for Scientbts and Engineers (Wiley, New York,
1992).
5. Ph. R. Bevington,Data Reduction and Ermr Analysisfor the Physical Sciences
(McGraw-Hill, New York, 1969).