BARYCENTRIC_INTERP_1D
Barycentric Lagrange Polynomial Interpolation in 1D

BARYCENTRIC_INTERP_1D is a C++ library which defines and evaluates the Lagrange polynomial p(x) which interpolates a set of data, so that p(x(i)) = y(i). Because a barycentric formulation is used, polynomials of very high degree can safely be used.

Efficient calculation of the barycentric polynomial interpolant requires that the function to be interpolated be sampled at points from a known family, for which the interpolation weights have been precomputed. Such families include

• evenly spaced points (but this results in an ill-conditioned system);
• Chebyshev Type 1 points;
• Chebyshev Type 2 points;
• Chebyshev Type 3 points;
• Chebyshev Type 4 points;

Note that in the Berrut/Trefethen reference, there is a significant typographical error on page 510, where an adjustment is made in cases where the polynomial is to be evaluated exactly at a data point. The paper reads:

          exact(xdiff==0) = 1;
        

          exact(xdiff==0) = j;
        

BARYCENTRIC_INTERP_1D requires the R8LIB library. The test also requires the TEST_INTERP_1D library.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

BARYCENTRIC_INTERP_1D is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

CHEBYSHEV_INTERP_1D, a C++ library which determines the combination of Chebyshev polynomials which interpolates a set of data, so that p(x(i)) = y(i).

LAGRANGE_APPROX_1D, a MATLAB library which defines and evaluates the Lagrange polynomial p(x) of degree m which approximates a set of nd data points (x(i),y(i)).

LAGRANGE_INTERP_1D, a C++ library which defines and evaluates the Lagrange polynomial p(x) which interpolates a set of data, so that p(x(i)) = y(i).

NEAREST_INTERP_1D, a C++ library which interpolates a set of data using a piecewise constant interpolant defined by the nearest neighbor criterion.

NEWTON_INTERP_1D, a C++ library which finds a polynomial interpolant to data using Newton divided differences.

PWL_INTERP_1D, a C++ library which interpolates a set of data using a piecewise linear interpolant.

R8LIB, a C++ library which contains many utility routines using double precision real (R8) arithmetic.

RBF_INTERP_1D, a C++ library which defines and evaluates radial basis function (RBF) interpolants to 1D data.

SHEPARD_INTERP_1D, a C++ library which defines and evaluates Shepard interpolants to 1D data, based on inverse distance weighting.

SPLINE, a C++ library which constructs and evaluates spline interpolants and approximants.

TEST_INTERP_1D, a C++ library which defines test problems for interpolation of data y(x), depending on a 2D argument.

VANDERMONDE_INTERP_1D, a C library which finds a polynomial interpolant to data y(x) of a 1D argument, by setting up and solving a linear system for the polynomial coefficients, involving the Vandermonde matrix.

Reference:

1. Kendall Atkinson,
   An Introduction to Numerical Analysis,
   Prentice Hall, 1989,
   ISBN: 0471624896,
   LC: QA297.A94.1989.
2. Jean-Paul Berrut, Lloyd Trefethen,
   Barycentric Lagrange Interpolation,
   SIAM Review,
   Volume 46, Number 3, September 2004, pages 501-517.
3. Philip Davis,
   Interpolation and Approximation,
   Dover, 1975,
   ISBN: 0-486-62495-1,
   LC: QA221.D33
4. David Kahaner, Cleve Moler, Steven Nash,
   Numerical Methods and Software,
   Prentice Hall, 1989,
   ISBN: 0-13-627258-4,
   LC: TA345.K34.

Source Code:

• barycentric_interp_1d.cpp, the source code.
• barycentric_interp_1d.hpp, the include file.

Examples and Tests:

• barycentric_interp_1d_test.cpp, a sample calling program.
• barycentric_interp_1d_test.txt, the output file.

List of Routines:

• LAGCHEBY1_INTERP_1D evaluates the Lagrange Chebyshev 1 interpolant.
• LAGCHEBY2_INTERP_1D evaluates the Lagrange Chebyshev 2 interpolant.
• LAGEVEN_VALUE_1D evaluates the Lagrange evenly-spaced interpolant.

You can go up one level to the C++ source codes.