Solve the Numercial Method Explain how Newton`s interpolation formula better tha the Lagrange formula

Solve the Numercial Method Explain how Newton`s interpolation formula better tha the Lagrange formula

Question
Polynomial arithmetic
asked 2020-10-19
Solve the Numercial Method Explain how Newton`s interpolation formula better tha the Lagrange formula

Answers (1)

2020-10-20
Frankly, Lagrange interpolation is mostly just useful for theory. Actually computing with it requires huge numbers and catastrophic cancellations. In floating point arithmetic this is very bad. It does have some small advantages: for instance, the Lagrange approach amounts to diagonalizing the problem of finding the coefficients, so it takes only linear time to find the coefficients. This is good if you need to use the same set of points repeatedly. But all of these advantages do not make up for the problems associated with trying to actually evaluate a Lagrange interpolating polynomial. With Newton interpolation, you get the coefficients reasonably fast (quadratic time), the evaluation is much more stable (roughly because there is usually a single dominant term for a given x), the evaluation can be done quickly and straightforwardly using Horner's method, and adding an additional node just amounts to adding a single additional term. It is also fairly easy to see how to interpolate derivatives using the Newton framework.
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