How to calculate coefficients of polynomial using Lagrange interpolation

Question

I need to calculate coefficients of polynomial using Lagrange interpolation polynomial, as my homework, I decide to do this in Javascript.

here is definition of Lagrange polynomial (L(x))

Lagrange basis polynomials are defined as follows

Calculate y value for specific X (W(x) function) is simple but I need to calculate coefficients of polynomial (array of [a0, a1, ..., an]) I need to do this to n<=10 but it will be nice to have arbitrary n, then I can put that function into horner function and draw that polynomial.

I have function that calculate denominator in first equation

function denominator(i, points) {
   var result = 1;
   var x_i = points[i].x;
   for (var j=points.length; j--;) {
      if (i != j) {
        result *= x_i - points[j].x;
      }
   }
   return result;
}

and function that return y using horner method (I also have drawing function using canvas)

function horner(array, x_scale, y_scale) {
   function recur(x, i, array) {
      if (i == 0) {
         return x*array[0];
      } else {
         return array[i] + x*recur(x, --i, array);
      }
   }
   return function(x) {
      return recur(x*x_scale, array.length-1, array)*y_scale;
   };
}

anybody know algorithm to do this, or idea how to calculate those coefficients

Answer 1

Well, you can do it the naive way. Represent a polynomial by the array of its coefficients, the array

[a_0,a_1,...,a_n]

corresponding to a_0 + a_1*X + ... + a_n*X^n. I'm no good with JavaScript, so pseudocode will have to do:

interpolation_polynomial(i,points)
    coefficients = [1/denominator(i,points)]
    for k = 0 to points.length-1
        if k == i
            next k
        new_coefficients = [0,0,...,0] // length k+2 if k < i, k+1 if k > i
        if k < i
            m = k
        else
            m = k-1
        for j = m downto 0
            new_coefficients[j+1] += coefficients[j]
            new_coefficients[j] -= points[k]*coefficients[j]
        coefficients = new_coefficients
    return coefficients

Start with the constant polynomial 1/((x_1-x_0)* ... *(x_i-x_{i-1})*(x_i-x_{i+1})*...*(x_i-x_n)) and multiply with X - x_k for all k != i. So that gives the coefficients for L_i, then you just multiply them with y_i (you could do that by initialising coefficients to y_i/denominator(i,points) if you pass the y-values as parameters) and add all the coefficients together finally.

polynomial = [0,0,...,0] // points.length entries
for i = 0 to points.length-1
    coefficients = interpolation_polynomial(i,points)
    for k = 0 to points.length-1
        polynomial[k] += y[i]*coefficients[k]

Calculating each L_i is O(n²), so the total calculation is O(n³).

Update: In your jsFiddle, you had an error in the polynomial multiplication loop in addition to (the now corrected) mistake with the start index I made, it should be

for (var j= (k < i) ? (k+1) : k; j--;) {
     new_coefficients[j+1] += coefficients[j];
     new_coefficients[j] -= points[k].x*coefficients[j];
}

Since you decrement j when testing, it needs to start one higher.

That doesn't produce a correct interpolation yet, but it's at least more sensible than before.

Also, in your horner function,

function horner(array, x_scale, y_scale) {
   function recur(x, i, array) {
      if (i == 0) {
         return x*array[0];
      } else {
         return array[i] + x*recur(x, --i, array);
      }
   }
   return function(x) {
      return recur(x*x_scale, array.length-1, array)*y_scale;
   };
}

you multiply the highest coefficient twice with x, it should be

if (i == 0) {
    return array[0];
}

instead. Still no good result, though.

Update2: Final typo fixes, the following works:

function horner(array, x_scale, y_scale) {
   function recur(x, i, array) {
      if (i == 0) {
         return array[0];
      } else {
         return array[i] + x*recur(x, --i, array);
      }
   }
   return function(x) {
      return recur(x*x_scale, array.length-1, array)*y_scale;
   };
}

// initialize array
function zeros(n) {
   var array = new Array(n);
   for (var i=n; i--;) {
     array[i] = 0;
   }
   return array;
}

function denominator(i, points) {
   var result = 1;
   var x_i = points[i].x;
   for (var j=points.length; j--;) {
      if (i != j) {
        result *= x_i - points[j].x;
      }
   }
    console.log(result);
   return result;
}

// calculate coefficients for Li polynomial
function interpolation_polynomial(i, points) {
   var coefficients = zeros(points.length);
    // alert("Denominator " + i + ": " + denominator(i,points));
   coefficients[0] = 1/denominator(i,points);
    console.log(coefficients[0]);
    //new Array(points.length);
   /*for (var s=points.length; s--;) {
      coefficients[s] = 1/denominator(i,points);
   }*/
   var new_coefficients;

   for (var k = 0; k<points.length; k++) {
      if (k == i) {
        continue;
      }
      new_coefficients = zeros(points.length);
       for (var j= (k < i) ? k+1 : k; j--;) {
         new_coefficients[j+1] += coefficients[j];
         new_coefficients[j] -= points[k].x*coefficients[j];
      }   
      coefficients = new_coefficients;
   }
   console.log(coefficients);
   return coefficients;
}

// calculate coefficients of polynomial
function Lagrange(points) {
   var polynomial = zeros(points.length);
   var coefficients;
   for (var i=0; i<points.length; ++i) {
     coefficients = interpolation_polynomial(i, points);
     //console.log(coefficients);
     for (var k=0; k<points.length; ++k) {
       // console.log(points[k].y*coefficients[k]);
        polynomial[k] += points[i].y*coefficients[k];
     }
   }
   return polynomial;
}