void lgrind_c ( SpiceInt n,
ConstSpiceDouble * xvals,
ConstSpiceDouble * yvals,
SpiceDouble * work,
SpiceDouble x,
SpiceDouble * p,
SpiceDouble * dp )
Evaluate a Lagrange interpolating polynomial for a specified
set of coordinate pairs, at a specified abscissa value.
Return the value of both polynomial and derivative.
None.
INTERPOLATION
MATH
POLYNOMIAL
Variable I/O Description
-------- --- --------------------------------------------------
n I Number of points defining the polynomial.
xvals I Abscissa values.
yvals I Ordinate values.
work I-O Work space array.
x I Point at which to interpolate the polynomial.
p O Polynomial value at x.
dp O Polynomial derivative at x.
n is the number of points defining the polynomial.
The arrays xvals and yvals contain n elements.
xvals,
yvals are arrays of abscissa and ordinate values that
together define N ordered pairs. The set of points
( xvals[i], yvals[i] )
define the Lagrange polynomial used for
interpolation. The elements of xvals must be
distinct and in increasing order.
work is an n x 2 work space array, where n is the same
dimension as that of xvals and yvals. It is used
by this routine as a scratch area to hold
intermediate results.
x is the abscissa value at which the interpolating
polynomial is to be evaluated.
p is the value at x of the unique polynomial of
degree n-1 that fits the points in the plane
defined by xvals and yvals.
dp is the derivative at x of the interpolating
polynomial described above.
None.
1) The error SPICE(DIVIDEBYZERO) signals from a routine
in the call tree if any two elements of the array
xvals are equal.
2) The error SPICE(INVALIDSIZE) signals from a routine
in the call tree if n is less than 1.
3) This routine does not attempt to ward off or diagnose
arithmetic overflows.
None.
Given a set of n distinct abscissa values and corresponding
ordinate values, there is a unique polynomial of degree n-1, often
called the `Lagrange polynomial', that fits the graph defined by
these values. The Lagrange polynomial can be used to interpolate
the value of a function at a specified point, given a discrete
set of values of the function.
Users of this routine must choose the number of points to use
in their interpolation method. The authors of Reference [1] have
this to say on the topic:
Unless there is solid evidence that the interpolating function
is close in form to the true function f, it is a good idea to
be cautious about high-order interpolation. We
enthusiastically endorse interpolations with 3 or 4 points, we
are perhaps tolerant of 5 or 6; but we rarely go higher than
that unless there is quite rigorous monitoring of estimated
errors.
The same authors offer this warning on the use of the
interpolating function for extrapolation:
...the dangers of extrapolation cannot be overemphasized:
An interpolating function, which is perforce an extrapolating
function, will typically go berserk when the argument x is
outside the range of tabulated values by more than the typical
spacing of tabulated points.
Example:
Fit a cubic polynomial through the points
( -1, -2 )
( 0, -7 )
( 1, -8 )
( 3, 26 )
and evaluate this polynomial at x = 2.
#include <stdio.h>
#include "SpiceUsr.h"
int main()
{
/.
Local variables.
./
SpiceDouble p;
SpiceDouble dp;
SpiceDouble xvals [] = { -1., 0., 1., 3. };
SpiceDouble yvals [] = { -2., -7., -8., 26. };
SpiceDouble work [4*2];
SpiceInt n = 4;
lgrind_c ( n, xvals, yvals, work, 2., &p, &dp );
printf( "p, dp = %lf %lf\n", p, dp);
return(0);
}
The returned value of P should be 1., since the
unique cubic polynomial that fits these points is
3 2
f(x) = x + 2x - 4x - 7
The returned value of DP should be 16., since the
derivative of f(x) is
' 2
f (x) = 3x + 4x - 4
We also could have invoked lgrind_c with the reference
lgrind_c ( n, xvals, yvals, yvals, 2., &p, &dp );
if we wished to; in this case yvals would have been
modified on output.
None.
[1] "Numerical Recipes---The Art of Scientific Computing" by
William H. Press, Brian P. Flannery, Saul A. Teukolsky,
William T. Vetterling (see sections 3.0 and 3.1).
N.J. Bachman (JPL)
E.D. Wright (JPL)
-CSPICE Version 1.0.0, 24-AUG-2015 (EDW)
interpolate function using Lagrange polynomial
Lagrange interpolation
Link to routine lgrind_c source file lgrind_c.c
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