LAGRANGE_ND
Multivariate Lagrange Interpolation
LAGRANGE_ND
is a MATLAB library which
is given a set of ND points X(*) in Ddimensional space, and constructs
a family of ND Lagrange polynomials P(*)(X), associating polynomial P(i)
with point X(i), such that, for 1 <= i <= ND,
P(i)(X(i)) = 1
but, if i =/= j
P(i)(X(j)) = 0
The library currently includes the following primary routines:

LAGRANGE_COMPLETE requires that the number of data points
ND is exactly equal to R, the number of monomials in D dimensions
of total degree N or less;

LAGRANGE_COMPLETE2, a version of LAGRANGE_COMPLETE with
improved "pivoting";

LAGRANGE_PARTIAL allows the number of data points
ND to be less than or equal to R, the number of monomials
in D dimensions of total degree N or less;

LAGRANGE_PARTIAL2, a version of LAGRANGE_PARTIAL
with improved "pivoting".
The set of ND polynomials P(*)(X) are returned as a set of three arrays:

PO(i) contains the order, the number of nonzero coefficients,
for polynomial i;

PC(i,j) contains the coefficient of the jth term in
polynomial i;

PE(i,j) contains a code for the exponents of the monomial
associated with the jth term in polynomial i.
Each value of PE(i,j) is an exponent codes which can be converted
to a vector of exponents that define a monomial. For example,
if we are working in spatial dimension D=3, then if PE(i,j)=13,
the corresponding exponent vector is (0,2,1), so
this means that the jth term in polynomial i is
PC(i,j) * x^0 y^2 z^1
An exponent code can be converted to an exponent vector by calling
mono_unrank_grlex().
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
LAGRANGE_ND is available in
a C++ version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
LAGRANGE_INTERP_ND,
a MATLAB library which
defines and evaluates the Lagrange polynomial p(x)
which interpolates a set of multivariate data, so that p(x(i)) = y(i).
SPARSE_INTERP_ND
a MATLAB library which
can be used to define a sparse interpolant to a function f(x) of a
multidimensional argument.
SPINTERP,
a MATLAB library which
carries out piecewise multilinear hierarchical sparse grid interpolation;
an earlier version of this software is ACM TOMS Algorithm 847,
by Andreas Klimke;
TEST_INTERP_ND,
a MATLAB library which
defines test problems for interpolation of data z(x),
depending on an Mdimensional argument.
Reference:

Philip Davis,
Interpolation and Approximation,
Dover, 1975,
ISBN: 0486624951,
LC: QA221.D33

Tomas Sauer, Yuan Xu,
On multivariate Lagrange interpolation,
Mathematics of Computation,
Volume 64, Number 211, July 1995, pages 11471170.
Source Code:

i4_choose.m,
computes the binomial coefficient C(N,K) as an I4;

i4mat_print.m,
prints an I4MAT;

i4mat_print_some.m,
prints some of an I4MAT;

i4vec_print.m,
prints an I4VEC;

interpolant_value.m,
evaluates a Lagrange intepolant.

lagrange_complete.m,
Lagrange polynomial basis from data, spans complete polynomial space,
uses very weak pivoting strategy.

lagrange_complete2.m,
Lagrange polynomial basis from data, spans complete polynomial space,
uses improved pivoting strategy.

lagrange_partial.m,
Lagrange polynomial basis from data, spans partial polynomial space,
uses very weak pivoting strategy.

lagrange_partial2.m,
Lagrange polynomial basis from data, spans partial polynomial space,
uses improved pivoting strategy.

lagrange_partial3.m,
Lagrange polynomial basis from data, spans partial polynomial space,
uses improved pivoting strategy, increases polynomial degree
as necessary.

lagrange_partial4.m,
used by lagrange_partial3.

mono_between_enum.m,
enumerates the monomials of D variables of total degree
between N1 and N2, inclusive.

mono_between_next_grlex.m,
computes, one by one, the monomials of D variables of total degree
between N1 and N2, inclusive, using graded lexicographic ordering.

mono_next_grlex.m,
returns the next monomial in the graded lexicographic ordering.

mono_total_enum.m,
enumerates the monomials of D variables of total degree N.

mono_total_next_grlex.m,
returns the next monomial of total degree N
in the graded lexicographic ordering.

mono_unrank_grlex.m,
returns the monomial of the given rank
in the graded lexicographic ordering.

mono_upto_enum.m,
enumerates the monomials of D variables of total degree
0 up to N.

mono_value.m,
evaluates a monomial.

polynomial_axpy.m,
adds a multiple of one polynomial to another.

polynomial_compress.m,
"compresses" a polynomial by merging coefficients associated with
the same monomial.

polynomial_print.m,
prints a polynomial.

polynomial_sort.m,
sorts the terms in a polynomial.

polynomial_value.m,
evaluates a polynomial.

r8col_separation.m,
computes the separation between columns of an R8COL.

r8mat_print.m,
prints an R8MAT;

r8mat_print_some.m,
prints some of an R8MAT;

r8mat_transpose_print.m,
prints an R8MAT, transposed;

r8mat_transpose_print_some.m,
prints some of an R8MAT, transposed;

r8vec_print.m,
prints an R8VEC;

timestamp.m,
prints the YMDHMS date as a timestamp.
Examples and Tests:

lagrange_nd_test.m,
calls all the tests;

lagrange_nd_test01.m,
tests mono_between_enum();

lagrange_nd_test02.m,
tests mono_total_enum();

lagrange_nd_test03.m,
tests mono_upto_enum();

lagrange_nd_test04.m,
tests mono_between_next();

lagrange_nd_test05.m,
tests lagrange_complete() in 1D, on a regular grid;

lagrange_nd_test06.m,
tests lagrange_complete() in 2D, on a regular triangular grid;

lagrange_nd_test07.m,
tests lagrange_complete() in 3D, on a regular tetrahedral grid;

lagrange_nd_test08.m,
tests lagrange_partial()
on the 5 points of a dimension 2 level 1 CC sparse grid;

lagrange_nd_test09.m,
tests lagrange_partial()
on the 25 points of a dimension 3 level 2 CC sparse grid;

lagrange_nd_test10.m,
tests lagrange_partial2()
on the 13 points of a dimension 2 level 2 CC sparse grid,
and the evaluates the Lagrange interpolant there.

lagrange_nd_test11.m,
tests lagrange_partial3()
on the 65 points of a dimension 2 level 3 CC sparse grid,
and the evaluates the Lagrange interpolant there.

lagrange_nd_test_output.txt,
the output file.
You can go up one level to
the MATLAB source codes.
Last modified on 14 January 2014.