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Lagrange polynomial
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==Derivatives== The {{mvar|d}}th derivative of a Lagrange interpolating polynomial can be written in terms of the derivatives of the basis polynomials, :<math>L^{(d)}(x) := \sum_{j=0}^{k} y_j \ell_j^{(d)}(x).</math> Recall (see {{slink|#Definition}} above) that each Lagrange basis polynomial is <math display=block>\begin{aligned} \ell_j(x) &= \prod_{\begin{smallmatrix}m = 0\\ m\neq j\end{smallmatrix}}^k \frac{x-x_m}{x_j-x_m}. \end{aligned}</math> The first derivative can be found using the [[product rule#Product of more than two factors|product rule]]: :<math>\begin{align} \ell_j'(x) &= \sum_{\begin{smallmatrix}i=0 \\ i\not=j\end{smallmatrix}}^k \Biggl[ \frac{1}{x_j-x_i}\prod_{\begin{smallmatrix}m=0 \\ m\not = (i , j)\end{smallmatrix}}^k \frac{x-x_m}{x_j-x_m} \Biggr] \\[5mu] &= \ell_j(x)\sum_{\begin{smallmatrix}i=0 \\i\not=j\end{smallmatrix}}^k \frac{1}{x-x_i}. \end{align}</math> The second derivative is :<math>\begin{align} \ell_j''(x) &= \sum_{\begin{smallmatrix}i=0 \\ i\ne j\end{smallmatrix}}^{k} \frac{1}{x_j-x_i} \Biggl[ \sum_{\begin{smallmatrix}m=0 \\ m\ne(i,j)\end{smallmatrix}}^{k} \Biggl( \frac{1}{x_j-x_m}\prod_{\begin{smallmatrix}n=0 \\ n\ne(i,j,m)\end{smallmatrix}}^{k} \frac{x-x_n}{x_j-x_n} \Biggr) \Biggr] \\[10mu] &= \ell_j(x) \sum_{0 \leq i < m \leq k} \frac{2}{(x-x_i)(x - x_m)} \\[10mu] &= \ell_j(x)\Biggl[\Biggl(\sum_{\begin{smallmatrix}i=0 \\i\not=j\end{smallmatrix}}^k \frac{1}{x-x_i}\Biggr)^2-\sum_{\begin{smallmatrix}i=0 \\i\not=j\end{smallmatrix}}^k \frac{1}{(x-x_i)^2}\Biggr]. \end{align}</math> The third derivative is :<math>\begin{align} \ell_j'''(x) &= \ell_j(x) \sum_{0 \leq i < m < n \leq k} \frac{3!}{(x-x_i)(x - x_m)(x - x_n)} \end{align}</math> and likewise for higher derivatives. Note that all of these formulas for derivatives are invalid at or near a node. A method of evaluating all orders of derivatives of a Lagrange polynomial efficiently at all points of the domain, including the nodes, is converting the Lagrange polynomial to power basis form and then evaluating the derivatives.
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