In Numerical Analysis, our interest is not just interpolation of values, but interpolation of functions. Interpolation of functions means approximating a complex or unknown function with a simpler function, which is usually a polynomial. Polynomials are:

  • Easy to Evaluation
  • Easy to Differentiate
  • Easy to Integrate
  • Easy to find from our friend the Taylor Series.

Lecture slides based on Kaw Chapter 5, Sections 5.01 and 5.02