ON MULTIVARIATE LAGRANGE INTERPOLATION

Lagrange interpolation by polynomials in several variables is studied through a finite difference approach. We establish an interpolation formula analogous to that of Newton and a remainder formula, both of them in terms of finite differences. We prove that the finite difference admits an integral representation involving simplex spline functions. In particular, this provides a remainder formula for Lagrange interpolation of degree n of a function f, which is a sum of integrals of certain (n + 1)st directional derivatives of f multiplied by simplex spline functions. We also provide two algorithms for the computation of Lagrange interpolants which use only addition, scalar multiplication, and point evaluation of polynomials.