Numerical Analysis: Polynomial Interpolation Techniques

This lecture covers the fundamentals of numerical analysis with a focus on polynomial interpolation techniques. The instructor begins by discussing the Lagrange interpolation method, explaining how to construct a polynomial that passes through a given set of points. The lecture includes examples illustrating the process of finding interpolation points and constructing the polynomial of degree N. The instructor emphasizes the importance of understanding the convergence of the polynomial to the function as the number of interpolation points increases. Additionally, the lecture addresses potential issues with oscillations near the edges of the interval and introduces the concept of piecewise linear interpolation. The instructor also discusses the error analysis associated with these methods, highlighting the relationship between the degree of the polynomial and the accuracy of the approximation. The lecture concludes with a discussion of theorems related to continuity and error estimation, providing a comprehensive overview of the key concepts in numerical interpolation.