In: Advanced Math
Give a proof, base the proof on the Determinant of a Vandermonde matrix that the INTERPOLATING POLYNOMIAL exist and its unique.
Suppose that the interpolation matrix exists and is in the form :
Now, the statement that interpolates the data points mean that:
Substituting this in the first equation, we get:
We need to solve for the s to construct . Since such a construction is possible, by reversing the argument, we see that the interpolating polynomial exists. Also, the matrix on the left is called a Vandermonde matrix.
To prove it's uniqueness, we write the above matrix equation as:
We have that is non-singular, because:
because the points are distinct, the determinant can't be zero as is never zero, therefore is nonsingular and the system has a unique solution .