What is Lagrange Error and how do you find the value for MM?

I know the formula
R_n le frac{M}{(n+1)!}|x-a|^(n+1)RnM(n+1)!|xa|n+1, but I'm confused as to how to find MM.

1 Answer
Apr 10, 2017

MM is the maximum value of abs(f^((n+1))(xi))f(n+1)(ξ) for xiξ in the interval delimited by xx and aa.

Explanation:

Consider the Taylor series of a function f(x)f(x) around x=ax=a:

f(x) = sum_(k=0)^oo f^((k))(a)/(k!) (x-a)^kf(x)=k=0f(k)(a)k!(xa)k

If we stop the Taylor series at k = nk=n we have:

f(x) = P_n(x) +R_n(x)f(x)=Pn(x)+Rn(x)

where:

P_n(x) = sum_(k=0)^n f^((k))(a)/(k!) (x-a)^kPn(x)=nk=0f(k)(a)k!(xa)k

and it can be demonstrated that rest can be expressed as:

R_n(x) = 1/(n!) int _a^x f^((n+1))(t) (x-t)^n dtRn(x)=1n!xaf(n+1)(t)(xt)ndt

Applying the second theorem of the mean to this integral we have:

R_n(x) = 1/((n+1)!) f^((n+1))(xi) (x-a)^(n+1) Rn(x)=1(n+1)!f(n+1)(ξ)(xa)n+1

where xiξ is a point between xx and aa

Clearly if in the interval delimited by xx and aa we have:

abs(f^((n+1))(xi)) < Mf(n+1)(ξ)<M

then:

abs( R_n(x)) <= M/((n+1)!)abs(x-a)^(n+1)|Rn(x)|M(n+1)!|xa|n+1