Derivative error bounds for Lagrange interpolation: An extension of Cauchy's bound for the error of Lagrange interpolation (Q1185533)

It is shown that for any \(n+1\) times continuously differentiable function \(f\) and any choice of \(n+1\) knots, the Lagrange interpolation polynomial \(L\) of degree \(n\) satisfies \(\| f^{(n)}- L^{(n)}\|\leq\|\omega^{(n)}\|/(n+1)!\| f^{(n+1)}\|\), where \(\|\;\|\) denotes the supremum norm. Further, this bound is the best possible. Applications of the above bound to differencing formula are suggested.