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On Lagrange and Hermite interpolation in Rk

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Summary

A method for the construction of a set of data of interpolation in several variables is given. The resulting data, which are either function values or directional derivatives values, give rise to a space of polynomials, in such a way that unisolvence is guaranteed. The interpolating polynomial is calculated using a procedure which generalizes the Newton divided differences formula for a single variable.

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Gasca, M., Maeztu, J.I. On Lagrange and Hermite interpolation in Rk . Numer. Math. 39, 1–14 (1982). https://doi.org/10.1007/BF01399308

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