A Direct Approach to Hermite Interpolation

Abstract

We introduce a family of polynomials satisfying the natural duality relations for Hermite interpolation, analogous to the classical Lagrange interpolation polynomials. They yield an explicit closed formula for the Hermite interpolant with arbitrary multiplicities, without recourse to divided differences, recursive corrections, or auxiliary Bézout identities. We also give a detailed account of Hermite's original approach to the problem, based on an integral formula, which he used both to derive the interpolating polynomial and to estimate the interpolation error for holomorphic data.