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Newton's Divided Difference Interpolation Formula


Let

 pi_n(x)=product_(k=0)^n(x-x_k),
(1)

then

 f(x)=f_0+sum_(k=1)^npi_(k-1)(x)[x_0,x_1,...,x_k]+R_n,
(2)

where [x_1,...] is a divided difference, and the remainder is

 R_n(x)=pi_n(x)[x_0,...,x_n,x]=pi_n(x)(f^((n+1))(xi))/((n+1)!)
(3)

for x_0<xi<x_n.


See also

Divided Difference, Finite Difference, Hermite's Interpolating Polynomial, Interpolation, Lagrange Interpolating Polynomial

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References

Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 880, 1972.Hildebrand, F. B. Introduction to Numerical Analysis. New York: McGraw-Hill, pp. 43-44 and 62-63, 1956.Whittaker, E. T. and Robinson, G. "Newton's Formula for Unequal Intervals." §13 in The Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New York: Dover, pp. 24-26, 1967.

Referenced on Wolfram|Alpha

Newton's Divided Difference Interpolation Formula

Cite this as:

Weisstein, Eric W. "Newton's Divided Difference Interpolation Formula." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/NewtonsDividedDifferenceInterpolationFormula.html

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