Let be a reciprocal difference. Then Thiele's interpolation formula is the continued fraction
Thiele's Interpolation Formula
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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. 881, 1972.Milne-Thomson, L. M. The Calculus of Finite Differences. London: Macmillan, 1951.Referenced on Wolfram|Alpha
Thiele's Interpolation FormulaCite this as:
Weisstein, Eric W. "Thiele's Interpolation Formula." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/ThielesInterpolationFormula.html