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    Newton's Divided Differences Formula

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    Aqe Kitam
    The document discusses Newton's divided differences formula for polynomial interpolation. It provides the formula for representing the Lagrange interpolation polynomial Pn(x) using Newton's divided differences. The coefficients a0, a1, etc. are found by substituting values into Pn(x) and setting it equal to the function values. These coefficients are called Newton's divided differences of order 0, 1, etc. Examples are provided to demonstrate computing divided differences and the Newton interpolation polynomial.

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    Newton's Divided Differences Formula

    Uploaded by

    Aqe Kitam
    35 views5 pages
    The document discusses Newton's divided differences formula for polynomial interpolation. It provides the formula for representing the Lagrange interpolation polynomial Pn(x) using Newton's divided differences. The coefficients a0, a1, etc. are found by substituting values into Pn(x) and setting it equal to the function values. These coefficients are called Newton's divided differences of order 0, 1, etc. Examples are provided to demonstrate computing divided differences and the Newton interpolation polynomial.

    Original Title

    Sec. 3.3

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    The document discusses Newton's divided differences formula for polynomial interpolation. It provides the formula for representing the Lagrange interpolation polynomial Pn(x) using Newton's divided differences. The coefficients a0, a1, etc. are found by substituting values into Pn(x) and setting it equal to the function values. These coefficients are called Newton's divided differences of order 0, 1, etc. Examples are provided to demonstrate computing divided differences and the Newton interpolation polynomial.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    35 views5 pages

    Newton's Divided Differences Formula

    Uploaded by

    Aqe Kitam
    The document discusses Newton's divided differences formula for polynomial interpolation. It provides the formula for representing the Lagrange interpolation polynomial Pn(x) using Newton's divided differences. The coefficients a0, a1, etc. are found by substituting values into Pn(x) and setting it equal to the function values. These coefficients are called Newton's divided differences of order 0, 1, etc. Examples are provided to demonstrate computing divided differences and the Newton interpolation polynomial.

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    © All Rights Reserved
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    Download as pdf or txt
    of 5

    3.

    3 Divided Differences
    Suppose that 𝑷𝒏 (𝒙) is the Lagrange polynomial that
    interpolates a continuous function 𝒇(𝒙) at {𝒙𝟎 , 𝒙𝟏 , 𝒙𝟐 , … , 𝒙𝒏 }.
    Then 𝑷𝒏 (𝒙) can be represented in the following form with
    fewer computations than Lagrange:
    𝑷𝒏 (𝒙) = 𝒂𝟎 + 𝒂𝟏 (𝒙 − 𝒙𝟎 ) + 𝒂𝟐 (𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟏 ) + …
    +𝒂𝒏 (𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟏 ) … (𝒙 − 𝒙𝒏−𝟏 )
    It is called Newton’s divided differences formula
    To find {𝒂𝟎 , 𝒂𝟏 , … , 𝒂𝒏 }
    Substituting 𝒙 = 𝒙𝟎
    → 𝒇(𝒙𝟎 ) = 𝑷𝒏 (𝒙𝟎 ) = 𝒂𝟎 → 𝒂𝟎 = 𝒇(𝒙𝟎 ) ≡ 𝒇𝟎
    Substituting 𝒙 = 𝒙𝟏
    → 𝒇(𝒙𝟏 ) = 𝑷𝒏 (𝒙𝟏 ) = 𝒂𝟎 + 𝒂𝟏 (𝒙𝟏 − 𝒙𝟎 )
    𝒇(𝒙𝟏 ) − 𝒇(𝒙𝟎 )
    → 𝒂𝟏 = ≡ 𝒇𝟎𝟏
    𝒙𝟏 − 𝒙𝟎
    Substituting 𝒙 = 𝒙𝟐
    → 𝒇(𝒙𝟐 ) = 𝒂𝟎 + 𝒂𝟏 (𝒙𝟐 − 𝒙𝟎 ) + 𝒂𝟐 (𝒙𝟐 − 𝒙𝟎 )(𝒙𝟐 − 𝒙𝟏 )
    𝒇𝟏𝟐 − 𝒇𝟎𝟏
    → 𝒂𝟐 = ≡ 𝒇𝟎𝟏𝟐
    𝒙𝟐 − 𝒙𝟎
    𝒇𝟎 , 𝒇𝟎𝟏 , 𝒇𝟎𝟏𝟐 are called Newton’s divided differences of
    order zero, one and two respectively.

    1
    Newton’s divided differences formula
    𝑷𝒏 (𝒙) = 𝒇𝟎 + 𝒇𝟎𝟏 (𝒙 − 𝒙𝟎 ) + 𝒇𝟎𝟏𝟐 (𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟏 ) + …
    +𝒇𝟎𝟏…𝒏 (𝒙 − 𝒙𝟎 )(𝒙 − 𝒙𝟏 ) … (𝒙 − 𝒙𝒏−𝟏 )
    Note that this formula is equivalent to Lagrange
    interpolation formula but with different form, thus the error
    estimate is the same as for Lagrange:
    𝒏
    𝒇(𝒏+𝟏) (𝒛)
    𝑬𝒏 (𝒙) ≅ �|𝒙 − 𝒙𝒊 |
    (𝒏 + 𝟏)!
    𝒊=𝟎

    𝒘𝒉𝒆𝒓𝒆 𝒛 𝒊𝒔𝒂 𝒏𝒖𝒎𝒃𝒆𝒓 𝒘𝒊𝒕𝒉𝒊𝒏 𝒙𝟎 , 𝒙𝟏 , … , 𝒙𝒏 𝒂𝒏𝒅 𝒙

    Divided Differences Table

    𝒙𝒊 𝒇𝒊 𝒇𝒊,𝒊+𝟏 𝒇𝒊,𝒊+𝟏,𝒊+𝟐 𝒇𝒊,𝒊+𝟏,𝒊+𝟐,𝒊+𝟑


    𝒙𝟎 𝒇𝟎
    𝒙𝟏 𝒇𝟏 𝒇𝟏 − 𝒇𝟎
    𝒇𝟎𝟏 =
    𝒙𝟏 − 𝒙𝟎
    𝒙𝟐 𝒇𝟐 𝒇𝟐 − 𝒇𝟏 𝒇𝟏𝟐 − 𝒇𝟎𝟏
    𝒇𝟏𝟐 = 𝒇𝟎𝟏𝟐 =
    𝒙𝟐 − 𝒙𝟏 𝒙𝟐 − 𝒙𝟎
    𝒙𝟑 𝒇𝟑 𝒇𝟑 − 𝒇𝟐 𝒇𝟐𝟑 − 𝒇𝟏𝟐 𝒇𝟎𝟏𝟐𝟑
    𝒇𝟐𝟑 = 𝒇𝟏𝟐𝟑 =
    𝒙𝟑 − 𝒙𝟐 𝒙𝟑 − 𝒙𝟏

    2
    Example 1 Find the Newton’s divided difference formula
    𝟏
    that interpolate 𝒇(𝒙) = at {𝒙𝟎 = 𝟏, 𝒙𝟏 = 𝟐, 𝒙𝟐 = 𝟒}.
    𝒙
    Compute 𝑷𝟐 (𝟎. 𝟓), 𝑷𝟐 (𝟑) and 𝑷𝟐 (𝟓. 𝟓) . Find the exact error
    and comment on the results.
    Find 𝑷𝟑 (𝒙) if 𝒙𝟑 = 𝟓 and compute 𝑷𝟑 (𝟓. 𝟓).

    3
    Newton’s divided differences Algorithm
    Input: 𝒏; 𝒙𝒊 , 𝒇𝒊 , 𝒊 = 𝟎. . 𝒏
    To compute the divided differences:
    Set 𝑸[𝒊, 𝟎]: = 𝒇𝒊 for 𝒊 = 𝟎. . 𝒏
    𝑸[𝒊,𝒋−𝟏]−𝑸[𝒊+𝟏,𝒋−𝟏]
    Calculate 𝑸[𝒊, 𝒋]: =
    𝒙𝒊 −𝒙𝒊−𝒋
    ,

    for 𝒋 = 𝟏. . 𝒊; 𝒊 = 𝟏. . 𝒏

    To find Newton’s polynomial 𝑷𝒏 (𝒙):


    Set 𝑷[𝟎] = 𝑸[𝟎, 𝟎] ∶ 𝒄𝒐𝒆𝒇[𝟎] = 𝟏
    For 𝒊 from 1 to 𝒏 do
    𝒄𝒐𝒆𝒇[𝒊]: = 𝒄𝒐𝒆𝒇[𝒊 − 𝟏] ∗ (𝒙 − 𝒙[𝒊 − 𝟏])
    𝑷[𝒊] = 𝑷[𝒊 − 𝟏] + 𝑸[𝒊, 𝒊] ∗ 𝒄𝒐𝒆𝒇[𝒊]
    end do:

    Note: For any polynomial of degree 𝒏 the Newton’s divided


    differences of order 𝒏 are constant.

    4
    Example 3: Complete the following divided difference
    table and find the Newton’s polynomial of maximum
    order:
    𝒙 𝟎 = 𝟎 𝒇𝟎 =
    𝒙𝟏 =. 𝟒 𝒇𝟏 = 𝒇𝟎𝟏 =
    𝒙𝟐 =. 𝟕 𝒇𝟐 = 𝟔 𝒇𝟏𝟐 = 𝟏𝟎 𝒇𝟎𝟏𝟐 = 𝟓𝟎/𝟕

    Example 4: The following data are given for a polynomial


    𝑷(𝒙) of unknown degree. Determine the polynomial with
    maximum degree if all third order divided differences are
    1.
    𝒙 𝑷(𝒙)
    𝟎 𝟐
    𝟏 −𝟏
    𝟐 𝟒

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