NEWTON'S DIVIDED DIFFERENCE FORMULA

f(xi) - f(xj)
Let us assume that the function f(x) is linear then we have
(xi - xj)

where xi and xj are any two tabular points, is independent of xi and xj. This ratio is called the
first divided difference of f(x) relative to xi and xj and is denoted by f [xi, xj]. That is

f(xi) - f(xj)
f [xi, xj] = = f [xj, xi]
(xi - xj)

Since the ratio is independent of xi and xj we can write f [x0, x] = f [x0, x1]

f(x) - f(x0)
= f [x0, x1]
(x - x0)

f(x) = f(x0) + (x - x0) f [x0, x1]

1 f(x0) x0 - x f1 - f 0 f0x1 - f1x0

=
x - x0
| f(x1) x1 - x
| =
x1 - x0
x+
x1 - x0

So if f(x) is approximated with a linear polynomial then the function value at any point x can be
calculated by using f(x) @ P1(x) = f(x0) + (x - x1) f [x0, x1]

where f [x0, x1] is the first divided difference of f relative to x0 and x1.

Similarly if f(x) is a second degree polynomial then the secant slope defined above is not
constant but a linear function of x. Hence we have

f [x1, x2] - f [x0, x1]

x2 - x0

is independent of x0, x1 and x2. This ratio is defined as second divided difference of f relative to
x0, x1 and x2. The secind divided difference are denoted as

f [x1, x2] - f [x0, x1]

f [x0, x1, x2] =
x2 - x0

Now again since f [x0, x1,x2] is independent of x0, x1 and x2 we have

 f [x1, x0, x] = f [x0, x1, x2]
f [x0, x] - f [x1, x0]
= f [x0, x1, x2]
x - x1

f [x0, x] = f [x0, x1] + (x - x1) f [x0, x1, x2]

f [x] - f [x0]
= f [x0, x1] + (x - x1) f [x0, x1, x2]
x - x0

f(x) = f [x0] + (x - x0) f [x0, x1] + (x - x0) (x - x1) f [x0, x1, x2]

This is equivalent to the second degree polynomial approximation passing through three data
points

x0 x1 x2
f0 f1 f2

So whenever f(x) is approximated with a second degree polynomial, the value of f(x) at any
point x can be computed using the above polynomial.
In the same way if we define recursively kth divided difference by the relation

f [x1, x2, . . ., xk] - f [x0, x1, . . ., xk-1]

f [x0, x1, . . ., xk] =
xk - x0

The kth degree polynomial approximation to f(x) can be written as

f(x) = f [x0] + (x - x0) f [x0, x1] + (x - x0) (x - x1) f [x0, x1, x2]
+ . . . + (x - x0) (x - x1) . . . (x - xk-1) f [x0, x1, . . ., xk].

This formula is called Newton's Divided Difference Formula. Once we have the divided
differences of the function f relative to the tabular points then we can use the above formula to
compute f(x) at any non tabular point.

Computing divided differences using divided difference table: Let us consider the points (x1,
f1), (x2, f2), (x3, f3) and (x4, f4) where x1, x2, x3 and x4 are not necessarily equi-distant points
then the divided difference table can be written as

xi fi f [xi, xj] f [xi, xj, xk ] f [xi, xj, xk, xl]

x1 f1
f2 - f 1
f [x1, x2] =
x2 - x1
 f [x2, x3] - f [x1, x2]
x2 f2
f [x1, x2,x3] =
x3 - x1
f3 - f 2 f [x2, x3,x4] - f [x1, x2,x3]
f [x2, x3] = f [x1, x2,x3,x4] =
x3 - x2 x4 - x1
f [x3, x4] - f [x2, x3]
x3 f3 f [x2, x3,x4] =
x4 - x2
f4 - f 3
f [x3, x4] =
x4 - x3
x4 f4

Example : Compute f(0.3) for the data

x 0 1 3 4 7
f 1 3 49 129 813

using Newton's divided difference formula.

Solution : Divided difference table

xi fi
0 1
2
1 3 7
23 3
3 49 19
80 3
4 129 37
228
7 813

Now Newton's divided difference formula is

f(x) = f [x0] + (x - x0) f [x0, x1] + (x - x0) (x - x1) f [x0, x1, x2] + (x - x0) (x - x1) (x - x2)f [x0, x1, x2, x3]

f(0.3) = 1 + (0.3 - 0) 2 + (0.3)(0.3 - 1) 7 + (0.3) (0.3 - 1) (0.3 - 3) 3

= 1.831

Since the given data is for the polynomial f(x) = 3x3 - 5x2 + 4x +1 the analytical value is f(0.3) =
1.831

The analytical value is matched with the computed value because the given data is for a third
degree polynomial and there are five data points available using which one can approximate any
data exactly upto fourth degree polynomial.
 Properties :

1. If f(x) is a polynomial of degree N, then the Nth divided difference of f(x) is a constant.

Proof : Consider the divided difference of xn

(x1+ h)n - xn n h xn-1+ . . .

D xn = =
x+h-x h

= a polynomial of degree (n - 1)

Also since divided difference operator is a linear operator, D of any Nth degree polynomial is an
(N-1)th degree polynomial and second D is an (N-2) degree polynomial, so on the Nth divided
difference of an Nth degree polynomial is a constant.

2. If x0, x1, x2 . . . xn are the (n+1) discrete points then the Nth divided difference is equal to

f0 fn
f[x0, x1, x2 . . . xn] = +...+
(x0 - x1) . . . (x0 - xn) (xn - x0) . . . (xn - xn-1)

Proof : If n = 0 Þ f(x0) = f(x0) hence the result is true let us assume that the result is valid upto n
=k

f0 fk
Þ f[x0, x1, . . . xk] = +...+
(x0 - x1) . . . (x0 - xk) (xk - x0) . . . (xk - xk-1)

Consider the case n = k + 1

f[x1, x2, . . . xk+1] - f[x0, x1, . . . xk]

Þ f[x0, x1, . . . xk, xk+1] =
(xk+1 - x0)

1 f1 fk+1
=
(xk+1 - x0)
[ (x1 - x2) . . . (x1 - xk+1)
+...+
(xk+1 - x1) . . . (xk+1 - xk)
]
1 f0 fk
-
(xk+1 - x0)
[ (x0 - x1) . . . (x0 - xk)
+...+
(xk - x0) . . . (xk - xk-1)
]
f0 f1 1 1 fk+1
=
(x0-x1)...(x0-xk+1)
+
(x1-x2)...(x1 - xk)(xk+1 - x0)
( x1-xk+1
-
x1-x0
) +...+
(xk+1-x0)...(xk+1-xk)
 f0 f1 fk+1
= + +...+
(x0 - x1) . . . (x0 - xk+1) (x1 - x0) (x1 - x2) . . . (x1 - xk+1) (xk+1 - x0) . . . (xk+1 - xk)

3. Sheppard Zigzag rule :

Consider the divided difference table for the data points (x0, f0), (x1, f1), (x2, f2) and (x3, f3)

In the difference table the dotted line and the solid line give two differenct paths starting from
the function values to the higher divided difference's posssible to the function values. The
Sheppard's zigzag rule says the function value at any non-tabulated from the dotted line or from
the solid line are same provided the order of xi are taken in the direction of the zigzag line. That
is any f(x) through the dotted line can be approximated as

f(x) = f0 + (x - x0) f [x0, x1] + (x - x0) (x - x1) f [x0, x1,x2] + (x - x0) (x - x1) (x - x2)f [x0, x1, x2, x3].

Similarly f(x) over the solid line is euivalent to

f(x) = f2 + (x - x2) f [x1, x2] + (x - x2) (x - x1) f [x1, x2,x3] + (x - x2) (x - x1) (x - x3)f [x0, x1, x2, x3].

Example : Find f(1.5) from the data points

x 0 0.5 1 2
f(x) 1 1.8987 3.7183 11.3891

f(1.5) along the dotted line is

f(1.5) = 1 + 1.5 x 1.7974 + 1.5 (1) x 1.8418 + (1.5) (1) (0.5) x 0.4229
= 6.770

Similarly f(1.5) along the solid line is

 f(1.5) = 3.7183+(1.5 - 1)x3.6392+(1.5 - 1)(1.5 - 0.5)x2.6877+(1.5 -1)(1.5 - 0.5)(1.5 - 2)x0.4229
= 6.770

The data is given for f(x) = x2 + ex and the analytical value for f(1.5) = 6.7317

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