2.8. Divided difference (Cont.

Let us consider y0 = f ( x0 ) , y1 = f ( x1 ) ,..., y n = f ( xn ) be the values of the function y = f (x)

corresponding to the values x0 , x1 , x2 ,..., xn , which are not necessarily equally spaced.

The first order divided differences of f (x) for two arguments x0 , x1 denoted by f [ x0 , x1 ] and is

defined by

f ( x0 ) − f ( x1 ) f ( x1 ) − f ( x0 )
f [ x0 , x1 ] = =
x0 − x1 x1 − x0

Similarly,

f ( x1 ) − f ( x 2 ) f ( x 2 ) − f ( x1 )
f [ x1 , x 2 ] = = ,
x1 − x 2 x 2 − x1

f ( x2 ) − f ( x3 ) f ( x3 ) − f ( x 2 )
f [ x2 , x3 ] = =
x 2 − x3 x3 − x 2

and so on.

The second order divided differences of f (x) for three arguments x0 , x1 , x2 denoted by

f [ x0 , x1 , x 2 ] and is defined by

f [ x0 , x1 ] − f [ x1 , x 2 ]
f [ x0 , x1 , x2 ] =
x0 − x 2

In general, the n th order divided differences of f (x) with n + 1 arguments x0 , x1 , x2 ,..., xn is

defined by

1
 f [ x0 , x1 , x2 ,..., xn−1 ] − f [ x1 , x2 ,..., xn ]
f [ x0 , x1 , x2 ,..., xn ] = .
x0 − xn

Symmetric property of divided differences

The divided differences are symmetric with respect to their arguments.

f ( x0 ) − f ( x1 ) f ( x1 ) − f ( x0 )
f [ x0 , x1 ] = = = f [ x1 , x0 ]
x0 − x1 x1 − x0

Also, we have

1
f ( x0 ) f ( x1 ) f ( xi )
f [ x0 , x1 ] = +
x0 − x1 x1 − x0
= ∑ 1
i =0
∏ (x − x )
j =0
i j

j ≠i

Again,

f [ x0 , x1 ] − f [ x1 , x2 ]
f [ x0 , x1 , x 2 ] =
x0 − x2

1  f ( x0 ) f ( x1 ) f ( x1 ) f ( x2 ) 
=  + − − 
( x0 − x2 )  x0 − x1 x1 − x0 x1 − x2 x2 − x1 

f ( x0 ) f ( x1 ) f ( x2 )
= + +
( x0 − x1 )( x0 − x2 ) ( x1 − x0 )( x1 − x2 ) ( x2 − x0 )( x2 − x1 )

2
f ( xi )
= ∑ 2
i =0
∏ (x
j =0
i − xj )
j ≠i

2
2.8.1 Divided difference table

The following Table 4 shows the divides differences where the differences used in eq. (2.10.3.6)

have been underlined.

x y 1st order divided 2nd order n th order

x0 y0
f [ x 0 , x1 ]
x1 y1 f [ x 0 , x1 , x 2 ]
f [ x1 , x2 ]
x2 y2 .
.
. f [ x 0 , x1 , x 2 ,..., x n ]
. .
.
. .
.
.
. .
.
.
x n −1 f [ xn −2 , xn −1 , xn ]
y n −1
f [ xn −1 , xn ]
xn yn

Table 4 Divided difference table

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2.9 Newton’s divided difference interpolation formula

Let us consider y0 = f ( x0 ) , y1 = f ( x1 ) ,..., y n = f ( xn ) be the values of the function y = f (x)

corresponding to the arguments x0 , x1 , x2 ,..., xn , which are not necessarily equally spaced.

Let ϕ n (x) be interpolating polynomial which is interpolating at the n + 1 distinct points x0 , x1 , …,

xn . Let us consider this polynomial as

ϕ n ( x) = c0 + c1 ( x − x0 ) + c2 ( x − x0 )( x − x1 ) + ... + cn ( x − x0 )( x − x1 )...(x − xn −1 ) . (2.9.1)

Substituting successively x = x0 , x1 ,..., xn in eq. (2.9.1), we obtain

ϕ n ( x0 ) = f ( x0 ) = c0 ,

ϕ n ( x1 ) = f ( x1 ) = c0 + c1 ( x1 − x0 ) = f ( x0 ) + c1 ( x1 − x0 ) yields to

f ( x1 ) − f ( x0 )
c1 = = f [ x0 , x1 ] ,
x1 − x0

ϕ n ( x2 ) = f ( x2 ) = c0 + c1 ( x2 − x0 ) + c2 ( x2 − x0 )( x2 − x1 )

f ( x1 ) − f ( x0 )
= f ( x0 ) + ( x2 − x0 ) + c2 ( x 2 − x0 )( x2 − x1 ) yields to
x1 − x0

1  f ( x1 ) − f ( x0 ) 
c2 =  f ( x2 ) − f ( x0 ) − ( x2 − x0 )
( x2 − x0 )( x2 − x1 )  x1 − x0 

f ( x0 ) f ( x1 ) f ( x2 )
= + +
( x0 − x1 )( x0 − x2 ) ( x1 − x0 )( x1 − x2 ) ( x2 − x0 )( x2 − x1 )

= f [ x0 , x1 , x2 ] .

Using induction, it can obtained that

4
 cn = f [ x0 , x1 ,..., xn ] . (2.9.2)

Therefore, the divided difference interpolating polynomial becomes

f ( x) ≅ ϕ n ( x) = f ( x0 ) + ( x − x0 ) f [ x0 , x1 ] + ( x − x0 )( x − x1 ) f [ x0 , x1 , x2 ] + ... + ( x − x0 )( x − x1 )...(x − xn −1 ) f [ x0 , x1 ,..., xn ]

which is called Newton’s divided difference interpolation formula or Newton’s general

interpolation formula with divided differences.