Let
|
(1)
|
then
|
(2)
|
where is a divided difference,
and the remainder is
|
(3)
|
for .
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
Subject classifications