Newton Interpolation and Divided Differences

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Step 1 - Data and Initialization:

You have a set of data points (x0, y0), (x1, y1), …, (xn, yn) that you want to interpolate. These points represent the values of a function at specific x-coordinates.

Step 2 - Divided Difference Table:

Create a divided difference table, which is a triangular table where the first column contains the yi values. Compute the differences recursively using the formula:

[yi, yi+1, …, yj] = [yi+1, yi+2, …, yj] - [yi, yi+1, …, yj-1

f[xi, xi+1, …, xj] = xj - xi

f[xi+1, xi+2, …, xj] - f[xi, xi+1, …, xj-1]

Step 3 - Construct the Interpolating Polynomial:

The Newton interpolating polynomial P(x) can be expressed as:

P(x) = y0 + (x - x00, x1] + (x - x0)(x - x1)f[x0, x1, x2] + …

where f[x0, x1, …, xk] are the divided differences.

Step 4 - Evaluate the Interpolating Polynomial:

Now, you can use the interpolating polynomial P(x) to approximate the function's values at any point x within the range of your data points.

Newton interpolation with divided differences provides a polynomial that passes through the given data points. It is a flexible method for interpolation and is especially useful when additional data points need to be added.