For distinct nodes, define the divided difference by
This is the coefficient of in the Lagrange interpolation polynomial through the first data points.
Let denote that interpolating polynomial. The difference vanishes at , so
The Lagrange formula shows that the leading coefficient of is , whereas has degree at most . Hence . Starting with and iterating gives the Newton interpolation polynomial
The divided-difference recurrence is
For three nodes, the triangular table is
where each entry in a new column uses the two adjacent entries to its left. There are first differences, second differences, and so on, each requiring one division. The exact total is

Articles by others on the same topic (0)

There are currently no matching articles.