Newton Divided-Difference Formula
A practical difficulty with Lagrange interpolation is that the work done in calculating
the approximation by the lower degree polynomial does not lessen the work needed to
calculate the higher degree polynomial approximation.
Newton Divided-Difference Table
x f(x) First divided Second divided Third divided Fourth divided
differences differences differences difference
𝑥0 𝑓[𝑥0 ]
𝑓[𝑥0 , 𝑥1 ] = 𝐴
𝑓(𝑥1 ) − 𝑓(𝑥0 )
=
𝑥1 − 𝑥0
𝑥1 𝑓[𝑥1 ] 𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
𝐵 −𝐴
= =𝐸
𝑥2 − 𝑥0
𝑓[𝑥1 , 𝑥2 ] = 𝐵 𝑓[𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 ]
𝑓(𝑥2 ) − 𝑓(𝑥1 ) 𝐹−𝐸
= = =𝐻
𝑥2 − 𝑥1 𝑥3 − 𝑥0
𝑥2 𝑓[𝑥2 ] 𝑓[𝑥1 , 𝑥2 , 𝑥3 ] 𝑓[𝑥0 , 𝑥1 , … , 𝑥4 ]
𝐶 −𝐵 𝐼 −𝐻
= =𝐹 = =𝐽
𝑥3 − 𝑥1 𝑥4 − 𝑥0
𝑓[𝑥2 , 𝑥3 ] = 𝐶 𝑓[𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ]
𝑓(𝑥3 ) − 𝑓(𝑥2 ) 𝐺−𝐹
= = =𝐼
𝑥3 − 𝑥2 𝑥4 − 𝑥1
𝑥3 𝑓[𝑥3 ] 𝑓[𝑥2 , 𝑥3 , 𝑥4 ]
𝐷 −𝐶
= =𝐺
𝑥4 − 𝑥2
𝑓[𝑥3 , 𝑥4 ] = 𝐷
𝑓(𝑥4 ) − 𝑓(𝑥3 )
=
𝑥4 − 𝑥3
𝑥4 𝑓[𝑥4 ]
Newton interpolating polynomials
𝑃1 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝐴,
𝑃2 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝐴 + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝐸
And 𝑃3 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝐴 + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝐸 +(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )𝐻
Next, Newton interpolating polynomial of degree four is?
𝑃4 (𝑥) = 𝑓 (𝑥0 ) + (𝑥 − 𝑥0 )𝐴 + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝐸 +(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )𝐻
+(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )(𝑥 − 𝑥3 )𝐽
Examples
Exercise 3.1
Q1. For the given functions 𝑓(𝑥) = √1 + 𝑥 and 𝑥0 = 0, 𝑥1 = 0.6 and 𝑥2 = 0.9.
Construct interpolation polynomials of degree one and two to approximate 𝑓(0.45),
and find the absolute error.
x f(x) First divided differences
𝑥0 = 0 𝑓[𝑥0 ] = 1
√1.6 − 1
𝑓[𝑥0 , 𝑥1 ] = = 0.44152
0.6 − 0
𝑥1 = 0.6 𝑓[𝑥1 ] =√1.6
𝑃1 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝑓[𝑥0 , 𝑥1 ] = 1 + 0.44152 𝑥
𝑃1 (0.45) = 1.198684
x f(x) First divided differences Second divided differences
𝑥0 = 0 𝑓[𝑥0 ] = 1
√1.6 − 1
𝑓[𝑥0 , 𝑥1 ] = = 0.44152
0.6 − 0
𝑥1 = 0.6 𝑓[𝑥1 ] =√1.6 𝑓[𝑥0 , 𝑥1 , 𝑥2 ] =
𝑓[𝑥1 , 𝑥2 ] − 𝑓[𝑥0 , 𝑥1 ]
= −0.07023
𝑥2 − 𝑥0
√1.9 − √1.6
𝑓[𝑥1 , 𝑥2 ] = = 0.37831
0.9 − 0.6
𝑥2 = 0.9 𝑓[𝑥2 ] =√1.9
𝑃2 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝑓[𝑥0 , 𝑥1 ] + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
= 1 + 0.44152 𝑥 − 0.07023𝑥(𝑥 − 0.6)
𝑃2 (0.45) = 1.203425
We can also use Newton backward divided difference formula as
𝑃2 (𝑥) = 𝑓(𝑥2 ) + (𝑥 − 𝑥2 )𝑓[𝑥1 , 𝑥2 ] + (𝑥 − 𝑥2 )(𝑥 − 𝑥1 )𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
= √1.9 + 0.37831 (𝑥 − 0.9) − 0.07023(𝑥 − 0.9)(𝑥 − 0.6)
𝑃2 (0.45) = 1.203425
Task 1
For a function 𝑓, the forward divided differences are given by
Determine the missing entries.
Practice
Exercise 3.2
Q1(a) Use Newton divided difference interpolating polynomials of degrees 1, 2, and 3
to approximate f(8.4), if f (8.1) =16.94410, f (8.3) =17.56492, f (8.6) =18.50515,
f(8.7) =18.82091.
Solution: First, let us make divided difference table:
x f(x) First divided Second divided Third divided differences
differences differences
𝑥0 = 8.1 𝑓[𝑥0 ] = 16.94410
𝑓[𝑥0 , 𝑥1 ] = 3.1041
𝑥1 = 8.3 𝑓[𝑥1 ] =17.56492 𝑓[𝑥1 , 𝑥2 ] − 𝑓[𝑥0 , 𝑥1 ]
𝑥2 − 𝑥0
= 0.06
𝑓[𝑥1 , 𝑥2 ] = 3.1341 𝑓[𝑥1 , 𝑥2 , 𝑥3 ] − 𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
𝑥3 − 𝑥0
= −0.002083
𝑥2 = 8.6 𝑓[𝑥2 ] =18.50515 𝑓[𝑥2 , 𝑥3 ] − 𝑓[𝑥1 , 𝑥2 ]
𝑥3 − 𝑥1
= 0.05875
𝑓[𝑥2 , 𝑥3 ] = 3.1576
𝑥3 = 8.7 𝑓[𝑥3 ] =18.82091
𝑃1 (𝑥) = 𝑓 (𝑥0 ) + (𝑥 − 𝑥0 )𝑓 [𝑥0 , 𝑥1 ] = 16.94410 + 3.1041 (𝑥 − 8.1)
𝑃1 (8.4) = 17.87533
𝑃2 (𝑥) = 𝑓 (𝑥0 ) + (𝑥 − 𝑥0 )𝑓[𝑥0 , 𝑥1 ] + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝑓[𝑥0 , 𝑥1 , 𝑥2 ]
= 16.94410 + 3.1041 (𝑥 − 8.1) + 0.06(𝑥 − 8.1)(𝑥 − 8.3)
𝑃2 (8.4) = 17.87713
𝑃3 (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 ]
= 16.94410 + 3.1041 (𝑥 − 8.1) + 0.06(𝑥 − 8.1)(𝑥 − 8.3) − 0.002083(𝑥 − 8.1)(𝑥 − 8.3)(𝑥 − 8.6)
𝑃3 (8.4) = 17.87714
Q1 (b). Use Newton divided difference interpolating polynomials of degrees 1, 2, and 3 to
approximate f (0.9), if f (0.6) = − 0.17694460, f (0.7) = 0.01375227, f (0.8) = 0.22363362,
f (1.0) = 0.65809197.
Then, calculate actual value of f(0.9) using the function𝑓(𝑥) = sin(𝑒 𝑥 − 2) and compare
it with values obtained from polynomials of degrees 1, 2, and 3.
