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 ( x 1 ) −f ( x 0 )
f [ x 0 , x1 ] = A=
x 1−x 0
x1 f [ x1 ] B −A
f [ x 0 , x1 , x2 ]= =E
x 2−x 0
f ( x2 ) −f ( x1 ) F−E
f [ x 1 , x 2 ] =B= f [ x 0 , x1 , x2 , x 3 ] = =H
x 2−x 1 x 3−x 0
x2 f [ x2 ] C −B I −H
f [ x 1 , x 2 , x 3 ]= =F f [ x 0 , x1 , … , x 4 ]= =J
x 3−x 1 x 4−x 0
f ( x 3 ) −f ( x2 ) G−F
f [ x 2 , x 3 ] =C= f [ x 1 , x 2 , x 3 , x 4 ]= =I
x 3−x 2 x 4−x 1
x3 f [ x3 ] D −C
f [ x 2 , x 3 , x 4 ]= =G
x 4−x 2
f ( x 4 ) −f ( x 3 )
f [ x 3 , x 4 ]=D=
x 4 −x3
x4 f [ x4 ]

Newton interpolating polynomials

P1 ( x ) =f ( x 0 ) + ( x−x 0 ) A ,

P2 ( x ) =f ( x 0 ) + ( x−x 0 ) A+ ( x −x 0 )( x− x1 ) E

And P3 ( x )=f ( x 0 ) + ( x−x 0 ) A+ ( x−x 0 )( x −x1 ) E + ( x−x 0 ) ( x−x 1 ) ( x−x 2 ) H

Next, Newton interpolating polynomial of degree four is?
P4 ( x )=f ( x 0 ) + ( x−x 0 ) A + ( x−x 0 ) ( x−x 1 ) E + ( x−x 0 ) ( x−x 1 ) ( x−x 2 ) H

+ ( x−x 0 ) ( x−x 1 ) ( x−x 2 ) ( x−x 3 ) J

Examples
Exercise 3.1
Q1. For the given functions f ( x )= √1+ x and x 0=0 , x 1=0.6 and x 2=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
x 0=0 f [ x 0 ]=1

f [ x 0 , x1 ] =
√ 1.6−1 =0.44152
0.6−0
x 1=0.6 f [ x 1 ]=√ 1.6
P1 ( x ) =f ( x 0 ) + ( x−x 0 ) f [ x 0 , x1 ]=1+ 0.44152 x
P1 ( 0.45 )=1.198684

x f(x) First divided differences Second divided differences

x 0=0 f [ x 0 ]=1

f [ x 0 , x1 ] = √
1.6−1
=0.44152
0.6−0
x 1=0.6 f [ x 1 ] =√ 1.6 f [ x 0 , x1 , x2 ]=¿
f [ x 1 , x 2 ] −f [ x 0 , x 1 ]
=−0.07023
x 2−x 0

f [ x 1 , x 2 ]= √
1.9−√ 1.6
=0.37831
0.9−0.6
x 2=0.9 f [ x 2 ] =√ 1.9

P2 ( x ) =f ( x 0 ) + ( x−x 0 ) f [ x 0 , x1 ] + ( x−x 0 ) ( x−x 1 ) f [ x 0 , x 1 , x 2 ]

¿ 1+0.44152 x−0.07023 x (x−0.6)
P2 ( 0.45 )=1.203425

We can also use Newton backward divided difference formula as

P2 ( x ) =f ( x 2 ) + ( x−x 2 ) f [ x 1 , x 2 ]+ ( x−x 2 )( x −x1 ) f [ x 0 , 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
x 0=8.1 f [ x 0 ]=16.94410
f [ x 0 , x1 ] =3.1041
x 1=8.3 f [ x 1 ]=17.56492 f [ x 1 , x 2 ] −f [ x 0 , x 1 ]
=0.06
x 2−x 0
f [ x 1 , x 2 ] =3.1341 f [ x 1 , x 2 , x 3 ]−f [ x 0 , x1 , x 2 ]
=−0.00
x 3−x 0
x 2=8.6 f [ x 2 ] =18.50515 f [ x 2 , x 3 ] −f [ x 1 , x 2 ]
=0.05875
x 3−x 1
f [ x 2 , x 3 ] =3.1576
x 3=8.7 f [ x 3 ] =18.82091

P1 ( x ) =f ( x 0 ) + ( x−x 0 ) f [ x 0 , x1 ]=16.94410+ 3.1041(x−8.1)

P1 ( 8.4 ) =17.87533
P2 ( x ) =f ( x 0 ) + ( x−x 0 ) f [ x 0 , x1 ] + ( x−x 0 ) ( x−x 1 ) f [ x 0 , x 1 , x 2 ]
 ¿ 16.94410+3.1041 ( x−8.1 ) +0.06 ( x−8.1)(x−8.3)
P2 ( 8.4 ) =17.87713
P3 ( x )=f ( x 0 ) + ( x−x 0 ) f [ x 0 , x1 ] + ( x− x0 ) ( x−x 1 ) f [ x 0 , x 1 , x 2 ]
+ ( x−x 0 ) ( x−x 1 ) ( x−x 2 ) f [ x 0 , x 1 , x 2 , x 3 ]
¿ 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 function f ( x )=sin(e x −2) and compare it with
values obtained from polynomials of degrees 1, 2, and 3.