Mohsin Raza/Handout 6 -1- Numerical Analysis CS-572

Lecture 10
Divided Differences

Motivation:

Suppose that P
n
(x) is the nth Lagrange polynomial that agrees with the function f at the
distinct numbers x
0
, x
1
, . . . , x
n
. Although this polynomial is unique, there are alternate
algebraic representations that are useful in certain situations. The divided differences of f with
respect to x
0
, x
1
, . . . , x
n
are used to express P
n
(x) in the form







Mohsin Raza/Handout 6 -2- Numerical Analysis CS-572











Mohsin Raza/Handout 6 -3- Numerical Analysis CS-572

Newtons Divided-Difference Formula


To obtain the divided-difference coefficients of the interpolatory polynomial P on the (n+1)
distinct numbers x
0
, x
1
, . . . , x
n
for the function f :


Example1:
Complete the divided difference table for the data in Table 3.10, and construct the
interpolating polynomial that uses all this data.

Solution:
The first divided difference involving x
0
and x
1
is

The remaining first divided differences are found in a similar manner and are shown in the
fourth column in Table 3.11.

Algorithm
3.2
Mohsin Raza/Handout 6 -4- Numerical Analysis CS-572




Exercise 3.1
Q#1.


Mohsin Raza/Handout 6 -5- Numerical Analysis CS-572
Q#2.

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This lesson is identical to the lecture which is presented in the Class and
this lesson is not intended as a complete set of lecture for the course: there
are many things explained in the lecture that arent in these notes.
Important for the Readers