Pre-Engineering 220 Introduction to MatLab ® & Scientific Programming j kiefer


Newton’s Divided Difference Interpolating Polynomial



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2. Newton’s Divided Difference Interpolating Polynomial

a. Divided differences



The first divided difference is defined to be (notice the use of square brackets)



,

If f(x) is differentiable in the interval [a,b], then there exists at least one point between a and b at which . In practice, we would take a as close to b as we can (limited by the finite precision of the machine) and say that .

Higher order differences are defined as well:




order

notation

definition

0






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