3.

3 Newton Divided-Difference Formula

A practical difficulty with Lagrange interpolation is that the work done in calculating
the approximation by the first polynomial does not lessen the work needed to calculate
the second approximation; nor is the third approximation easier to obtain once the
second approximation is known, and so on.
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
= =𝐹
𝑥2 − 𝑥0
𝑓[𝑥1 , 𝑥2 ] = 𝐵 𝑓[𝑥0 , 𝑥1 , 𝑥2 , 𝑥3 ]
𝑓(𝑥2 ) − 𝑓(𝑥1 ) 𝐺 −𝐹
= = =𝐽
𝑥2 − 𝑥1 𝑥3 − 𝑥0
𝑥2 𝑓[𝑥2 ] 𝑓[𝑥1 , 𝑥2 , 𝑥3 ] 𝑓[𝑥0 , 𝑥1 , … , 𝑥4 ]
𝐶 −𝐵 𝐾 −𝐽
= =𝐺 = =𝑀
𝑥3 − 𝑥1 𝑥4 − 𝑥0
𝑓[𝑥2 , 𝑥3 ] = 𝐶 𝑓[𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ]
𝑓(𝑥3 ) − 𝑓(𝑥2 ) 𝐻 −𝐺
= = =𝐾
𝑥3 − 𝑥2 𝑥4 − 𝑥1
𝑥3 𝑓[𝑥3 ] 𝑓[𝑥2 , 𝑥3 , 𝑥4 ]
𝐷 −𝐶
= =𝐻
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 )𝐹
And 𝑃3 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝐴 + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝐹 +(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )𝐽
Next, Newton interpolating polynomial of degree four is?
𝑃4 (𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 )𝐴 + (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )𝐹 +(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) 𝐽
+(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )(𝑥 − 𝑥3 )𝑀
 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

Q2. Use Newton divided difference interpolating polynomials of degrees one, two, and
three 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
Work to do
Q5 (d). 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.