W EEK

4
Newton’s forward / backward differ-
ences, Error in Polynomial Interpolation

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Before you begin this note, please check through your study organiser given below. It shows
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Topics Learning Outcomes Learning Learning

Resources Activities
Newton’s forward Construct the forward difference Readings - Section 4.1 Tutorial 4
differences table and use it to estimate the Examples 4.1-4.2 Quiz 4
value of f (x) for a given x value. Glossary 4
Newton’s backward Construct the backward difference Readings - Section 4.2 Homework 4
differences table and use it to estimate the Examples 4.3-4.5 Assignment 1
value of f (x) for a given x value. Test 1
Error in Polynomial Calculate the upper bound of the Readings - Section 4.3
Interpolation absolute error involved in Examples 4.6-4.8
polynomial interpolation.

4.1 Newton’s Forward-Difference Formula

When x0 , x1 , x2 , . . . , xn are arranged consecutively with equal spacing, Newton form of the
interpolating formula can be expressed in a simplified form.
s(s − 1) 2 s(s − 1) · · · (s − n + 1) n
Pn (x) = f (x0 ) + s△f (x0 ) + △ f (x0 ) + · · · + △ f (x0 )
2! n!
x−x0
where s = h , h is the length of each interval and △f (xj ) = f (xj+1 ) − f (xj ).
2 W EEK 4

Proof
x−x0
Since s = h , we see that x = x0 + sh. So

x − xi = x0 + sh − xi
= sh + x0 − xi
= sh − ih
= (s − i)h

Since △f (xj ) = f (xj+1 ) − f (xj ), we can write the divided differences f [x0 ], f [x0 , x1 ], . . .,
f [x0 , x1 , . . . , xn ] as follows

f [x0 ] = f (x0 )
f [x1 ] − f [x0 ] 1
f [x0 , x1 ] = = △f (x0 )
x1 − x0 h
1
f [x1 , x2 ] − f [x0 , x1 ] △f (x1 ) − h1 △f (x0 )
f [x0 , x1 , x2 ] = = h
x2 − x0 2h
1
= △2 f (x0 )
2h2
1 2 1 2
f [x1 , x2 , x3 ] − f [x0 , x1 , x2 ] 2 △ f (x1 ) − 2h2 △ f (x0 )
f [x0 , x1 , x2 , x3 ] = = 2h
x3 − x0 3h
1 3
= △ f (x0 )
6h3
..
.
1
f [x0 , x1 , x2 , . . . , xn ] = △n f (x0 )
n!hn

The Newton interpolating polynomial can be written as

Pn (x) = c0 + c1 (x − x0 ) + c2 (x − x0 )(x − x1 ) + · · · + cn (x − x0 )(x − x1 ) · · · (x − xn−1 )

= f [x0 ] + f [x0 , x1 ](x − x0 ) + f [x0 , x1 , x2 ](x − x0 )(x − x1 ) + · · ·
+f [x0 , x1 , x2 , . . . , xn ](x − x0 )(x − x1 ) · · · (x − xn−1 )
1 1
= f (x0 ) + △f (x0 )(s)h + 2 △2 f (x0 )(s)h(s − 1)h + · · ·
h 2h
1 n
+ △ f (x0 )(s)h(s − 1)h · · · (s − n + 1)h
n!hn
s(s − 1) 2 s(s − 1) · · · (s − n + 1) n
= f (x0 ) + s△f (x0 ) + △ f (x0 ) + · · · + △ f (x0 )
2! n!

Newton’s Forward-Difference Table

If a table of function values (xi , f (xi )) is given we can construct from it a table of forward
differences. For example
W EEK 4 3

x f (x) △f (x) △2 f (x) △3 f (x)

x0 f (x0 )
△f (x0 )
x1 f (x1 ) △2 f (x0 )
△f (x1 ) △3 f (x0 )
x2 f (x2 ) △2 f (x1 )
△f (x2 )
x3 f (x3 )

Example 4.1. Construct the Newton’s forward difference table for the following data. Use it to
approximate f (0.5).

x 0 1 2 3
f (x) 3 -2 -4 5

Solution

xi f (x) △f △2 f △3 f
0 3
-5
1 -2 3
-2 8
2 -4 11
9
3 5

x−x0 0.5−0
To approximate f (0.5), first note that s = h = 1 = 0.5. Thus

s(s − 1) 2 s(s − 1)(s − 2) 3

f (0.5) ≈ f (x0 ) + s△f (x0 ) + △ f (x0 ) + △ f (x0 )
2! 3!
(0.5)(−0.5) (0.5)(−0.5)(−1.5)
= 3 + (0.5)(−5) + (3) + (8)
2! 3!
= 0.625

Example 4.2. Construct the Newton forward difference table for the following data and use it to
approximate f (0.2).

x 0 0.5 1.0 1.5 2.0

f (x) 1 2 0 -1 3

Solution:
4 W EEK 4

x f (x) ∆f ∆2 f ∆3 f ∆4 f
0 1
1
0.5 2 -3
-2 4
1 0 1 0
-1 4
1.5 -1 5
4
2 3

0.2−0 3 4
s= 0.5 = 0.4 and f (0.2) ≈ 1 + 1s − 2! s(s − 1) + 3! s(s − 1)(s − 2) = 2.016.

4.2 Newton’s Backward-Difference Formula

If the nodes are reordered as xn , xn−1 , xn−2 , . . . , x0 , the Newton form of the interpolating
polynomial may be written as
s(s + 1) 2 s(s + 1) · · · (s + n − 1) n
Pn (x) = f (xn ) + s∇f (xn ) + ∇ f (xn ) + · · · + ∇ f (xn )
2! n!
x−xn
where s = h , h is the length of each interval and ∇f (xj ) = f (xj ) − f (xj−1 ).

Proof:
x−xn
Since s = h , we see that x = xn + sh. So

x − xi = xn + sh − xi
= sh + xn − xi
= sh + (n − i)h
= (s + n − i)h

Since ∇f (xj ) = f (xj ) − f (xj−1 ), we can write the divided differences f [xn ], f [xn , xn−1 ], . . .,
f [xn , xn−1 , . . . , x0 ] as follows

f [xn ] = f (xn )
f [xn ] − f [xn−1 ] 1
f [xn , xn−1 ] = = ∇f (xn )
xn − xn−1 h
1
f [xn , xn−1 ] − f [xn−1 , xn−2 ] h ∇f (xn ) − h1 ∇f (xn−1 )
f [xn , xn−1 , xn−2 ] = =
xn − xn−2 2h
1 2
= ∇ f (x0 )
2h2
..
.
1
f [xn , xn−1 , . . . , x0 ] = ∇n f (xn )
n!hn
W EEK 4 5

The Newton interpolating polynomial can be written as

Pn (x) = f [xn ] + f [xn , xn−1 ](x − xn ) + f [xn , xn−1 , xn−2 ](x − xn )(x − xn−1 ) + · · ·
+f [xn , xn−1 , . . . , x0 ](x − xn )(x − xn−1 ) · · · (x − x0 )
1 1
= f (xn ) + ∇f (xn )(s)h + 2 ∇2 f (x0 )(s)h(s + 1)h + · · ·
h 2h
1 n
+ ∇ f (xn )(s)h(s + 1)h · · · (s + n − 1)h
n!hn
s(s + 1) 2 s(s + 1) · · · (s + n − 1) n
= f (xn ) + s∇f (xn ) + ∇ f (xn ) + · · · + ∇ f (xn )
2! n!

Newton’s Backward-Difference Table

If a table of function values (xi , f (xi )) is given we can construct from it a table of backward
differences. For example

x f (x) ∇f (x) ∇2 f (x) ∇3 f (x)

x0 f (x0 )
∇f (x1 )
x1 f (x1 ) ∇2 f (x2 )
∇f (x2 ) ∇3 f (x3 )
x2 f (x2 ) ∇2 f (x3 )
∇f (x3 )
x3 f (x3 )

Example 4.3. Construct the Newton’s backward difference table for the following data. Use it to
approximate f (2.3).

x 1 1.5 2 2.5
f (x) -3 2 3 -5

Solution

xi f (x) ∇f ∇2 f ∇3 f
1 -3
5
1.5 2 -4
1 -5
2 3 -9
-8
2.5 -5
6 W EEK 4

x−xn 2.3−2.5
To approximate f (2.3), first note that s = h = 0.5 = −0.4. Thus

s(s + 1) 2 s(s + 1)(s + 2) 3

f (2.3) ≈ f (xn ) + s∇f (xn ) + ∇ f (xn ) + ∇ f (xn )
2! 3!
(−0.4)(0.6) (−0.4)(0.6)(1.6)
= −5 + (−0.4)(−8) + (−9) + (−5)
2! 3!
= −0.4

Example 4.4. Construct the Newton’s backward difference table for the following data. Use it to
approximate f (1.8).

x -2 -1 0 1 2
f (x) -3 2 -4 7 1

Solution:

x f (x) ∇f ∇2 f ∇3 f ∇4 f
-2 -3
5
-1 2 -11
-6 28
0 -4 17 -62
11 -34
1 7 -17
-6
2 1

x−xn 1.8−2
To approximate f (1.8), first note that s = h = 1 = −0.2. Thus

(−0.2)(0.8) (−0.2)(0.8)(1.8)
f (1.8) ≈ 1 + (−0.2)(−6) + (−17) + (−34) +
2! 3!
(−0.2)(0.8)(1.8)(2.8)
(−62)
4!
= 7.2752

Example 4.5. Prove that

1. △ f (xi ) + g(xi ) = △f (xi ) + △g(xi )


2. ∇ f (xi ) + g(xi ) = ∇f (xi ) + ∇g(xi )

Solution
W EEK 4 7

1. Note that △f (xi ) = f (xi+1 ) − f (xi ). Thus

△ f (xi ) + g(xi ) = f (xi+1 ) + g(xi+1 ) − f (xi ) + g(xi )



= f (xi+1 ) − f (xi ) + g(xi+1 ) − g(xi )
= △f (xi ) + △g(xi )

2. Note that ∇f (xi ) = f (xi ) − f (xi−1 ). Thus

∇ f (xi ) + g(xi ) = f (xi ) + g(xi ) − f (xi−1 ) + g(xi−1 )



= f (xi ) − f (xi−1 ) + g(xi ) − g(xi−1 )
= ∇f (xi ) + ∇g(xi )

4.3 The Error in Polynomial Interpolation

Let f (n+1) be continuous in [a, b], and let p be the polynomial of degree at most n that inter-
polates the function f at n + 1 distinct points x0 , x1 , x2 , . . . , xn in the interval [a, b]. Then to
each x ∈ [a, b], there corresponds a point ξx in (a, b) such that
n
1 Y
f (x) − p(x) = f (n+1) (ξx ) (x − xi )
(n + 1)!
i=0

Proof: Omitted.

Example 4.6. If the function f (x) = sin x is approximated by a polynomial of degree 12 that inter-
polates f at 13 points in the interval [0, 1], how large is the absolute error on this interval?

Solution
The absolute error in the interpolation is
12
1 (13) Y
|f (x) − P12 (x)| = |f (ξx )| |x − xi |
13!
i=0

Note that

f (x) = sin x
f ′ (x) = cos x
f ′′ (x) = − sin x
f ′′′ (x) = − cos x
..
.
| sin x|, if k is even
(k)
|f (x)| =
| cos x|, if k is odd
8 W EEK 4

So |f (13) (ξx )| = | cos ξx | ≤ 1. On the interval [0,1], |x − xi | ≤ 1 so

12
Y
|x − xi | ≤ (1)13 = 1.
i=0

Thus
1
|f (x) − P12 (x)| ≤ (1)(1) ≈ 1.61 × 10−10 .
13!

Equally Spaced Nodes

When the nodes x0 , x1 , x2 , . . . , xn are equally spaced then
n
Y 1
|x − xi | ≤ hn+1 n!
4
i=0

b−a
where h = n .

Example 4.7. Let the function f (x) = ln x be approximated by an interpolation polynomial of degree
8 with the nodes equally spaced in the interval [2, 4]. What upper bound can be placed on the error?

Solution
The absolute error in the interpolation is
8
1 (9) Y
|f (x) − P8 (x)| = |f (ξx )| |x − xi |
9!
i=0

Note that

f (x) = ln x
1
f ′ (x) =
x
1
f ′′ (x) = − 2
x
′′′ 2
f (x) =
x3
6
f (4) (x) = − 4
x
..
.
(k − 1)!
|f (k) (x)| =
|xk |
8! 8!
So |f (9) (ξx )| = |ξx |9
≤ 29
. Since the nodes are equally spaced

8
Y 1 8!
|x − xi | ≤ h9 8! = 10 .
4 4
i=0
W EEK 4 9

Thus
1 8! 8!
|f (x) − P8 (x)| ≤ = 8.34 × 10−6 .
9! 29 410

Example 4.8. More Examples on Error in Polynomial Interpolation

1. Let the function f (x) = ln x be approximated by an interpolation polynomial of degree

8 with the nodes equally spaced in the interval [2, 4]. What upper bound can be placed
on the error?

Solution
The absolute error in the interpolation is

8
1 Y
|f (x) − P8 (x)| = |f (9) (ξx )| |x − xi |
9!
i=0

Note that

f (x) = ln x
1
f ′ (x) =
x
1
f ′′ (x) = − 2
x
′′′ 2
f (x) =
x3
6
f (4) (x) = − 4
x
..
.
(k) (k − 1)!
|f (x)| =
|xk |

8! 8!
So |f (9) (ξx )| = |ξx |9
≤ 29
. Since the nodes are equally spaced

8
Y 1 8!
|x − xi | ≤ h9 8! = 10 .
4 4
i=0

Thus
1 8! 8!
|f (x) − P8 (x)| ≤ = 8.34 × 10−6 .
9! 29 410

2. If the function f (x) = sinh x is approximated by a polynomial of degree 22 that inter-

polates f at 23 points in the interval [0, 1], how large is the error on this interval?
10 W EEK 4

Solution
The absolute error in the interpolation is
22
1 (23) Y
|f (x) − P22 (x)| = |f (ξx )| |x − xi |
23!
i=0

Note that
f (x) = sinh x
f ′ (x) = cosh x
f ′′ (x) = sinh x
f ′′′ (x) = cosh x
..
.
| sinh x|, if k is even
(k)
|f (x)| =
| cosh x|, if k is odd

So |f (23) (ξx )| = | cosh ξx | ≤ | cosh 1|. On the interval [0,1], |x − xi | ≤ 1 so,

22
Y
|x − xi | ≤ 123 = 1.
i=0

Thus
1
|f (x) − P22 (x)| ≤ | cosh 1|(1) ≈ 5.97 × 10−23 .
23!
3. If we interpolate the function f (x) = ex with a polynomial p of degree 12 using 13
nodes in [−2, 0], what is a good upper bound for |f (x) − p(x)| on [−2, 0]?

Solution
The absolute error in is
12
1 (13) Y
|f (x) − p(x)| = |f (ξx )| |x − xi |
13!
i=0

Note that
f (x) = ex
f ′ (x) = ex
f ′′ (x) = ex
f ′′′ (x) = ex
..
.
|f (k) (x)| = |ex | = ex
So |f (13) (ξx )| = eξx ≤ 1 for ξx ∈ [−2, 0]. On the interval [-2,0], |x − xi | ≤ 2 so,
12
Y
|x − xi | ≤ 213 .
i=0
W EEK 4 11

Thus
1
|f (x) − p(x)| ≤ (1)(213 ) ≈ 1.32 × 10−6 .
13!
4. Let the function f (x) = −1/x2 be approximated by an interpolating polynomial of de-
gree 12 with the nodes equally spaced in the interval [1, 3]. What bound can be placed
on the absolute error?

Solution
The absolute error is
12
1 (13) Y
|f (x) − P12 (x)| = |f (ξx )| |x − xi |
13!
i=0

Note that
1
f (x) = −
x2
2
f ′ (x) =
x3
6
f ′′ (x) = −
x4
24
f ′′′ (x) =
x5
120
f (4) (x) = − 6
x
..
.
(k + 1)!
|f (k) (x)| = .
|xk+2 |
14! 14!
So |f (13) (ξx )| = |ξx |15
≤ 115
= 14! for ξx ∈ [1, 3]. Since the nodes are equally spaced

12  13
Y 1 12! 2
|x − xi | ≤ h13 12! = .
4 4 12
i=0

Thus  13
1 12! 2
|f (x) − P12 (x)| ≤ (14!) ≈ 0.128.
13! 4 12

5. Suppose cos x is to be approximated by an interpolating polynomial p(x) of degree n,

using n + 1 equally spaced nodes in the interval [0, π/2]. Find max | cos x − p(x)|.
0≤x≤π/2
(Express your answer in terms of n.)

Solution
The absolute error is
n
1 Y
|f (x) − p(x)| = |f (n+1) (ξx )| |x − xi |.
(n + 1)!
i=0
12 W EEK 4

Note that

f (x) = cos x
f ′ (x) = − sin x
f ′′ (x) = − cos x
f ′′′ (x) = sin x
..
.
| cos x|, if k is even
(k)
|f (x)| =
| sin x|, if k is odd

So |f (n+1) (ξx )| ≤ 1 for ξx ∈ [0, π/2]. Since the nodes are equally spaced
n  n+1
Y 1 n! π/2 − 0 n!  π n+1
|x − xi | ≤ hn+1 n! = = .
4 4 n 4 2n
i=0

Thus
1 n!  π n+1 1  π n+1
|f (x) − p(x)| ≤ (1) = .
(n + 1)! 4 2n 4(n + 1) 2n
1  π n+1
Hence max | cos x − p(x)| = .
0≤x≤π/2 4(n + 1) 2n