4 (Interpolation)

x 0 , x1,, x n
Newton
h x i 1 x i i 0,1, 2,, n x x 0 sh (s x hx 0 0)
x x 0 sh x x1 x ( x 0 h ) ( x x 0 ) h (s 1)h ,

x x 2 x ( x1 h ) ( x x1 ) h (s 1)h h (s 2)h,

x x i (s i)h

Pn x f x 0 f x 0 , x1 x x 0 f x 0 , x1 , x 2 x x 0 x x1

f x 0 , x1 ,, x n x x 0 x x1 x x n 1

f x 0 f x 0 , x1 sh f x 0 , x1, x 2 sh (s 1)h

f x 0 , x1 ,, x n sh (s 1)h (s n 1)h

f x 0 sh f x 0 , x1 s(s 1)h 2f x 0 , x1, x 2

s s 1s 2s n 1 h n f x 0 , x1,, x n
n
f [ x 0 ] ss 1s k 1h k f x 0 , x1,, x k
k 1
n
Pn ( x ) f [ x 0 ] ss 1s k 1h k f x 0 , x1,, x k
k 1

Newton (Newtons
Forward Formula)

Newtons Forward & Newtons Backward Formulae [1]

 x n , x n 1,, x 0
Pn x f x n f x n 1, x n x x n f x n 2 , x n 1, x n x x n x x n 1

f x 0 , x1 ,, x n x x n x x n 1 x x1

h xi 1 xi x x n sh (s x hx n 0) ,
x x i s n ih x x i s n i h

Pn x f x n f x n 1, x n sh f x n 2 , x n 1, x n sh (s 1)h
f x 0 , x1 ,, x n sh (s 1)h (s n 1)h

f x n shf x n 1, x n ss 1h 2f x n 2 , x n 1, x n

ss 1s n 1h n f x 0 , x1,, x n
n
Pn ( x ) f x n s(s 1) (s k 1)h k f x n k ,..., x n 1, x n
k 1

Newton

Newtons Forward & Newtons Backward Formulae [2]

 (Sheet)
f 1.1
x 1.1

4
x x 0 1.1 1 1
h 0.3 , s
h 0.3 3

i xi f x i f x i 1 , x i f x i 2 , x i 1 , x i f x i 3 , , x i f x i 4 , , x i

0 1.0 0.7651977
-0.4837057
1 1.3 0.6200860 -0.1087339
-0.5489460 0.0658784
2 1.6 0.4554022 -0.0494433 0.0018251
-0.5786120 0.0680685
3 1.9 0.2818186 0.0118183
-0.5715210
4 2.2 0.1103623

f (1.1) P4 1.1 P4 1.0 0.3
1
3

0.7651977
1
0.3 0.4837057 1 2 0.32 0.1087339
3 3 3
1 2 5 1 2 5 8
0.33 0.0658784 0.34 0.0018251 0.7196480
3 3 3 3 3 3 3

Newtons Forward & Newtons Backward Formulae [3]

 x x 2.0
Newton
4
x x 4 2.0 2.2 0.2
h 0.3 , s
2

h 0.3 0.3 3
2
P4 2.0 P4 2.2 0.3
3

0.1103623
2
0.3 0.5715210 2 1 0.32 0.0118183
3 3 3
2 1 4 2 1 4 7
0.33 0.0680685 0.34 0.0018251
3 3 3 3 3 3 3

0.2238754

x

x 0 x

(Central difference formula)

Newtons Forward & Newtons Backward Formulae [4]

 Newton
Pn n 0
Pn Pn 1 Pn n 0

k Pn (k 1Pn ) k 2
f x1 f x 0 1
f x 0 , x1
x1 x 0
f x 0
h

f [ x1, x 2 ] f [ x 0 , x1 ] 1 1
f x 0 , x1, x 2 f x1 f x 0 2 2f x 0
1 1
x2 x0 2h h h 2h
f x1, x 2 , x 3 f x 0 , x1, x 2
f x 0 , x1, x 2 , x 3
x3 x0
1 f x1 f x 0
2 2

3 f x 0
1 3
2
3h 2h 6h

f x 0 , x1, , x k f x 0
1 k
k!h k

ks s(s 1)k(!s k 1) k ! ks s(s 1)(s k 1)

Newton
n
Pn ( x ) f [ x 0 ] ss 1s k 1h k f x 0 , x1,, x k
k 1

n s 1 k n s k
f [x 0 ] k ! h k k
f ( x 0
) k f x 0
k 1
k k ! h k 0

n
Pn ( x ) k k f x 0
k 0

Newtons Forward & Newtons Backward Formulae [5]

 k f

x f x i f 2f 3f 4f
x0 f (x 0 )
f 0 f ( x1 ) f ( x 0 )

2
x1 f ( x1 ) f0 f1 f0

3 2 2
f1 f ( x 2 ) f ( x1 ) f0 f1 f0

2 4 3 3
x2 f (x 2 ) f1 f2 f1 f0 f1 f0

3 2 2
f2 f ( x 3 ) f ( x 2 ) f1 f2 f1
2
x3 f (x3 ) f2 f3 f2

f3 f ( x 4 ) f ( x 3 )

x4 f (x 4 )

P (x) ks f x
n
n
k
0
k 0

ks f x k
0

Newtons Forward & Newtons Backward Formulae [6]


x 0.2 0.6 1.0 1.4 1.8
f(x) 1.020067 1.185465 1.543081 2.150899 3.107473
f f (0.4)
k

x f x i f 2f 3f 4f
0.2 1.020067
0.165398
0.6 1.185465 0.192218
0.357616 0.057984
1.0 1.543081 0.250202 0.040570
0.607818 0.098554
1.4 2.150899 0.348756
0.956574
1.8 3.107473

h 0.3
x x 0 0.4 0.2 2
f (0.4) s
h

0.3

3
P (x) ks f x
4
k
4 0
k 0

s s s
P4 ( x ) (1.020067) (0.165398) (0.192218)
0 1 2
s s
(0.057984) (0.040570)
3 4
= 1.076749

Newtons Forward & Newtons Backward Formulae [7]

 Newton
x n , x n 1,, x 0
n
Pn ( x ) f x n s(s 1) (s k 1)h k f x n k ,..., x n 1, x n
k 1

Pn n 0
Pn Pn Pn 1 n 1

k Pn (k 1Pn ) k 2

f x n 1, x n
1
,
f x n f x n 2 , x n 1 , x n
1 2
f x n ,...
h 2h 2
f x n k , x n 1, x n k f x n
1
k
k!h
s s s 1 s k 1 1k ss 1s k 1
s 0

k k! k!

(1)k k ! ks s(s 1)(s k 1)

n
Pn (x) f x n s(s 1)(s k 1)h k f x n k ,..., x n 1, x n
k j

n s 1 n
k s k
f x n (1) k k ! h k k
f x n f x n ( 1) f x n
k 1
k k! h k
k 1 k

Newton
n s
Pn x 1k k f x n
k 0 k

Newtons Forward & Newtons Backward Formulae [8]