Newton - Gregory Formula for Forward Interpolation

Sharad Kadam
March 31, 2020

Let y = f(x) denotes a function which takes the values f(a), f(a+h), f(a+2h), · · · , f(a+nh) for
(n + 1) equidistant values a, a+h, a+2h, · · · , a+nh of the independent variable x and let Pn (x) be
a polynomial in x of degree n. Then
Pn (x) = A0 + A1 (x − a) + A2 (x − a)(x − a − h) + A3 (x − a)(x − a − h)(x − a − 2h)
(1)
+ · · · + An (x − a)(x − a − h) · · · (x − a − (n − 1)h)
We choose coefficients A0 , A1 , · · · , An so that
Pn (a) = f (a), Pn (a + h) = f (a + h), · · · , Pn (a + nh) = f (a + nh).
Putting successive in (1), x = a, a+h, · · · , a+nh and writing the values of Pn (a), Pn (a + h), · · · ,
Pn (a + nh), we obtain
A0 = f (a)
f (a + h) − f (a) 1
f (a + h) = A0 + hA1 ⇒ A1 = = ∆f (a)
h h

f (a + 2h) − 2{f (a + h) − f (a)} − f (a) 1

f (a + 2h) = A0 + 2hA1 + 2hhA2 ⇒ A2 = 2
= ∆2 f (a)
2h 2! · h2
Similarly,
1 3 1
A3 = ∆ f (a), · · · , An = ∆n f (a).
3! · h3 n! · hn
Substituting the values of A0 , A1 , · · · , An in (1), we get
1 1
Pn (x) = f (a) + ∆f (a)(x − a) + 2
∆2 f (a)(x − a)(x − a − h)
h 2! · h
1 3
+ ∆ f (a)(x − a)(x − a − h)(x − a − 2h) + · · · + (2)
3! · h3
1
n
∆n f (a)(x − a)(x − a − h) · · · (x − a − (n − 1)h)
n! · h
This is called Newton - Gregory formula for forward interpolation.
x−a
Another form: Setting = u, the formula takes the form
h
u(u − 1) 2 u(u − 1)(u − 2) 3
Pn (x) = Pn (a + hu) = f (a) + u∆f (a) + ∆ f (a) + ∆ f (a)
2! 3! (3)
u(u − 1)(u − 2) · · · (u − n + 1) n
+··· + ∆ f (a)
n!