Newton’s Formula for Unequal Intervals

Sharad Kadam
March 20, 2020

Let f (x0 ), f (x1 ), · · · , f (xn ) be the values of f (x) corresponding to the arguments x0 , x1 , · · · ,
xn , not necessarily equally spaced. From the definition of divided differences, we have

f (x) − f (x0 )
f (x, x0 ) = ⇒ f (x) = f (x0 ) + (x − x0 )f (x, x0 ) (1)
x − x0
f (x, x0 ) − f (x0 , x1 )
f (x, x0 , x1 ) = ⇒ f (x, x0 ) = f (x0 , x1 ) + (x − x1 )f (x, x0 , x1 ) (2)
x − x1
Similarly,
f (x, x0 , x1 ) = f (x0 , x1 , x2 ) + (x − x2 )f (x, x0 , x1 , x2 ) (3)
.. .. ..
. . .
f (x, x0 , x1 , · · · , xn−1 ) = f (x0 , x1 , · · · , xn ) + (x − xn )f (x, x0 , x1 , · · · , xn ) (4)
Multiply equation (2) by (x − x0 ), equation (3) by (x − x0 ) (x − x1 ), · · · equation (4) by (x − x0 )
(x − x1 ) · · · (x − xn−1 ) and adding to equation (1), we get

f (x) = f (x0 ) + (x − x0 )f (x0 , x1 ) + (x − x0 )(x − x1 )f (x0 , x1 , x2 ) + · · · +

(5)
(x − x0 )(x − x1 ) · · · (x − xn−1 )f (x0 , x1 , · · · , xn ) + Rn ,

where the remainder Rn is given by Rn = (x − x0 )(x − x1 ) · · · (x − xn )f (x, x0 , x1 , · · · , xn ).

Assuming that f (x) is a polynomial of degree n, so that f (x, x0 , x1 , · · · , xn ) vanishes, we get

f (x) = f (x0 ) + (x − x0 )f (x0 , x1 ) + (x − x0 )(x − x1 )f (x0 , x1 , x2 ) + · · · +

(6)
(x − x0 )(x − x1 ) · · · (x − xn−1 )f (x0 , x1 , · · · , xn )

This formula is called Newton’s divided difference interpolation formula.