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Numerical analysis Definition

Newton polynomial

Builds on Divided differencesPolynomial interpolationField

Definition

Let KK be a field, let n≥0n \ge 0, and let x0,…,xn∈Kx_0, \dots, x_n \in K be pairwise distinct. Let ff be a function defined at these points with values in KK. The Newton polynomial of ff at x0,…,xnx_0, \dots, x_n is N(x)=∑j=0nf[x0,…,xj]∏k=0j−1(x−xk),N(x) = \sum_{j=0}^{n} f[x_0, \dots, x_j] \prod_{k=0}^{j-1} (x - x_k), where f[x0,…,xj]f[x_0, \dots, x_j] are the divided differences of ff and the empty product for j=0j = 0 is 11.

Remarks

NN has degree at most nn and N(xi)=f(xi)N(x_i) = f(x_i) for all ii, so it is the interpolation polynomial of the data, written in the Newton basis. The first j+1j + 1 terms form the interpolation polynomial at x0,…,xjx_0, \dots, x_j. It can be evaluated with nested multiplication, as in Horner's method.

Example: for f(0)=1f(0) = 1, f(1)=3f(1) = 3, f(2)=7f(2) = 7, the divided differences are f[0]=1f[0] = 1, f[0,1]=2f[0, 1] = 2, f[1,2]=4f[1, 2] = 4 and f[0,1,2]=1f[0, 1, 2] = 1. So N(x)=1+2x+x(x−1)=x2+x+1N(x) = 1 + 2x + x(x - 1) = x^2 + x + 1, and indeed N(0)=1N(0) = 1, N(1)=3N(1) = 3, N(2)=7N(2) = 7.

Non-example: 1+2x+2x(x−1)1 + 2x + 2x(x - 1) has the Newton shape but its last coefficient is not f[0,1,2]f[0, 1, 2]; its value at 22 is 9≠79 \ne 7.

For equally spaced nodes xk=x0+khx_k = x_0 + kh, the divided differences become forward differences divided by k! hkk! \, h^k, which gives the Newton–Gregory forward formula.

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  1. Divided differences concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Newton_polynomial
About this page
Tag155K06F4JF
URIm2://155K06F4JF
Kinddefinition
WritingW0 stub
MSC65D05, 41A05
DefinesNewton polynomial
UsesDivided differences, Polynomial interpolation, Field

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