Proof of expanded divided difference?

  • Context: Graduate 
  • Thread starter Thread starter Superposed_Cat
  • Start date Start date
  • Tags Tags
    Difference Proof
Click For Summary
SUMMARY

The discussion centers on the expanded divided difference formula used in polynomial interpolation, specifically the expression $$ f[x_0 ,...,x_n] = \sum_{j=0}^{n} \frac{f(x_j)}{\Pi_{k}^{n,j \neq k} (x_j - x_k)} $$ for calculating interpolating polynomials. The user seeks proof for this formula and inquires about the accuracy of the Newton interpolating polynomial when applied to the function $$ -x^5 +x^4 +x^3 +x^2 +x+1 $$, noting discrepancies in extrapolated values. The results indicate that extrapolation beyond the provided data points leads to significant errors, which is expected due to the limitations of polynomial degree in representing higher-order functions.

PREREQUISITES
  • Understanding of polynomial interpolation techniques
  • Familiarity with Newton's interpolation method
  • Knowledge of divided differences in numerical analysis
  • Basic concepts of polynomial functions and their properties
NEXT STEPS
  • Study the proof of the expanded divided difference formula in numerical analysis textbooks
  • Explore the limitations of polynomial interpolation, particularly in extrapolation scenarios
  • Learn about error analysis in polynomial interpolation methods
  • Investigate alternative interpolation methods such as spline interpolation for better accuracy
USEFUL FOR

Mathematicians, computer scientists, and engineers involved in numerical analysis, particularly those working with polynomial interpolation and error estimation in data fitting.

Superposed_Cat
Messages
388
Reaction score
5
Hey all, since I was programming a polynomial interpolater i found it easier to use the expanded divided difference $$ f[x_0 ,...,x_n] = \sum_{j=0}^{n} \frac{f(x_j)}{\Pi_{k}^{n,j \neq k} (x_j - x_k)} $$ , it works, but I can find no proof, any help/ references appreciated.

Second question: how accurate is Newton interpolating polynomial supposed to be? I gave it points from the function $$ -x^5 +x^4 +x^3 +x^2 +x+1 $$,

(1, 4), (2, -1),(3, -122),(4, -683),(5, -2344)

and it re-interpolated them correctly, but when I gave it the unknown point (6, -6221) it gave (6,-6101), is this error unnaturally large?
 
Mathematics news on Phys.org
Just used Lagrange on the same points, it also gave -6101 for x=6, must be standard.
 
5 points are interpolated by a quartic: there is no information to derive the coefficient of x5 so extrapolation outside the rnage of the data points is inaccurate to an arbitrary extent.
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 1 ·
Replies
1
Views
1K
Replies
4
Views
2K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 6 ·
Replies
6
Views
3K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 15 ·
Replies
15
Views
2K