Given a set of k + 1 data points
where no two xj are the same, the interpolation polynomial in the Newton form is a linear combination of Newton basis polynomials
with the Newton basis polynomials defined as
for j > 0 and
.
The coefficients are defined as
where
is the notation for divided differences.
Thus the Newton polynomial can be written as
The Newton Polynomial above can be expressed in a simplified form when are arranged consecutively with equal space. Introducing the notation for each and , the difference can be written as . So the Newton Polynomial above becomes:
is called the Newton Forward Divided Difference Formula.
If the nodes are reordered as {\displaystyle {x}_{k},{x}_{k-1},\dots ,{x}_{0}}, the Newton Polynomial becomes:
If are equally spaced with and for i = 0, 1, …, k, then,
is called the Newton Backward Divided Difference Formula.