NEWTON FORM

Given a set of k + 1 data points

(x_{0},y_{0}),\ldots ,(x_{j},y_{j}),\ldots ,(x_{k},y_{k})

where no two xj are the same, the interpolation polynomial in the Newton form is a linear combination of Newton basis polynomials

 N(x):=\sum _{{j=0}}^{{k}}a_{{j}}n_{{j}}(x)

with the Newton basis polynomials defined as

 n_{j}(x):=\prod _{{i=0}}^{{j-1}}(x-x_{i})

for j > 0 and

          n_{0}(x)\equiv 1.

The coefficients are defined as

 a_{j}:=[y_{0},\ldots ,y_{j}]

where

 [y_{0},\ldots ,y_{j}]

is the notation for divided differences.

Thus the Newton polynomial can be written as

 N(x)=[y_{0}]+[y_{0},y_{1}](x-x_{0})+\cdots +[y_{0},\ldots ,y_{k}](x-x_{0})(x-x_{1})\cdots (x-x_{{k-1}}).

The Newton Polynomial above can be expressed in a simplified form when  x_{0},x_{1},\dots ,x_{k} are arranged consecutively with equal space. Introducing the notation  h=x_{{i+1}}-x_{i}for each  i=0,1,\dots ,k-1 and  x=x_{0}+sh, the difference  x-x_{i} can be written as  (s-i)h. So the Newton Polynomial above becomes:

 {\begin{aligned}N(x)&=[y_{0}]+[y_{0},y_{1}]sh+\cdots +[y_{0},\ldots ,y_{k}]s(s-1)\cdots (s-k+1){h}^{{k}}\\&=\sum _{{i=0}}^{{k}}s(s-1)\cdots (s-i+1){h}^{{i}}[y_{0},\ldots ,y_{i}]\\&=\sum _{{i=0}}^{{k}}{s \choose i}i!{h}^{{i}}[y_{0},\ldots ,y_{i}]\end{aligned}}

is called the Newton Forward Divided Difference Formula.

If the nodes are reordered as {\displaystyle {x}_{k},{x}_{k-1},\dots ,{x}_{0}}{x}_{{k}},{x}_{{k-1}},\dots ,{x}_{{0}}, the Newton Polynomial becomes:

 N(x)=[y_{k}]+[{y}_{{k}},{y}_{{k-1}}](x-{x}_{{k}})+\cdots +[{y}_{{k}},\ldots ,{y}_{{0}}](x-{x}_{{k}})(x-{x}_{{k-1}})\cdots (x-{x}_{{1}})

If  {x}_{{k}},\;{x}_{{k-1}},\;\dots ,\;{x}_{{0}} are equally spaced with  {\displaystyle x={x}_{k}+sh} and  {x}_{{i}}={x}_{{k}}-(k-i)h for i = 0, 1, …, k, then,

 {\begin{aligned}N(x)&=[{y}_{{k}}]+[{y}_{{k}},{y}_{{k-1}}]sh+\cdots +[{y}_{{k}},\ldots ,{y}_{{0}}]s(s+1)\cdots (s+k-1){h}^{{k}}\\&=\sum _{{i=0}}^{{k}}{(-1)}^{{i}}{-s \choose i}i!{h}^{{i}}[{y}_{{k}},\ldots ,{y}_{{k-i}}]\end{aligned}}

is called the Newton Backward Divided Difference Formula.