3.3 Divided Differenceszxu2/acms40390F12/Lec-3.3.pdfย ยท 3.3 Divided Differences 1 . Representing...
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3.3 Divided Differences
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Representing ๐th Lagrange Polynomial
โข If ๐๐ ๐ฅ is the ๐th degree Lagrange interpolating polynomial that agrees with ๐ ๐ฅ at the points {๐ฅ0, ๐ฅ1, โฆ , ๐ฅ๐}, express ๐๐ ๐ฅ in the form: ๐๐ ๐ฅ =๐0 + ๐1 ๐ฅ โ ๐ฅ0 + ๐2 ๐ฅ โ ๐ฅ0 ๐ฅ โ ๐ฅ1 +โฏ+๐๐ ๐ฅ โ ๐ฅ0 ๐ฅ โ ๐ฅ1 ๐ฅ โ ๐ฅ2 โฆ ๐ฅ โ ๐ฅ๐โ1
โข ? How to find constants ๐0,โฆ, ๐๐?
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Divided Differences
โข Zeroth divided difference: ๐ ๐ฅ๐ = ๐(๐ฅ๐)
โข First divided difference:
๐ ๐ฅ๐ , ๐ฅ๐+1 =๐ ๐ฅ๐+1 โ ๐ ๐ฅ๐๐ฅ๐+1 โ ๐ฅ๐
โข Second divided difference:
๐ ๐ฅ๐ , ๐ฅ๐+1, ๐ฅ๐+2 =๐ ๐ฅ๐+1, ๐ฅ๐+2 โ ๐ ๐ฅ๐ , ๐ฅ๐+1
๐ฅ๐+2 โ ๐ฅ๐
โข ๐th divided difference: ๐ ๐ฅ๐ , ๐ฅ๐+1, โฆ , ๐ฅ๐+๐
=๐ ๐ฅ๐+1, ๐ฅ๐+2, โฆ , ๐ฅ๐+๐ โ ๐ ๐ฅ๐ , ๐ฅ๐+1, โฆ , ๐ฅ๐+๐โ1
๐ฅ๐+๐ โ ๐ฅ๐
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โข Finding constants ๐0,โฆ, ๐๐.
1. ๐ฅ = ๐ฅ0: ๐0 = ๐๐ ๐ฅ0 = ๐ ๐ฅ0 = ๐ ๐ฅ0
2. ๐ฅ = ๐ฅ1: ๐ ๐ฅ0 + ๐1 ๐ฅ1 โ ๐ฅ0 = ๐๐ ๐ฅ1 =๐ ๐ฅ1
โน ๐1 =๐ ๐ฅ1 โ ๐ ๐ฅ0๐ฅ1 โ ๐ฅ0
= ๐ ๐ฅ0, ๐ฅ1
3. In general: ๐๐ = ๐ ๐ฅ0, ๐ฅ1, โฆ , ๐ฅ๐ for ๐ = 0,โฆ , ๐
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Newtonโs Interpolatory Divided Difference Formula
๐๐ ๐ฅ= ๐ ๐ฅ0 + ๐ ๐ฅ0, ๐ฅ1 ๐ฅ โ ๐ฅ0+ ๐ ๐ฅ0, ๐ฅ1, ๐ฅ2 ๐ฅ โ ๐ฅ0 ๐ฅ โ ๐ฅ1 +โฏ+ ๐ ๐ฅ0, โฆ , ๐ฅ๐ ๐ฅ โ ๐ฅ0 ๐ฅ โ ๐ฅ1 โฆ(๐ฅ โ ๐ฅ๐โ1)
Or ๐๐ ๐ฅ= ๐ ๐ฅ0
+ [๐[๐ฅ0, โฆ , ๐ฅ๐] ๐ฅ โ ๐ฅ0 โฆ(๐ฅ โ ๐ฅ๐โ1)]
๐
๐=1
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Table for Computing
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โฆ
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Algorithm: Newtonโs Divided Differences
Input: ๐ฅ0, ๐ ๐ฅ0 , ๐ฅ1, ๐ ๐ฅ1 , โฆ , ๐ฅ๐, ๐ ๐ฅ๐ Output: Divided differences ๐น0,0, โฆ , ๐น๐,๐ //comment: ๐๐ ๐ฅ = ๐น0,0 + [๐น๐,๐ ๐ฅ โ ๐ฅ0 โฆ(๐ฅ โ ๐ฅ๐โ1)]
๐๐=1
Step 1: For ๐ = 0,โฆ , ๐ set ๐น๐,0 = ๐(๐ฅ๐) Step 2: For ๐ = 1,โฆ , ๐ For ๐ = 1,โฆ , ๐
set ๐น๐,๐ =๐น๐,๐โ1โ๐น๐โ1,๐โ1
๐ฅ๐โ๐ฅ๐โ๐
End End Output(๐น0,0,โฆ๐น๐,๐,โฆ,๐น๐,๐) STOP. 7
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Theorem. Suppose that ๐ โ ๐ถ๐[๐, ๐] and ๐ฅ0, ๐ฅ1, โฆ , ๐ฅ๐ are distinct numbers in [๐, ๐]. Then
โ๐ โ ๐, ๐ with ๐ ๐ฅ0, โฆ , ๐ฅ๐ =๐ ๐ (๐)
๐!.
Remark: When ๐ = 1, itโs just the Mean Value Theorem.
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Example. 1) Complete the following divided difference table. 2) Find the interpolating polynomial.
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