Numerical Analysis/Newton form example

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We'll find the interpolating polynomial passing through the points  (1,-6) = (x_{0},y_{0}), (2,2) = (x_{1},y_{1}), (4,12) = (x_{2},y_{2}), using the Newton form of the interpolation polynomial.

The Newton form is given by the formula  p(x) = \sum_{j=0}^{k}a_{j}n_{j}(x), where  a_{j} = [y_{0},\ldots,y_{j}] and  n_{j}(x) = \prod_{i = 0}^{j-1}(x-x_{i}), with n_{0}(x) = 1. We start by finding each n_{j}(x).

n_{0}(x) = 1

n_{1}(x) = x-1

n_{2}(x) = (x-1)(x-2) = x^{2} -3x +2

Next, we find the necessary divided differences. First, [y_{0}] = -6, [y_{1}] = 2, and [y_{2}] = 12. For the next level, we have:

[y_{0},y_{1}] = \frac{2+6}{2-1} = 8

[y_{1},y_{2}] = \frac{12-2}{4-2} = 5

Finally, we can find:

[y_{0},y_{1},y_{2}] = \frac{5-8}{4-1} = -1.

Now, we can find the coefficients a_j.

a_{0} = [y_{0}] = -6

a_{1} = [y_{0},y_{1}] = 8

a_{2} = [y_{0},y_{1},y_{2}] = -1

Substituting and simplifying, we get our interpolating polynomial:

p(x) = -6 +8(x-1) - (x^{2} -3x +2) = -x^{2} + 11x -16.

Adding a point

Now let's add the point (3,-10) = (x_{3},y_{3}) to our data set and find the new polynomial using the same method. Due to the formula for the Newton form, we only have to add the term  a_{3}n_{3}(x) to our previous interpolating polynomial.

First, we have

n_{3}(x) = (x-1)(x-2)(x-4) = x^{3} - 7x^{2} +14x -8.

Now to find a_{3} we calculate some more divided differences.

[y_{3}] = -10

[y_{2},y_{3}] = \frac{-10-12}{3-4} = 22

[y_{1},y_{2},y_{3}] = \frac{22-5}{3-2} = 17

a_{3} = [y_{0},\ldots,y_{3}] = \frac{17+1}{3-1} = 9

So, our new interpolating polynomial is:

p(x) = -x^{2} + 11x -16 + 9(x^{3}-7x^{2}+14x-8) = 9x^{3}-64x^{2}+137x-88.

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