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f [ xi 1 ] f [ xi ]
f [ xi , xi 1 ]
xi 1 xi
Definition: The second divided difference at
the points xi,xi+1,xi+2 denoted by f[xi,xi+1,xi+2] is
defined as follows:
f [ xi 1 , xi 2 ] f [ xi , xi 1 ]
f [ xi , xi 1 , xi 2 ]
xi 2 xi
Definition: If the (k-1)st divided differences
f[xi,…,xi+k-1] and f[xi+1,…,xi+k]
are given, the kth divided difference relative
to xi,…,xi+k is given by
f [ xi 1 ,..., xi k ] f [ xi ,..., xi k 1 ]
f [ xi ,..., xi k ]
xi k xi
The divided differences are computed in table:
x0 f0
x1 f1 f[x0,x1]
x2 f2 f[x1,x2] f[x0,x1,x2]
… …. …. … ….
Compute the divided differences with
following data:
x f(x)
0 3
1 4
2 7
4 19
Completing the table:
0.0 -6.00000
0.1 -5.89483 1.0517
0.3 -5.65014 1.22345 0.5725
0.6 -5.17788 1.5742 0.7015 0.215
1.0 -4.28172 2.2404 0.9517 0.278 0.063
P4(x)=-4.28172+2.2404(x-1)+
+0.9517(x-1)(x-0.6)+
+0.278(x-1)(x-0.6)(x-0.3)
+0.063(x-1)(x-0.6)(x-0.3)(x-0.1)
The nth degree polynomial generated by the
Newton’s divided difference formula is the exact
same polynomial generated by Lagrange
formula. Thus, the error is the same:
f ( n1) ( ( x))
En ( x, f ) ( x x0 )...( x xn )
(n 1)!
Recall also that
En(x,f)=f(x)-Pn(x)
For the function x
f ( x) x 2 e 2
P1(x) = 0.6981+0.8593(x-1.1)
P2(x) = P1(x)-0.1755(x-1.1)(x-2)
P3(x) = P2(x)+0.0032(x-1.1)(x-2)(x-3.5)
f(1.75)=1.2766
Degree Pn(1.75) Actual error
1 1.25665 0.01995
2 1.2852 -0.0086
3 1.2861 -0.0095
x
x2 2
f ' ( x) (2 x )e
2
x 2 2x
f ' ' ( x) (2 2 x )e
4
f ( n ) ( )
f [ x0 ,..., xn ]
n!
Often f(x) is NOT known, and the nth
derivative of f(x) is also not known.
Therefore, it is hard to bound the error.
We saw that
f ( n ) ( )
f [ x0 ,..., xn ]
n!
Thus, the nth divided difference is an
estimate of the nth derivative of f.
This means that the error is approximated by
the value of the next term to be added:
f ( ( x))
( n 1)
En ( x, f ) ( x x0 )...( x xn )
(n 1)!
f [ x0 ,..., xn , xn 1 ]( x x0 )...( x xn )
P1(x) = 0.6981+0.8593(x-1.1)
P2(x) = P1(x)-0.1755(x-1.1)(x-2)
defined as follows:
f ( xi ) f ( xi 1 ) f ( xi )
2
In general,
k f ( xi )
f [ xi ,..., xi k ]
k!h k
Computing ordinary differences is the same
as computing divided differences – in a table.
Compute the ordinary differences table for
f ( x) 2 x 3