Newton's Interpolation, numerical methods question

In summary, the equation for First Order of Newton's Interpolation involves dividing the function evaluated at the n-1th term by the derivative of the function evaluated at the n-1th term and subtracting that from the nth term. This method is known as Newton's divided difference formula and is used to find the nth term in a sequence. It is a linear interpolation scheme that produces the same values as Lagrange's formula.
  • #1
albema
8
0
Can anyone tell me what is the equation for First Order of Newton’s Interpolation?

The one of Interpolation I know is Lagrange’s Interpolation such as

[tex]p(x)= \frac {x-x1}{x0-x1} f(x0) + \frac {x-x0}{x1-x0} f(x1)[/tex]

and so on ...

Thanks in advance
 
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  • #2
well...

well, i don't have math type on this computer, so you will have to bear with me, but:

the nth term is found by dividing the function evaluated at the n-1th term by the derivative of the function evaluated at the n-1th term and then subtracting that from the nth term.

that's it!
 
  • #3
How can you find the nth term by subtracting something from the nth term?

The only Newton Interpolation formula I know is "Newton's divided difference" formula- which does not involve finding derivatives. It's a bit complicated to write out but here is a good explanation from Wolfram:
http://mathworld.wolfram.com/NewtonsForwardDifferenceFormula.html.

As far as "first order" is concerned, it is just f(x)= f(x0)+ (f(x1)- f(x0))(x- x0)/(x1-x0). Which obviously takes on the correct values at x= 0 and x= 1 and linearly interpolates between. If you look closely you will see that it gives exactly the same values as Lagrange's formula: all linear interpolation schemes between two points are the same.
 
  • #4
wunderboy said:
well, i don't have math type on this computer, so you will have to bear with me, but:

the nth term is found by dividing the function evaluated at the n-1th term by the derivative of the function evaluated at the n-1th term and then subtracting that from the nth term.

that's it!

good point... should be subtracted from the n-1th term. bad typing on my part! thanks for noticing;-)
 

FAQ: Newton's Interpolation, numerical methods question

What is Newton's Interpolation method?

Newton's Interpolation method is a numerical algorithm used to approximate an unknown function using a set of known data points. It involves constructing a polynomial that passes through these data points, thus providing an estimate of the function at any desired point within the given range.

How does Newton's Interpolation method work?

This method uses a divided difference table to calculate the coefficients of the polynomial. The coefficients are then used to construct the polynomial in the form of Newton's forward or backward difference formula.

What are the advantages of using Newton's Interpolation method?

One advantage is that it provides a more accurate estimate of the function compared to linear interpolation. Additionally, it can handle unevenly spaced data points and can be used to interpolate both equally and unequally spaced data.

What are the limitations of Newton's Interpolation method?

One limitation is that it can only be used to interpolate a function within the range of the given data points. It also requires the data points to be evenly spaced for the calculations to be accurate. Additionally, it can be computationally expensive for a large number of data points.

How is Newton's Interpolation method applied in real-world scenarios?

This method is commonly used in fields such as engineering, physics, and finance to approximate functions and make predictions based on a set of known data points. It can also be used to fill in missing data points in a dataset or to smooth noisy data.

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