Paper 4, Section I, C

Numerical Analysis
Part IB, 2013

For a continuous function ff, and k+1k+1 distinct points {x0,x1,,xk}\left\{x_{0}, x_{1}, \ldots, x_{k}\right\}, define the divided difference f[x0,,xk]f\left[x_{0}, \ldots, x_{k}\right] of order kk.

Given n+1n+1 points {x0,x1,,xn}\left\{x_{0}, x_{1}, \ldots, x_{n}\right\}, let pnPnp_{n} \in \mathbb{P}_{n} be the polynomial of degree nn that interpolates ff at these points. Prove that pnp_{n} can be written in the Newton form

pn(x)=f(x0)+k=1nf[x0,,xk]i=0k1(xxi)p_{n}(x)=f\left(x_{0}\right)+\sum_{k=1}^{n} f\left[x_{0}, \ldots, x_{k}\right] \prod_{i=0}^{k-1}\left(x-x_{i}\right)