Let [a,b] be the smallest interval that contains the n+1 distinct real numbers x0,x1,…,xn, and let f be a continuous function on that interval.
Define the divided difference f[x0,x1,…,xm] of degree m⩽n.
Prove that the polynomial of degree n that interpolates the function f at the points x0,x1,…,xn is equal to the Newton polynomial
pn(x)=f[x0]+f[x0,x1](x−x0)+⋯+f[x0,x1,…,xn]i=0∏n−1(x−xi)
Prove the recursive formula
f[x0,x1,…,xm]=xm−x0f[x1,x2,…,xm]−f[x0,x1,…,xm−1]
for 1⩽m⩽n.