Paper 1, Section I, C

Numerical Analysis
Part IB, 2019

Let [a,b][a, b] be the smallest interval that contains the n+1n+1 distinct real numbers x0,x1,,xnx_{0}, x_{1}, \ldots, x_{n}, and let ff be a continuous function on that interval.

Define the divided difference f[x0,x1,,xm]f\left[x_{0}, x_{1}, \ldots, x_{m}\right] of degree mnm \leqslant n.

Prove that the polynomial of degree nn that interpolates the function ff at the points x0,x1,,xnx_{0}, x_{1}, \ldots, x_{n} is equal to the Newton polynomial

pn(x)=f[x0]+f[x0,x1](xx0)++f[x0,x1,,xn]i=0n1(xxi)p_{n}(x)=f\left[x_{0}\right]+f\left[x_{0}, x_{1}\right]\left(x-x_{0}\right)+\cdots+f\left[x_{0}, x_{1}, \ldots, x_{n}\right] \prod_{i=0}^{n-1}\left(x-x_{i}\right)

Prove the recursive formula

f[x0,x1,,xm]=f[x1,x2,,xm]f[x0,x1,,xm1]xmx0f\left[x_{0}, x_{1}, \ldots, x_{m}\right]=\frac{f\left[x_{1}, x_{2}, \ldots, x_{m}\right]-f\left[x_{0}, x_{1}, \ldots, x_{m-1}\right]}{x_{m}-x_{0}}

for 1mn.1 \leqslant m \leqslant n .