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divided difference (Definition)

Let $ f$ be a real (or complex) function. Given distinct real (or complex) numbers $ x_0, x_1, x_2, \ldots$, the divided differences of $ f$ are defined recursively as follows:

$\displaystyle \Delta^1 f [x_0, x_1]$ $\displaystyle = {f(x_1) - f(x_0) \over x_1 - x_0}$    
$\displaystyle \Delta^{n+1} f [x_0, x_1,\ldots, x_{n+1}]$ $\displaystyle = {\Delta^n f [x_1, x_2, \ldots ,x_{n+1}] - \Delta^n f [x_0, x_2 ,\ldots, x_{n+1}] \over x_1 - x_0}$    

It is also convenient to define the zeroth divided difference of $ f$ to be $ f$ itself:
$\displaystyle \Delta^0 f [x_0] = f[x_0] $

Some important properties of divided differences are:

  1. Divided differences are invariant under permutations of $ x_0, x_1, x_2, \ldots$
  2. If $ f$ is a polynomial of order $ m$ and $ m < n$, then the $ n$-th divided differences of $ f$ vanish identically
  3. If $ f$ is a polynomial of order $ m+n$, then $ \Delta^n (x,x_1, \ldots ,x_n)$ is a polynomial in $ x$ of order $ m$.

Divided differences are useful for interpolating functions when the values are given for unequally spaced values of the argument.

Becuse of the first property listed above, it does not matter with respect to which two arguments we compute the divided difference when we compute the $ n+1$-st divided difference from the $ n$-th divided difference. For instance, when computing the divided difference table for tabulated values of a function, a convenient choice is the following:

$\displaystyle \Delta^{n+1} f [x_0, x_1,\ldots, x_{n+1}] = {\Delta^n f [x_1, x_2, \ldots ,x_{n+1}] - \Delta^n f [x_0, x_1 ,\ldots, x_{n}] \over x_{n+1} - x_0} $



"divided difference" is owned by rspuzio. [ full author list (2) ]
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explicit formula for divided differences (Definition) by rspuzio
divided difference interpolation formula (Theorem) by CWoo
divided differences of powers (Theorem) by rspuzio
symmetry of divided differences (Theorem) by rspuzio
divided difference table (Definition) by rspuzio
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Cross-references: divided difference table, argument, interpolating functions, vanish, order, polynomial, permutations, invariant, properties, numbers, function, complex, real
There are 11 references to this entry.

This is version 7 of divided difference, born on 2004-10-04, modified 2007-03-08.
Object id is 6288, canonical name is DividedDifference.
Accessed 3535 times total.

Classification:
AMS MSC39A70 (Difference and functional equations :: Difference equations :: Difference operators)

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