Standard notation for divided difference is
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Divided Differences
There are two disadvantages to using the Lagrangian polynomial or Neville's method for interpolation.
- It involves more arithmetic operations than does the divided- difference method.
- More importantly, if we desire to add or subtract a point from the set used to construct the polynomial, we essentially have to start over in the computations.
- Both the Lagrangian polynomials and Neville's method also must repeat all of the arithmetic if we must interpolate at a new $x$-value.
- The divided-difference method avoids all of this computation.
- Actually, we will not get a polynomial different from that obtained by Lagrange's technique.
- Every $n^{th}$-degree polynomial that passes through the same $n + 1$ points is identical.
- Only the way that the polynomial is expressed is different.
- We do not assume that the $x$'s are evenly spaced or even that the values are arranged in any particular order.
- The $a_i$'s are readily determined by using what are called the divided differences of the tabulated values.
- A special standard notation for divided differences is called the first divided difference between $x_0$ and $x_1$.
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