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In mathematics, divided differences is an algorithm, historically used for computing tables of logarithms and trigonometric functions. [citation needed] Charles Babbage's difference engine, an early mechanical calculator, was designed to use this algorithm in its operation. [1] Divided differences is a recursive division process.
Taking = for some unknown function in Newton divided difference formulas, if the representation of x in the previous sections was instead taken to be = +, in terms of forward differences, the Newton forward interpolation formula is expressed as: () = (+) = = () whereas for the same in terms of backward differences, the Newton backward ...
This process yields p 0,4 (x), the value of the polynomial going through the n + 1 data points (x i, y i) at the point x. This algorithm needs O(n 2) floating point operations to interpolate a single point, and O(n 3) floating point operations to interpolate a polynomial of degree n.
Let be the Lagrange interpolation polynomial for f at x 0, ..., x n.Then it follows from the Newton form of that the highest order term of is [, …,].. Let be the remainder of the interpolation, defined by =.
The principle of a difference engine is Newton's method of divided differences. If the initial value of a polynomial (and of its finite differences) is calculated by some means for some value of X, the difference engine can calculate any number of nearby values, using the method generally known as the method of finite differences.
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This expression is Newton's difference quotient (also known as a first-order divided difference). The slope of this secant line differs from the slope of the tangent line by an amount that is approximately proportional to h. As h approaches zero, the slope of the secant line approaches the slope of the tangent line.