In mathematics, Thiele's interpolation formula is a formula that defines a rational function
from a finite set of inputs
and their function values
. The problem of generating a function whose graph passes through a given set of function values is called interpolation. This interpolation formula is named after the Danish mathematician Thorvald N. Thiele. It is expressed as a continued fraction, where ρ represents the reciprocal difference:
![{\displaystyle f(x)=f(x_{1})+{\cfrac {x-x_{1}}{\rho (x_{1},x_{2})+{\cfrac {x-x_{2}}{\rho _{2}(x_{1},x_{2},x_{3})-f(x_{1})+{\cfrac {x-x_{3}}{\rho _{3}(x_{1},x_{2},x_{3},x_{4})-\rho (x_{1},x_{2})+\cdots }}}}}}}](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
Note that the
-th level in Thiele's interpolation formula is
![{\displaystyle \rho _{n}(x_{1},x_{2},\cdots ,x_{n+1})-\rho _{n-2}(x_{1},x_{2},\cdots ,x_{n-1})+{\cfrac {x-x_{n+1}}{\rho _{n+1}(x_{1},x_{2},\cdots ,x_{n+2})-\rho _{n-1}(x_{1},x_{2},\cdots ,x_{n})+\cdots }},}](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
while the
-th reciprocal difference is defined to be
.
The two
terms are different and can not be cancelled!
References