From Wikipedia, the free encyclopedia
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.
In mathematics , Thiele's interpolation formula is a formula that defines a rational function
f
(
x
)
{\displaystyle f(x)}
from a finite set of inputs
x
i
{\displaystyle x_{i}}
and their function values
f
(
x
i
)
{\displaystyle f(x_{i})}
. 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 :
f
(
x
)
=
f
(
x
1
)
+
x
−
x
1
ρ
(
x
1
,
x
2
)
+
x
−
x
2
ρ
2
(
x
1
,
x
2
,
x
3
)
−
f
(
x
1
)
+
x
−
x
3
ρ
3
(
x
1
,
x
2
,
x
3
,
x
4
)
−
ρ
(
x
1
,
x
2
)
+
⋯
{\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 }}}}}}}
Note that the
n
{\displaystyle n}
-th level in Thiele's interpolation formula is
ρ
n
(
x
1
,
x
2
,
⋯
,
x
n
+
1
)
−
ρ
n
−
2
(
x
1
,
x
2
,
⋯
,
x
n
−
1
)
+
x
−
x
n
+
1
ρ
n
+
1
(
x
1
,
x
2
,
⋯
,
x
n
+
2
)
−
ρ
n
−
1
(
x
1
,
x
2
,
⋯
,
x
n
)
+
⋯
,
{\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 }},}
while the
n
{\displaystyle n}
-th reciprocal difference is defined to be
ρ
n
(
x
1
,
x
2
,
…
,
x
n
+
1
)
=
x
1
−
x
n
+
1
ρ
n
−
1
(
x
1
,
x
2
,
…
,
x
n
)
−
ρ
n
−
1
(
x
2
,
x
3
,
…
,
x
n
+
1
)
+
ρ
n
−
2
(
x
2
,
…
,
x
n
)
{\displaystyle \rho _{n}(x_{1},x_{2},\ldots ,x_{n+1})={\frac {x_{1}-x_{n+1}}{\rho _{n-1}(x_{1},x_{2},\ldots ,x_{n})-\rho _{n-1}(x_{2},x_{3},\ldots ,x_{n+1})}}+\rho _{n-2}(x_{2},\ldots ,x_{n})}
.
The two
ρ
n
−
2
{\displaystyle \rho _{n-2}}
terms are different and can not be cancelled.
References