Thiele's interpolation formula

In mathematics, Thiele's interpolation formula is a formula that defines a rational function $f(x)$ from a finite set of inputs $x_{i}$ and their function values $f(x_{i})$. 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:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "http://localhost:6011/en.wikipedia.org/v1/":): {\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 $n$-th level in Thiele's interpolation formula is

$\rho _{n}(x_{1},x_{2},\cdots ,x_{n+1})-\rho _{n-2}(x_{1},x_{2},\cdots ,x_{n-1})+{\cfrac {x-x_{n+1}}{\rho _{n+1}(x_{1},x_{2},\cdots ,x_{n+2})-\rho _{n-1}(x_{1},x_{2},\cdots ,x_{n})+\cdots }},$

while the $n$-th reciprocal difference is defined to be

$\rho _{n}(x_{1},x_{2},\ldots ,x_{n+1})={\frac {x_{1}-x_{n+1}}{\rho _{n-1}(x_{1},x_{2},\ldots ,x_{n})-\rho _{n-1}(x_{2},x_{3},\ldots ,x_{n+1})}}+\rho _{n-2}(x_{2},\ldots ,x_{n})$.

The two $\rho _{n-2}$ terms are different and can not be cancelled.

References

• Weisstein, Eric W. "Thiele's Interpolation Formula". MathWorld.