Divided differences
Algorithm for computing polynomial coefficients / From Wikipedia, the free encyclopedia
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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. Given a sequence of data points , the method calculates the coefficients of the interpolation polynomial of these points in the Newton form.