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divided differences

   Also found in: Wikipedia 0.01 sec.
divided differences [də′vīd·əd ′dif·rən·səs]
(mathematics)
Quantities which are used in the interpolation or numerical calculation or integration of a function when the function is known at a series of points which are not equally spaced, and which are formed by various operations on the difference between the values of the function at successive points.


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This question was first considered by Ullrich [21], who introduced the exponential divided differences (EDD) for the case when [[LAMBDA].
In this case, the method is reduced to computing various orders of Newton divided differences and is therefore robust, efficient, and easy to implement.
 
 
 
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