牛頓插值公式(Newton interpolation formula)是代數插值方法的一種形式。牛頓差值引入了差商的概念,使其在差值節點增加時便於計算。
差商
![牛頓插值公式](/img/3/78e/wZwpmLyMDNzQDM5EjNxADN0UTMyITNykTO0EDMwAjMwUzLxYzL2AzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/8/3d0/wZwpmLzgjM5QDNzAzNwMzM1UTM1QDN5MjM5ADMwAjMwUzLwczL4MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/e/4e4/wZwpmL0UTN3YTO2AjMxYjN1UTM1QDN5MjM5ADMwAjMwUzLwIzL0IzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
設函式 ,已知其n+1個插值節點為 , ,我們定義:
![牛頓插值公式](/img/3/78e/wZwpmLyMDNzQDM5EjNxADN0UTMyITNykTO0EDMwAjMwUzLxYzL2AzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/4/913/wZwpmLyEjM0IzM4YzMwEDN0UTMyITNykTO0EDMwAjMwUzL2MzLygzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/f/b1c/wZwpmL2gzNzYDM5AjMxYjN1UTM1QDN5MjM5ADMwAjMwUzLwIzL4MzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
在 的零階差商為 ;
![牛頓插值公式](/img/3/78e/wZwpmLyMDNzQDM5EjNxADN0UTMyITNykTO0EDMwAjMwUzLxYzL2AzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/4/913/wZwpmLyEjM0IzM4YzMwEDN0UTMyITNykTO0EDMwAjMwUzL2MzLygzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/5/1ff/wZwpmLxQzM3ITNwUTO2UzM1UTM1QDN5MjM5ADMwAjMwUzL1kzLwYzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/4/5ec/wZwpmL2ETN0gTNzkTMxYjN1UTM1QDN5MjM5ADMwAjMwUzL5EzLxUzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
在點 與 的一階差商為
![牛頓插值公式](/img/3/78e/wZwpmLyMDNzQDM5EjNxADN0UTMyITNykTO0EDMwAjMwUzLxYzL2AzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/4/913/wZwpmLyEjM0IzM4YzMwEDN0UTMyITNykTO0EDMwAjMwUzL2MzLygzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/5/1ff/wZwpmLxQzM3ITNwUTO2UzM1UTM1QDN5MjM5ADMwAjMwUzL1kzLwYzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/2/792/wZwpmLzcjNzQzM2cDM5MTN0UTMyITNykTO0EDMwAjMwUzL3AzL0AzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/6/58e/wZwpmL2cTO5cDOxUzMxYjN1UTM1QDN5MjM5ADMwAjMwUzL1MzLwYzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
在點 , , 的二階插商為
![牛頓插值公式](/img/3/78e/wZwpmLyMDNzQDM5EjNxADN0UTMyITNykTO0EDMwAjMwUzLxYzL2AzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/4/8e1/wZwpmL4IDNzIDN2IjMxYjN1UTM1QDN5MjM5ADMwAjMwUzLyIzL0MzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
一般的, 在點 的k 階差商為
![牛頓插值公式](/img/0/425/wZwpmLxUzM2QTM5kzMxYjN1UTM1QDN5MjM5ADMwAjMwUzL5MzLzgzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/a/ba3/wZwpmL4UTN2AzN0QzMxYjN1UTM1QDN5MjM5ADMwAjMwUzL0MzLzAzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/2/8da/wZwpmLyIjMyAjM3UjMxYjN1UTM1QDN5MjM5ADMwAjMwUzL1IzLwAzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
可將k階差商 表示為函式值 的組合:
![牛頓插值公式](/img/0/1dc/wZwpmL0ATMwQDNxQjMxYjN1UTM1QDN5MjM5ADMwAjMwUzL0IzL0EzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
公式推導
![牛頓插值公式](/img/3/78e/wZwpmLyMDNzQDM5EjNxADN0UTMyITNykTO0EDMwAjMwUzLxYzL2AzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
先寫出 的各階差商:
![牛頓插值公式](/img/2/24c/wZwpmLxUTM4UzM1AjMxYjN1UTM1QDN5MjM5ADMwAjMwUzLwIzL4YzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
;
![牛頓插值公式](/img/5/378/wZwpmL2ETOxgDNygjMxYjN1UTM1QDN5MjM5ADMwAjMwUzL4IzL1EzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
;
![牛頓插值公式](/img/9/3fd/wZwpmL0UTO3QjM0czNwMzM1UTM1QDN5MjM5ADMwAjMwUzL3czL3YzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/5/8e0/wZwpmL2MzMxkzN1gzMxYjN1UTM1QDN5MjM5ADMwAjMwUzL4MzLwYzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
分別變形可得:
![牛頓插值公式](/img/4/b66/wZwpmLzQTOxIzMyUzMxYjN1UTM1QDN5MjM5ADMwAjMwUzL1MzLxgzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
;
![牛頓插值公式](/img/8/0c5/wZwpmLzUTN1AzN1AzMxYjN1UTM1QDN5MjM5ADMwAjMwUzLwMzLwUzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
;
![牛頓插值公式](/img/9/3fd/wZwpmL0UTO3QjM0czNwMzM1UTM1QDN5MjM5ADMwAjMwUzL3czL3YzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/5/918/wZwpmL3ATO1cTNzgTMxYjN1UTM1QDN5MjM5ADMwAjMwUzL4EzL0MzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
依次代入,可得牛頓差值公式:
![牛頓插值公式](/img/6/83a/wZwpmLwYzNzEjN0UjMxYjN1UTM1QDN5MjM5ADMwAjMwUzL1IzLzQzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/5/043/wZwpmL4QjMzYjN3YzMxYjN1UTM1QDN5MjM5ADMwAjMwUzL2MzL3AzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
可記為:
![牛頓插值公式](/img/0/cdb/wZwpmL4QTN5kjMwYTMxYjN1UTM1QDN5MjM5ADMwAjMwUzL2EzLwMzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/c/5c3/wZwpmL1AjN5cTNwYTMzEzM1UTM1QDN5MjM5ADMwAjMwUzL2EzL2YzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
其中,為牛頓差值公式的餘項或截斷誤差,當n趨於無窮大時為零。
等間距差值公式
取節點間距為h,可導出等間距牛頓差值公式。(以向前差分為例)
![牛頓插值公式](/img/3/78e/wZwpmLyMDNzQDM5EjNxADN0UTMyITNykTO0EDMwAjMwUzLxYzL2AzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![牛頓插值公式](/img/9/778/wZwpmL4YDNxITO4MjMxYjN1UTM1QDN5MjM5ADMwAjMwUzLzIzL0MzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
的n 階向前差分公式為:
等間距牛頓差值公式:
![牛頓插值公式](/img/8/245/wZwpmLxMDMxEDNzAjMxYjN1UTM1QDN5MjM5ADMwAjMwUzLwIzL3czLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![牛頓插值公式](/img/d/a8a/wZwpmL0YjNzATNxczMxYjN1UTM1QDN5MjM5ADMwAjMwUzL3MzL1gzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
實例
下圖為給定節點值利用牛頓差值擬合函式值得實例 :
![牛頓插值算例](/img/0/a91/wZwpmL4UjNwcDNwgzMxYjN1UTM1QDN5MjM5ADMwAjMwUzL4MzL0czLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
公式意義
牛頓差值作為一種常用的數值擬合方法,因其計算簡單,方便進行大量差值點的計算,且邏輯清楚,便於編程計算,在實驗分析中具有廣泛的套用。
特別是實驗中經常出現只能測量得到離散數據點的情況,或者只能用數值解表示某對應關係之時,可以使用牛頓插值公式,對離散點進行擬合,得到較為準確的函式解析值。