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Divided differences are symmetric leading coefficients

Statement

For distinct real nodes t0,…,tq and assigned values f(tj), f[t0,…,tq]=∑j=0qf(tj)∏0≤k≤qk≠j(tj−tk). Consequently the divided difference is symmetric in its nodes. It is the coefficient of tq in the unique polynomial of degree at most q that takes the assigned values at those nodes.

Facts & Assumptions

Given: q∈N, distinct real nodes t0,…,tq, and real data f(t0),…,f(tq).

[F1]

Divided differences on distinct nodes: the order-zero value is f[t0]=f(t0) and the recursive rule is f[t0,…,tq]=(f[t1,…,tq]−f[t0,…,tq−1])/(tq−t0) for q≥1.

[F2]

Cardinal-polynomial interpolation and Existence and uniqueness of the cardinal-polynomial interpolant: after sorting the distinct nodes and carrying their data along, the cardinal Lagrange sum is the unique real polynomial of degree at most q taking the assigned values.

[F3]

The natural numbers N (von Neumann): 0∈N, so the order-zero case is included.

[F4]

The principle of mathematical induction: a property true at 0 and preserved by successor holds for every natural number.

Proof

1.1givenF2constructalgebra

For each j define Lj(t)=∏k≠j(t−tk)/(tj−tk). Its denominators are nonzero, and Lj(tk) equals 1 when k=j and 0 otherwise. Sort the nodes increasingly, carrying their data along. Reindexing the finite sum and products does not change them, so [F2] applies and P(t)=∑j=0qf(tj)Lj(t) is the unique polynomial of degree at most q taking the assigned values.

2.1step 1.1algebra

The coefficient of tq in P is the displayed sum, because the leading coefficient of Lj is 1/∏k≠j(tj−tk). The sum is unchanged by any permutation of the nodes, since the permutation only reorders its terms and their symmetric denominators.

3.1F1F3F4step 2.1algebrainduction∎

We prove that the recursively defined divided difference equals this leading coefficient by induction on q using [F4]. Since 0∈N by [F3], for q=0 both are f(t0). For q≥1, substitute the induction formula for the two order-(q−1) differences in [F1] and divide by tq−t0. For an interior index 0<j<q, the resulting coefficient of f(tj) is 1tq−t0(1tj−tq−1tj−t0)1∏1≤k≤q−1k≠j(tj−tk)=1∏k≠j(tj−tk). For j=0, only the second recursive term contributes and its minus sign supplies the missing factor t0−tq; for j=q, only the first term contributes and division supplies tq−t0. Their coefficients are also 1/∏k≠j(tj−tk). This is exactly the coefficient in step 2.1.

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