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:

$f(x) = f(x_1) + \cfrac{x-x_1}{\rho(x_1,x_2) + \cfrac{x-x_2}{\rho_2(x_1,x_2,x_3) - f(x_1) + \cfrac{x-x_3}{\rho_3(x_1,x_2,x_3,x_4) - \rho(x_1,x_2) + \cdots}}}$

References

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