Neville's algorithm

Neville's algorithm evaluates the polynomial at some point x.

Neville's algorithm for polynomial interpolation is widely used.

Neville's algorithm is based on the Newton form of the interpolating polynomial and the recursion relation for the divided differences.

This is Neville's algorithm.

Neville's algorithm evaluates this polynomial.

One method is to write the interpolation polynomial in the Newton form and use the method of divided differences to construct the coefficients, e.g. Neville's algorithm.

In mathematics, Neville's algorithm is an algorithm used for polynomial interpolation that was derived by the mathematician Eric Harold Neville.

Lyness and Moler showed in 1966 that using undetermined coefficients for the polynomials in Neville's algorithm, one can compute the Maclaurin expansion of the final interpolating polynomial, which yields numerical approximations for the derivatives of the function at the origin.