Aitken Interpolation

An algorithm similar to Neville's algorithm for constructing the Lagrange interpolating polynomial. Let  be the unique polynomial of th polynomial order coinciding with  at , ..., . Then

			(1)
			(2)
			(3)
			(4)

REFERENCES:

Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 879, 1972.

Acton, F. S. Numerical Methods That Work, 2nd printing. Washington, DC: Math. Assoc. Amer., pp. 93-94, 1990.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, p. 102, 1992.