A simple means of approximating a function f(x) in which the approximation, say p(x), is constructed by requiring that
Here
f(
xi) are given values
p(
xi) that fit exactly at the distinct points
xi (
compare smoothing). The value of
f can be approximated by
p(
x) for
x ≠
xi. In practice
p is often a polynomial, linear and quadratic polynomials providing the simplest examples. In addition the idea can be extended to include matching of
p′(
xi) with
f′(
xi); this is
Hermite interpolation. The process is also widely used in the construction of many numerical methods, for example in numerical integration and ordinary differential equations. The interpolating polynomial can be represented in many equivalent forms. For example, when the
xi are equally spaced, the forward and backward difference forms (
see difference equation) are convenient. More commonly, nonequally spaced
xi give rise to the
divided difference form, which incorporates successive differences
These are the first divided differences; second divided differences are obtained by a similar differencing process and so on for higher order differences.