Recurrence relations for computing with modified divided differences

Abstract

Modified divided differences (MDD) provide a good way of representing a polynomial passing through points with unequally spaced abscissas. This note gives recurrence relations for computing coefficients in either the monomial or Chebyshev basis from the MDD coefficients, and for computing the MDD coefficients for either the differentiated or the integrated polynomial. The latter operation is likely to be useful if MDD are used in a method for solving stiff differential equations.