X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=blobdiff_plain;f=divided_difference_coefficients.m;fp=divided_difference_coefficients.m;h=53d5799e922af57d70c74604cca5814d4d4b7b4d;hp=0000000000000000000000000000000000000000;hb=c2dbf1f8827b39b5f5916675f7d319ec1e728e96;hpb=ef3b3ec9dcffcb4751b7f2215efd918eab84d8a5

diff --git a/divided_difference_coefficients.m b/divided_difference_coefficients.m
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+function coefficients = divided_difference_coefficients(xs)
+  ## Compute divided difference coefficients of `f` at points `xs`.
+  ##
+  ## INPUTS:
+  ##
+  ##   * ``xs`` - A vector containing x-coordinates.
+  ##
+  ## OUTPUTS:
+  ##
+  ##   * ``coefficients`` - The vector of coefficients such that
+  ##   dot(coefficients, f(xs)) == dd. Used to solve linear systems.
+  ##
+
+  coefficients = [];
+    
+  for xj = xs
+    this_coeff = 1;
+    for xi = xs
+      if (xi != xj)
+	## Append (xj - xi) to the vector of coefficients.
+	this_coeff = this_coeff * (1 / (xj - xi));
+      end
+    end
+    coefficients(end+1) = this_coeff;
+  end
+end