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=a40f5597d6b47712ad7e0b397585d71641b80ec8;hp=0000000000000000000000000000000000000000;hb=876e38fb99680748dfdf334ba450f633566d9b6a;hpb=62d652799ded51169bda744d8728e1d33582fa5f

diff --git a/divided_difference_coefficients.m b/divided_difference_coefficients.m
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+++ 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)) == f[xs]. Used to solve linear systems.
+  ##
+
+  coefficients = [];
+
+  for xj = xs
+    this_coeff = 1;
+    for xi = xs
+      if (xi != xj)
+	this_coeff = this_coeff * (1 / (xj - xi));
+      end
+    end
+    coefficients(end+1) = this_coeff;
+  end
+end