Thiele's Interpolation Formula

Let be a Reciprocal Difference. Then Thiele's interpolation formula isthe Continued Fraction

References

Abramowitz, M. and Stegun, C. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 881, 1972.

Milne-Thomson, L. M. The Calculus of Finite Differences. London: Macmillan, 1951.

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