Main Idea
Solving an interpolation problem leads to a problem in linear algebra where we have to solve a system of linear equations. Using a standard monomial basis for our interpolation polynomial we get the very complicated Vandermonde matrix. By choosing another basis, the Newton basis, we get a system of linear equations with a much simpler lower triangular matrix which can be solved faster.
For k + 1 data points we construct the Newton basis as
Using these polynomials as a basis for we have to solve
to solve the polynomial interpolation problem.
This system of equations can be solved recursively by solving
Read more about this topic: Newton Polynomial
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