Neville's algorithm

In mathematics, Neville's algorithm is an algorithm used for polynomial interpolation that was derived by the mathematician Eric Harold Neville in 1934. Given n + 1 points, there is a unique polynomial of degree ≤ n which goes through the given points. Neville's algorithm evaluates this polynomial.

Neville's algorithm is based on the Newton form of the interpolating polynomial and the recursion relation for the divided differences. It is similar to Aitken's algorithm (named after Alexander Aitken), which is nowadays not used.