Thiele's interpolation formula

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In mathematics, Thiele's interpolation formula is a formula that defines a rational function f(x) from a finite set of inputs x_i and their function values f(x_i). The problem of generating a function whose graph passes through a given set of function values is called interpolation. This interpolation formula is named after the Danish mathematician Thorvald N. Thiele. It is expressed as a continued fraction, where ρ represents the reciprocal difference:

 f(x) = f(x_1) + \cfrac{x-x_1}{\rho(x_1,x_2) + \cfrac{x-x_2}{\rho_2(x_1,x_2,x_3) - f(x_1) + \cfrac{x-x_3}{\rho_3(x_1,x_2,x_3,x_4) - \rho(x_1,x_2) + \cdots}}}