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Efficient algorithms for polynomial interpolation and numerical differentiation

Efficient algorithms for polynomial interpolation and numerical differentiation

Algorithms based on Newton’s interpolation formula are given for: simple polynomial interpolation, polynomial interpolation with derivatives supplied at some of the data points, interpolation with piecewise polynomials having a continuous first derivative, and numerical differentiation. These algorithms have all the advantages of the corresponding algorithms based on Aitken-Neville interpolation, and …