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A set of polynomials, one for each sub-interval, that give an approximation to the function f(x), defined on some interval axb where a=x0 < x1 <…< xn=b is a subdivision of the interval axb. The polynomials are all of the same degree, d, and are chosen so that the values of the polynomials and their first (d − 1) derivatives are continuous at the intermediate points of subdivision and the values of the polynomials agree with the value of f at each of the points.

Subjects: Computing — Probability and Statistics.

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