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Neville's algorithm

Also called Neville-Aitken interpolation.

Evaluates the interpolating polynomial at one point by a triangular recursion, without forming coefficients.

Evaluates the interpolating polynomial at one point by a triangular recursion, without forming coefficients.

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  • add a proof in proofs/ (06.5)
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  • the section The problem
  • pseudocode in The algorithm
  • complexity claims in the front matter
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