Neville's Algorithm
Neville's algorithm is an interpolation algorithm which proceeds by first fitting a polynomial of degree 0 through the point for
, ...,
, i.e.,
. A second
iteration is then performed in which
and
are combined
to fit through pairs of points, yielding
,
, .... The
procedure is repeated, generating a "pyramid" of approximations until the
final result is reached
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The final result is
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