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In the mathematical field of numerical analysis, interpolation is a method of constructing new data points within the range of a discrete set of known data points. In engineering and science, one often has a number of data points, obtained by sampling or experimentation, which represent the values of a function for a limited number of values of an independent variable. It is often required to interpolate (i.e., estimate) the value of that function for an intermediate value of the independent variable.
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