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Cubic Spline Interpolation

A device to draw smooth curves through a given set of points such that the slope and curvature are also

continuous along the curves, that is, f(x), f′(x), and f″(x) are continuous on the curves. Such a

device was called a spline and plotting of the curve was called spline fitting. The advantage of Cubic 

Spline fitting usually provides a better approximation of the behavior of functions that have

abrupt local changes. Further, splines perform better than higher-order polynomial approximations.

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