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In numerical analysis, Hermite interpolation, named after Charles Hermite, is a method of polynomial interpolation, which generalizes Lagrange interpolation. Lagrange interpolation allows computing a polynomial of degree less than n that takes the same value at n given points as a given function. Instead, Hermite interpolation computes a polynomial of degree fewer than n such that the polynomial and its first few derivatives have the same values at m given points as the given function and its first few derivatives at those points. The number of pieces of information, function values and derivative values, must add up to .
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