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I'm trying implement in Java cubic spline interpolation based on this document: http://www.geos.ed.ac.uk/~yliu23/docs/lect_spline.pdf

At first they show how to do linear spline and it's pretty easy. I create functions that calculate A and B coefficients. Then they extend linear spline by adding second derivative. C and D coefficients is easy co calculate too.

But problems starts when I should calculate second derivative. I do not understand how they calculate them.

Can anyone explain that to me?

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