We derive the Cox-de Boor recurrence from the Leibniz rule for divided differences. Fix , let , and setAway from the spline knots, . IntroduceThe defining divided-difference recurrence says . Since and the first factor is linear, the Leibniz rule for divided differences givesMultiplication by consequently yieldsReplace and by the corresponding lower-order B-splines divided by their support widths. This provesThe denominators are positive for the distinct spline knots of this question. The recursion starts with , the interval indicator on . For , values at the spline knots follow by the continuous extension of the left side; the usual half-open convention for the order-one factors gives the same result. This proves the recurrence rather than assuming it as a definition.
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