NMI is a Non Maskable Interrupt. This is a dedicated interrupt input present on a lot of microprocessors. You can connect it to a watchdog output, to a power-down detector or to any hardware generating an event that need to be handled with high priority over the other interrupt source. That's why it is non maskable.
usualy reserved for the worst case events.
using this interept you can ask your system to shutdown say in case of power failure so that you can save data.
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