From the SDK documentation:
DataSet
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The DataSet object is central to supporting disconnected, distributed data
scenarios with ADO.NET. The DataSet is a memory-resident representation of
data that provides a consistent relational programming model regardless of
the data source. It can be used with multiple and differing data sources,
used with XML data, or used to manage data local to the application. The
DataSet represents a complete set of data including related tables,
constraints, and relationships among the tables. The following illustration
shows the DataSet object model.
DataView
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Represents a databindable, customized view of a DataTable for sorting,
filtering, searching, editing, and navigation.
For a list of all members of this type, see DataView Members.