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How to select the capacitor between Vin and Vout in LTC7149

There's a 0.1uF capacitor between Vin and Vout in the typical application in LTC7149 datasheet, but it's not mentioned in the datasheet. And in demo board there're two capacitors, 1uF and 2.2uF. How to select the value of this capacitor? Is it necessary to add this capacitor between Vin and Vout, any advantage and disadvantage?

Thanks.