Abstract

This document illustrates by simple examples several interpolation methods

(available also in doc file at the Document section )

Tabulated data function

Given a tabulated function (x_i ; y_i), i = 1...N, generally not equispaced, the task is to estimate y(x)
for an arbitrary x, where x₁ ≤ x ≤ x_N Points (x_i ; y_i) are called knots of the interpolation

Cubic spline interpolation

Cubic poly interpolation

Test functions

Continued fraction interpolation

References

[1] Numerical Recipes in C – The Art of Scientific Computing, 1988-1992, Cambridge University Press

[2] Applied Numerical Analysis, Gerald, C. F., Addison-Wesley, 1994

[3] Cubic Spline Interpolation, Charles O’Neil, MAE5093, 28-5-2002

Credits

Thanks to a Olgierd Zieba that has developed the spline interpolation functions in XNUMBERS Excel addin
and kindly provided a large part of the spline documentation.

Document section