RBF_INTERP_ND
Multidimensional Interpolation with Radial Basis Functions
RBF_INTERP_ND
is a MATLAB library which
defines and evaluates radial basis function (RBF) interpolants to multidimensional data.
A radial basis interpolant is a useful, but expensive, technique for
definining a smooth function which interpolates a set of function values
specified at an arbitrary set of data points.
Given nd multidimensional points xd with function values fd, and a
basis function phi(r), the form of the interpolant is
f(x) = sum ( 1 <= i <= nd ) w(i) * phi(xxd(i))
where the weights w have been precomputed by solving
sum ( 1 <= i <= nd ) w(i) * phi(xd(j)xd(i)) = fd(j)
Four families of radial basis functions are provided.

phi1(r) = sqrt ( r^2 + r0^2 ) (multiquadric)

phi2(r) = 1 / sqrt ( r^2 + r0^2 ) (inverse multiquadric)

phi3(r) = r^2 * log ( r / r0 ) (thin plate spline)

phi4(r) = exp ( 0.5 r^2 / r0^2 ) (gaussian)
Each uses a
"scale factor" r0, whose value is recommended to be greater than
the minimal distance between points, and rather less than the maximal distance.
Changing the value of r0 changes the shape of the interpolant function.
RBF_INTERP_ND needs access to the R8LIB library.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
RBF_INTERP_ND is available in
a C version and
a C++ version and
a FORTRAN77 version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
LAGRANGE_INTERP_ND,
a MATLAB library which
defines and evaluates the Lagrange polynomial p(x)
which interpolates a set of data depending on a multidimensional argument x
that was evaluated on a product grid, so that p(x(i)) = z(i).
R8LIB,
a MATLAB library which
contains many utility routines using double precision real (R8) arithmetic.
RBF_INTERP_1D,
a MATLAB library which
defines and evaluates radial basis function (RBF) interpolants to 1D data.
RBF_INTERP_2D,
a MATLAB library which
defines and evaluates radial basis function (RBF) interpolants to 2D data.
SHEPARD_INTERP_ND,
a MATLAB library which
defines and evaluates Shepard interpolants to multidimensional data,
based on inverse distance weighting.
SPARSE_INTERP_ND
a MATLAB library which
can be used to define a sparse interpolant to a function f(x) of a
multidimensional argument.
SPINTERP,
a MATLAB library which
carries out piecewise multilinear hierarchical sparse grid interpolation;
an earlier version of this software is ACM TOMS Algorithm 847,
by Andreas Klimke;
TEST_INTERP_ND,
a MATLAB library which
defines test problems for interpolation of data z(x),
depending on an Mdimensional argument.
Reference:

Richard Franke,
Scattered Data Interpolation: Tests of Some Methods,
Mathematics of Computation,
Volume 38, Number 157, January 1982, pages 181200.

William Press, Brian Flannery, Saul Teukolsky, William Vetterling,
Numerical Recipes in FORTRAN: The Art of Scientific Computing,
Third Edition,
Cambridge University Press, 2007,
ISBN13: 9780521880688,
LC: QA297.N866.
Source Code:

phi1.m,
evaluates the multiquadric radial basis function.

phi2.m,
evaluates the inverse multiquadric radial basis function.

phi3.m,
evaluates the thinplate spline radial basis function.

phi4.m,
evaluates the gaussian radial basis function.

rbf_interp_nd.m,
evaluates a radial basis function interpolant.

rbf_weight.m,
computes weights for radial basis function interpolation.
Examples and Tests:

rbf_interp_nd_test.m, calls all the tests;

rbf_interp_nd_test_output.txt,
the output file.

rbf_interp_nd_test01.m,
tests RBF_WEIGHT and RBF_INTERP_ND with PHI1.

rbf_interp_nd_test01_exact.png,
a plot of the exact function f(x,y).

rbf_interp_nd_test01_interp.png,
a plot of the interpolant function using phi1(r).

rbf_interp_nd_test02.m,
tests RBF_WEIGHT and RBF_INTERP_ND with PHI2.

rbf_interp_nd_test02_exact.png,
a plot of the exact function f(x,y).

rbf_interp_nd_test02_interp.png,
a plot of the interpolant function using phi2(r).

rbf_interp_nd_test03.m,
tests RBF_WEIGHT and RBF_INTERP_ND with PHI3.

rbf_interp_nd_test03_exact.png,
a plot of the exact function f(x,y).

rbf_interp_nd_test03_interp.png,
a plot of the interpolant function using phi3(r).

rbf_interp_nd_test04.m,
tests RBF_WEIGHT and RBF_INTERP_ND with PHI4.

rbf_interp_nd_test04_exact.png,
a plot of the exact function f(x,y).

rbf_interp_nd_test04_interp.png,
a plot of the interpolant function using phi4(r).
You can go up one level to
the MATLAB source codes.
Last modified on 27 September 2012.