interp, a C++ code which takes a set of data associated with successive values of a parameter, and produces an interpolating function which can be evaluated over a continuous range of the parameter.
The information on this web page is distributed under the MIT license.
interp is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version.
bernstein_polynomial, a C++ code which evaluates the Bernstein polynomials, useful for uniform approximation of functions;
divdif, a C++ code which uses divided differences to interpolate data.
hermite_polynomial, a C++ code which computes the Hermite interpolant, a polynomial that matches function values and derivatives.
lebesgue, a C++ code which is given a set of nodes in 1D, and plots the Lebesgue function, and estimates the Lebesgue constant, which measures the maximum magnitude of the potential error of Lagrange polynomial interpolation, and which uses gnuplot to make plots of the Lebesgue function.
rbf_interp, a C++ code which defines and evaluates radial basis interpolants to multidimensional data.
spline, a C++ code which computes functions that approximate or interpolate data.
test_approx, a C++ code which defines a number of test problems for approximation and interpolation.
test_interp_1d, a C++ code which defines test problems for interpolation of data y(x), depending on a 1D argument.