rbf_interp_1d, a C code which defines and evaluates radial basis function (RBF) interpolants to 1D 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(||x-xd(i)||)
where the weights w have been precomputed by solving
sum ( 1 <= i <= nd ) w(i) * phi(||xd(j)-xd(i)||) = fd(j)
Although the technique is generally applied in a multidimensional setting, in this directory we look specifically at the case involving 1D data. This allows us to easily plot and compare the various results.
Four families of radial basis functions are provided.
The code needs the R8LIB library. The test code also needs the TEST_INTERP library.
The computer code and data files described and made available on this web page are distributed under the MIT license
rbf_interp_1d is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
BARYCENTRIC_INTERP_1D, a C code which defines and evaluates the barycentric Lagrange polynomial p(x) which interpolates a set of data, so that p(x(i)) = y(i). The barycentric approach means that very high degree polynomials can safely be used.
CHEBYSHEV_INTERP_1D, a C code which determines the combination of Chebyshev polynomials which interpolates a set of data, so that p(x(i)) = y(i).
DIVDIF, a C code which uses divided differences to compute the polynomial interpolant to a given set of data.
hermite_interpolant, a C code which computes the Hermite interpolant, a polynomial that matches function values and derivatives.
LAGRANGE_INTERP_1D, a C code which defines and evaluates the Lagrange polynomial p(x) which interpolates a set of data, so that p(x(i)) = y(i).
NEAREST_INTERP_1D, a C code which interpolates a set of data using a piecewise constant interpolant defined by the nearest neighbor criterion.
NEWTON_INTERP_1D, a C code which finds a polynomial interpolant to data using Newton divided differences.
PWL_INTERP_1D, a C code which interpolates a set of data using a piecewise linear interpolant.
R8LIB, a C code which contains many utility routines, using double precision real (R8) arithmetic.
RBF_INTERP_2D, a C code which defines and evaluates radial basis function (RBF) interpolants to 2D data.
RBF_INTERP_ND, a C code which defines and evaluates radial basis function (RBF) interpolants to multidimensional data.
SHEPARD_INTERP_1D, a C code which defines and evaluates Shepard interpolants to 1D data, based on inverse distance weighting.
TEST_INTERP, a C code which defines a number of test problems for interpolation, provided as a set of (x,y) data.
TEST_INTERP_1D, a C code which defines test problems for interpolation of data y(x), depending on a 2D argument.
VANDERMONDE_INTERP_1D, a C code which finds a polynomial interpolant to data y(x) of a 1D argument, by setting up and solving a linear system for the polynomial coefficients, involving the Vandermonde matrix.