test_interp_nd, a C code which provides test functions for multidimensional interpolation.
All the functions are defined over the unit hypercube [0,1]^M, for arbitrary spatial dimension M. They include:
For each function, methods are provided to evaluate:
Most of the functions include a shift vector w whose entries can be chosen randomly in the unit hypercube, and a coefficient vector c whose entries should be positive, and for which the integration problem becomes harder as the sum of the entries increases.
The code requires access to the R8LIB library.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
test_interp_nd is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
LAGRANGE_INTERP_ND, a C code 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 C code which contains many utility routines using double precision real (R8) arithmetic.
RBF_INTERP_ND, a C code which defines and evaluates radial basis function (RBF) interpolants to multidimensional data.
SHEPARD_INTERP_ND, a C code which defines and evaluates Shepard interpolants to multidimensional data, based on inverse distance weighting.
SPARSE_INTERP_ND a C code 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_1D, a C code which defines test problems for interpolation of data y(x), depending on a 1D argument.
TEST_INTERP_2D, a C code which defines test problems for interpolation of data z(x,y)), depending on a 2D argument.