hermite_cubic, a C++ code which uses cubic polynomials in the Hermite form.
The Hermite form of a cubic polynomial defines the polynomial p(x) by specifying two distinct points x1 and x2, and providing values for the following four items:
f1 = p(x1)
d1 = p'(x1)
f2 = p(x2)
d2 = p'(x2)
The locations of the abscissas and the four data values are enough
to uniquely define a cubic polynomial, known as the Hermite cubic.
From the Hermite cubic representation, it is possible to determine the standard power series form:
p(x) = c0 + c1 * x + c2 * x2 + c3 * x3
It is possible, given any value of the argument x and the data values that define the Hermite cubic polynomial, to determine the value of p(x), as well as the values of the first, second and third derivatives.
It is possible, given two values of the argument x3 and x4, and the data values that define the Hermite cubic polynomial, to determine the value of the integral of p(x) over the interval [x3,x4].
A sequence of Hermite cubic polynomials can be used to produce a piecewise cubic Hermite interpolant, if we are given a strictly increasing sequence of n nodes x(1:n), and corresponding data vectors f(1:n) and d(1:n). This is done by defining n-1 cubic Hermite polynomials, with the i-th polynomial defined using the data at nodes x(i) and x(i+1). The resulting function interpolates the value and derivative data, and is continuous and continuously differentiable everywhere, and in particular, at the nodes.
The computer code and data files described and made available on this web page are distributed under the MIT license
hermite_cubic is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
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