INTERP, a C++ library 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 computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
INTERP is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
BERNSTEIN_POLYNOMIAL, a C++ library which evaluates the Bernstein polynomials, useful for uniform approximation of functions;
DIVDIF, a C++ library which uses divided differences to interpolate data.
hermite_polynomial, a C++ library which computes the Hermite interpolant, a polynomial that matches function values and derivatives.
lebesgue, a C++ library 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++ library which defines and evaluates radial basis interpolants to multidimensional data.
SPLINE, a C++ library which computes functions that approximate or interpolate data.
TEST_APPROX, a C++ library which defines a number of test problems for approximation and interpolation.
TEST_INTERP_1D, a C++ library which defines test problems for interpolation of data y(x), depending on a 1D argument.