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 computer code and data files described and made available on this web page are distributed under the MIT license
interp is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB 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.