pchip, a FORTRAN77 code which can construct a piecewise cubic Hermite interpolant to data, and carry out various related operations, by Fred Fritsch.
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
pchip is available in a FORTRAN77 version and a FORTRAN90 version.
barycentric_interp_1d, a FORTRAN77 library 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 FORTRAN77 library which determines the combination of Chebyshev polynomials which interpolates a set of data, so that p(x(i)) = y(i).
INTERPOLATION, a dataset directory which contains datasets to be interpolated.
LAGRANGE_INTERP_1D, a FORTRAN77 library 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 FORTRAN77 library which interpolates a set of data using a piecewise constant interpolant defined by the nearest neighbor criterion, creating graphics files for processing by gnuplot.
NMS, a FORTRAN77 library which includes a wide variety of numerical software, including solvers for linear systems of equations, a Piecewise Cubic Hermite Interpolation Package (PCHIP), numerical quadrature, linear least squares data fitting, the solution of nonlinear equations, ordinary differential equations (ODE's), optimization and nonlinear least squares, simulation and random numbers, trigonometric approximation and Fast Fourier Transforms (FFT).
PWL_INTERP_1D, a FORTRAN77 library which interpolates a set of data using a piecewise linear function, creating graphics files for processing by gnuplot.
TEST_INTERP, a FORTRAN77 library which defines a number of test problems for interpolation, provided as a set of (x,y) data.
TEST_INTERP_1D, a FORTRAN77 library which defines test problems for interpolation of data y(x), depending on a 1D argument.