trig_interp, a MATLAB code which evaluates the trigonometric interpolant to a set of evenly spaced data.
Given data at 2N+1 equally spaced points x(i), which we may assume are samples of a function f(x), the trigonometric interpolant has the form
q(x) = a0 + sum ( 1 <= i <= N) a(i) cos(i*x) + sum ( 1 <= i <= N) b(i) sin(i*x)
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
trig_interp is available in a MATLAB version.
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