barycentric_interp_1d, an Octave code which defines and evaluates the Lagrange polynomial p(x) which interpolates a set of data, so that p(x(i)) = y(i). Because a barycentric formulation is used, polynomials of very high degree can safely be used.
Efficient calculation of the barycentric polynomial interpolant requires that the function to be interpolated be sampled at points from a known family, for which the interpolation weights have been precomputed. Such families include
Note that in the Berrut/Trefethen reference, there is a significant
typographical error on page 510, where an adjustment is made in cases
where the polynomial is to be evaluated exactly at a data point.
The paper reads:
exact(xdiff==0) = 1;
but it should read
exact(xdiff==0) = j;
The code requires the R8LIB library. The test also requires the TEST_INTERP_1D library.
The computer code and data files described and made available on this web page are distributed under the MIT license
barycentric_interp_1d is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
chebyshev_interp_1d, an Octave code which determines the combination of Chebyshev polynomials which interpolates a set of data, so that p(x(i)) = y(i).
lagrange_approx_1d, an Octave code which defines and evaluates the Lagrange polynomial p(x) of degree m which approximates a set of nd data points (x(i),y(i)).
lagrange_basis_display, an Octave code which displays the basis functions associated with a given set of nodes used with the Lagrange interpolation scheme.
lagrange_interp_1d, an Octave code 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, an Octave code which interpolates a set of data using a piecewise constant interpolant defined by the nearest neighbor criterion.
newton_interp_1d, an Octave code which finds a polynomial interpolant to data using Newton divided differences.
pwl_interp_1d, an Octave code which interpolates a set of data using a piecewise linear interpolant.
r8lib, an Octave code which contains many utility routines using double precision real (R8) arithmetic.
rbf_interp_1d, an Octave code which defines and evaluates radial basis function (RBF) interpolants to 1D data.
shepard_interp_1d, an Octave code which defines and evaluates Shepard interpolants to 1D data, which are based on inverse distance weighting.
spline, an Octave code which constructs and evaluates spline interpolants and approximants.
test_interp, an Octave code which defines a number of test problems for interpolation, provided as a set of (x,y) data.
test_interp_1d, an Octave code which defines test problems for interpolation of data y(x), depending on a 2D argument.
vandermonde_interp_1d, an Octave code which finds a polynomial interpolant to a function of 1D data by setting up and solving a linear system for the polynomial coefficients, involving the Vandermonde matrix.