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The interpolation library provides five interpolation types:
Linear interpolation. This interpolation method does not require any additional memory.
Polynomial interpolation. This method should only be used for interpolating small numbers of points because polynomial interpolation introduces large oscillations, even for well-behaved datasets. The number of terms in the interpolating polynomial is equal to the number of points.
Cubic spline with natural boundary conditions. The resulting curve is piecewise cubic on each interval, with matching first and second derivatives at the supplied data-points. The second derivative is chosen to be zero at the first point and last point.
Cubic spline with periodic boundary conditions. The resulting curve is piecewise cubic on each interval, with matching first and second derivatives at the supplied data-points. The derivatives at the first and last points are also matched. Note that the last point in the data must have the same y-value as the first point, otherwise the resulting periodic interpolation will have a discontinuity at the boundary.
Non-rounded Akima spline with natural boundary conditions. This method uses the non-rounded corner algorithm of Wodicka.
Non-rounded Akima spline with periodic boundary conditions. This method uses the non-rounded corner algorithm of Wodicka.
The following related functions are available: