Multivariate Interpolation
Description
Contains methods for creating multivariate/multidimensional
interpolations of functions on a hypercube. If available through fftw3, the DCT-II/FFT
is used to compute coefficients for a Chebyshev interpolation.
Other interpolation methods for arbitrary Cartesian grids are also provided, a piecewise multilinear,
and the Floater-Hormann barycenter method. For scattered data polyharmonic splines with a linear term
is provided. The time-critical parts are written in C for speed. All interpolants are parallelized if
used to evaluate more than one point.