Simple piecewise polynomial interpolation

Submitted by
jjstickel on 11 August 2011

Interpolate using simple, piecewise polynomial interpolation (NOT splines). No differential constraints are used and the interpolants are not necessarily continuous. The polynomial interpolation implemented here consists of fitting an nth-order polynomial segment centered at each point (for even n) or between points (for odd n). The implementation is fast. It can be used efficiently for either the case of changing interpolated x-values OR the case of changing y-values to inerpolate against.

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