One-Dimensional Table Look Up, Interpolation, and Differentiation
Given a table, (xi
), of independent variable values and the
corresponding dependent variable values, this subroutine finds the
points in the table closest to a given value of the independent
variable and uses these points to interpolate for the corresponding
value of the dependent variable. Error estimates, Hermite
interpolation, and the computation of derivatives are available.
This software is part of the MATH77/mathc90 collection here.