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piecewise cubic Hermite interp, a la Matlab's pchip? 
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Joined: Sun Oct 18, 2009 6:46 pm
Posts: 10
Post piecewise cubic Hermite interp, a la Matlab's pchip?
Before I re-invent the wheel some free weekend afternoon:

Does there exist something like matlab's "pchip" in Yorick? This is an interpolator devised at LLNL by Fritsch and Carlson (see SIAM Journal on Numerical Analysis, p. 238, vol 17 (1980)). It has the very nice features of never overshooting the given data points, and having low oscillation. The price compared to cubic splines is (I think) you lose continuity of some nth-order derivatives.

Yorick has cubic splines (spline()) and even w/ tension (tspline()), but in my limited playing around I think pchip would be better for making "nice smooth" profiles based on a few data points.

Matlab is copyrighted, and although you can look at the source I don't want to just copy it. The free program Octave has pchip, and may be a good starting point for "inspiration."

If I ever do write one I'll try to make it public.


Wed Jul 28, 2010 10:19 am
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