https://github.com/yurlungur/lagrange-interpolation

Library for Lagrange Interpolation
https://github.com/yurlungur/lagrange-interpolation

interpolation learning-algorithms scientific-computing

Last synced: about 1 year ago
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Library for Lagrange Interpolation

• Host: GitHub
• URL: https://github.com/yurlungur/lagrange-interpolation
• Owner: Yurlungur
• License: mit
• Created: 2017-03-27T17:42:59.000Z (about 9 years ago)
• Default Branch: master
• Last Pushed: 2017-04-15T19:03:22.000Z (about 9 years ago)
• Last Synced: 2025-02-04T10:56:28.358Z (about 1 year ago)
• Topics: interpolation, learning-algorithms, scientific-computing
• Language: C
• Size: 599 KB
• Stars: 4
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# lagrange-interpolation

Author: Jonah Miller (jonah.maxwell.miller@gmail.com)

Simple library for Lagrange Interpolation in 1D, 2D, and 3D on a

Cartesian product grid. Written in C for maximum compatibility. The

plot below shows the error for piecewise 2nd-order interpolation using this library:

![2nd-order interpolation](https://raw.githubusercontent.com/Yurlungur/lagrange-interpolation/master/images/test_fo.png)

The plot blow shows the error (rescaled by the grid spacing) for

piecewise fourth-order interpolation of the function sin(5x) on the

evenly-spaced interval [-pi,pi] using this library:

![4th-order interpolation](https://raw.githubusercontent.com/Yurlungur/lagrange-interpolation/master/images/convergence_slice.png)

The plot below shows the norm of the error for the interpolation of

the function sin(5x)cos(3y) on the evenly spaced domain [-pi,pi]^2

using 2nd, 4th, and 6th order interpolation.

![4th-order interpolation](https://raw.githubusercontent.com/Yurlungur/lagrange-interpolation/master/images/convergence_norm.png)

## Installation

This code is simple enough that you can just copy-paste `lagrange.c`

and `lagrange.h` into your project. At the moment, that's the only

installation method.

## Use

The header file should provide the interface for the functions you are

interested in. Most interesting, probably, are the

`lagrange_interp_NDfo` functions, where you specify an order of

interpolating polynomial in each dimension and the library evaluates a

piecewise interpolating polynomial of that order over the grid. The

`lagrange_interp_ND` series of functions are global interpolators and

should be used only if your grid points are stable for high-order

interpolation.

## Testing

You can test the code by cloning the directory, entering it, and

typing `make test`. You can also generate a nice plot with `make

plot`. The plotting functionality requires the scientific python

stack.

```bash

git cone git@github.com:Yurlungur/lagrange-interpolation.git

cd lagrange-interpolation

make test

```