Given a set of points (xi,yi) , a common problem in numerical analysis is trying to estimate values of y for values of x that aren't in the set. The simplest scheme is linear interpolation, which connects points with consecutive values of x with straight lines and then uses them to calculate values of y for values of x that lie between those of their endpoints.
On the face of it implementing this would seem to be a pretty trivial business, but doing so both accurately and efficiently is a surprisingly tricky affair, as we shall see in this post.
On the face of it implementing this would seem to be a pretty trivial business, but doing so both accurately and efficiently is a surprisingly tricky affair, as we shall see in this post.
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