[SciPy-dev] Lagrange interpolation

Charles R Harris charlesr.harris@gmail....
Thu May 7 14:56:02 CDT 2009


Hi All,

I am going to add Anne's barycentric Lagrange interpolation with some
modifications to scale the weights and separate out the weight computations,
which depend only on the grid, from the interpolator. I have also made the
interpolation handle more general inputs. Any objections?

In my experience Krogh interpolation needs to be in C to be efficient, there
are too many decisions involved in finding the right path to make it fast
when written in python. Barycentric interpolation also tends to be more
stable than divided difference based approaches, especially with complex
interpolation points. But I will take a closer look at Anne's
implementation.

It is somewhat scandalous that Scipy doesn't have decent polynomial
interpolation after all these years.

Chuck
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