[SciPy-Dev] Multilinear interpolation
Thu Apr 25 15:24:08 CDT 2013
Le 25/02/2013 13:04, Pablo Winant a écrit :
> So I made an attempt using tempita in the case of regularly spaced
> grids. For now, it is in a temporary repository in github:
> There is a file multilinear_cython.pyx.in which must be interpreted to
> produce multilinear_cython.pyx . There is also a multilinear.py file
> containing an object oriented wrapper for the compiled routines.
> Here is an example:
> Before, I do the same for irregularly spaced grid, I have some questions:
> - I included the templates as Python strings in the .pyx.in file . Was
> there a better way ?
> - I was not sure about how to deal with single/double precision in the
> cython code.
I was just wondering what was the status of your work on a multilinear
interpolation. I'm currently working on a small stochastic dynamic
programming code where an interpolator is a key underlying component.
I've been using scipy.interpolate.RectBivariateSpline so far because I
was solving only a 2D state-space problem, but for genericity, a N-D
interpolator is required (although the "curse of dimensionality"
probably implies N <= 3 !)
By looking at you're Githup repositories, it seems you've integrated the
interpolation code in https://github.com/albop/dolo. Is that indeed the
This makes me ask two questions :
1) do you plan to integrate it in scipy.interpolate ?
2) did you benchmark your code against existing N-D interpolator like
-------------- next part --------------
A non-text attachment was scrubbed...
Size: 900 bytes
Desc: OpenPGP digital signature
Url : http://mail.scipy.org/pipermail/scipy-dev/attachments/20130425/3dea0c3d/attachment.bin
More information about the SciPy-Dev