[SciPy-user] Monotone Interpolation

Anne Archibald peridot.faceted@gmail....
Fri Mar 27 13:17:57 CDT 2009


2009/3/27 Darcoux Christine <bouloumag@gmail.com>:
> Any hints on how to do this with scipy ? Should I ask dev to implement it ?

As far as I know, code exists to do this. Scipy does have spline
objects for which evaluations (and integrations, derivatives, and
root-finding) are done with fast FORTRAN routines, so in principle if
you implemented code that generated the knots you could take advantage
of the fast evaluation routines.

Monotone interpolation would indeed be useful, for example for
concocting efficiently invertible CDFs for random number generation.
But unfortunately right now there is no code to allow construction of
cubic Hermite splines, so you would have to figure out scipy's tck
representation and make up the knots yourself.

Anne

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