[SciPy-User] fastest linear interpolation ?

josef.pktd@gmai... josef.pktd@gmai...
Wed Nov 30 12:52:42 CST 2011


Does anyone know which linear interpolation function in numpy or scipy
is the fastest for evaluating a large number of points?
for mainly or only 1d cases

I'd like to approximate a non-linear function on a fine grid by linear
interpolation. Number of points/segments should be large.

The setup can be expensive, and includes calculating all the points,
but I want fast evaluation.

Thanks,

Josef


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