[SciPy-User] fast spline interpolation of multiple equal length waveforms

Hjalmar Turesson hturesson@gmail....
Thu Sep 22 20:59:59 CDT 2011

I got a data set with hundreds of thousands for 40 point long waveforms. I
want to use cubic splines to interpolate these at intermediate time points.
However, the points are different all waveforms, only the number of points
is the same. In other words, I want to interpolate a large number of equally
short waveforms, each to its own grid of x-values/time points, and I want to
do this as FAST as possible.

Are there any functions that can take a whole array for waveforms and a size
matched array of new x-values, and interpolate each waveform at a matched
row (or column) of x-values?

What I've found, this far, appear to require a loop to one by one go through
the waveforms and corresponding grid of x-values. I fear that a long loop
will be significantly slower than a direct evaluation of the entire array.

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