topic Re: interpolation, integration, function inverse in Intel® oneAPI Math Kernel Library

interpolation, integration, function inverse

finjulhich — Mon, 04 Feb 2008 13:21:03 GMT

Hi,

I have a number of data point (xi,yi) and would like to :

1. plain linear interpolate for some point x inside the range
2. integrate the function that interpolates linearilty over some range
3. assuming a monotone linear interpolation function and monotone data points, to get the inverse of a point y.

Are there functions in the math kernel for this?

rds,

Re: interpolation, integration, function inverse

Tabrez_Ali — Mon, 04 Feb 2008 19:00:38 GMT

1 seems like a curve fit for which you can always use least squares (MKL Lapack gelss) once your matrices are set. Though it's a little more work than you seem to want.

With the function known from 1, 2 is trivial to code. See any entry level numerical methods book.

If you want Fortran 77/90 specific examples then have a look at Numerical Methods for Engineers and Scientists by Joe D Hoffman.