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math/doc/interpolators
Nick Thompson fee20ab932 Given a function f, known at evenly spaced samples y_j = f(a + jh),
this function constructs an interpolant using compactly supported cubic b splines.
The advantage of using splines of compact support over traditional cubic splines
is that compact support makes the splines well-conditioned.

The interpolant is constructed in O(N) time and can be evaluated in constant time.
Its error is O(h^4), and obeys the interpolating condition s(x_j) = f(x_j) for all samples.
In addition, f' can be estimated from s', albeit with lower accuracy.

This routine is cppcheck clean, and is clean under AddressSanitizer and MemorySanitizer.
2017-02-23 18:21:06 -06:00
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