In numerical analysis, multivariate interpolation is interpolation on functions of more than one variable ( multivariate functions ); when the variates are spatial coordinates, it is also known as spatial interpolation.
The function to be interpolated is known at given points and the interpolation problem consists of yielding values at arbitrary points .
Multivariate interpolation is particularly important in geostatistics, where it is used to create a digital elevation model from a set of points on the Earth's surface (for example, spot heights in a topographic survey or depths in a hydrographic survey).
For function values known on a regular grid (having predetermined, not necessarily uniform, spacing), the following methods are available.
Bitmap resampling is the application of 2D multivariate interpolation in image processing.
Three of the methods applied on the same dataset, from 25 values located at the black dots. The colours represent the interpolated values.
See also Padua points, for polynomial interpolation in two variables.
See also bitmap resampling.
Catmull-Rom splines can be easily generalized to any number of dimensions. The cubic Hermite spline article will remind you that for some 4-vector which is a function of x alone, where is the value at of the function to be interpolated. Rewrite this approximation as
This formula can be directly generalized to N dimensions: [1]
Note that similar generalizations can be made for other types of spline interpolations, including Hermite splines. In regards to efficiency, the general formula can in fact be computed as a composition of successive -type operations for any type of tensor product splines, as explained in the tricubic interpolation article. However, the fact remains that if there are terms in the 1-dimensional -like summation, then there will be terms in the -dimensional summation.
Schemes defined for scattered data on an irregular grid are more general. They should all work on a regular grid, typically reducing to another known method.
Gridding is the process of converting irregularly spaced data to a regular grid (gridded data).
In the mathematical field of numerical analysis, interpolation is a type of estimation, a method of constructing (finding) new data points based on the range of a discrete set of known data points.
In the mathematical subfield of numerical analysis, a B-spline or basis spline is a spline function that has minimal support with respect to a given degree, smoothness, and domain partition. Any spline function of given degree can be expressed as a linear combination of B-splines of that degree. Cardinal B-splines have knots that are equidistant from each other. B-splines can be used for curve-fitting and numerical differentiation of experimental data.
In the mathematical field of numerical analysis, Runge's phenomenon is a problem of oscillation at the edges of an interval that occurs when using polynomial interpolation with polynomials of high degree over a set of equispaced interpolation points. It was discovered by Carl David Tolmé Runge (1901) when exploring the behavior of errors when using polynomial interpolation to approximate certain functions. The discovery shows that going to higher degrees does not always improve accuracy. The phenomenon is similar to the Gibbs phenomenon in Fourier series approximations.
In numerical analysis, polynomial interpolation is the interpolation of a given bivariate data set by the polynomial of lowest possible degree that passes through the points of the dataset.
In mathematics, a spline is a function defined piecewise by polynomials. In interpolating problems, spline interpolation is often preferred to polynomial interpolation because it yields similar results, even when using low degree polynomials, while avoiding Runge's phenomenon for higher degrees.
In statistics, originally in geostatistics, kriging or Kriging, also known as Gaussian process regression, is a method of interpolation based on Gaussian process governed by prior covariances. Under suitable assumptions of the prior, kriging gives the best linear unbiased prediction (BLUP) at unsampled locations. Interpolating methods based on other criteria such as smoothness may not yield the BLUP. The method is widely used in the domain of spatial analysis and computer experiments. The technique is also known as Wiener–Kolmogorov prediction, after Norbert Wiener and Andrey Kolmogorov.
In the mathematical field of numerical analysis, spline interpolation is a form of interpolation where the interpolant is a special type of piecewise polynomial called a spline. That is, instead of fitting a single, high-degree polynomial to all of the values at once, spline interpolation fits low-degree polynomials to small subsets of the values, for example, fitting nine cubic polynomials between each of the pairs of ten points, instead of fitting a single degree-nine polynomial to all of them. Spline interpolation is often preferred over polynomial interpolation because the interpolation error can be made small even when using low-degree polynomials for the spline. Spline interpolation also avoids the problem of Runge's phenomenon, in which oscillation can occur between points when interpolating using high-degree polynomials.
In numerical analysis, a cubic Hermite spline or cubic Hermite interpolator is a spline where each piece is a third-degree polynomial specified in Hermite form, that is, by its values and first derivatives at the end points of the corresponding domain interval.
In mathematics, bicubic interpolation is an extension of cubic spline interpolation for interpolating data points on a two-dimensional regular grid. The interpolated surface is smoother than corresponding surfaces obtained by bilinear interpolation or nearest-neighbor interpolation. Bicubic interpolation can be accomplished using either Lagrange polynomials, cubic splines, or cubic convolution algorithm.
In mathematics, Birkhoff interpolation is an extension of polynomial interpolation. It refers to the problem of finding a polynomial of degree such that only certain derivatives have specified values at specified points:
In numerical analysis, Hermite interpolation, named after Charles Hermite, is a method of polynomial interpolation, which generalizes Lagrange interpolation. Lagrange interpolation allows computing a polynomial of degree less than n that takes the same value at n given points as a given function. Instead, Hermite interpolation computes a polynomial of degree less than mn such that the polynomial and its first m − 1 derivatives have the same values at n given points as a given function and its first m − 1 derivatives.
In mathematics a radial basis function (RBF) is a real-valued function whose value depends only on the distance between the input and some fixed point, either the origin, so that , or some other fixed point , called a center, so that . Any function that satisfies the property is a radial function. The distance is usually Euclidean distance, although other metrics are sometimes used. They are often used as a collection which forms a basis for some function space of interest, hence the name.
Lanczos filtering and Lanczos resampling are two applications of a mathematical formula. It can be used as a low-pass filter or used to smoothly interpolate the value of a digital signal between its samples. In the latter case, it maps each sample of the given signal to a translated and scaled copy of the Lanczos kernel, which is a sinc function windowed by the central lobe of a second, longer, sinc function. The sum of these translated and scaled kernels is then evaluated at the desired points.
Nonparametric regression is a category of regression analysis in which the predictor does not take a predetermined form but is constructed according to information derived from the data. That is, no parametric form is assumed for the relationship between predictors and dependent variable. Nonparametric regression requires larger sample sizes than regression based on parametric models because the data must supply the model structure as well as the model estimates.
In applied mathematics, polyharmonic splines are used for function approximation and data interpolation. They are very useful for interpolating and fitting scattered data in many dimensions. Special cases include thin plate splines and natural cubic splines in one dimension.
In the mathematical field of numerical analysis, monotone cubic interpolation is a variant of cubic interpolation that preserves monotonicity of the data set being interpolated.
In the mathematical subfield numerical analysis, tricubic interpolation is a method for obtaining values at arbitrary points in 3D space of a function defined on a regular grid. The approach involves approximating the function locally by an expression of the form
In image processing, stairstep interpolation is a general method for interpolating the pixels after enlarging an image. The key idea is to interpolate multiple times in small increments using any interpolation algorithm that is better than nearest-neighbor interpolation, such as bilinear interpolation, and bicubic interpolation. A common scenario is to interpolate an image by using a bicubic interpolation which increases the image size by no more than 10% at a time until the desired size is reached.
Radial basis function (RBF) interpolation is an advanced method in approximation theory for constructing high-order accurate interpolants of unstructured data, possibly in high-dimensional spaces. The interpolant takes the form of a weighted sum of radial basis functions. RBF interpolation is a mesh-free method, meaning the nodes need not lie on a structured grid, and does not require the formation of a mesh. It is often spectrally accurate and stable for large numbers of nodes even in high dimensions.