Module Owl_maths_interpolate

Interpolation and Extrapolation

val polint : float array -> float array -> float -> float * float

polint xs ys x performs polynomial interpolation of the given arrays xs and ys. Given arrays xs[0..(n-1)] and ys[0..(n-1)], and a value x, the function returns a value y, and an error estimate dy. If P(x) is the polynomial of degree N − 1 such that P(xs[i]) = ys[i] for i = 0,...,n-1,

Parameters: * xs: an array of input x values of P(x). * ys: an array of corresponding y values of P(x). * x: value to interpolate.

Returns: * (y, dy) wherein y is the returned value y = P(x), and dy is the estimated error.

val ratint : float array -> float array -> float -> float * float