a.k. from thus spake a.k.
Over the last few months we have been taking a look at algorithms for interpolating over a set of points (xi,yi) in order to approximate values of y between the nodes xi. We began with linear interpolation which connects the points with straight lines and is perhaps the simplest interpolation algorithm. Then we moved on to cubic spline interpolation which yields a smooth curve by specifying gradients at the nodes and fitting cubic polynomials between them that match both their values and their gradients. Next we saw how this could result in curves that change from increasing to decreasing, or vice versa, between the nodes and how we could fix this problem by adjusting those gradients.
I concluded by noting that, even with this improvement, the shape of a cubic spline interpolation is governed by choices that are not uniquely determined by the points themselves and that linear interpolation is consequently a more mathematically appropriate scheme, which is why I chose to generalise it to other arithmetic types for y, like complex numbers or matrices, but not to similarly generalise cubic spline interpolation.
The obvious next question is whether or not we can also generalise the nodes to other arithmetic types; in particular to vectors so that we can interpolate between nodes in more than one dimension.
I concluded by noting that, even with this improvement, the shape of a cubic spline interpolation is governed by choices that are not uniquely determined by the points themselves and that linear interpolation is consequently a more mathematically appropriate scheme, which is why I chose to generalise it to other arithmetic types for y, like complex numbers or matrices, but not to similarly generalise cubic spline interpolation.
The obvious next question is whether or not we can also generalise the nodes to other arithmetic types; in particular to vectors so that we can interpolate between nodes in more than one dimension.