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Re: [Help-gsl] multidim interpolation

From: Sam Mason
Subject: Re: [Help-gsl] multidim interpolation
Date: Thu, 9 May 2013 09:21:12 +0100

On 9 May 2013 02:35, jeremy theler <address@hidden> wrote:
> what I want to do is to
> interpolate arbritarily-scattered data, not only points located in a
> rectangular grid.

Depending on how statistical you want to be, gaussian processes/fields
can be very useful for this sort of thing.  GSL helps a bit, but is
missing the multivariate normal distribution, but there is code here
to extend it:

The computationally intensive part is generating the covariance
matrix, which is O(n^2) so only really usable when you have less than
a few thousand points.

Hope that helps!


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