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Hermite cubic interpolating polynomial with specified derivatives

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Hermite cubic interpolating polynomial with specified derivatives

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Computes piecewise cubic polynomial which interpolates function values and first derivatives.

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Description

PP = PCHIPD(X,Y,D) provides the piecewise cubic polynomial which interpolates values Y and derivatives D at the sites X. This is meant to augment the built-in Matlab function PCHIP, which does not allow the user to specify derivatives.

X must be a vector.

If Y and D are vectors, then Y(i) and D(i) are the value and derivative to be matched at X(i).

If Y and D are matrices, then size(Y,2) == size(D,2) == length(X). Also, size(Y,1) == size(D,1). Use this for interpolating vector valued functions.

YY = PCHIPD(X,Y,D,XX) is the same as YY = PPVAL(PCHIPD(X,Y,D),XX), thus providing, in YY, the values of the interpolant at XX.

Acknowledgements

This file inspired Vasplab.

MATLAB release MATLAB 7.9 (R2009b)
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Comments and Ratings (2)
16 Jul 2013 M I  
23 May 2012 Max Radin  

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