piecelin(x,y,u)

function v = piecelin(x,y,u)
%PIECELIN  Piecewise linear interpolation.
%  v = piecelin(x,y,u) finds the piecewise linear L(x)
%  with L(x(j)) = y(j) and returns v(k) = L(u(k)).

%  First divided difference

   delta = diff(y)./diff(x);

%  Find subinterval indices k so that x(k) <= u < x(k+1)

   n = length(x);
   k = ones(size(u));
   for j = 2:n-1
      k(x(j) <= u) = j;
   end

%  Evaluate interpolant

   s = u - x(k);
   v = y(k) + s.*delta(k);