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From: "Bruno Luong" <b.luong@fogale.findmycountry>
Newsgroups: comp.soft-sys.matlab
Subject: Re: interpolating/smoothing w/ monotonically increasing
Date: Thu, 13 Aug 2009 12:22:01 +0000 (UTC)
Organization: FOGALE nanotech
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"John D'Errico" <woodchips@rochester.rr.com> wrote in message <h60up2$dpn$1@fred.mathworks.com>...
> "Bruno Luong" <b.luong@fogale.findmycountry> wrote in message <h60o8v$e66$1@fred.mathworks.com>...
> > An anonymous reader has solicited me to post the code of monotonic interpolation. As I do not own optimization toolbox I cannot check whereas LINPROG is correctly called and provides good result. But here we go. If you see any issue with linprog call please let me know.
> > 
> > Bruno
> 
> There is an IMPORTANT caveat there.
> 
> Bruno has written a piecewise linear approximant. This
> is NOT interpolation, because interpolation reproduces
> the data exactly. When your data is not monotone, then
> a monotone function cannot interpolate the data.
> 

Yes you are right, I should call it "monotonic regression", "interpolation when-you-can", or whatever the process that corrects the data "as little as possible" to make them monotonic.

Bruno