Just a quick note: Following the instruction on Wikipedia
http://en.wikipedia.org/wiki/Cubic_Hermite_spline#Cardinal_spline
http://en.wikipedia.org/wiki/Monotone_cubic_interpolation
I finally implemented monotone interpolation, in pure numpy and fully vectorized. It works and looks good, but I haven't verified yet whether it's correct.
Another example: Interpolating a noisy sine curve with cardinal splines with c=0.1
Thursday, January 19, 2012
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