[SciPy-Dev] Multilinear interpolation

[Pierre Haessig]

Hi Pablo,

Le 25/02/2013 13:04, Pablo Winant a écrit :
> So I made an attempt using tempita in the case of regularly spaced 
> grids. For now, it is in a temporary repository in github:
>
> https://github.com/albop/python_interpolation
>
> There is a file multilinear_cython.pyx.in which must be interpreted to 
> produce multilinear_cython.pyx . There is also a multilinear.py file 
> containing an object oriented wrapper for the compiled routines.
>
> Here is an example:
>
> http://nbviewer.ipython.org/urls/raw.github.com/albop/python_interpolation/master/interpolation.ipynb
>
> Before, I do the same for irregularly spaced grid, I have some questions:
> - I included the templates as Python strings in the .pyx.in file . Was 
> there a better way ?
> - I was not sure about how to deal with single/double precision in the 
> cython code.
I was just wondering what was the status of your work on a multilinear
interpolation. I'm currently working on a small stochastic dynamic
programming code where an interpolator is a key underlying component.
I've been using scipy.interpolate.RectBivariateSpline so far because I
was solving only a 2D state-space problem, but for genericity, a N-D
interpolator is required (although the "curse of dimensionality"
probably implies N <= 3 !)

By looking at you're Githup repositories, it seems you've integrated the
interpolation code in https://github.com/albop/dolo. Is that indeed the
case ?

This makes me ask two questions :
 1) do you plan to integrate it in scipy.interpolate ?
 2) did you benchmark your code against existing N-D interpolator like
LinearNDInterpolator ?

best,
Pierre


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