[SciPy-User] Ideas for effective linear ND interpolation?

[Andreas Hilboll]

Hi,

I'll have to code multilinear interpolation in n dimensions, n~7. My
data space is quite large, ~10**9 points. The values are given on a
rectangular (but not square) grid. The values are numbers in a range of
approx. [0.0, 100.0].

The challenge is to do this efficiently, and it would be great if the
whole thing would be able to run fast on a machine with only 8G (or
better 4G) RAM.

A common task will be to interpolate 10**6 points, which souldn't take
too long.

Any ideas on how to do this efficiently are welcome:

* which dtype to use?
* is using pytables/blosc an option? How can this be integrated in the
interpolation?
* you name it ... ;)

Cheers, Andreas.