Interpolation over an array (or two)

Question

I\'m looking for a java library or some help to write my own interpolation function. That is I have two arrays of doubles which are potentially different sizes, but are ord

Answer 1

be very careful with spline-fits and polynomial fits. These two can give nonsensical behavior that can derail many uses of (what is believed to be a representation of) the data.

Anything that uses derivatives (slopes) of data can be totally derailed.

Best thing you can do is plot the data, understand what it's doing, and only then fit (linear, polynomial, log-log) regression; once you've done that you should plot your fit over the original data and make sure you see reasonable agreement. Skipping this comparison-step is a very bad idea.

Certain data-sets will not yield to fitting of polynomials, log-log etc..; if your data-points are appropriately distributed over the range of data there's nothing wrong with piecewise-interpolation (linear or polynomial etc.). To beat a dead horse, if you use piecewise interpolation avoid anything that uses derivatives/slopes of your piecewise interpolation because it will have discontinuities and will cause things to behave badly.