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Module interpolation

Module interpolation 

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Interpolation & function approximation (Gap analysis §3.7).

  • lagrange — Lagrange and Newton divided-difference polynomial interpolation.
  • spline — natural cubic spline (tridiagonal Thomas solve) and linear interpolation.
  • least_squares — polynomial least-squares fit via the normal equations.

Fail-closed (InterpolationError): empty/mismatched data, duplicate nodes, an over-high fit degree, or a singular system return an error rather than a fabricated curve.

Re-exports§

pub use lagrange::lagrange_eval;
pub use lagrange::newton_coefficients;
pub use lagrange::newton_eval;
pub use least_squares::poly_eval;
pub use least_squares::poly_fit;
pub use spline::linear_interp;
pub use spline::CubicSpline;

Modules§

lagrange
Polynomial interpolation through n points: the Lagrange form (direct evaluation) and the Newton divided-difference form (build coefficients once, evaluate cheaply).
least_squares
Polynomial least-squares fitting via the normal equations (VᵀV) c = Vᵀy, solved by Gaussian elimination with partial pivoting (the small (d+1)×(d+1) system).
spline
Natural cubic spline interpolation (the tridiagonal system for the second derivatives is solved with the Thomas algorithm) and piecewise-linear interpolation.

Enums§

InterpolationError