Matlab has got a pchip algorithm (Piecewise Cubic Hermite
Interpolating Polynomial). Is there a way to get the same behaviour using the new algorithms in Iridium?
Matlab's help says the following of pchip compared to spline:
Comparing PCHIP with SPLINE:
The function S(x) supplied by SPLINE is constructed in exactly the same
way, except that the slopes at the x(j) are chosen differently, namely
to make even S''(x) continuous. This has the following effects.
Spline is smoother, i.e., S''(x) is continuous.
Spline is more accurate if the data are values of a smooth function.
Pchip has no overshoots and less oscillation if the data are not smooth.
Pchip is less expensive to set up.
The two are equally expensive to evaluate.
[1] Fritsch,
F. N. and R. E. Carlson, "Monotone Piecewise Cubic Interpolation,"
SIAM J. Numerical Analysis, Vol. 17, 1980, pp.238-246.
[2]
Kahaner, David, Cleve Moler, Stephen Nash, Numerical Methods and Software,
Prentice Hall, 1988.