Dew Math for .NET
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Cubic spline interpolation.
The procedure interpolates cubic splines between consequtive (X,Y) pairs. The rotine does not return interpolated points. It constructs piece-wise polynomial, which in term can be used for evaluating (by using the TPiecePoly.Evaluate method) cubic splines. To directly obtain interpolated values, use the Interpolate routine.
Note If X.Length=Y.Length, then the "not-a-knot" end conditions are used. If Y.Length = X.Length +2 then the "knot" end conditions are used. X values must be monotonic or the result will not be valid.
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