RBF_INTERP_2D
Radial Basis Function Interpolation in 2D

RBF_INTERP_2D is a C++ library which defines and evaluates radial basis function (RBF) interpolants to 2D data.

A radial basis interpolant is a useful, but expensive, technique for definining a smooth function which interpolates a set of function values specified at an arbitrary set of data points.

Given nd multidimensional points xd with function values fd, and a basis function phi(r), the form of the interpolant is

       f(x) = sum ( 1 <= i <= nd ) w(i) * phi(||x-xd(i)||)
      

        sum ( 1 <= i <= nd ) w(i) * phi(||xd(j)-xd(i)||) = fd(j)
      

Although the technique is generally applied in a multidimensional setting, in this directory we look specifically at the case involving 2D data. This allows us to easily plot and compare the various results.

Four families of radial basis functions are provided.

• phi1(r) = sqrt ( r^2 + r0^2 ) (multiquadric)
• phi2(r) = 1 / sqrt ( r^2 + r0^2 ) (inverse multiquadric)
• phi3(r) = r^2 * log ( r / r0 ) (thin plate spline)
• phi4(r) = exp ( -0.5 r^2 / r0^2 ) (gaussian)

RBF_INTERP_2D needs access to the R8LIB library. The test program also needs access to the TEST_INTERP_2D library.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

RBF_INTERP_2D is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

LAGRANGE_INTERP_2D, a C++ library which defines and evaluates the Lagrange polynomial p(x,y) which interpolates a set of data depending on a 2D argument that was evaluated on a product grid, so that p(x(i),y(j)) = z(i,j).

PADUA, a C++ library which returns the points and weights for Padu sets, useful for interpolation in 2D. GNUPLOT is used to plot the points.

PWL_INTERP_2D, a C++ library which evaluates a piecewise linear interpolant to data defined on a regular 2D grid.

R8LIB, a C++ library which contains many utility routines, using double precision real (R8) arithmetic.

RBF_INTERP_1D, a C++ library which defines and evaluates radial basis function (RBF) interpolants to 1D data.

RBF_INTERP_ND, a C++ library which defines and evaluates radial basis function (RBF) interpolants to multidimensional data.

SHEPARD_INTERP_2D, a C++ library which defines and evaluates Shepard interpolants to 2D data, based on inverse distance weighting.

TEST_INTERP_2D, a C++ library which defines test problems for interpolation of data z(x,y) of a 2D argument.

TOMS886, a C++ library which defines the Padua points for interpolation in a 2D region, including the rectangle, triangle, and ellipse, by Marco Caliari, Stefano de Marchi, Marco Vianello. This is a C++ version of ACM TOMS algorithm 886.

VANDERMONDE_INTERP_2D, a C++ library which finds a polynomial interpolant to data z(x,y) of a 2D argument by setting up and solving a linear system for the polynomial coefficients, involving the Vandermonde matrix.

Reference:

1. Richard Franke,
   Scattered Data Interpolation: Tests of Some Methods,
   Mathematics of Computation,
   Volume 38, Number 157, January 1982, pages 181-200.
2. William Press, Brian Flannery, Saul Teukolsky, William Vetterling,
   Numerical Recipes in FORTRAN: The Art of Scientific Computing,
   Third Edition,
   Cambridge University Press, 2007,
   ISBN13: 978-0-521-88068-8,
   LC: QA297.N866.

Source Code:

• rbf_interp_2d.cpp, the source code.
• rbf_interp_2d.hpp, the source code.

Examples and Tests:

• rbf_interp_2d_test.cpp, a sample calling program.
• rbf_interp_2d_test.txt, the output file.

List of Routines:

• DAXPY computes constant times a vector plus a vector.
• DDOT forms the dot product of two vectors.
• DNRM2 returns the euclidean norm of a vector.
• DROT applies a plane rotation.
• DROTG constructs a Givens plane rotation.
• DSCAL scales a vector by a constant.
• DSVDC computes the singular value decomposition of a real rectangular matrix.
• DSWAP interchanges two vectors.
• PHI1 evaluates the multiquadric radial basis function.
• PHI2 evaluates the inverse multiquadric radial basis function.
• PHI3 evaluates the thin-plate spline radial basis function.
• PHI4 evaluates the gaussian radial basis function.
• R8MAT_SOLVE_SVD solves a linear system A*x=b using the SVD.
• RBF_INTERP evaluates a radial basis function interpolant.
• RBF_WEIGHT computes weights for radial basis function interpolation.

You can go up one level to the C++ source codes.