CHEBYSHEV is a FORTRAN77 library which constructs the Chebyshev interpolant to a function.
Note that the user is not free to choose the interpolation points. Instead, the function f(x) will be evaluated at points chosen by the algorithm. In the standard case, in which the interpolation interval is [-1,+1], these points will be the zeros of the Chebyshev polynomial of order N. However, the algorithm can also be applied to an interval of the form [a,b], in which case the evaluation points are linearly mapped from [-1,+1].
The resulting interpolant is defined by a set of N coefficients c(), and has the form:
C(f)(x) = sum ( 1 <= i <= n ) c(i) T(i-1,x) - 0.5 * c(1)
where T(i-1,x) is the (i-1)-th Chebyshev polynomial.
Within the interval [-1,+1], or the generalized interval [a,b], the interpolant actually remains bounded by the sum of the absolute values of the coefficients c(). It is therefore common to use Chebyshev interpolants as approximating functions over a given interval.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
CHEBYSHEV is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
BERNSTEIN_POLYNOMIAL, a FORTRAN77 library which evaluates the Bernstein polynomials, useful for uniform approximation of functions;
CHEBYSHEV_INTERP_1D, a FORTRAN77 library which determines the combination of Chebyshev polynomials which interpolates a set of data, so that p(x(i)) = y(i).
CHEBYSHEV_SERIES, a FORTRAN77 library which can evaluate a Chebyshev series approximating a function f(x), while efficiently computing one, two or three derivatives of the series, which approximate f'(x), f''(x), and f'''(x), by Manfred Zimmer.
DIVDIF, a FORTRAN77 library which computes interpolants by divided differences.
HERMITE, a FORTRAN77 library which computes the Hermite interpolant, a polynomial that matches function values and derivatives.
HERMITE_CUBIC, a FORTRAN77 library which can compute the value, derivatives or integral of a Hermite cubic polynomial, or manipulate an interpolating function made up of piecewise Hermite cubic polynomials.
LAGRANGE_INTERP_1D, a FORTRAN77 library which defines and evaluates the Lagrange polynomial p(x) which interpolates a set of data, so that p(x(i)) = y(i).
RBF_INTERP, a FORTRAN77 library which defines and evaluates radial basis interpolants to multidimensional data.
SPLINE, a FORTRAN77 library which includes many routines to construct and evaluate spline interpolants and approximants.
TEST_APPROX, a FORTRAN77 library which defines test problems for approximation, provided as a set of (x,y) data.
TEST_INTERP_1D, a FORTRAN77 library which defines test problems for interpolation of data y(x), depending on a 1D argument.
TOMS446,
a FORTRAN77 library which
manipulates Chebyshev series for interpolation and approximation;
this is a version of ACM TOMS algorithm 446,
by Roger Broucke.
You can go up one level to the FORTRAN77 source codes.