Interpolation

The computation of points or values between ones that are known or tabulated using the surrounding points or values.

In particular, given a univariate function f=f(x), interpolation is the process of using known values f(x_0),f(x_1),f(x_2),...,f(x_n) to find values for f(x) at points x!=x_i, i=0,1,2,...,n. In general, this technique involves the construction of a function L(x) called the interpolant which agrees with f at the points x=x_i and which is then used to compute the desired values.

Unsurprisingly, one can talk about interpolation methods for multivariate functions as well, though these tend to be substantially more involved than their univariate counterparts.

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