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 Hermite Interpolation 

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This is a solution of Hermite interpolation problem.

example:

A=[-1 2 -1 inf; 0 1 inf inf;1 -1 -1 8]


x f(x) f'(x) f''(x) . . .

A =
-1 2 -1 Inf
0 1 Inf Inf
1 -1 -1 8

If you don't know the derive values, just write Inf.

Use this command: difftable(A)
And you can see the divided difference table, and the
symbolic form of approximation...



Piecewise Hermite cubic interpolation between 2 points knowing derivative values

Syntax: y=p3hermite(x,pointx,pointy,yprime,plt)
Where
pointx = data points of the independent variable
(The points do not have to be...



Bootstrap the yield curve, discount curve and the forward curve from market data

***************** BOOTSTRAPPING RESULTS **********************

Time (Years)| Yield Curve | Discount Curve| Forward Curve |



Like the finite difference method, the Taylor Series Least Squares method can be used to estimate derivatives. The TLS technique can be used to estimate derivatives from scattered or unstructured data. The Hermite Taylor Series Least Squares...



Baseline Fit each column in "x".

There did not seem to be a similar function in th file exchange. This routine is simply a wrapper for two Matlab routines, interp1 and ginput.

Syntax:
[ycorr,yfit] =...



generates zeros of a Hermite polynomial of degree n to tolerance "tol" and their associated weights.
Uses recursion relation to generate the Hermite function and finds zeros via change of sign and linear interpolation. If a...



Piecewise cubic spline interpolation and approximated calculation of first and second derivative at the interpolation point.



Performs N-D FFT interpolation on any data for which fftn works. Will upsample by zero-filling, downsample by truncating high frequencies, or combine both up- and downsampling by dimension to allow arbitrary reshaping.



Interpolates a tridimensional function and calculates a parabolic approximation to first and second derivatives at the interpolation points.



Approx a point-defined function using Lagrange polinomial interpolation method



This function allow you to perform 2d interpolation for matlab code that have to be compiled to C.



Compute Hermite polynomials.

h = hermite(n)
h = hermite(n,x)

Inputs:
- n is the order of the Hermite polynomial (n>=0).
- x is (optional) values to be evaluated on the resulting Hermite polynomial...



Interpolation for .NET is a mathematical application which includes algorithm for calculating interpolation coefficients and interpolation in higher dimensions. Burlisch stoer algorithm can be used to provide error estimates. Users are allowed to...



Polynomial Interpolation (curve-fitting) using Lagrange Polynomial.



A lightweight and powerful way to evaluate expressions embedded in strings during interpolation.



Regular string interpolation in Python requires the user to pass an explicit
keyword dictionary. This recipe adds a little bif of magic, so that if
a name is not found in the passed dictionary, it is looked up in the
locals and...



The INTERPFT function does sinc interpolation by taking an FFT, padding its end with zeros, and then taking an IFFT. Essentially, INTERPFT resamples the signal after low-pass filtering it.

Instead of putting all zero padding at the FFT...



Kriging and inverse distance are popular interpolation methods, especially in earth sciences. There are some routines already available on matlab but are severely limited by matlabs memory constraints. By using gstat to handle interpolation and...



This programs gives solution of 2nd order differential equation with variable coefficients by Rayleigh Ritz method using linear interpolation



This is a demo program of the paper Ant colony optimization for wavelet-based image interpolation using a three-component exponential mixture model," Expert Systems with Applications, Vol. 38, No. 10, Sept. 2011, pp. 12514-12520.