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Multivariate interpolation of large sets of scattered data

Published:01 June 1988Publication History
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Abstract

This paper presents a method of constructing a smooth function of two or more variables that interpolates data values at arbitrarily distributed points. Shepard's method for fitting a surface to data values at scattered points in the plane has the advantages of a small storage requirement and an easy generalization to more than two independent variables, but suffers from low accuracy and a high computational cost relative to some alternative methods. Localizations of this method have reasonably low computational costs, but remain relatively inaccurate. We describe a modified Shepard's method that, without sacrificing the advantages, has accuracy comparable to other local methods. Computational efficiency is also improved by using a cell method for nearest-neighbor searching. Test results for two and three independent variables are presented.

References

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  1. Multivariate interpolation of large sets of scattered data

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      Alan Charles Genz

      This paper describes an algorithm for the multivariate interpolation of data that may be sparse and unstructured. The main difficulty with this type of problem is the quick determination of a representation of data that is accurate and can be efficiently evaluated. The method proposed is a further modification of the modified quadratic Shepard method (MQSM). The MQSM uses a sum of locally defined quadratic polynomials to represent the data. The quadratic associated with a given data point is constructed using only those data whose coordinates are within a fixed distance from the given point's coordinates. For sparse data, this method of determining locality can result in some local approximations that depend on very few data points. Renka's modification constructs the quadratic using a fixed number of points closest to the given point. Test results in two dimensions show that this method is more accurate than the original method for a reasonable selection of test problems. Renka also describes how the searching required for these methods can be more efficiently done using Bentley and Friedman's cell technique. The combination of these two modifications results in a faster, more accurate algorithm that extends easily to higher dimensions (some additional test results show good performance for the method in three dimensions).

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      • Published in

        cover image ACM Transactions on Mathematical Software
        ACM Transactions on Mathematical Software  Volume 14, Issue 2
        June 1988
        80 pages
        ISSN:0098-3500
        EISSN:1557-7295
        DOI:10.1145/45054
        Issue’s Table of Contents

        Copyright © 1988 ACM

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        Association for Computing Machinery

        New York, NY, United States

        Publication History

        • Published: 1 June 1988
        Published in toms Volume 14, Issue 2

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