# Interpolation

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In the mathematical subfield of numerical analysis, interpolation is a method of constructing new data points within the range of a discrete set of known data points.

In engineering and science one often has a number of data points, as obtained by sampling or experimentation, and tries to construct a function which closely fits those data points. This is called curve fitting or regression analysis. Interpolation is a specific case of curve fitting, in which the function must go exactly through the data points.

A different problem which is closely related to interpolation is the approximation of a complicated function by a simple function. Suppose we know the function but it is too complex to evaluate efficiently. Then we could pick a few known data points from the complicated function, creating a lookup table, and try to interpolate those data points to construct a simpler function. Of course, when using the simple function to calculate new data points we usually do not receive the same result as when using the original function, but depending on the problem domain and the interpolation method used the gain in simplicity might offset the error.

It should be mentioned that there is another very different kind of interpolation in mathematics, namely the "interpolation of operators". The classical results about interpolation of operators are the Riesz–Thorin theorem and the Marcinkiewicz theorem. There are also many other subsequent results.

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### Example

For example, suppose we have a table like this, which gives some values of an unknown function f.

Interpolation provides a means of estimating the function at intermediate points, such as x = 2.5.

There are many different interpolation methods, some of which are described below. Some of the concerns to take into account when choosing an appropriate algorithm are: How accurate is the method? How expensive is it? How smooth is the interpolant? How many data points are needed?