Cubic Spline Interpolation Library in C++

This afternoon I was looking around for a cubic interpolation routine to do some data analysis. The numerical recipes one works fine but I also found a nice library from the website of Tino Kluge which works (so far anyway) very nicely indeed. It is as simple as including a header file, defining a set of (sorted) \(x_i\) and their corresponding \(y_i\) (for example using the vector class from the STL), declaring an instance of that class and calling the classes routine “set_points”. Below is the example provided on the authors website.


#include <cstdio>
#include <cstdlib>
#include <vector>
#include "spline.h"

int main(int argc, char** argv) {

std::vector<double> X(5), Y(5);
X[0]=0.1; X[1]=0.4; X[2]=1.2; X[3]=1.8; X[4]=2.0;
Y[0]=0.1; Y[1]=0.7; Y[2]=0.6; Y[3]=1.1; Y[4]=0.9;

tk::spline s;
s.set_points(X,Y); // currently it is required that X is already sorted

double x=1.5;

printf("spline at %f is %f\n", x, s(x));

return EXIT_SUCCESS;

The header is available from the authors website at the following link along with a some example programs and the explanation of the mathematics (see here). Many thanks to the author for providing it under the GNU GPLv2 licence.

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