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Interpolation
http://forum.alglib.net/viewtopic.php?f=2&t=71
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Author:  juanraulpj [ Mon Oct 04, 2010 9:52 am ]
Post subject:  Interpolation

I need to do the approach of weighing a few points each. I'll do it in C # with the alglib library. Which function do you suggest?

Author:  Sergey.Bochkanov [ Mon Oct 04, 2010 10:25 am ]
Post subject:  Re: Interpolation

You can use several functions: polynomialfit to do polynomial fitting, spline1dfitcubic or spline1dfithermite to do spline fitting. Is it what you want?

Author:  juanraulpj [ Mon Oct 04, 2010 1:33 pm ]
Post subject:  Re: Interpolation

More or less...but I'd try with this functiones but I didn't get what I want. I need a function that will approximate entry points with weights. In matlab I was using function sp = spap2(knots,k,x,y,w) %SPAP2 Least squares spline approximation. But now I want to improve the approach and implement in C#. Any suggestions?? Thanks.

Author:  Sergey.Bochkanov [ Mon Oct 04, 2010 5:13 pm ]
Post subject:  Re: Interpolation

You can use spline1dfitcubicwc or spline1dfithermitewc for such tasks. WC means Weighted-Constrained, i.e. these functions can solve weighted problems with constraints on function value/derivative. And, of course, you can solve problem with weights but without constraints.

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