cppinterp is a fast C++ based interpolator for Python. It has the same interface of numpy.interp(x, xp, fp) and allows for interpolation of multidimensional function of one variable.
As it is based on C++ execution, its performances matches those of numpy when a "small" number of grid points are considered. For a huge number of grid points, cppinterp can provide a speed up of a factor of around 2.
Before to use the package, you need to compile the file interp.cpp. This is done by running make.
This will build a file interp.so, ready to be read by the Python interpreter.
The library can be used by importing file cppinterp.py, which provides an easy-to-use interface to the C++ function.
The library provides two functions
- iterp: interpolate a 1D function of one variable, in the same fashion of numpy.
- iterp_N: intepolated a N dimensional function of one variable; this can provide a speed up in the execution if the grid new coordinate grid is large.
File try_interp.py has a ready to use example of how the interpolation is performed.
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