Interpolation

Interpolation is a basic method in numerical computation that is obtained from a discrete set of data points, intended to find an interpolation function which represents some higher order structure that contains the data. The best known example is the interpolation of a sequence of points (x_k and y_k) in a plane to obtain a curve that goes through all the points in the order dictated by the sequence.

If the points in the previous sequence are in the right position and order, it is possible to find a univariate function y = f(x) for which y_k = f(x_k). It is often reasonable to request this interpolating function to be a polynomial, or a rational function, or a more complex functional object. Interpolation is also possible in higher dimensions, of course. The objective of the scipy.interpolate module is to offer a complete set of optimally coded applications to address this problem in different settings.

Let's address the easiest way of interpolating data to obtain a polynomial...