C implementation of Matlab interp1 function (linear interpolation)

Question

Do you know any C implementation of the Matlab interp1 function (just 'linear' one)? I know one for Java.

Answer 1

I've ported Luis's code to c++. It seems to be working but I haven't checked it a lot, so be aware and re-check your results.

#include <vector>
#include <cfloat>
#include <math.h>

vector< float > interp1( vector< float > &x, vector< float > &y, vector< float > &x_new )
{
    vector< float > y_new;
    y_new.reserve( x_new.size() );

    std::vector< float > dx, dy, slope, intercept;
    dx.reserve( x.size() );
    dy.reserve( x.size() );
    slope.reserve( x.size() );
    intercept.reserve( x.size() );
    for( int i = 0; i < x.size(); ++i ){
        if( i < x.size()-1 )
        {
            dx.push_back( x[i+1] - x[i] );
            dy.push_back( y[i+1] - y[i] );
            slope.push_back( dy[i] / dx[i] );
            intercept.push_back( y[i] - x[i] * slope[i] );
        }
        else
        {
            dx.push_back( dx[i-1] );
            dy.push_back( dy[i-1] );
            slope.push_back( slope[i-1] );
            intercept.push_back( intercept[i-1] );
        }
    }

    for ( int i = 0; i < x_new.size(); ++i ) 
    {
        int idx = findNearestNeighbourIndex( x_new[i], x );
        y_new.push_back( slope[idx] * x_new[i] + intercept[idx] );

    }

}

int findNearestNeighbourIndex( float value, vector< float > &x )
{
    float dist = FLT_MAX;
    int idx = -1;
    for ( int i = 0; i < x.size(); ++i ) {
        float newDist = value - x[i];
        if ( newDist > 0 && newDist < dist ) {
            dist = newDist;
            idx = i;
        }
    }

    return idx;
}