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Learning SciPy for Numerical and Scientific Computing by Francisco J. Blanco-Silva

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Interpolation and regression

Interpolation is a basic method in numerical computation that is obtained from a discrete set of data points, some higher order structure that contains the previous data. The best known example is the interpolation of a sequence of points (x_k, 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 ...

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