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[Help-gsl] Re: monotone spline


From: A.R. Burgers
Subject: [Help-gsl] Re: monotone spline
Date: Fri, 05 Feb 2010 22:29:03 +0100
User-agent: Thunderbird 2.0.0.23 (Windows/20090812)

Yes there are such functions:

http://www.mathworks.com/access/helpdesk/help/techdoc/ref/pchip.html
http://www.netlib.org/slatec/pchip/

slatec has a fortran 77 implementation

Teun

Rhys Ulerich schreef:

I wonder If it is possile
to impose a monotone condition on the overall function
(in order not to result in oscillations, due to
scattering data points).

Offhand, I'm not aware of how to directly impose a monotonicity
condition using B-splines.  Of course, you could always choose a basis
with fewer degrees of freedom than your number of sample points and
then perform a least squares fit.  You may still get some oscillations
for oscillatory data, but they should be much slower ones.  Tune as
appropriate for your application.

- Rhys





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