Cubic spline interpolation in Fortran

A module for cubic spline interpolation in Fortran, based on:

spline.f
spline.f90, a Fortran 90 translation of spline.f

Requirements

A somewhat recent Fortran compiler (gfortran is the default compiler in the Makefile).

Usage

Usage looks like this:

type(spline_t) :: spl

! Compute coefficients, n is size of input table
call spline_set_coeffs(x_table, y_table, n, spl)

! Evaluate at x_eval using the elemental function spline_evaluate
y = spline_evaluate(x_eval, spl)

Example

See test.f90, which can be compiled with:

make

and executed with for example:

./test 100 1000000

which uses a table with 100 points of a cubic function as input, which is then evaluated at 1000000 points using cubic spline interpolation. Example of output:

Using n_table = 100 and n_eval = 1000000
Error (L1, L2, Linf):     0.91803402E-16  0.19963740E-15  0.17763568E-14
Evaluated points/second:  0.92936803E+08

Note that the error is so small here because a cubic spline can 'exactly' approximate a cubic function. For generic function interpolation, errors will be larger.

TODO

Implement different types of boundary conditions

License