spline
c++ cubic spline library
http://kluge.in-chemnitz.de/opensource/spline/
It generates a piecewise polynomial function of degree 3 and is twice continuously differentiable everywhere. Boundary conditions default to zero-curvature at the end points. It extrapolates linearly, if default boundary conditions are used, or otherwise extrapolation is a quadratic function.
Usage
The library is a header-only file and can be used like this:
#include "spline.h"
...
int main(int argc, char** argv)
{
std::vector<double> X, Y;
...
tk::spline s;
s.set_points(X,Y); // X needs to be sorted, strictly increasing
double value=s(1.5); // interpolated value at 1.5
...
}Optionally, boundary condition can be modified via set_boundary(),
which needs to be called before set_points().
s.set_boundary(tk::spline::second_deriv,0.0,tk::spline::first_deriv,-2.0,false);